PGS. TS.

ng q ua ng



Gi o t r nh
Phng php s



0 0.1 0.2 0.3 0.4 0.5
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
y=sin(pi x)
-3x
2
+3.5x
A
B
C







H ni 2007
2
L i n i u
Phng php s hay cn gi l Gii tch s l mn khoa hc nghin cu cch
gii gn ng, m ch yu l cc cch gii bng s (ni gn l gii s) cc bi ton
khoa hc-k thut v thc tin c m hnh ho bi ngn ng ton hc. Ngy nay
cng vi my tnh in t phng php s tr thnh mt cng c c lc ca cc
nh khoa hc, cc k s trong vic nghin cu cc hin tng t nhin v x hi , trong
vic tnh ton, thit k,... V th mn hc Phng php s tr nn khng th thiu c
i vi sinh vin cc ngnh khoa hc t nhin v k thut.
Gio trnh Phng php s ny c bin son da trn cc bi ging m tc gi
nhi u n m gi ng dy cho sinh vin ngnh Cng ngh thng tin v in t vin
thng ca mt s trng i hc. Phin bn nng cao v m rng ca gio trnh bi
mt s chng mc mi cng c tc gi ging dy cho sinh vin cc ngnh Ton
v Ton-Ti n ng dng.
Hi n nay gio trnh ging dy mn Phng php s kh phong ph vi cc cch
trnh by rt a dng. Cc gio trnh ny thng ch dng li vic thit lp cc
phng php s v nh gi sai s ca chng cng cc th d v mt vi hng dn s
dng. Nhng vn quan trng l lm th no thu c li gii s vi sai s cho
trc cha c quan tm. Gio trnh ny s ch ti vic b khuyt iu thiu ht
tr n.
Trong bi cnh hi n nay khi phn mm MATLAB- mt ngn ng l p trnh k
thut v i kh n ng ho nhanh c cc k s s dng rt rng ri trong cc tnh
ton khoa hc, phn tch v thit k cc h thng k thut do tnh n gin v hiu qu
ca n, xut hin cc sch tham kho v gio trnh phng php s bng ting Anh
v ting Php, trong cc thut ton c ci t bng MATLAB. Vic s dng
MATLAB vo vic hc mn Phng php s ngoi u im l d vit chng trnh th
iu quan trng hn l ngay trong MATLAB c bn c mt s lng rt ln cc
hm ca i s tuyn tnh tnh ton, cc hm v ni suy v xp x hm s, gii phng
trnh phi tuyn, gii phng trnh vi phn,...Sinh vin c th so snh kt qu tnh ton
bng chng trnh t vit vi kt qu tnh bng cc hm c sn. Vi tinh thn khuyn
co s dng MATLAB nh mt cng c c lc ca ngi k s, chng ti cung cp
mt s kin thc c bn v phn mm ny trong phn Ph lc 1. Trong Ph l c 2
chng ti ci t mt s thut ton c trnh by trong cc chng bng
MATLAB. C th ni y cng l mt im khc bit ca gio trnh ca chng ti so
vi cc gio trnh Phng php s hin c.
Do thi gi an v trnh c hn, gio trnh ny khng trnh khi thiu st.
Chng ti rt mong c bn c gp v lng th. Th gp xin gi v: B mn
Khoa hc m y tnh khoa Cng ngh Thng ti n i hc Th i nguy n hoc qua e-
mai l : dangqa@i oi t.ac.vn
H ni, th ng 10 n m 2007
PGS. TS. ng Quang
3
M u
1. Phng php s l g
Mn Phng php s (Numerical methods) hay cn gi l Gii tch s
(Numerical analysis), Phng php tnh (Computational methods) v rng hn l Ton
hc tnh ton (Computational mathematics, Numerical mathematics) l mt khoa hc
nghin cu cch gii gn ng, m ch yu l gii bng s (ni gn l gii s) cc
phng trnh, cc bi ton xp x hm s v cc bi ton ti u ho (theo Bch khoa
ton th v khoa hc v k thut, NXB Mc. Graw Hill 1992).
Ni mt cch khc th hin bn cht hn, nh trong li gii thiu b sch Cm
nang gi i tch s (Handbook of Numeri cal anal ysi s) gm 3 tp do c c chuy n gi a
hng u th gii vit t 1989 n 1994 (Ciarlet P.G. v Lions J.L. ch bin), gii tch
s l mt phn ca ton hc m t v phn tch cc lc s c s dng trn my
tnh. Mc tiu ca n l nhn c biu din r rng, chnh xc v trung thc tt c cc
thng tin cha ng trong cc m hnh ton hc. N l s m rng t nhin ca cc
cng c c in nh li gii gii tch, cc bin i c bit, gii tch hm cng nh gii
tch n nh v tim cn.
C thni gn hn, mn phng php s nghin cu phng php gii cc bi
ton bng s trn my tnh. Vi mc tiu v nhim v nh vy, Phng php s v
my tnh l mt cng c c lc trong vic nghin cu cc i tng, cc qu trnh t
nhin v x hi.
Nh ta bit, nghin cu cc hin tng t nhin/x hi, chng hn cc hin
tng kh tng nh my ma, gi, nhit , p sut; cc qu trnh thu vn nh dng
chy, l lt,..; hin tng bin dng, nt n ca vt rn,.. thay v cc m hnh vt l,
ngi ta xy dng m hnh ton hc ca cc hin tng ny v nghin cu n. Chnh
Gii tch s hay Phng php s thc hin cng on nghin cu cc phng php/
thut ton s l cc m hnh ton hc trn my tnh. Chnh n l c s xy dng cc
phn mm khoa hc - m phng my tnh ca cc i tng vt l.

2. S kh c bit ca to n tnh v i to n l thuyt
Khi nghin cu mt bi ton - mt m hnh ton hc cc nh ton hc l thuet
thng ch quan tm n cc vn nh tnh ca bi ton nh vn tn ti, duy nht
v cc tnh cht ca nghim ca bi ton, cn cc nh ton tnh th quan tm n vic
xy dng phng php, thut ton tm nghim trn my tnh. V th cc vn t
ra l: tnh kh thi v tnh hiu qu ca thut ton.
y mt thut to n c gi l kh thi nu n c th thc hin c trn h
thng tnh ton hin c hoc trong tng lai. Cn hiu qu ca thut ton m ch chi
4
ph v ti nguyn my tnh v thi gian thc hin c c li gii vi mt chnh
xc cho trc. iu kin cn c cho tnh cht trn l s n nh ca thut ton.
C th hiu mt cch nm na, mt thut ton c gi l n nh nu sai s
tnh ton (do my tnh lm trn s) khng b khuych i trong qu trnh tnh.
hi u r nhng i u n u tr n chng ta xt mt s thd sau.
T hd 1 (tnh n nh). Gi s cn tnh tch phn
) 1 (
1
1
0
> =

}
n dx e x I
x n
n
.
Tch phn tng phn ta c
. 1
1
1
1
0
1 1
0
1

= =
} n
x n x n
n
nI dx e x n e x I
Ngoi ra ta c
. 3679 . 0
1
1
1
0
1
~ = =

}
e
dx e x I
x

Nh vy, tnh
n
I ta thu c cng thc truy hi
. 3679 . 0
, 2 , 1
1
1
=
> =

I
n nI I
n n

n y, v mt l thuyt dng nh bi ton c gii quyt v c th tnh
n
I v i
n bt k ln hn 1 trn my tnh. Nhng thc t tnh trn my tnh li khng cho ta kt
qu mong mun khi n ln. C th l tnh trn my tnh vi n=25 ta c bng kt qu
sau (lit k theo tng hng)

0.3679 0.2642 0.2073 0.1709 0.1455
0.1268 0.1124 0.1009 0.0916 0.0839
0.0774 0.0718 0.0669 0.0627 0.0590
0.0555 0.0572 -0.0295 1.5596 -30.1924
635.0403 -13969.8864 321308.3881 -7711400.3133 192785008.8325
Nhn vo bng trn ta thy kt qu gim dn t 0.3679 (khi n=1) n 0.0555 (khi
n=16), sau kt qu thay i tht thng v gi tr tuyt i tng rt nhanh. iu ny
hon ton khng ph hp vi l thuyt v theo l thuyt th 0
n
I as n do
.
1
1
0
1
0
+
= s s
}
n
dx x I
n
n

5
Hin tng kt qu tnh to n
n
I nu trn l s khng n nh ca thut ton: sai s ban
u khi tnh 3679 . 0
1
1
~ =
e
I b khuych i trong qu trnh tnh. iu ny c th l
gii nh sau: thay v
e
I
1
1
= ta thu c o + =
1 1
~
I I , trong o l sai s. Gi s cc
tnh ton tip theo khng mc phi sai s. Th th khi tnh cho n = 2 ta c
. 2 2 ) 2 1 ( ) ( 2 1
~
2 1
~
2 1 1 1 2
o o o = = + = = I I I I I Nh vy, ta thu c
2
~
I v i sai s
o 2 |
~
|
2 2
= I I . Lp lun tng t, c th chng t rng bc th n thay cho gi tr
ng
2
I ta thu c gi tr gn ng
2
~
I v i sai s o ! |
~
| n I I
n n
= . Do , d o c b
thkhi n l n sai s vn ln v ta khng th nhn c gi tr chp nhn c l
gn ng cho
n
I .
T hd 2 (tnh kh thi). Cho h phng trnh i s tuyn tnh
b Ax = , (1)
trong A l ma trn vung cp n vi nh thc khc 0. V l thuyt c thgi i h
tr n bng cng thc Cramer
A
A
=
i
i
x , (i =1,..., n), (2)
trong A det = A , cn
i
A nhn c t A do vi c thay ct th i bi ct t do b.
Nhng vic tnh ton ra nghim bng s c th li l mt vic khng n gin. Theo
cng thc (2) cn phi tnh n +1 nh thc cp n. Mi nh thc l tng ca n! s hng,
mi s hng l tch ca n tha s. Do vy, tnh mi s hng cn thc hin n 1 php
nhn. Nh vy, tt c s php tnh nhn cn thc hin trong (2) l Q = n!(n+1)(n-1).
Gi s n = 20. Khi
20
10 * 7073 . 9 ~ Q . Nu tc ca my tnh l 100 triu php
tnh/giy th thi gian thc hin khi lng tnh ton trn l
9
10 * 2.6965 gi =
5
10 * 0782 . 3 nm. Mt thi gian ln v cng! V nh vy, thut ton nu trn l hon
ton khng kh thi d my tnh c tng tc ln gp hng nghn, hng vn ln.
trn ta mi ch xt vic gii mt h c 20, m thc t khoa hc v cng ngh i hi
phi gii cc h phng trnh i s tuyn tnh c hng vn, hng triu hoc hn th
na. V th, cn phi nghin cu xut cc phng php hiu qu c th gii c
cc h thng phng trnh c ln. l mt trong cc nhim v ca ngnh Phng
ph p s.
3. Phng php s, cc phn mm ton hc v tnh ton khoa hc
6
Thng thng cc thut ton c bn ca gii tch s c t chc thnh cc th vin
chng trnh vi cc tn gi l cc package, toolbox, lib,... Chng c a vo cc
phn mm ton hc nh Mathematica, Maple v c bit l MATLAB- mt mi trng
tnh ton k thut v ho nhanh c s dng rt rng ri, phc v cho cc nghin
cu v tnh ton k thut. Ngoi ra, cc phng php s gii cc lp bi ton khc
nhau ca khoa hc v cng ngh cng c lp trnh thnh cc phn mm chuyn
dng phc v gii cc lp bi ton khc nhau, chng hn b chng trnh phn t hu
hn gii cc bi ton c hc, b chng trnh tnh ton thu lc, b chng trnh
tnh to n nhi m khquyn,....Cc phn mm trn c tn gi chung l phn mm tnh
to n khoa hc.



7
Chng 1
xp x v sai s

1. S gn ng v sai s ca n
1.1 S gn ng v sai s
Trong thc t v trong tnh ton, thng thng ngi ta phi lm vic vi cc gi tr
gn ng ca cc i lng. Cc gi tr gn ng ny nhn c bng cc php o c,
bng th nghim, hoc do thc hin cc php tnh chia khng ht nh 1/3, 1/7,..., php
khai cn nh
3
2, 5, ...
nh ngha 1.1. S a c gi l s gn ng hay s xp xca s ng A (tc gi tr
ng ca i lng cn quan tm) v k hiu l a A ~ , nu a sai kh c A khng ng
k. Nu a A < th a c gi l xp x thiu, cn nu a A > th a c gi l xp x
tha ca A.
Thd: i v i s 2 A = th
1
1, 41 a = l xp x thi u, cn
2
1, 42 a = l xp x tha v
2 1, 4142135623... = ; i v i s 3,1415926535... t = th 3,14 l xp x thiu, cn 3,15 l
xp xtha.
nh ngha 1.2. S | | A a A = c gi l sai s tuyt i ca s gn ng a .
Thng thng s ng A khng bi t n n ta cng khng bi t chnh x c sai s tuyt i
ca s gn ng a , m ch c th nh gi n. V th ta coi nh gi tt nht c th
a
A ca | | A a A = l sai s tuyt i ca a .
Nh vy, sai s tuyt i ca a l s
a
A b nht c th bit c tha mn iu kin
| |
a
A a s A (1)
T bt ng thc tr n suy ra
a - A a +
a a
A s s A . (2)
n gin ngi ta thng vit
a
A a = A m chrng
a
A l sai s tuyt i ca a .
Th d: Nu coi a = 3,14 l xp x ca t th sai s tuyt i l 0, 002
a
A s .
Sai s tuyt i khng phn nh y mc chnh x c ca php o h ac tnh to n.
Chng hn, o chiu di ca hai thanh st bng cng mt thc o ta nhn c cc
kt qu sau:
1
1
115,6 cm 0,1cm,
7,5 cm 0,1cm
l
l
=
=

Tuy sai s tuyt i ca hai php o trn l nh nhau (= 0,1 cm) nhng r rng l php
o th nht chnh xc hn. th hin iu ta a vo khi nim sau.
nh ngha 1.3. Sai s tng i ca s gn ng a , k hi u bi o , l
8
| |
| | | |
A a
A A
o
A
= = . (3)
vi gi thit l 0 A = .
Tuy nhi n, do s A v A khng bit nn trong thc hnh ta s chp nhn sai s tng
i ca s gn ng a l a s
| |
a
a
a
o
A
= (4)
Ch rng sai s tuyt i c c ng th nguy n v i v i A, cn sai s tng i khng
c th nguyn. Ngi ta thng tnh sai s tng i bng phn trm. V th
% 100
| |

A
=
a
a
a
o .
Tr li php o chiu di ca cc thanh st ta thy rng sai s tng i ca
1
l l
1
0,1
100% 0, 09%
115, 6
o = = , ca
2
l l
2
0,1
100% 1, 33%
7, 5
o = = . R rng l
1
o nh hn rt
nhi u so v i
2
o v php o th nht chnh xc hn nhiu so vi php o th hai.
1.2. Ch s c ngha v ch s ng tin
Mt s vi t d ng thp phn c thgm nhi u ch s. Chng h n s 20,15 c 4 ch
s; s 3,1412 c 5 ch s.
nh ngha 1.4. Nhng ch s c ngha ca mt s l nhng ch s ca s k t
ch s kh c khng u ti n tnh t tr i sang phi .
Thd: Trong cc s sau, nhng ch s c gch di l nhng ch s c ngha:
12,57; 20,15 ; 0,03047 ; 0,304500 .
Gi s a l s gn ng ca Av a c bi u di n
1 1 0 1 2
... , ... ...
m m n
o o o o o o o


tc l
1
1 0 1
s
s
( .10 .10 ... .10 .10 ... .10 ...)
= .10
m m n
m m n
s
a o o o o o o
o


= + + + + + + + +

(5)
trong o
s
l nhng s nguyn t 0 n 9.
nh ngha 1.5. Trong bi u di n (5) ca a ch s o
s
c gi l ch s ng tin (hay
ch s ng) nu
1
.10
2
s
a
A s , v gi l ch s nghi ng nu
1
.10
2
s
a
A > , trong
a
A l
sai s tuyt i ca a .
T nh ngha tr n suy ra rng nu o
s
l ch s ng tin th mi ch s c ngha bn
tr i n u l ng tin, v nu o
s
l ng ng th mi ch s bn phi n u l ng
9
ng.
T hd. S gn ng a = 3.7284 v i
a
A =0.0047 c 3 ch s ng tin l 3, 7 v 2, cn
cc ch s 8 v 4 l ng ng.
1.3.C ch vit s gn ng
C hai c ch vi t s gn ng.
a. C ch 1: Vi t k m theo sai s a
a
A

Cch ny thng dng vit cc kt qu o c, thc nghim, trong
a
A l sai s
ca thi t bo.
Thd: 150 cm 0.1 cm; 65 kg 0.1 kg
b. C ch 2: Vit theo quy c: mi ch s c ngha u ng tin, c ngha l sai s
tuyt i
a
A khng ln hn mt na n v hng cui cng.
Th d: Theo cch ny ta vit a = 23.54 nu
2
1
10 0.005
2
a

A s = .
1.4. Sai s quy tr n
Khi thc hi n c c tnh to n nu s a c qu nhi u ch s trong bi u di n thp
phn, chng h n a =3.14151926535, th cho thun tin ngi ta thu gn s ny
bng c ch b b t mt s ch s cui c mt s a

ngn gn hn v gn ng nht
v i a . Vic lm ny c gi l quy trn hoc lm trn s. S
'
| ' |
a
a a u = c gi l
sai s lm trn.
Di y l quy tc lm trn s nhm bo m cho sai s lm trn khng vt
qu na n v ca ch s cui cng c gi li:
- nu b i nhiu ch s khc 0 v ch s b i u tin > 5 th thm vo ch s
gi l i cui c ng mt n v, cn nu ch s b i u ti n < 5 thnguy n ch
s gi l i cui c ng.
- Nu ch b i mt ch s 5 th ch s c gi li cui cng nu l ch s l th
tng thm 1, cn nu l chn th gi nguyn.
Thd: i v i s a =3.14151926535 ta lm trn thnh 3.141519, 3.14152, 3.1415,
3.142, 3.14 nu cn gi li 6, 5, 4, 3 hoc 2 ch s sau du chm thp phn. Sai s lm
trn tng ng khng vt qu
1
2
10
-6
,
1
2
10
-5
,
1
2
10
-4
,
1
2
10
-3
v
1
2
10
-2
.
S 12.25 ta lm trn thnh 12.2 vi sai s l 0.05 =
1
2
10
-1
.
By gi gi s a l xp x ca A vi sai s tuyt i l A
a
. Gi s ta lm trn a
thnh a' vi sai s lm trn l
' a
u , tc l | a' - a| s
' a
u . Kho sai s tuyt i ca s
a l
10

' a
A =| A-a | = | A-a +a-a | s | A -a| + | a a | s A
a
+
' a
u
Nh vy vic quy trn thng lm tng sai s tuyt i. iu ny dn n kt cc l
sau khi lm trn mt s ch s ng tin tr nn ng ng.
Thd: Cho a = 0.35 v i
a
A =0.003. Do cc ch s 3 v 5 l ng tin. Sau khi lm
trn thnh a = 0.4 ta c
' a
A = A
a
+
' a
u = 0.003 + 0.05 = 0.053 >
1
2
10
-1
. Vthch s
4 trong a l ng ng. Trong trng hp ny khng nn quy trn s a .

2. S lan tr uyn sai s
2.1. M u
Tr n y ta nh ngha c c l o i sai s ca mt s gn ng. Trong thc ttnh to n
cc i lng gn ng thng xut hin trong mt biu thc phc tp. Th d th tch
ca hnh cu c tnh bng V = (1/6)td
3
, trong ta chbi t xp x ca s t v
ng knh d. Vn t ra l bit sai s ca t v d, liu ta c th tnh c sai s
ca V khng. Mt cch tng qut, vn t ra l sai s ca cc d liu u vo lan
truyn v dn n sai s ca kt qu tnh ton nh th no?
gii quyt vn ny xt hm s u ca 2 bin s x v y:
u = f (x,y)
Gi s x l xp x ca gi tr ng X, y l xp x ca gi tr ng Y v ta coi u l xp
xca gi trng U = f (X,Y). Bit sai s v x v y, h y tnh sai s ca u.
K hi u Ax = x - X l s gia ca x, cn dx l vi phn ca bin x.
Theo nh ngha vsai s tuyt i , ta c | Ax | s A
x
.
Theo cng thc vi phn ca hm nhiu bin ta c:
du =
x
u
c
c
dx +
y
u
c
c
dy
T y
Au ~
x
u
c
c
Ax +
y
u
c
c
Ay
Suy ra
A
u
= |
x
u
c
c
| A
x
+ |
y
u
c
c
| A
y
(1)
2.2 Sai s ca tng i s
Cho u = x y.
Ta c
11
x
u
c
c
= 1, 1
u
y
c
=
c
.
Do , t (1) suy ra
A
u
= A
x
+ A
y
(2)
Nh vy, sai s tuyt i ca mt tng i s bng tng c c sai s tuyt i ca c c s
h ng.
Th d: Gi s x = 3.6 v y = 6.4 l hai s c lm trn. Tnh tng ca chng v
xc nh sai s ca tng thu c.
Gii. V x v y c lm trn n mt ch s sau du chm thp phn n n sai s
tuyt i ca chng l A
x
= A
y
= 0.05. Do u = x + y =3.6 + 6.4 =10.0 v i sai s
tuyt i l A
u
= A
x
+ A
y
= 0.05 + 0.05 = 0.1, tc l u = 10 0.1.
Ch : Xt trng hp u = x - y v x, y cng du. Lc ta c
o
u
= A
u
/|u| = ( A
x
+ A
y
)/ |x-y|
Ta thy rng nu | x -y | rt b th sai s tng i rt l n.
Th d: Gi s x = 15.29 v y = 15.14 l hai s c lm trn. Xc nh sai s
tng i ca x, y v ca hiu hai s trn.
Gi i . Ta c hi u u = x y = 15.29 15.14 = 0.15. Do x v y c lm trn n 2
ch s sau du chm thp phn n n sai s tuyt i ca chng l A
x
= A
y
= 0.005. V
th sai s tuyt i ca hiu l A
u
= A
x
+ A
y
= 0.01. Do sai s tng i ca hiu
l o
u
= A
u
/ |u| = 0.01/ 0.15 = 0.066 trong khi sai s tng i ca x v y tng ng l
0.005
0.000327
| | 15.29
x
x
x
o
A
= = = ,
0.005
0.000330
| | 15.14
y
y
y
o
A
= = = . R rng l sai s tng i
ca hiu ln gp 200 ln sai s tng i ca tng s x v y.
Trong tnh ton ngi ta c gng trnh vic tr hai s gn nhau bng cch bin i
biu thc ca hiu (trong nhng trng hp c th c).
Thd: tnh hi u u = 201 200 ta c thbi n i
( 201 200)( 201 200) 1
( 201 200) ( 201 200)
u
+
= =
+ +

2.3. Sai s ca tch
Gi s u = xy. Ta c
x
u
c
c
= y,
y
u
c
c
= x
T (1) suy ra
A
u
= |y| A
x
+ |x| A
y

Do o
u
= A
u
/|u| = A
x
/|x| + A
y
/|y| = o
x
+ o
y

12
Vy
o
u
= o
x
+ o
y
(3)
Ta c quy tc sau:
Sai s tng i ca mt tch bng tng cc sai s tng i ca cc tha s ca tch.
Th d: Gi s X v Y l hai cnh ca mt hnh ch nht m di ca chng (tnh
bng cm) c lm trn n mt ch s sau du chm thp phn l 15.6 v 8.2. Hi gi
tr thc s ca din tch ca hnh ch nht nm trong khong no?
Gii. K hiu x = 15.6, y = 8.2. Nh vy x l gi tr gn ng ca X v y l gi tr gn
ng ca Y vi sai s tuyt i l 0.05. Do sai s tng i ca chng l
0061 . 0
2 . 8
05 . 0
, 0032 . 0
6 . 15
05 . 0
= = = =
y x
o o . Theo (3) sai s tng i ca tch l
0093 . 0 0061 . 0 0032 . 0 = + =
u
o . Vu = x * y =15.6 * 8.2 =127.92 n n sai s tuyt i
ca u l 19 . 1 0093 . 0 * 92 . 127 | | = = = A
u u
u o . Do , 19 . 1 92 . 127 * = Y X , tc l gi
trthc s ca di n tch ca hnh ch nht nm trong khong t 126.73 n 129.11.
2.4. Sai s ca thng
Cho u = x/y. Ta c
x
u
c
c
=
y
1
,
y
u
c
c
=
2
y
x

T (1) suy ra

y x u
y
x
y
A + A = A
2
1

Do
y x y x u
u
y x x
y
y
x
y x
y
u
A + A =
|
|
.
|

\
|
A + A = A =
A 1 1 1
| |
2
.
Suy ra:
o
xy
= o
x
+ o
y
(4)

Ta c quy tc sau:
Sai s tng i ca mt thng bng tng cc sai s tng i ca s chia v s b
chi a.

2.5. Sai s ca hm bt k
Cho hm u = f(x
1
, x
2
,..., x
n
). Theo cng thc vi phn ca hm nhiu bin ta c:
du =
1
x
u
c
c
dx
1
+
2
x
u
c
c
dx
2
+ ... +
n
x
u
c
c
dx
n

13
T y ta c
Au ~
1
x
u
c
c
Ax
1
+
2
x
u
c
c
Ax
2
+ ... +
n
x
u
c
c
Ax
n

Suy ra
n
x
n
x x u
x
u
x
u
x
u
A
c
c
+ + A
c
c
+ A
c
c
= A ...
2 1
2 1
(5)
T hd. Tnh sai s tuyt i v sai s tng i ca th tch hnh cu:
V = (1/6)td
3

nu cho ng knh d = 3.7 0.05 cm v t = 3.14 0.0016.

Gi i . Xem t v d l i s ca hm V, p dng (4) v (5) ta c
o
V
= o
t
+ 3o
d
(H s 1/6 khng nh hng n sai s tng i)
o
t
= 0.0016/3.14 = 0.0005
o
d
= 0.05/3.7 = 0.0135
Suy ra o
V
= 0.0005 + 3 * 0.0135 = 0.04
Gi tr gn ng ca th tch l V = (1/6)td
3
= 26.5 cm
3
. Do , ta tnh c sai s
tng i ca n l A
V
= |V|* o
V
= 26.5* 0.04 = 1.06 ~ 1.1 cm
3
. Vth
V = 26.5 1.1 cm
3
.

3. C c lo i sai s
3.1 Cc loi sai s mc phi khi gii mt bi ton thc t
Nh bit, nghin cu mt i tng thc t, chng hn mt i tng vt
l nh dng chy trong sng, hin tng dn nhit trong mt thanh vt cht, hay mt
i tng kinh t-x hi,... ngi ta thng xy dng m hnh ton hc ca i tng
v nghin cu i tng thng qua m hnh. Do tnh cht phc tp ca i tng nn
ngi ta khng th a ht tt c cc yu t lin quan vo m hnh, m buc phi loi
b nhng yu t khng quan trng v nh hng t n i tng. Kt qu l ngi ta
ch nhn c m hnh ton hc phn nh gn ng i tng cn nghin cu. Sai s
mc phi trong qu trnh ny gi l sai s m hnh.
Khi c m hnh ton hc, thng l cc phng trnh vi phn, tch phn hoc
phng trnh i s,... ngi ta phi gii n. Ni chung ngi ta khng nhn c li
gii ng ca mt bi ton m ch c th nhn c li gii gn ng bng mt phng
php no y, th d phng php lp gii phng trnh phi tuyn, phng php hnh
14
thang tnh tch phn,... . Sai s mc phi khi phi gii mt bi ton bng phng php
gn ng c gi l sai s phng php. y l loi sai s m chng ta cn quan tm
khi nghin cu cc phng php gn ng (gii tch hoc s tr) v sai s ny phn nh
cht lng ca phng php v thng qua n c th nh gi c khi lng tnh ton
cn thit c c li gii vi mt chnh xc cho trc.
Sau khi c phng php hoc thut ton gii mt bi ton cn phi thc hin
n trn my tnh c c li gii s. Trong qu trnh tnh ton bng s ny khng
thtrnh khi vic lm trn s. Sai s xy ra trong cng on ny c gi l sai s
tnh t o n.
Mt loi sai s na c th mc phi khi gii mt bi ton thc t l sai s d
l i u khi cc d liu u vo ca bi ton nhn c bng cc php o c hoc quan
s t thc nghim hoc l li gii gn ng ca mt bi ton khc.
3.2 Cc loi nh gi sai s phng php
Sai s ca mt phng php s c th c nh gi tin nghim hoc hu
nghi m.
nh gi sai s ti n nghi m l nh gi sai s nhn c trc khi thc hi n
tnh ton. Th d, gii mt phng trnh phi tuyn bng mt phng php lp n
(xem Chng 3) ta c th nh gi c sai s ca nghim gn ng nhn c sau n
l n l p theo cng thc | |
1
| * |
0 1
x x
q
q
x x
n
n

s , trong 0< q< 1, x* l nghim ng,

x
0
l xp x ban u.
nh gi sai s hu nghi m l nh gi sai s nhn c sau khi tnh ton c
nghim. Th d, sau khi tnh c x
n
theo phng php lp n (xem Chng 3) ta c
nh gi hu nghi m | |
1
| * |
1

s
n n n
x x
q
q
x x .

Bi tp
1. Khi x c nh hng s kh ca khng kh, nhn c R =29.25. Hy xc nh cc
gii hn ca R bit sai s tng i gii hn ca R l 1%.
2. o trng lng ca 1 dm
3
nc 0
0
C nhn c:
p=999.847g 0.001g
Hy xc nh sai s tng i ca php o trn.
3. Cho s e = 2.718281828459045... H y quy trn s e n ch s c ngha th
13, 12 v 11 v xc nh sai s quy trn tuyt i.
4. Ly a=2.718 thay cho s e. Hy xc nh sai s tng i.
15
5. Hy quy trn cc s di y (xem l ng) vi ba ch s c ngha ng tin v
x c nh sai s tuyt i A v sai s tng i o ca chng:
a) 2.1514 b) 0.16152
c) 0.01204 d) - 0.00152281
6. Hy xc nh gi tr ca cc hm s di y cng vi sai s tuyt i v sai s
tng i ng vi nhng gi tr ca cc i s cho v i mi ch s c ngha u
ng ti n.
a) u = l n(x+y
2
); x = 0.97; y = 1.132
b) u = (x+y
2
)/z; x = 3.28; y = 0.932; z = 1.132


16

Chng 2
Cc phng php s trong i s tuyn tnh

Chng ny cp cc phng php s gii quyt hai bi to n c bn ca i s
tuyn tnh l: gii h phng trnh i s tuyn tnh v tnh gi tr ring, vc t ring
ca ma trn, trong bi ton th nht c trnh by k hn do n c tm quan trng
c bit trong khoa hc cng nh trong cc ng dng.
1. M u
1.1 H phng trnh i s tuyn tnh (PTSTT)
Xt mt h phng trnh gm n phng trnh tuyn tnh vi n n s x
1
, x
2
,...,x
n

a
11
x
1
+ a
12
x
2
+ . . . + a
1n
x
n
= b
1
a
21
x
1
+ a
22
x
2
+ . . . + a
2n
x
n
= b
2
................................................ (1)
a
n1
x
1
+ a
n2
x
2
+ . . . + a
nn
x
n
= b
n

H phng trnh ny c th vit di dng ma trn Ax = b, trong
11 12 1
21 22 2
1 2
...
...
. . ... .
...
n
n
n n nn
a a a
a a a
A
a a a
(
(
(
=
(
(

,
1
2
.
n
x
x
x
x
| |
|
|
=
|
|
\ .
,
1
2
.
n
b
b
b
b
| |
|
|
=
|
|
\ .

Nu det A = 0 thh (2.4) c nghi m duy nht v nghim ca n c th tnh theo
cng Cramer:

det
det
j
j
A
x
A
= (2)
trong A
j
l ma trn nhn c t ma trn A bng cch thay ct th j bi ct b.
Cng thc (2) rt p v mt l thuyt nhng rt t v v mt tnh ton, ngha l cn
rt nhiu cc php tnh s hc. C th l, tnh cc x
j
theo cng thc tr n cn tnh
n+1 nh thc cp n, m mi nh thc cha n! s hng, mi s hng l tch ca n tha
s, do vy tnh mi s h ng cn thc hi n n-1 php nhn. Nh vy, ri ng s php
nhn phi thc hin trong (2) l n!(n+1)(n-1). Gi s n=20. Khi n! =20! ~ 2,4329
. 10
18
v n!(n+1)(n-1) ~ 9,7073 .10
23
. Nu my tnh thc hin c 100 triu php tnh
trong mt giy th thc hin c khi lng tnh ton trn cn 3,0782 . 10
5
n m!
Trong khoa hc v cng ngh ngi ta thng phi gii cc h phng trnh c ln hn
17
20 rt nhiu, chng hn c nghn, chc nghn, thm ch c hng triu. V th cn phi
c cc phng php gii h phng trnh tt hn c th cho l i gi i trong mt thi
gian chp nhn c. Mt c im ca cc phng php l khc t vic nghch
o ma trn. V kim ch nam cho vic xy dng cc phng php nhanh gii h
phng trnh i s tuyn tnh c ln l khai thc trit cc thng ti n vma trn ca
h.
Di y l mt s dng c bit ca ma trn.
- Ma trn ng cho: Ma trn vung cp n m mi phn t nm ngoi ng cho
chnh bng 0, tc l a
i j
= a
j i
= 0 v i i = j, c gi l ma trn ng cho .
- Nu ma trn ng cho c a
i i
= 1 (i=1,...,n) th ta gi A l ma trn n v v ta
thng k hiu l E hoc I
E =
(
(
(
(

1 ... 0 0
. . . .
0 ... 1 0
0 ... 0 1

- Ma trn tam gic trn: Ma trn vung A c gi l ma trn tam gic trn, nu A
c d ng
A =
(
(
(
(

nn
n
n
a
a a
a a a
... 0 0
. ... . .
... 0
...
2 22
1 12 11

tc l a
i j
= 0 nu i >j .
- Ma trn tam gic di: Tng t, ma trn vung A c gi l ma trn tam gic
di, nu A c dng
A =
(
(
(
(

nn n n
a a a
a a
a
...
. ... . .
0 ...
0 ... 0
2 1
22 21
11

tc l a
i j
= 0 nu i <j .
- Ma trn tha: Ma trn tha l ma trn c rt nhiu phn t bng 0. Trong trng
h p, nu a
i j
= 0 khi |i -j| > m v m<<n th ma trn c tn gi l ma trn bng.

Nu m
=1 th ma trn bng c dng ba ng cho
18
(
(
(
(
(
(

nn n n
n n
a a
a
a a a
a a
A
.. ...... 0 0 0
... .......... 0 0 0
.... .......... .......... ..........
0 .0 ..........
0 ..0 .......... 0
1 ,
, 1
23 22 21
12 11
.
- Ma trn i xng: Ma trn A c gi l i xng nu A=A*, tc l a
j
=a
j i

(i ,j =1,...,n).
- Ma trn xc nh dng: Ma trn A c gi l xc nh dng nu tch v hng
(Ax, x) >0 v i mi x =0.
- Tiu chun Sylvest: Mt ma trn l xc nh dng khi v ch khi tt c cc nh
thc con gc u dng.
1.2. Cc loi phng php gii h PTSTT
Ngi ta chia cc phng php gii h PTSTT thnh 2 loi: cc phng php
trc tip v cc phng php lp.
Phng php trc tip l phng php cho ta nghim ng ca h phng trnh
(2.4) sau mt s hu hn cc php tnh (vi gi thit khng c sai s lm trn).
Phng php lp l phng php xy dng mt dy v hn cc xp x x
(k)
, m
gii hn ca n l nghim ng ca h. Trong thc hnh ta buc phi dng li ti mt
K c th no v xem x
(K)
l nghim gn ng ca h vi mt sai s c th c lng
c.
Trong chng ny chng ta s nghin cu cc phng php trc tip sau:
phng php kh Gauss v mt bin dng ca n gii h phng trnh vi ma trn 3
ng cho v phng php Choleski gii h phng trnh vi ma trn i xng. Cc
phng php lp c xt n l phng php Jacobi v phng php Gauss-Sei del .
1.3. Chun ca vc t v chun ca ma trn
nh ngha chun ca vc t v chun ca ma trn m ta s cn n khi
nghin cu s hi t ca cc phng php lp gii h phng trnh i s, trc ht ta
nhc l i mt s kh i ni m sau y.
nh ngha 1 (khng gi an tuyn tnh). Tp h p L c c phn t , , ,... x y z c gi l
mt khng gian tuyn tnh nu trn tp hp ny xc nh hai php ton: cng cc phn
t v nhn cc phn t v i mt s tha m n c c i u ki n (ti n ) sau:
1) , x y y x x y L + = + e (tnh gi ao ho n)
2) ( ) ( ) , , x y z x y z x y z L + + = + + e (tnh kt h p)
3) Tn t i phn t khng 0 L e sao cho 0 x x x L + = e
4) V i mi phn t x L e tn t i phn t i x sao cho ( ) 0. x x + =
19
5) 1. . x x x L = e
6) ( ) ( ) , , x x x L R = e e (R l trng cc s thc).
7) ( ) , , x x x x L R + = + e e (tnh phn phi ).
8) ( ) , , x y x y x y L R + = + e e (tnh phn phi ).
Hi u hai phn t x v y c nh ngh bi ( ) x y x y = + .
nh ngha 2 (khng gi an tuyn tnh nh chun). Khng gi an tuyn tnh L c gi
l khng gi an nh chun nu mi phn t x L e c cho tng ng mt s thc gi l
chun ca x v k hiu l || || x , tha m n c c i u ki n (ti n sau):
1) || || 0 x > . Du bng xy ra khi v ch khi 0 x = .
2) || || | ||| || x x R = e .
3) || || || || || || x y x y + s + (bt ng thc tam gi c).
nh ngha 3 (to n t tuyn tnh). nh x A a khng gian tuyn tnh X vo khng
gi an tuyn tnh Y c gi l ton t tuyn tnh nu , x y X e v , R o | e t a c
( ) A x y Ax Ay o | o | + = + .
Gi s X v Y l cc khng gian tuyn tnh nh chun vi cc chun tng ng l
|| . ||
X
v || . ||
Y
v A l ton t tuyn tnh t X vo Y. Khi ton t A c gi l gii
ni nu tn t i hng s M> 0 sao cho || || || ||
Y X
Ax M x x X s e .
Chun ca ton t tuyn tnh A c nh ngha nh sau:
0
|| ||
|| || sup
|| ||
Y
x
X
Ax
A
x =
= .
Trong khng gi an hu h n chi u
n
X R = , khi c mt c s c nh thmi to n
t tuyn tnh : A X X c cho bi mt ma trn vung
, 1
( )
n
i j i j
A a
=
= cp n . Vthc
thng nht ma trn v i to n t tuyn tnh.
C thnh ngha chun ca vc t
1 2
( , ,..., ) '
n
n
x x x x R = e bi mt trong c c c ch
sau:
1
1
|| || | |
n
i
i
x x
=
=

,
1/ 2
2
2
1
|| || | |
n
i
i
x x
=
| |
=
|
\ .

;
1
|| || max | |
i
i n
x x

s s
= .
Khi cc chun tng ng ca ma trn
, 1
( )
n
i j i j
A a
=
= l
1
1
1
|| || max | |
n
i j
j n
i
A a
s s
=
=

,
20
{ }
1/ 2
2
1
|| || max ( )
T
i
i n
A A A
s s
= ,
trong ( )
T
i
A A l cc gi tr ring ca ma trn i xng khng m
T
A A,
1
1
|| || max | |
n
i j
i n
j
A a

s s
=
=

.

2. Cc phng php trc tip gii h phng trnh tuyn tnh
2.1. Phng php Gauss
tng ca phng php kh Gauss l kh dn cc n a h ban u v h vi
ma trn tam gi c tr n bng c c php bin i tng ng nh:
- i ch 2 phng trnh bt k.
- Nhn mt phng trnh bt k vi mt s khc khng.
- Cng vo mt phng trnh mt t hp tuyn tnh ca mt s phng trnh khc
Nh vy phng php Gaus gm 2 qu trnh:
- Qu trnh thun: a h v dng tam gic trn,
- Qu trnh ngc: gii h tam gic trn t di ln trn.
a) Qu tr nh thun: vi t cho gn ta xt h
a
11
x
1
+ a
12
x
2
+ . . . + a
1n
x
n
= a
1,n+1
a
21
x
1
+ a
22
x
2
+ . . . + a
2n
x
n
= a
2,n+21
................................................ (1)
a
n1
x
1
+ a
n2
x
2
+ . . . + a
nn
x
n
= a
n,n+1

v t ) 1 ,..., 1 ; ,..., 1 (
) 0 (
+ = = = n j n i a a
ij ij
.
Bc 1: Dng phng trnh u tin kh x
1
trong n-1 phng trnh cn li:
Gi s 0
11
= a (ta lun c c iu ny bng cch i ch hai phng trnh ).
- Chia hai v ca phng trnh th nht cho a
11
ta c phng trnh
x
1
+ b
12
x
2
+ . . . + b
1n
x
n
= b
1,n+1
(2)
v i ) 1 ,..., 2 ( , /
) 0 ( ) 0 (
1 1
11
+ = = n j a a b
j j
.
- Cng vo phng trnh th i ca h (1) phng trnh (2) sau khi nhn vi
) 0 (
1 i
a
(i=2,...,n) ta c h
21
) 1 (
1 ,
) 1 (
3
) 1 (
3 2
) 1 (
2
) 1 (
1 , 3
) 1 (
3 3
) 1 (
33 2
) 1 (
32
) 1 (
1 , 2
) 1 (
2 3
) 1 (
23 2
) 1 (
22
...
...
...
+
+
+
= + + +
= + + +
= + + +
n n n nn n n
n n n
n n n
a x a x a x a
a x a x a x a
a x a x a x a

(3)
v i
j i ij ij
b a a a
1
) 0 (
1
) 0 ( ) 1 (
= , ). ,..., n ,...,n; j (i 1 2 2 + = =
Nh vy sau bc 1 ta thu c phng trnh (2) v h (3).
Bc 2: D ng phng trnh u tin trong (3) kh x
2
trong cc phng trnh cn li
tng t nh lm trong bc 1.
Qu trnh c tip tc nh vy. Kt qu sau bc th m ta thu c h
) (
1 ,
) (
1
) (
1 ,
) (
1 , 1
) (
, 1 1
) (
1 , 1
1 , 1 1 ,
...
...
...
m
n n n
m
nn m
m
m n
m
n m n
m
n m m
m
m m
m,n n n m m m m m
a x a x a
a x a x a
b x b x b x
+ + +
+ + + + + +
+ + +
= + +
= + +
= + + +


v i
) 1 ,..., 1 ; ,..., 1 (
) 1 ,..., 1 ( /
) 1 ( ) 1 ( ) (
) 1 ( ) 1 (
+ + = + = =
+ + = =


n m j n m i b a a a
n m j a a b
mj
m
im
m
ij
m
ij
m
mm
m
mj mj
.

Cui cng, sau n bc kh ta thu c h phng trnh vi ma trn tam gi c tr n sau
y
1 ,
1
, 2 2 2
1 , 1 1 2 12 1
+
+
=
=
= + +
= + + +
n n n
n
n n
n n n
b x
. . . . . . . . . . .
b x b . . . x
b x b . . . x b x
(4)
Cc h s c tnh theo cng thc
) 1 ,..., 1 ; ,..., 1 (
) 1 ,..., 1 ; ,..., 1 ( /
) 1 ( ) 1 ( ) (
) 1 ( ) 1 (
+ + = + = =
+ + = = =


n m j n m i b a a a
n m j n m a a b
mj
m
im
m
ij
m
ij
m
mm
m
mj mj
. (5)
C c phn t ) ,..., 1 (
) 1 (
n m a
m
mm
=

c gi l cc phn t tr hay cc phn t ch o.

b) Qu trnh ngc: Gii h (4) t di ln trn

+ =
+
+
= =
=
n
k j
j j k n k k
n n n
n k x b b x
b x
1
, 1 ,
1 ,
). 1 ,..., 1 (
(6)
Khi lng tnh ton: D thy rng s php ton nhn, chia v tr thc hin qu
22
trnh thun (5) l
| | | |

= = =
= + = + +
n
k
n
k
n
m
k k k k k m n m n m n
1
2
1 1
) 2 ( ) 1 ( 2 ) )( 1 ( 2 ) 1 ( =n(n+1)(4n-1)/6
S php ton thc hin qu trnh ngc l n(n-1).
Do , tng s php to n ca phng php Gauss l (4n
3
+9n
2
-7n)/6 hay c 2n
3
/3 khi n
l n.
T hd: Ta minh ho phng php Gauss gii h PTSTT trn th d sau
2x
1
+ 4x
2
+ 3x
3
= 4
3x
1
+ x
2
- 2x
3
= -2
4x
1
+ 11x
2
+ 7x
3
= 7
Cc h s v v phi ca cc h trung gian thu c sau tng bc kh c vit trong
dng ma trn m rng nh sau
|
|
|
.
|

\
|
7 7 11 4
2 - 2 - 1 3
4 3 4 2

|
|
|
.
|

\
|
1 - 1 3 0
8 - 6,5 - 5 - 0
2 1,5 2 1

|
|
|
.
|

\
|
5,8 - 2,9 - 0 0
1,6 1,3 1 0
2 1,5 2 1

|
|
|
.
|

\
|
2 1 0 0
1,6 1,3 1 0
2 1,5 2 1

Qu trnh tnh ngc cho ta x
1
= 1, x
2
= -1, x
3
= -2.
Nhn xt 1: Trong qu trnh thun ta phi thc hi n php chi a cho phn t tr. Nu n
bng 0 th qu trnh khng thc hin c. Ngoi ra nu n c tr tuyt i nh th khi
chia cho n sai s lm trn s ln, do c th lm gim chnh xc ca nghim tm
c. khc phc kh khn trn ngi ta thng dng phng php Gauss vi phn
t tr c tr tuyt i ln nht trong trong ct. Khi thut gii h phng trnh bng
phng php Gauss c th tm tt nh sau:
T hun: V i m=1,..., n
Tm r

s s =

n i m a a
m
im
m
rm
, max
) 1 ( ) 1 (

Nu 0
) 1 (
=
m
rm
a hsuy bi n.
Trong trng hp 0
) 1 (
=
m
rm
a : nu r=m th ta g nguyn th t cc phng trnh ,
cn nu khc th cn i ch hai phng trnh th r v m.
Tnh
m
ij mj
a b , theo c c cng thc (5).
Ngc: Tnh x
n
, x
n-1
, ..., x
1
theo cng thc (6).


23
Nhn xt 2: Trong phng php kh Gauss ta s dng cc php bin i ln ma trn
nh chia mt hng cho mt s, tr i t hng mt hng khc nhn vi mt s v i
ch hai hng. Do , nh thc ca ma trn A c thtnh theo cng thc
) 1 ( ) 1 (
22
) 0 (
11
... ) 1 ( det

=
n
nn
k
a a a A ,
trong k l s ln i ch cc hng.
T hd:
|
|
|
.
|

\
|
7 11 4
2 - 1 3
3 4 2
det = 2
|
|
|
.
|

\
|
7 11 4
2 - 1 3
1,5 2 1
det = 2
|
|
|
.
|

\
|
1 3 0
6,5 - 5 - 0
1,5 2 1
det = 2.(-5)
|
|
|
.
|

\
|
2,9 - 0 0
1,3 1 0
1,5 2 1
det
= 2.(-5).(-2,9)
|
|
|
.
|

\
|
1 0 0
1,3 1 0
1,5 2 1
det = 2.(-5).(-2,9) = 29.

Mt bin dng ca phng php kh Gauss khi p dng vo h phng trnh c cu
trc c bit l phng php truy ui c trnh by di y.
2.2. Phng php truy ui gii h phng trnh vi ma trn ba ng cho
Xt h phng trnh Ax=f , trong ma trn A c dng ba ng cho sau
(
(
(
(
(
(

n n
n
c a
b
b c -a
b c
A
...... 0 0 0
.......... 0 0 0
.... .......... .......... ..........
0 .0 ..........
0 ..0 .......... 0 -
1
2 2 2
1 1
. (7)
Cc phng trnh ca h c th vit trong dng
( )

= +
= = +
=

+
.
, 1 2
,
1
1 1
1 2 1 1 1
n n n n n
i i i i i i i
f x c x a
,...,n- i f x b x c x a
f x b x c

,

(8)
Gi s ) ,..., 1 ( 0 n i c
i
= = . T phng trnh th nht ca h rt ra
. / /
1 1 2 1 1 1
c f x c b x + = (9)
Th biu thc trn vo phng trnh th hai khi i=2 ta rt ra c biu din ca x
2
qua
x
3
. Vthta s i tm nghi m ca h(2) trong d ng
i i i i
x x | o + =
+1
, (10)
trong
i i
| o , l cc h s cn xc nh. Mun vy thbi u thc
1 1 1
+ =
i i i i
x x | o
vo phng trnh th i-1 ) 2 ( > i ta thu c biu din ca x
i
qua x
i +1

24
1
1
1
1

+
+

=
i i i
i i i
i
i i i
i
i
a c
a f
x
a c
b
x
o
|
o
.
So snh biu din ny vi (9) ta rt ra
). 1 ,..., 2 ( ,
1
1
1
=

+
=

n i
a c
a f
a c
b
i i i
i i i
i
i i i
i
i
o
|
|
o
o (11)
n (9) ta c
1
1
1
1
1
1
,
c
f
c
b
= = | o . (12)
Nh vy, theo cc cng thc (12), (11) ta ln lt tnh c cc h s
i i
| o ,
) 1 ,..., 1 ( = n i . Khi i =n-1 cng thc (10) cho ta
1 1 1
+ =
n n n n
x x | o . Th biu thc ny
vo phng trnh cui ca h (8) ta tm c
1
1

+
=
n n n
n n n
n
a c
a f
x
o
|
.
y chnh l
n
| tnh theo cng thc (5).
By gi , sau khi bi t x
n
v cc h s
i i
| o , , theo cng thc (9) ta s ln lt tnh c
x
i
v i i = n-1, n-2,..., 1.
Phng php trnh by trn gii h phng trnh vi ma trn ba ng cho c
gi l phng php truy ui. Phng php ny c th tm lc li bao gm hai qu
trnh sau:
- Qu trnh truy ui xui : Tnh
1
1
1
1
1
1
,
c
f
c
b
= = | o ,
). ,..., 2 ( ,
1
1
1
n i
a c
a f
a c
b
i i i
i i i
i
i i i
i
i
=

+
=

o
|
|
o
o
- Qu trnh truy ui ngc: t
n n
x | = , tnh
i i i i
x x | o + =
+1
) 1 ,..., 1 ( = n i .
Khi lng tnh ton theo phng php trn c 8n.
Trong mt s iu kin nht nh phng php trn l kh thi v n nh. nh l sau
y cp n vn ny.
nh l 1. Gi s c c hs ca ma tr n (7) tho m n i u ki n 0 , ,
1
=
i n
c a b
) ,..., 1 ( n i = v ) 1 ,..., 2 ( , , ,
1 1
= + > > > n i b a c a c b c
i i i n n
, tr ong c t nht mt
bt ng thc cht.
Khi 0
1
= = A
i i i i
a c o v ) ,..., 2 ( 1 n i
i
= s o .
nh l trn d dng c chng minh bng phng php quy np theo n.
T hd: Khi gii s bi ton bin i vi phng trnh vi phn cp hai
25
0 ) 1 ( , 0 ) 0 (
, 1 0 ), ( ) ( ' '
= =
< < =
u u
x x f x u

ngi ta chia on [0, 1] thnh n+1 phn bng nhau bi cc im x
i
= i * h, h=1/(n+1)
v thay
2
1 1
/ ) 2 ( ) ( ' ' h u u u x u
i i i i +
+ ~ . Kt qu ta thu c h vi ma trn ba ng
cho d ng (2.11) v i a
i
= b
i
= 1, c
i
= 2. Cc iu kin ca nh l 1 c tho mn v
do c th p dng phng php truy ui gii h ny.
2.3. Phng php Choleski
Phng php Choleski hay cn gi l phng php cn bc hai l mt phng php
hu hiu gii h phng trnh vi ma trn i xng xc nh dng. C s ca n l
nh l sau y.
nh l Choleski. Gi s A l mt ma trn i xng, xc nh dng. Khi c khai
tr i n
A = S* S, (13)
Tr ong S = (s
j
) l ma trn tam gic trn, tc l s
j
= 0 khi i > j .
nh l ny c th c chng minh bng quy np theo bc ca ma trn.
T hut to n tm S. T (13) ta c

= =
= =
i
k
kj i k
n
k
kj i k ij
s s s s a
1 1
) 1 ( n j i s s s . (14)
Do
2
11 11
s a = v
j j
s s a
1 11 1
= v i 2 > j . T suy ra
11 11
a s = v
11 1 1
/ s a s
j j
=
( 2 > j ). Nh vy ta tnh c tt c cc phn t ca hng th nht ca ma trn S.
tnh hng th i ca ma trn S ta rng khi j = i (14) cho
2
1
1
2
1
2
1
ii
i
k
ki
i
k
ki
n
k
ki i k ii
s s s s s a + = = =


= = =
.
T y suy ra

=
=
1
1
2
i
k
ki ii ii
s a s .
Sau khi tnh c
ii
s cc phn t tip theo ca hng i c tnh theo cng thc
ii
i
k
kj i k ij ij
s s s a s |
.
|

\
|
=

=
1
1
) ( i j > .
Nh vy, thut ton tm ma trn S trong khai trin Choleski (13) c th c m t
bi o n m gi sau y:
f or i =1 to n
26

=
=
1
1
2
i
k
ki ii ii
s a s
f or j =i +1 to n
ii
i
k
kj i k ij ij
s s s a s |
.
|

\
|
=

=
1
1

end f or j
end f or i
Thut to n trn thc hin c v do A=A*>0 nn S khng suy bin. V th tt c cc
phn t ng cho ca n phi khc 0.
T hd: Tm khai tri n Chol eski ca ma trn
(

=
25 8
8 4
A .
Ta c theo thut to n tr n
. 3 4 25
; 4 2 / 8 / , 2 4
2 2
12 22 22
11 12 12 11 11
= = =
= = = = = =
s a s
s a s a s

Do ,
(

=
3 0
4
3 4
0 2 2
A .
Gii h phng trnh: Xt h phng trnh Ax = b vi A=A*>0. Theo nh l
Choleski c th biu din A = S*S. t Sx = y ta c S*y = b. Nh vy vic gii h
phng trnh ban u dn n vic gii lin tip hai h: h phng trnh vi ma trn
tam gic di S*y = b v h phng trnh vi ma trn tam gic trn Sx=y.
Khi lng tnh ton: Ton b s php tnh s hc tnh ma trn S v gii hai h
tam gi c c n
3
/3.
3. Cc phng php lp
3.1. Phng php lp gii h phng trnh i s tuyn tnh
Trong mc ny chng ta s m t phng php lp tng qut gii h phng trnh i
s tuyn tnh
Ax = b , (1)
thit lp iu kin hi t v nh gi sai s ca phng php.
Trong mi phng php lp xut pht t mt x
(0)
bt k ngi ta xy dng cc xp x
l i n ti p x
(1)
, x
(2)
, ..., x
(k)
,... Nu tnh x
(k+1)
ch s dng mt xp x trc n, tc l x
(k)

, th phng php lp c gi l phng php mt bc hay lc lp hai lp. Nh
vy, lc lp hai lp c dng
27
x
(k+1)
= F
k
(x
(k)
), (k = 0, 1,...), (2)
trong F
k
l hm ca x
(k)
. Nu F
k
F th phng php lp c gi l phng php
l p dng. Nu F
k
l hm tuyn tnh th phng php c tn l phng php lp tuyn
tnh. Chng ta s ch xt cc phng php lp tuyn tnh.
Mt lc lp hai lp bt k c th vit di dng, m ta s gi l dng chnh tc, sau
y
... , 1 , 0 ,
) (
1
) ( ) 1 (
= = +

+
+
k b Ax
x x
B
k
k
k k
t
(3)
trong B l mt ma trn khng suy bin, d nghch o v { }
k
t l mt b cc tham s
lp. Mi ma trn B v mt b tham s { }
k
t xc nh mt phng php lp.
n gin chng ta s ch xt cc phng php lp dng khi t t
k

... , 1 , 0 ,
) (
) ( ) 1 (
= = +

+
k b Ax
x x
B
k
k k
t
(4)
chnh xc ca phng php c c trng bi i lng sai s z
( k)
=

x
( k)
-x, trong
x l nghim ng ca h phng trnh. Th x
( k)
=

z
(k)
+ x vo (4) ta c h thc
... , 1 , 0 , 0
) (
) ( ) 1 (
= = +

+
k Az
z z
B
k
k k
t
(5)
T y suy ra
) ( 1 ) 1 (
) (
k k
z A B E z
+
= t .
t
A B E S
1
= t (6)
v ta gi S l ma trn chuyn. Khi ta c
) ( ) 1 ( k k
Sz z =
+
. Do
) 0 (
1
) ( ) 1 (
... z S z S z
k
k k
+
+
s s s .
T y ta thy rng iu kin phng php lp (4) hi t l
. 1 < = q S (7)
Khi ta c nh gi
) 0 ( ) (
z q z
k k
s . (8)
Trong nh gi tr n
) 0 (
z l i lng ta khng bit v z
(0)
=

x
(0)
-x, trong x l nghim
ng cn tm. Vthta s bi u di n
) 0 (
z qua cc i lng m ta c th kim sot
c trong qu trnh tnh ton. Ta c
|| || || || || || || || || || || ||
) 0 ( ) 1 ( ) 0 ( ) 1 ( ) 1 ( ) 0 ( ) 0 ( ) 0 (
z q -x x -x x -x x -x x z + s + s = .
28
T y suy ra
|| ||
1
1
|| ||
) 1 ( ) 0 ( ) 0 (
-x x
q
z

s .
Vtht (8) ta c
,.. 1 , 0 ||, ||
1
|| ||
) 1 ( ) 0 ( ) (
=

s k -x x
q
q
z
k
k
(9)
Ta cng c th thu nhn nh gi khc nh sau. Ta c
) || || || || ( || || || || || ||
) ( ) ( ) 1 ( ) 1 ( ) 1 ( ) (
x x x x q x x q z q z
k k k k k k
+ s = s

.
T y suy ra
,.. 1 , 0 ||, ||
1
|| ||
) 1 ( ) ( ) (
=

s

k -x x
q
q
z
k k k
(10)
Kt qu thu c trn c th pht biu thnh nh l sau y.
nh l 1. Gi s 1 < = q S , tr ong A B E S
1
= t . Khi phng php lp (4) hi
t v i vi sai s z
(k)
=

x
(k)
-x c cc nh gi (9) v (10).
Trong cc tiu mc di y chng ta s xt mt vi phng php lp c th.
3.2. Phng php Jacobi
Ta vit h phng trnh Ax = b trong d ng chi ti t
n i b x a x a
i j
i j ij i ii
..., , 2 , 1 , = = +

=
. (11)
Khi xut ph t t mt xp xx
(0)
bt k c th tnh cc thnh phn ca cc xp x tip
theo ca h t phng trnh
,... 1 , 0 ; ..., , 2 , 1 ,
) ( ) 1 (
= = = +

=
+
k n i b x a x a
i j
i
k
ij
k
i ii
j
(12)
Gi s 0 =
ii
a i . Khi t (12) ta c
,... 1 , 0 ; ..., , 2 , 1 ,
) ( ) 1 (
= = + =

=
+
k n i
a
b
x
a
a
x
i j ii
i k
ii
ij k
i
j
(13)
Cch tnh cc xp x lin tip ca h theo cng thc trn chnh l phng php lp
Jacobi .
Ta s chng t rng phng php ny l mt trng hp rieng n gin ca phng
php lp tng qut (4). l iu ta k hi u
.
0 0 0
0 0 0
,
0
,
3 2 1
21 2 23
1 13 12 11
(
(
(
(

=
(
(
(
(

=
(
(
(
(

=
+
0 ....
..... .......... ..........
. ... ....
... .... 0
.........0 .. 0 0 0
......... .......... ..........
.... .... 0
.... .... 0
.........0 0 0
......... ..........
.......0 0
....0 ..... 0
22
n n n
n
n
a a a
a
A
a a
a a a
A
a
a
D
29
Khi A = A
+
+ D + A
-
v qu trnh lp (12) c th vit thnh
... , 1 , 0 , ) (
) ( ) ( ) 1 (
= = +
+
k b Ax x x D
k k k

Do d dng kim tra rng ma trn chuyn ca phng php l
S = E D
- 1
A = - D
-1
(A
+
+ A
-
)
d ng chi ti t
(
(
(
(
(
(
(
(
(

=
........0
... .......... .......... ..........
.....

nn
n
n
n
nn
n
n
a
a
a
a
a
a
a
a
a
a
a
a
a
a
a
a
a
a
S
3 2 1
22
2
22
23
22
21
11
12
11
12
11
12
0
..... 0
.
Ta cng c th thy ngay cc thnh phn ca ma trn chuyn S t cng thc (12).
By gi ta nh gi chun ca S. Nu trong khng gi an R
n
ta s dng chun

|| . || ca
vc t c xc nh bi | | max || ||
1
i
n i
x x
s s

= th
| |
| |
max | | max || ||
1
1
1
ii
i j
ij
n i
n
j
ij
n i
a
a
s S

=
s s
=
s s

= = .
p dng nh l 1 trong tiu mc trc ta c th pht biu kt qu sau y v s hi t
ca phng php lp Jacobi.

nh l 2. Nu tn t i mt s 0< q< 1 sao cho

=
=
s =
n
j
i j
ii ij
a q a n i
1
| | | | ,..., 1 (14)
th phng php lp Jacobi gii h phng trnh Ax = b hi t v i bt k xp xban
u x
( 0)
v i vi sai s ta c cc nh gi
,.. 1 , 0 , || ||
1
|| ||
) 1 ( ) 0 ( ) (
=

s

k -x x
q
q
x x
k
k
(15)
,.. 1 , 0 , || ||
1
|| ||
) 1 ( ) ( ) (
=

k -x x
q
q
x x
k k k
(16)
trong x l nghim ng ca h.
T hd 1. Tm nghim ca h phng trnh
30

= + +
= +
= +
4 4
4 4
8 2 5
3 2 1
3 2 1
3 2 1
x x x
x x x
x x x
(17)
bng phng ph p l p Jacobi v i sai s 0.01.
Gii. Trc tin ta kim tra iu kin hi t ca phng php Jacobi p dng cho h
(17). Ta c q=max{ (1+2)/5, (1+1)/4, (1+1)/4} =max{ 0,6; 0,5; 0,5} =0,6<1. Do nu
p dng phng php Jacobi cho h trn th ta s thu c d y c c xp xhi t t i
nghim ng ca h cho. Cc xp x ny c tnh theo cng thc

+ =
+ =
+ =
+
+
+
1 25 , 0 25 , 0
1 25 , 0 25 , 0
6 , 1 4 , 0 2 , 0
) (
2
) (
1
) 1 (
3
) (
3
) (
1
) 1 (
2
) (
3
) (
2
) 1 (
1
k k k
k k k
k k k
x x x
x x x
x x x

Ly xp x ban u | |'
0
0 0; 0; =
) (
x ta tnh c | |'
1
1 1; - 1,6; =
) (
x . V th
{ } 6 , 1 1 1 6 1 max || ||
) 0 ( ) 1 (
= =

; ; , x x . Theo nh gi (15) ta tnh c s ln lp t
c sai s 0.01 l
. 10
6 , 0 lg
25 , 0 lg 2
~
+
> k .
Tuy nhin trn thc t ta t c nghim gn ng vi sai s cho sau s ln lp t
hn 10 nhiu, c th l nu dng c lng (16) th sau 5 ln lp ta t c
ng ny. Bng sau y cho kt qu tnh cc xp x v sai s so vi nghim ng x =
(1; -1; 1)
Bng 2.1
k
) (
1
k
x
) (
2
k
x
) (
3
k
x

|| ||
) (
x x
k

1 1.6000 -1.0000 1.0000 0.6000
2 1.0000 -1.1500 0.8500 0.1500
3 1.0300 -1.0375 1.0375 0.0375
4 0.9775 -0.9981 1.0019 0.0225
5 0.9996 -0.9939 1.0052 0.0061
Nhn xt 1. C trng hp khng th p dng phng php Jacobi ngay cho h
phng trnh cho, m phi thc hin vic i ch cc phng trnh c h vi
ma trn cho tri. Th d, ta i ch hng 1 v hng 2 ca ma trn
1 3 1 5 1 -1
5 1 -1 1 3 1
2 1 6 2 1 6
( (
( (

( (
( (


Nhn xt 2. Nu trong khng gi an R
n
ta s dng chun
1
|| . || ca vc t c xc nh
bi

=
=
n
i
i
x x
1
1
| | || || th
31
| |
| |
max | | max || ||
1
1
1
1
jj
j i
ij
n j
n
i
ij
n j
a
a
s S

=
s s
=
s s
= = .
Do ta cng c kt qu tng t nh l 2, trong thay cho iu kin (14) l iu
ki n tn t i 0< q
1
< 1 sao cho

=
=
s =
n
i
j i
jj ij
a q a n j
1
1
| | | | ,..., 1 (14 )
v trong cc nh gi (15), (16) thay cho chun

|| . || l chun
1
|| . || .

T hd 2. Xt h phng trnh Ax = b vi
(
(
(

=
(
(
(

=
5
1 ,
3

2
5 1 1
2 4 1
1 2
b A .
H ny c nghim ng l x = [1; -1; 1] .
Ta c q=max{(2+1)/3, (1+2)/4, (1+1)/5} = 1. Do nu p dng phng php lp
Jacobi cho htr n th nh l 2 khng m bo s hi t trong chun ||.||

. Nhng v
q
1
= max{(1+1)/3, (2+1)/4, (1+2)/5}=3/4 <1 nn phng php lp Jacobi s hi t
trong chun ||.||
1.
V v trong khng gian hu hn chiu tt c cc chun u tng
ng nn phng php cng hi t trong chun ||.||

. Kt qu tnh to n tr n m y sau
y cho ta thy i u .

Bng 2.2
k
) (
1
k
x
) (
2
k
x
) (
3
k
x
1
) (
|| || x x
k

|| ||
) (
x x
k

...........................................................................................
5 1.0324 -0.9514 1.0347 0.1157 0.0486
6 0.9560 -1.0255 0.9838 0.0856 0.0440
7 1.0224 -0.9809 1.0139 0.0554 0.0224
8 0.9826 -1.0125 0.9917 0.0382 0.0174
9 1.0111 -0.9915 1.0060 0.0256 0.0111
10 0.9923 -1.0058 0.9961 0.0173 0.0077
11 1.0052 -0.9961 1.0027 0.0117 0.0052
12 0.9965 -1.0026 0.9982 0.0079 0.0035

3.3. Phng php Gauss-Seidel
tng ca phng php Gauss-Seidel l tnh thnh phn th i ca xp xth k+1
tc l
) 1 ( + k
i
x ta s dng lun cc thnh phn
) 1 (
1
) 1 (
2
) 1 (
1
..., , ,
+

+ + k
i
k k
x x x va tnh c. Nh vy
) 1 ( + k
i
x c tm t h phng trnh
,... 1 , 0 ; ..., , 1 ,
1
) (
1
) 1 (
= = = +

+ = =
+
k n i b x a x a
i
n
i j
k
ij
i
j
k
ij
j j
(18)
32
H phng trnh trn c th vit di dng
... , 1 , 0 , ) )( (
) ( ) ( ) 1 (
= = + +
+
k b Ax x x A D
k k k
(19)
l trng hp ring ca lc lp (4) vi 1 , = + =

t A D B .
Ngi ta chng minh rng nu ma trn A tho mn iu kin (14) hoc (14 ) th
phng php Gauss-Seidel hi t v cng c cc nh gi tng t (15), (16), nhng
trong thay cho s q ca phng php Jacobi l s qs q. Nh vy, phng php
Gauss-Seidel hi t khng chm hn phng php Jacobi, mc d ngi ta khng thi t
lp c n hi t nhanh hn n mc no.
Bng kt qu tnh ton di y gii h (17) theo cng thc

+ =
+ =
+ =
+ + +
+ +
+
1 25 , 0 25 , 0
1 25 , 0 25 , 0
6 , 1 4 , 0 2 , 0
) 1 (
2
) 1 (
1
) 1 (
3
) (
3
) 1 (
1
) 1 (
2
) (
3
) (
2
) 1 (
1
k k k
k k k
k k k
x x x
x x x
x x x

cho thy phng php Gauss-Seidel thc s hi t nhanh hn phng php Jacobi vi
kt qu tnh cho bi Bng 2.1.

Bng 2.3
k
) (
1
k
x
) (
2
k
x
) (
3
k
x

|| ||
) (
x x
k

1 1.6000 -1.4000 0.9500 0.6000
2 0.9400 -0.9975 1.0144 0.0600
3 0.9948 -0.9951 1.0001 0.0052
4 1.0009 -1.0002 0.9998 0.0009
5 1.0000 -1.0001 1.0000 0.0001
6 1.0000 -1.0000 1.0000 0.0000

3.4. Phng php lp gii h phng trnh vi ma trn i xng xc nh dng
Cho h phng trnh Ax=b, trong A l mt ma trn i xng xc nh dng cp n,
x v b l cc vc t thuc R
n
. Trong khng gi an R
n
ta a vo mt tch v hng mi
c xc nh bi cng thc
[ x, y]
A
= (Ax, y), (20)
trong (., .) l tch v hng thng thng cho bi

=
=
n
i
i i
y x y x
1
) , ( . Tch v hng m i
ny c gi l tch nng lng v chun cm sinh bi n c gi l chun nng
lng. Nh vy x) (Ax, || x ||
A
= .

Gi s C v D l hai ma trn. Ta vit C > D nu C-D l ma trn xc nh dng, tc l
C-D>0.
Xt qu trnh l p
33
... , 1 , 0 ,
) (
) ( ) 1 (
= = +

+
k b Ax
x x
B
k
k k
t
(21)
x
(0)
bt k.
Samarski chng mi nh nh l sau
nh l 3 (Samar ski). Gi s A l ma trn i xng xc nh dng v B l ma trn
xc nh dng. Khi nu A B
2
t
> th phng php lp (21) hi t theo chun nng
lng ca A, tc l 0 || || lim
) (


A
k
k
x x .
p dng nh l trn c th chng minh c
nh l 4. Nu A l ma trn i xng xc nh dng th phng php lp Gauss-
Sei del hi t t heo chun ||.||
A
.
T hd 3. Xt h phng trnh Ax = b vi
(
(
(

=
(
(
(

=
2
2
2 1 1
1 2 1
1 1
0 ,
2
b A .
H ny c nghim ng l x = [1; -1; 1] .
Ma trn A khng phi l cho tri v q = q
1
= 1. Do nu p dng phng php lp
Gauss-Sei del cho htr n thta khng c s m bo hi t trong chun ||.||

hoc ||.||
1
.
.

Tuy nhin v A l ma trn i xng xc nh dng nn nh l 4 m bo rng
phng php s hi t theo chun nng lng. V v trong khng gian hu hn chiu
tt c cc chun u tng ng nn phng php cng hi t trong chun ||.||

. Kt
qu tnh to n tr n m y sau y cho ta thy i u .
Bng 2.4
k
) (
1
k
x
) (
2
k
x
) (
3
k
x

|| ||
) (
x x
k

A
k
x x || ||
) (

1 1.0000 -0.5000 0.7500 0.5000 0.6124
2 0.8750 -0.8125 0.9688 0.1875 0.2296
3 0.9219 -0.9453 1.0117 0.0781 0.0968
4 0.9668 -0.9893 1.0112 0.0332 0.0383
5 0.9890 -1.0001 1.0056 0.0110 0.0135
6 0.9973 -1.0014 1.0021 0.0027 0.0042
7 0.9997 -1.0009 1.0006 0.0009 0.0013
8 1.0001 -1.0004 1.0001 0.0004 0.0004


4. Vn n nh ca nghim ca h phng trnh
Trong nhiu trng hp ngi ta thu c h phng trnh i s tuyn tnh
Ax = b (1)
34
trong c c hs a
i j
v b
i
c tnh theo mt cng thc no , c th l kh phc tp
cho nn khng trnh khi sai s. Khi ngi ta thu c khng phi l h (1), m l
h phng trnh vi ma trn nhiu A+oA v v phi nhiu b+ob. V tt nhin nghim
ca h nhiu ny by gi khng phi l x m l x+ox. Nh vy, ta c
(A + oA)( x+ox) = b+ob (2)
Vn t ra l liu s thay i ox ca nghim c ph thuc lin tc vo s thay i
ca d kin u vo l oA v ob hay khng, tc l khi d kin u vo thay i t th
liu nghim c thay i t khng? Di y ta ch ra mt vi th d, trong xy ra
hin tng sai mt ly i mt dm, c th l sai s nh ca d kin dn n sai s ln
ca nghi m.
T hd 1. H phng trnh

= +
= +
1 2.01x x
1 2x x
2 1
2 1
(3)
c nghim l x
1
= 1, x
2
= 0. Hv i nhi u nh ca vphi

= +
= +
1.01 2.01x x
1 2x x
2 1
2 1

li c nghim l x
1
= -19, x
2
= 10, rt kh c so v i nghi m ca h(4).
T hd 2. H phng trnh

= +
= +
3 x x
3 x 1.0001x
2 1
2 1
(4)
c nghim l x
1
= 0, x
2
= 3. Trong khi hv i nhi u nh ca ma trn A

= +
= +
3 1.0001x x
3 x x
2 1
2 1

c nghim l x
1
= 3, x
2
= 0, rt kh c so v i nghi m ca h(4).

T hd 3. H phng trnh

= +
= +
2.01 1.01x 2x
2 x 2x
2 1
2 1
(5)
c nghim l x
1
= 0.5, x
2
= 1. Nhng h phng trnh trn vi s thay i t ca ma trn
A v v phi

= +
= +
2.05 x 2.01x
2 x 2x
2 1
2 1

35
l i c nghi m l x
1
= 5, x
2
= -8, kh c xa so v i nghi m ca hgc (5).
Trong nhng th d trn ta ni rng h phng trnh c nghim khng n nh.
Ta s i tm nguyn nhn ca s khng n nh ny bng cch nh gi sai s ca
nghim qua sai s ca ma trn A v v phi b. y ta gi thi t rng detA = 0, do
hc nghi m duy nht.
1) Trc ht xt trng hp oA=0, ob =0. Khi ta c
A(x+ox) = b+ob
n (1) ta c Aox = ob. Do ox = A
-1
ob, v ta c
||ox|| s||A
-1
|| ||ob|| (6)
nh gi trn khng th lm tt hn c v du bng c th xy ra. Tht vy, trong
trng hp khi A l ma trn i xng xc nh dng gi s e
1
, e
2
,..., e
n
l c s trc
chun cu thnh t cc vc t ring ca A ng vi cc gi tr ring
n
s s s < ... 0
2 1

ta c ||A
-1
|| = 1/
1.
t ob=e
1
, ta c ox=e
1
/
1
. Do vy ||ob|| =1, ||ox|| = 1/
1
v ta c
du bng trong (6).
T nh gi tr n suy ra rng nu ||A
-1
|| ln (iu ny xy ra khi A gn suy bin) th s
thay i nh ca vphi c thdn n s thay i l n ca nghi m ca hphng
trnh.
By gi ta nh gi sai s tng i ca nghim qua sai s tng i ca v phi.
T phng trnh Ax = b ta c nh gi ||b|| s ||A|| ||x||. Kt h p v i nh gi (6) ta thu
c
b
b
A A
x
x o o
1
s (7)
Ta k hi u
cond(A)=||A|| || A
-1
|| (8)
v gi n l s iu kin ca ma trn A. Do E = AA
-1
n n 1 = ||E|| s ||A|| ||A
-1
||. Nu
cond(A)>>1 ta ni rng A l ma trn vi iu kin xu.
Ch rng s iu kin ca ma trn ph thuc vo cch xc nh chun. Nu ta dng
chun ||.||
2
th d thy rng khi A l ma trn i xng
| |
| |
min
max

= cond(A) , trong
max
v

mi n
l cc gi tr ring vi modul ln nht v nh nht tng ng.
Tng t nh i vi nh gi (6), cng c th chng t rng nh gi (7) l khng th
lm tt hn.
2) Trong trng hp ob = 0, oA = 0 c thchng mi nh nh gi sau
36
A
A
A A
x x
x o
o
o
1
s
+
(9)
v nh gi ny khng th lm tt hn.
C c ma trn trong c c Thd 1-3 u l cc ma trn vi iu kin xu. S iu kin
ca chng tng ng l 1004, 40002 v 501 l nhng s kh ln. chnh l nguyn
nhn gy ra s khng n nh ca nghim ca cc h phng trnh.
H phng trnh vi iu kin xu thuc loi cc bi ton t khng chnh (ill-posed).
gii cc bi ton loi ny ngi ta pht trin cc phng ph p c th , trong
phi k n phng php chnh quy ho ni ting ca nh ton hc Nga Tikhonov. y
l mt lnh vc rt th v ca ton hc v c nhiu ng dng nht l trong x l s liu
thc nghi m.
5. Tnh gn ng gi tr ring v vc t ring ca ma tr n
5.1 Phng ph p lu tha tm gi tr r i ng c modul l n nht
Cho A l ma trn vung cp n. Gi s ) ,..., 1 ( n i
i
= l cc gi tr ring ca A c
sp theo th t | | ... | | | |
2 1 n
> > > v ) ,..., 1 ( n i e
i
= l cc vc t ring tng ng, tc
l
i i i
e Ae = . Cc vc t ring ny lp thnh mt c s ca khng gian
n
R .
Gi s x l mt vc t bt k thuc
n
R . Khi c thbi u di n

=
=
n
i
i i
e c x
1
. (1)
t
x A y
k k
=
) (
. (2)
Ta c

= =
= =
n
i
i
k
i i
n
i
i
k
i
k
e c e A c y
1 1
) (
. (3)
Ta s xt 3 trng hp sau:
a)
1
l nghim n. Khi | | ... | | | |
2 1 n
> > > . Vi t l i (3) trong d ng

=
|
|
.
|

\
|
=
n
i
i
k
i
i
k k
e c y
1 1
1
) (

.
37
V ) ,..., 2 (
1
n i
i
= > n n 0
1

k
i

khi k . Do , v i k l n c thxp x
.
,
1 1 1
1
1
1
1 1 1
) (
x A e c x AA x A
e c y x A
k k k k
k k k

~ ~ =
~ =
+ +

Nh vy, x A x A A
k k
1
) ( ~ . iu c ngha l x A y
k k
=
) (
xp xvc t ri ng tng
ng v i gi trri ng
1
.
K hi u to th i ca vc t
) (k
y l
) (k
i
y . Khi
( )
( )
1 ( )
k
i
k
i
Ay
y
~ ,
tc l vi k ln th cc i lng
( )
( )
( )
k
i
i k
i
Ay
y
o = s xp x nhau v xp x
1
.
Th d. Cho A l ma trn sau
|
|
|
.
|

\
|
=
9 2 3
5 3 4
2 3 2
A .
V i x=(1 1 1) ta c
A x Ax A
2
x A
3
x A
4
x A
5
x A
6
x
2 3 2
4 3 5
3 2 9
1
1
1
7
12
14
78
134
171
900
1569
2041
10589
18512
286654
125128
218927
286654
1480245
2590563
3393124
Tnh
( )
( )
(6)
(5)
i
i
i
Ay
Ay
o = ta c 8370 . 11 ; 8300 . 11 ; 8306 . 11
3 2 1
= = = o o o .
Do c thl y 83 . 11
1
~ . Ly e
1
l A
6
x c chun ho theo thnh phn u tin ta
c 2.991)' 1.750; ; 1 (
1
~ e .
b) Trng hp
1
l nghim bi p ca phng trnh c trng:
p
= = = ...
2 1
,
n p p
...
1
> >
+
tng t nh trng hp a).
c) Trng hp
n
...
3 2 1
> > = v
2 1
= .
38
Ta c
. ) ) 1 ( (
1
3
2 2 1 1 1
3
2 2 2 1 1 1
|
|
.
|

\
|
+ + = + + =

=
k
k k
n
i
k k
i i
k k k
O e c e c e c e c e c x A

Do , ) ) 1 ( (
2 2 1 1 1
e c e c x A
k k k
+ ~ v i k l n.
Nu k l s chn ln th
) (
), (
2 2 1 1
2
1
2
2 2 1 1 1
e c e c x A
e c e c x A
k k
k k
+ ~
+ ~
+ +

Suy ra x A x A
k k k 2
1
2 + +
~ hay
) ( 2 ) ( 2 k k
y y A ~ .
Nu k l s l ln th
) (
), (
2 2 1 1
2
1
2
2 2 1 1 1
e c e c x A
e c e c x A
k k
k k
~
~
+ +

v cng suy ra x A x A
k k k 2
1
2 + +
~ hay
) ( 2 ) ( 2 k k
y y A ~ .
Nh vy d k l chn hay l, nu k ln th
) ( 2 ) ( 2 k k
y y A ~ . Vth
( )
( )
) ,..., 1 (
2
1
2
n i
x A
x A
i
k
i
k
= ~
+
.
T y suy ra c ch tnh
2
1
: Xut ph t t x bt k tnh c c s
( )
( )
) ,..., 1 (
2
n i
x A
x A
i
k
i
k
i
= =
+
o .
Nu c c s 0 >
i
o v xp x bng nhau th c th coi l
2
1
.
tm cc vc t ring tng ng ta rng vi k chn ln th
). (
), (
), (
2 2 1 1
1
1
1
2 2 1 1 1
2 2 1 1
1
1
1
e c e c x A
e c e c x A
e c e c x A
k k
k k
k k
~
+ ~
~
+ +

Do ,
1 1
1
1
1
1
1 1 1
1
1
2
, 2
e c x A x A Ay
e c x A x A y
k k k
k k k
+ +

~ + =
~ + =



39
Suy ra y Ay
1
~ , tc l y l vc t ring tng ng vi
1
.
Tng t c th chng t tng nu t
x A x A z
k k
+ =
1
1

thta c z Az
1
~ , tc l z l vc t ring tng ng gi tr ring
1 2
= .
5.1 Phng ph p xung thang tm gi tr r i ng tip theo
Xt vc t
( )
1, 2 1 1
,..., , 1, ,..., '
i i n
x x x x x x
+
=
v ma trn T ng vi n
(
(
(
(
(
(
(
(

=
1 ... 0 - 0 ... 0 0
....... ..........
0 ... 0 0 0 ... 0 0
.......... ..........
0 ... 0 - 0 ... 1 0
0 ... 0 - 0 ... 0 1
n
2
1
x
x
x
T .
Khi , nu ( )' ..., , ,
2 1 n
z z z z = th
0 . 1 , = = = x x Tx x z z Tz
i
.
Gi s ) ,..., 1 ( n i
i
= l cc gi tr ri ng ca A c sp theo th t
| | ... | | | |
2 1 n
> > > v ) ,..., 1 ( n i X
i
= l cc vc t ring tng ng, tc l
i i i
X AX = .
Gi s bng phng php lu tha ta tm c
1
v
1
X l vc t ring tng ng.
Chia cc thnh phn ca
1
X cho thnh phn c gi tr tuyt i ln nht, chng hn
1 i
x
ta c vc t mi cng l vc t ring ng vi
1
nhng c thnh phn th i bng 1.
Ta cng k hiu vc t ring ny l
1
X .
Ta c . 0
1
= TX
Xt ma trn TA A =
1
.
nh l. Ma trn A
1
c c c tnh cht sau:
i ) A
1
c cc gi tr ring l
n
..., , , , 0
3 2
.
i i ) C c vc t ring tng ng l
n
TX TX X ..., , ,
2 1
.
40
Chng minh. Gi s ( )' ..., , ,
2 1 nj j j j
x x x X = .
i) Ta c ( ) 0
1 1 1 1 1 1 1
= = = = TX X T TAX X A theo (2).
Vy
1
X l vc t ring ng vi gi tr ring 0.
i i ) Theo (1) v i 1 = j ta c
( ) ( ) ) (
1 1 1 1 1 1 j j j j j j i j j i j j
TX X T TAX X A x X A X x X A TX A = = = = = .
iu c ngha l
j
TX l vc t ring ca A
1
ng v i gi tr ri ng
) ,..., 2 ( n j
j
= .
nh l c chng minh.
T nh l tr n suy ra rng
2
l gi trri ng v i modul l n nht ca A
1
. Phng
ph p l u tha cho php ta x c nh gi trri ng ny.


Bi tp
1. Gii cc h phng trnh Ax = b sau y bng phng php kh Gaus. So snh
v i nghi m ng x*
a)
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
=
6
4
11
'
10 2 3 -
1 - 3 1
1 0 5
b A ,
|
|
|
.
|

\
|
=
1
1
2
* x .
Cng thc l p Jacobi :
( 1) ( )
1 3
( 1) ( ) ( )
2 1 3
( 1) ( ) ( )
3 1 2
1/ 5 11/ 5
1/ 3 1/ 3 4/ 3
3/ 10 1/ 5 6/ 10
k k
k k k
k k k
x x
x x x
x x x
+
+
+

= - +

= - + +

= - +

i u ki n hi t: q=max{ 1/5;2/3;1/5} =2/3<1
V i xp xu x
0
= (0,0,0) ta c x
1
= (11/5;4/3;6)
1 0
max{11/ 5;4/ 3;3/ 5} 11/ 5 x x

- = =
Ta c nh gi :
41
( )
1 0 2 2 2
2/ 3
10 *11/ 5 10 (2/ 3) 10 .(5/ 33)
1 1 2/ 3
2 lg0.15
16.2
lg0.67
k
k
k
q
x x
q
k
- - -

-
- -
- +


Bng kt qu
k x1 x2 x3
0 0 0 0
1 2.2 1.333333 0.6
2 2.08 0.8 0.993333
3 2.001333 0.971111 1.064
4 1.9872 1.020889 1.006178
5 1.998764 1.006326 0.991982
6 2.001604 0.997739 0.998364
7 2.000327 0.99892 1.000933
8 1.999813 1.000202 1.000314
9 1.999937 1.000167 0.999904
10 2.000019 0.999989 0.999948
11 2.00001 0.999976 1.000008
12 1.999998 0.999999 1.000008
13 1.999998 1.000003 1
14 2 1 0.999999


b)
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
=
3
2
3
'
4 1 - 1
1 3 1 -
1 - 0 2
b A ,
|
|
|
.
|

\
|
=
1
0
1
* x .
c)
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
=
4
2
1
'
3 1 1
1 3 - 1
1 - 0 2
b A ,
|
|
|
.
|

\
|
=
1
0
1
* x .
d)
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|

=
|
|
|
.
|

\
|
=
1
0
1
* ,
2
4
2
'
3 1 - 1
2 - 5 2
0 1 - 2
x b A .
e)
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
=
2
0
2
* ,
4
4
4
'
3 1 - 1
1 3 1 -
1 1 - 3
x b A .
42
f )
|
|
|
|
|
.
|

\
|

=
|
|
|
|
|
.
|

\
|

=
|
|
|
|
|
.
|

\
|
=
0
1
1
1
* ,
1
6
1
4
'
1 1 - 1 1
0 1 5 - 2
1 - 1 2 2
1 1 - 0 3
x b A .
1 0 1/ 3 1/ 3 4/ 3
3 0 1 1 4
0 2 5/ 3 5/ 3 11/ 3
2 2 1 1 1
2 5 1 0 6
0 9 7/ 3 10/ 3 40/ 3
1 1 1 1 1
0 10 4/ 3 7/ 3 37/ 3
1 0 1/ 3 1/ 3 4/ 3
0 1 5/ 6 5/ 6 11/ 6
0 0 31/ 6 35/ 3 59/ 3
0 0 7 6 6
-
-




- - - -




- - -




-

- -

-

- -

- -

1 0 1/ 3 1/ 3 4/ 3
0 1 5/ 6 5/ 6 11/ 6
0 0 1 70/ 31 118/ 31
0 0 0 676/ 31 6
-

- -

- -

2. Kim tra rng cc chun vc t v chun ca ma trn c nh ngha trong ti u
mc 1.3 tha m n tt c c c i u ki n ca mt chun.
3. Kim tra iu kin c th p dng phng php lp Jacobi cho mi h trn.
Trong trng hp c th p dng c hy xc nh s ln lp n t nghi m gn
ng
) n (
x v i sai s
2
10

s * x x
) n (
, trong * x l nghim ng ca h, nu
chn xp xban u ( )' x 0 0 0 = .
4. Dng nh gi hu nghim i vi phng php Jacobi tm nghim gn ng ca
c c h a, b, c trong Bi 1 vi sai s 0.01.
5. Cho h phng trnh b Ax = v i
(
(
(

=
2 1 - 0
1 - 2 1 -
0 1 - 2
A ,
|
|
|
.
|

\
|

=
3
5
1
b .
a) Tm nghim ca h bng phng php kh Gauss.
b) Hy xut mt phng php lp gii h trn v bin lun s hi t ca n.
6. Gii h phng trnh sau bng phng php kh Gauss
1 2 3
1 2 3
1 2
2 3 11
2 0
3 2 9.
x x x
x x x
x x
+ + =
+ =
+ =

43
Kim tra kt qu bng chng trnh cho trong Ph lc 2.
7. Gii h phng trnh trong bi 4 bng phng php Choleski.
8. Dng phng php Choleski gii h phng trnh
1 2 3
1 2 3
1 2 3
3 6 9 42
2 5 8 36
4 10 39.
x x x
x x x
x x x
+ + =
+ + =
+ + =

9. Vit chng trnh gii h phng trnh tuyn tnh bng phng php Choleski.
Dng chng trnh kim tra kt qu tnh c trong cc bi tp 6 v 7.
10. Dng phng php truy ui gii h ba ng cho sau
1 2
1 2 3
2 3 4
3 4
2 10
2 6
3 15
3 9.
x x
x x x
x x x
x x
=
+ =
+ + =
+ =

Gii:
Sa l i htr n
1 2
1 2 3
2 3 4
3 4
2 10
2 6
3 15
3 9
x x
x x x
x x x
x x
- =

- + - =

- + - =

- + =

i u ki n n nh:
4 2 3
i
tha m n, c c c

1 1 4 2 2 3 3
1
, ,
0, 1
i i i i
c b a a b a b
c a a a
-
> > = + > +
D = -

Truy ui xui :
2
4
do

1 1
1 1
1 1
1
2
1 1
3 3 4
1 10
, 5
2 2
2 22
, , 2,..., ,
3 3
3 89 67
, ; 0,
5 5 6
i i i i
i i
i i i i i i
f b
c c
f a b
i n
c a c a
a b
b
a b a b
a a
a b a b
-
- -
= = = = =
+
= = = = =
- -
= = = =

Truy ui ngc:
3
do x
4 4 1 2 1
67 49 71 101
, , , ,
6 2 3 6
i i i i
x x x x x b a b
+
= = = + = = =
44
Kt qu th li: (Khng ng phng trnh 3, Tai sao???)
11. Vit chng trnh gii h phng trnh vi ma trn ba ng cho. Dng chng
trnh kim tra kt qu tnh c trong bi tp 9.
12. Sau cc php bin i thch hp hy s dng phng php lp Jacobi v Gauss-
Sei del gi i hphng trnh sau v i sai s 10
-3

1 2 3 4
1 2 3 4
1 2 3 4
1 2 3 4
3 9 10
5 6
2 7 3 2 15
4 2 9.
x x x x
x x x x
x x x x
x x x x
+ + + =
+ + + =
+ + + =
+ + + =

13. Kim tra rng ma trn ca h phng trnh sau l i xng, xc nh dng, ri
sau p dng phng php lp Gauss-Sei del tm nghi m gn ng v i sai s 10
-3

1 2
1 2 3
2 3 4
3 4
2 10
2 6
2 10
2 9.
x x
x x x
x x x
x x
=
+ =
+ =
+ =

14. C th p dng phng php lp g gii h sau y v l gii v sao
1 2
1 2 3
2 3 4
3 4
10
2 6
2 10
2 9.
x x
x x x
x x x
x x
=
+ =
+ =
+ =

15. Dng phng php th gii h phng trnh sau
2 2
2 1.01 2.01
x y
x y
+ =
+ =

Gii thch v sao nghim thu c c th sai khc rt ln so vi nghim ng l
1 2
0.5, 1. x x = =
16. Tm gi tr ring c modul ln nht ca ma trn A trong bi 4 v vc t ring
tng ng.
17. Tm cc gi tr ring v vc t ring tng ng ca ma trn A
2 0 -1
-1 3 1
1 -1 4
A
| |
|
=
|
|
\ .
.

45
18. Cho h phng trnh b Ax = v i
(
(
(

=
3 1 - 1
2 - 5 2
0 1 - 2
A ,
|
|
|
.
|

\
|

=
2
4
2
b .
a) Tm nghim ca h bng phng php kh Gauss.
b) Cho xp xban u ( )' x 0 0 0 = . Tnh c c xp x
) ( ) (
x , x
2 1
theo phng
ph p l p Jacobi .
c) Kim tra iu kin chng t rng phng php lp Jacobi hi t v xc nh
s l n l p cn thi t t sai s 0.01.








46
Chng 3
Gi i gn ng phng trnh phi tuyn

1. Nghim v khong phn ly nghim
Cho ) (x f l mt hm s xc nh v lin tc trong min D ca trc s thc. Xt ph-
ng trnh
( ) 0 f x = . (1)
Ta gi x* D e l nghim ca phng trnh (1) nu 0 *) ( = x f .
Trong gii tch ton hc ngi ta chng mi nh kt qu sau vs tn t i nghi m ca
phng trnh.
nh l 3.1. Gi s ) (x f l hm s lin tc trn on kn ] , [ b a v nhn gi tr tri du
ti cc im mt a v b, tc l . 0 ) ( ). ( < b f a f Khi tr ong khong ) , ( b a tn t i t nht
mt i m x* sao cho 0 *) ( = x f .
Nu khong ) , ( b a chcha mt nghi m x* ca phng trnh (1) thta gi khong ) , ( b a
l khong phn ly ca nghim x*.
Mt phng trnh c th c nhiu nghim s (thc). Tr c khi i tm xp xc c nghi m
ny ta cn phi phn ly chng, ngha l tm cc khong sao cho mi khong ch cha mt
nghi m.
Phn ly nghim ca phng trnh c th thc hin bng hai phng php: phng ph p
gi i tch v phng php hnh hc.
- Phng php gii tch da trn vic kho st s bin thin ca hm s . C th l, nu
hm ) (x f lin tc v n iu (tng/gim) trong khong ] , [ b a v 0 ) ( ). ( < b f a f th
) , ( b a l khong phn ly ca mt nghim ca phng trnh 0 ) ( = x f .
T hd 1. Xt phng trnh
0 2 6 ) (
3
= + = x x x f (2)
Lp bng bin thin ca hm ) (x f


x
+ 2 2
) ( ' x f

+ 0 - 0

) (x f

M>0 +
-
m<0

47
u ti n ta thy rng f (-) < 0, 0 ) 2 ( , 0 ) 2 ( < = > = f m f M , f () > 0 v f(x) tng trong
c c khong (-, - 2 ), ( 2 , +) v gim trong khong (- 2 , 2 ), do c c khong tr n
l khong phn ly ca 3 nghim ca phng trnh (2). Tip theo, ta c th thu hp khong
phn ly ca cc nghim thnh (-3, -2), (0, 1) v (2, 3).

T hd 2. Xt phng trnh
0 cos 2 ) ( = = x x x f
(3 .3)
Ta c 0 ) sin( 2 ) ( ' > + = x x f v , 1 ) 0 ( = f 0 1 cos 2 ) 1 ( > = f . Do (0, 1) l khong phn
ly ca nghim duy nht ca phng trnh cho.
- Phng php hnh hc tm khong phn ly ca cc nghim ca phng trnh 0 ) ( = x f
da trn vic xc nh cc khong vy cc im ct ca th ca hm s ) (x f y =
vi trc honh hoc honh ca cc im ct nhau ca hai th ) ( ), ( x h x g nu
phng trnh ) ( ) ( x h x g = tng ng vi phng trnh cho.
T hd 3. Li xt phng trnh (3).
t x x g = ) ( v . cos
2
1
) ( x x h =
Nhn vo hnh v ta thy khong
phn l y ca nghi m duy nht ca
phng trnh (3) l )
2
, 0 (
t
.

Nu khong phn l y ) , ( b a ca
mt nghi m * x ca phung trnh l
kh nh thta c thcoi i m bt k
trong khong ny l xp x ca
* x .
Mt cch thng dng thu hp khong phn ly ca nghim l phng php chia
i c trnh by di y.


2. Phng php chia i
Gi s ) , ( b a l khong phn ly ca nghim * x ca phng trnh 0 ) ( = x f . Ta s
thu hp khong phn l y ca * x bng c ch l i n ti p chi a i khong phn l y m i tm c
0 0.5 1 1.5
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
y=x
y=1/2*cos(x)
pi/2

Hnh 3.1

48
cho n khi rng ca khong phn l y nh hn sai s c cho trc. C th nh sau: t
b b a a = =
0 0
, . Chi a di khong ] , [
0 0
b a bi i m gi a
2
0 0
0
b a
x
+
= .
Nu 0 ) (
0
= x f th
0
x l nghim * x cn tm . Gi s 0 ) (
0
= x f . So s nh du ca ) (
0
x f v i
du ca ) (
0
a f v ) (
0
b f .
nu 0 ) ( ) (
0 0
< a f x f thnghi m nm trong khong ) , (
0 0
x a . t
0 1 0 1
, x b a a = = .
Nh vy sau ln chia i th nht hoc ta thu c nghim ng
0
x hoc ta thu hp c
khong phn ly thnh ] , [
1 1
b a v i rng
2
1 1 1
a b
a b d

= = .
Tip tc qu trnh chia i, sau n ln chia i hoc ta thu c
1 n
x l nghim ng hoc
ta thu c khong phn ly ) , (
n n
b a v i rng
n
n n n
a b
a b d
2

= = .
Nu c 2
2
<

n
a b
l sai s cho trc ta dng qu trnh chia i v ly
2
n n
n
b a
x
+
= l
nghi m gn ng. Khi c <

<
+1
2
| * |
n
n
a b
x x .
R rng l dy s
n
x ti n dn n x* khi n tc l phng php chia i hi t.

Nhn xt. Phng php chia i s dng rt t thng tin v hm f(x) (ch cn du ca
hm) nn d lp trnh nhng hi t rt chm.
T hd. Bng phng php chia i tm nghim dng ca phng trnh 0 2 4
2
= x e
x

v i chnh x c
2
10

= c .
Gi i . Dthy rng ) 1 , 0 ( l khong phn ly ca nghim dng * x . Ta c ] , [
0 0
b a =[ 0, 1] ,
5 , 0
2
0 0
=
+
=
b a
x
o
. V 0 ) ( , 8513 , 1 ) ( , 3 ) (
0 0
< = = b f x f a f
o
n n ta t
. 5 , 0 ; 1 , 8513 , 1
1 1 1 0 1 0 1
= = = = = = a b d b b x a Ta c ] 1 ; 5 , 0 [ ] , [
1 1
= b a l khong phn
l y. t 75 , 0
2
1 1
1
=
+
=
b a
x . Khi
. 25 , 0 , 1 , 75 , 0 758 , 0 ) ( , 8513 , 1 ) (
2 1 2 1 2 1 1
= = = = = = = d b b x a x f a f

Tip tc qu trnh chia i. Sau 6 bc ta t c 8828 , 0
6
= x v i sai s 0078 , 0
6
= d <
. 01 . 0 = c
G i lp trnh
Phng php chia i c th m t bi on m gi sau :
49
input a, b, c
Do while b-a > c
x0=(a+b)/2;
if f(x0)=0 then
x*=x0;
exit
elseif f(a).f(x0) <0 then
b=x0
else
a=x0
endif
loop
output x0

3. Phng php lp n
Gi s phng trnh 0 ) ( = x f c th vit di dng
) (x x = (1)
v ) , ( b a l khong phn ly ca nghim * x . Ly mt i m ) , (
0
b a x e v tnh c c xp x
,..., ,
2 1
x x theo cng thc
1
( ), 1, 2,...
n n
x x n

= = (2)
nh l 3.2. Gi s ] , [ ) (
1
b a C x e v tho mn cc iu kin sau:
i ) ] , [ 1 ) ( ' max
] , [
b a x q x
b a x
e < s
e
(3)
i i ) ] , [ ] , [ ) ( b a x b a x e e (4)
Khi
i) Phng trnh (1) c nghim duy nht * x e ) , ( b a
ii) Qu trnh lp (2) hi t v c c lng
1
1
*

s
n n n
x x
q
q
x x (5)
0 1
1
* x x
q
q
x x
n
n

s (6)
Chng minh. nh l tr n c thsuy ra t nguy n l nh x co - mt nguy n l c bn
ca gii tch hm p dng cho nh x t ] , [ b a vo chnh n.
Di y trnh by chng minh trc tip nh l trn khng s dng nguyn l nh
x co v i gi thi t rng * x l nghim ca phng trnh (1) v v th ta ch tp trung vo
chng minh s hi t ca phng php lp v nh gi tc hi t ca n.
50
V * x l nghim ca phng trnh (1) tc l ) ( *), ( *
1
= =
n n
x x x x v n n
*) )( ( ' *) ( ) ( *
1 1
x x x x x x
n n n n
= =

, trong
n
l im trung gian gia * x v
1 n
x . Do , n i u ki n (3) ta c nh gi
* *
1
x x q x x
n n
s

. (7)
T y suy ra
* *
0
x x q x x
n
n
s . (8)
Do 0 < q < 1 n n n q
n
khi 0 . Vth n x x
n
khi 0 * . Nh vy phng
ph p l p (2) hi t v i mi ) , (
0
b a x e .
rng, v * x l s khng bit nn * x x
n
cng l s cha bit. V th ta s
nh gi i lng ny qua nhng ci c th kim sot c. Ta c
. * *
1 1 0 0
x x x x x x + = Do
. * * *
0 1 0 1 1 0 0
x x q x x x x x x x x + s + s
T y suy ra
*
1
1
*
0 0
x x
q
x x

s . (9)
Kt hp vi (8) ta thu c nh gi (6). Tng t nh trn, biu din
x x x x x x
n n n n
+ =
1 1
* ta cng thu c nh gi
.
1
1
*
1 1

s
n n n
x x
q
x x
Kt hp vi (7) ta c (5). Nh vy, nh l c chng minh.
c trng cho tc hi t ca cc phng php lp di y chng ta a ra
khi nim v cp hi t ca phng php.
nh ngha 3.1. Ta ni mt phng php lp gii phng trnh c cp hi t o nu :
- sai s tin nghim ca xp x th n l i lng cp o ca sai s xp xth n-1,
ngha l,
1
| *| | *|
n n
x x C x x
o

s , trong x* l nghim ng, C>0 l hng s

- hoc sai s hu nghi m ca x
n
l i lng cp o ca l ch gi a hai xp xl i n
ti p x
n
v x
n-1
, ngha l
1 1
| *| | |
n n n
x x C x x
o

s .
Nh vy t cc nh gi (5), (7) ta thy rng phng php lp n c tc hi t cp 1
hay tc hi t tuyn tnh.
T hd 1. Tm gn ng nghim ca phng trnh 0 cos 2 = x x v i chnh x c
3
10

.
51
Gi i . Trong Thd 3 1 ta xc nh c khong phn ly nghim ca phng trnh
trn l
|
.
|

\
|
2
, 0
t
, v phng trnh trn a c v dng
. cos
2
1
) ( ) ( x x x x = = v i
Ly mt i m
0
x bt k trong khong
|
.
|

\
|
2
, 0
t
, chng h n, 5 , 0
0
= x v xy dng dy lp
,... 2 , 1 ), (
1
= =

n x x
n n

Ta s ki m tra c c i u ki n ca nh l 1.
i )
2
1
sin
2
1
) ( ' = s = q x x
i i ) ,
2 2
1
) ( 0
t
< s s x do ].
2
, 0 [ ]
2
, 0 [ ) (
t t
e e x x
R rng l cc iu kin (3), (4) c tho mn, do phng php lp hi t
].
2
, 0 [
0
t
e x v ta c nh gi
1 1
2 / 1 1
2 / 1
*

=

s
n n n n n
x x x x x x .
V i 5 , 0
0
= x ta c 4307 , 0 cos
2
1
0 1
= = x x .
4426 , 0 cos
2
1
1 2
= = x x .
4496 , 0 cos
2
1
2 3
= = x x .
4502 , 0 cos
2
1
3 4
= = x x .
V , 10 0006 , 0 4496 , 0 4502 , 0
3
3 4

< = = x x n n nu l y
4
x xp x * x ta s c
. 10 *
3
4

< x x Nh vy, 4502 , 0

4
= x l nghim gn ng ca phng trnh cho vi
chnh x c
3
10

.
T hd 2. Tm nghim gn ng ca phng trnh 3 20 5 ) (
3
+ x x x f bng phng
ph p l p n v i chnh x c
4
10

bit khong phn ly nghim l ) 1 , 0 ( .

Gii. Trc ht, ta a phng trnh cho v dng tng ng ) (x x = . C nhi u
c ch, chng h n
52
) (
1
x x = v i 3 19 5 ) (
3
1
+ = x x x ,
) (
2
x x = v i
3
2
5 / ) 3 20 ( ) ( = x x
) (
3
x x = v i . 20 / ) 3 5 ( ) (
3
3
+ = x x
Chn cch no phng php lp n hi t? Trc ht ta kim tra iu kin (3). Ta c
1 19 15 max ) ( ' max
2
1 0
1
1 0
> =
s s s s
x x
x x

1
25 / ) 3 20 ( 3
4
max ) ( ' max
3
2 1 0
2
1 0
>

=
s s s s
x
x
x x

1
4
3
4
3
max ) ( ' max
2
1 0
3
1 0
< = =
s s s s
x
x
x x
.
Nh vy, trong ba cch ch c cch th ba l chp nhn c. By gi ta phi kim tra
iu kin (4) i vi cch ny. D thy rng
20
3
s
5
2
) (
3
s x , do | | 1 , 0 ) (
3
e x
| | 1 , 0 e x . V ta c cc diu kin ca nh l 3.2 c tho mn.
Do , phng php lp n
20
3 5
3
1
+
=
n
n
x
x , | | 1 , 0
0
e x
hi t v c nh gi
* x x
n

1
3

s
n n
x x .
Chn 5 , 0
0
= x ta tnh c c c xp x
n
x nh sau

n x
n
x
n
- x
n-1
3(x
n
- x
n-1
)
1 0.1812 0.3187 0.9562
2 0.1515 0.0298 0.0893
3 0.1509 0.0006 0.0019
4 0.1509 0.0000 0.0000

Qua th d trn ta thy c nhiu cch da phng trnh 0 ) ( = x f vd ng tng
ng ) (x x = , nhng khng phi cch no cng chp nhn c p dng phng
php lp n. Di y trnh by cch a tng qut m bo iu kin
1 | ) ( ' | max < s
s s
q x
b x a
.
Trc ht nhn xt rng 0 = th phng trnh 0 ) ( = x f tng ng vi
phng trnh ) (x x = v i
) ( ) ( x f x x + = (10)
53
Gi s (a,b) l khong phn ly nghim v 0 ) ( ' > x f tr n | | b a, . K hi u
) ( ' min ), ( ' max x f m x f M
b x a b x a s s s s
= = .
t
M
m
q
M
= = 1 ,
1
. Xt hm ) (x d ng (10). Ta c
M
x f
x
) ( '
1 ) ( ' = .
V M x f m s s < ) ( ' 0 n n 1 1
) ( '
1 | ) ( ' | < = s = q
M
m
M
x f
x trn ton on [a, b]. Nh
vy, hm ) (x c xy dng nh trn tho mn iu kin th nht ca nh l 3.2.
C th chng minh c rng vi cch chn
2
M m
=
+

th hm xc nh bi (10) sinh ra phng php lp hi t nhanh nht vi s
M m
q
M m

=
+
,
trong | '( ) |, min | '( ) | .
a x b a x b
M max f x m f x
s s s s
= =

4. Phng php Newton
a) M t phng php
tng ca phng php Newton gii phng trnh 0 ) ( = x f l thay phng trnh
ny bi mt phng trnh tuyn tnh gn ng trong ln cn ca nghim . V th phng
php ny cn c tn gi l phng php tuyn tnh ho.
C th nh sau : Gi s
1 n
x

l mt xp x tnh c ca nghim ng x*. Trong ln
cn ca x* thay ng cong ) (x f y = bi ti p tuyn v i n t i i m )) ( (
1 , 1 n n
x f x A . Ti p
tuyn ny c phng trnh l
) ( ) )( ( '
1 1 1
+ =
n n n
x f x x x f y (1)
Gi s 0 ) ( '
1
=
n
x f . K hiu honh ca im ct ca tip tuyn vi trc honh l
n
x .
Thth
) ( '
) (
1
1
1

=
n
n
n n
x f
x f
x x (2)
Ta coi
n
x

l xp x tip theo ca x*. V th phng php tm nghim gn ng theo cng
thc (2) cn c tn gi l phng php tip tuyn .
Nhn xt.
54
1) Cng thc l p (2) c thvi t trong d ng ) (
1
=
n n
x x v i
) ( '
) (
) (
x f
x f
x x = (3)
iu c ngha phng php Newton l mt trng hp c bit ca phng php lp
n. Do c th kho s t s hi t ca phng php nh vo nh l 3.2. Khi ta ch
c th thu c cc nh gi kiu (5) (7) c trng cho s hi t tuyn tnh . V th ta s
s dng tnh c th ca phng php Newton thit lp nh gi tt hn cho sai s ca
nghi m gn ng.
2) Nu xp xban u
0
x chn khng thch hp th phng php Newton c th khng s
dng c v xp x tip theo
1
x c th vut ra khi khong phn ly, thm ch vt ra khi
khong xc nh ca hm s ( xem Hnh 3.3) .

Ta s chn xp xban u tho m n i u ki n
0 ) ( ' ' ). (
0 0
> x f x f . (4)
Nhng i m
0
x tho mn iu kin trn c gi l im Fourier.
b) S hi t ca phng php
nh l 3.3. Gi s i ) ] , [
2
b a C f e v ) , ( b a l khong phn ly ca nghim x* ca phng
tr nh 0 ) ( = x f .
i i ) ) ( ' x f v ) ( ' ' x f khng i du tr n | | b a, .
i i i ) | | b a x ,
0
e l im Fourier.
Khi phng php Newton (2) hi t v i vi nghim gn ng
n
x c c c nh gi
sau
i ) * x x
n
s
1
) (
m
x f
n
(5)
1 1.2 1.4 1.6 1.8 2
-1
-0.5
0
0.5
x0=a
x1
b
Hi nh 3.3 Hnh 3.3

55
i i ) * x x
n
s
1
2
2m
M
1

n n
x x
2
, (6)
tr ong
1
m v
2
M l cc hng s tho mn
) ( ' 0
1
x f m s < ,
2
| "( ) | f x M s | | b a x , e
Chng mi nh. Theo gi thi t , ) ( ' x f v ) ( ' ' x f khng i du tr n | | b a, n n c thc 4
trng hp sau:
a) 0 ) ( ' ' , 0 ) ( ' > > x f x f (Xem hnh 3.4a)
b) 0 ) ( ' ' , 0 ) ( ' < < x f x f (Xem hnh 3.4b)
c) 0 ) ( ' ' , 0 ) ( ' < > x f x f (Xem hnh 3.4c)
d) 0 ) ( ' ' , 0 ) ( ' > < x f x f (Xem hnh 3.4d)
Ta xt trng hp th nht . Cc trng hp khc c xt tng t.
Trong trng hp a) ta c 0 ) ( ' ' , 0 ) ( '
0 0
> > x f x f v 0 ) (
0
> x f v
0
x l im Fourier.
0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5
-1
-0.5
0
0.5
1
1.5

Hnh 3.4a

0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5
-1.5
-1
-0.5
0
0.5
1

Hnh 3.4b


-1.5 -1.4 -1.3 -1.2 -1.1 -1 -0.9 -0.8 -0.7 -0.6 -0.5
-1.5
-1
-0.5
0
0.5
1

-1.5 -1.4 -1.3 -1.2 -1.1 -1 -0.9 -0.8 -0.7 -0.6 -0.5
-1
-0.5
0
0.5
1
1.5
Hnh 3.4d
56
Hnh 3.4c



Ta c
) ( '
) (
0
0
0 1
x f
x f
x x = <
0
x .
Bng quy np c th chng minh c rng dy cc xp x { }
n
x xy dng theo cng thc
(2) l n iu gim ... ...
1 1 0
> > > > >
n n
x x x x v b chn di bi * x , tc l * x x
n
> .
Tht vy, t khai tri n Tayl or
2
1 1 1 1 1
) )( ( ' '
2
1
) )( ( ' ) ( ) (

+ + =
n n n n n n n n
x x f x x x f x f x f q ,
trong ,
1
< <
n n n
x x q v t cng thc (2) ta rt ra
2
1 1
) )( ( ' '
2
1
) (

=
n n n n
x x f x f q . (7)
Vth, do gi thi t 0 ) ( ' ' > x f ta c 0 ) ( >
n
x f . By gi thbt ng thc
n n
x x >
+1
suy ra
c t cng thc
) ( '
) (
1
n
n
n n
x f
x f
x x =
+

v gi thit 0 ) ( ' > x f . Cng do gi thit ny, hm ) (x f n iu tng, m 0 *) ( = x f n n
phi c * x x
n
> . Nh vy, khng nh v tnh n iu gim v b chn di ca dy { }
n
x
c chng minh. Do phi tn ti gii hn x x
n
n
=

lim . Chuyn qua gi i h n trong (2)
ta s c 0 ) ( = x f . V x* l nghim duy nht ca phng trnh 0 ) ( = x f n n phi c
* x x = . Nh vy, dy x
n
hi t t i x* .
By gi ta nh gi sai s x
n
- x* . Theo nh l s gi a hu h n ta c
*) )( ( ' *) ( ) ( ) ( x x f x f x f x f
n n n n
= = , trong
n
l im trung gian gia x
n
v x*. V
th | * | | * || ) ( ' | | ) ( |
1
x x m x x f x f
n n n n
> = . T y suy ra nh gi (5). T nh gi
ny v cng thc (7) ta suy tip c nh gi (6). Nh vy, nh l c chng minh.
57
Do c nh gi (6) nn ngi ta ni rng phng php Newton c tc hi t
bnh phng. y l phng php hi t rt nhanh so vi phng php lp n ni chung
v phng php chia i.
rng cc nh gi (5) v (6) trong nh l 3.3 l cc nh gi hu nghim.
nh l di y cho ta nh gi tin nghim th hin tc hi t bnh phng ca
phng php Newton.
nh l 3.4. i vi phng php Newton ta c nh gi tin nghim sau
2
1
| | | | ,
n n
z q z
+
s (8)
tr ong
2
1
, *,
2
n n
M
q z x x
m
= =
2
M v
1
m c xc nh nh trong nh l 3.3.
Chng minh. Vi t khai tri n Tayl or t i x* xung quanh i m
n
x . Ta c
2
1
2
0 ( *) ( ) ( * ) '( ) ( * ) ''( )
n n n n
f x f x x x f x x x f = = + +
v i ( * ), 0 1.
n n
x x x u u = + s s T y suy ra
2
1 ''( ) ( )
. .
2 '( ) '( )
n
n n
n n
f f x
z z
f x f x

=
Mt khc, t cng thc lp (2) suy ra c
1
( )
.
'( )
n
n n
n
f x
z z
f x
+
=
V th, t hai cng thc cui cng ta nhn c ng thc
2
1
1 ''( )
. . .
2 '( )
n n
n
f
z z
f x

+
=
T cng thc tr n ta c nh gi (8). nh l c chng minh.
T hd. p dng phng php Newton tm nghim dng ca phng trnh x
2
-x-1
= 0 v i chnh x c 0.001.
Gii. t f (x) = x
2
-x-1. Ta c f (1) = -1 < 0, f(2) = 1 > 0 v f(x) = 2x-1 > 0. Do [ 1, 2]
l khong phn ly nghim dng ca phng trnh cho. Ngoi ra, ta c f (x) = 2 > 0.
Do m
1
=1, M
2
=2. Vi t cch xp x ban u ta chn im Fourier x
0
= 2. Phng
ph p l p Newton c d ng
.
1 2
1
) ( '
) (
1
1
2
1
1
1
1
1

= =

n
n n
n
n
n
n n
x
x x
x
x f
x f
x x
Rt gn v phi ta c
58
.
1 2
1
1
2
1

+
=

n
n
n
x
x
x (9)
Theo nh l 3.3 ta c
2
1
2
1
1 2
2
*

=

s
n n n n n
x x x x x x .
Tnh theo cng thc (9) ta c kt qu sau

n x
n
x
n
- x
n-1
(x
n
- x
n-1
)
2

1 1.666666 -0.333333 0.111111
2 1.619048 -0.047619 0.002267
3 1.618034 -0.001013 0.000001

Vy x
3
= 1.618 l nghim gn ng vi sai s nh hn 0.001.

5. Phng php ct tuyn
Vic tnh o hm trong cng thc Newton (2), Mc 4 c th tn thm nhiu thi
gi an nu ) ( ' x f l hm phc tp. V th, ngi ta thay ) ( '
1 n
x f bi t sai phn
2 1
2 1
) ( ) (

n n
n n
x x
x f x f
.
Khi , phng php lp c dng
,... 3 , 2 ), (
) ( ) (
1
2 1
2 1
1
=

n x f
x f x f
x x
x x
n
n n
n n
n n
(1)

1 0
, x x l cc xp x cho trc
Thng thng, ngi ta t b x a x = =
1 0
, . ) , ( b a l khong phn ly ca nghim.
Phng php lp trn c tn l phng php ct tuyn (phng php vtro) v
ngha hnh hc ca n c th nh sau:
Phng trnh ca ct tuyn qua hai im ( ) ( ) ) ( , , ) ( ,
1 1 2 2 n n n n
x f x x f x l
1 2
1
1 2
1
) ( ) (
) (

n n
n
n n
n
x x
x x
x f x f
x f y
.
ng thng ny ct trc honh ti im
n
x bi cng thc (3.15a).
59

Hnh 3.5

Phng php ct tuyn (1) hi t chm hn phng php Newton nhng hi t nhanh hn
phng php lp n. Chnh xc hn, ngi ta chng minh c rng phng php ct
tuyn c tc hi t siu tuyn tnh, c th l c cp hi t (1 5) / 2 1.618 o + ~ (s
Fi bonachi ).
T hd. Cho phng trnh 0 2 3 ) (
3
= + = x x x f c mt nghim l 2 * = x . S dng
phng php ct tuyn vi 4 , 2 , 6 , 2
1 0
= = x x ta c

n x(n)
2 -2.1066
3 -2.0226
4 -2.0015
5 -2.0000
6 -2.0000
6. Phng php dy cung

a) M t phng php
Gi s (a, b) l khong phn ly ca phng trnh f(x)=0. tng ca phng php dy
cung l thay dy cung cong ca ng cong y=f(x) bng dy cung trng cung cong y v
xem honh x
n
ca gi ao i m ca dy cung vi trc honh l gi tr xp x ca nghim
ng x* .
Gi thit rng o hm cp hai f(x) khng i du trn on [a, b]. Khi trong
hai u mt a v b ta c nh mt u, m ti gi tr ca hm cng du vi du ca
60
f(x) ( tc l im Fourier), v ly u mt cn li lm xp x ban u x
0
. Cng thc l p
ca phng php dy cung s nh sau:
1 1
1
1
( )( )
, ( 1, 2,...)
( ) ( )
n n
n n
n
f x x d
x x n
f x f d

= =

,
trong
0
, d b x a = = nu ( ) ''( ) 0 f b f x > ;
0
, d a x b = = nu ( ) ''( ) 0 f a f x > .
Hnh 3.6 mi nh ha mt s xp xl i n ti p theo phng php dy cung gii phng trnh
2
2 0.1 0 x x = .



Hnh 3.6


b) S hi t ca phng php
Ngi ta chng minh c rng phng php dy cung hi t v thu c c c nh
gi di y v sai s ca phng php:
1
| ( ) |
| *| ,
n
n
f x
x x
m
s
1 1
1
1
| *| | |,
n n n
M m
x x x x
m

s
y, nh thng l, ta k hiu
1 1
max | '( ) |, min | '( ) |
a x b a x b
M f x m f x
s s s s
= = .
61

7. Phng php lp n gii h phng trnh phi tuyn
n gin ta xt h hai phng trnh phi tuyn

=
=
. 0 ) , (
0 ) , (
2 1 2
2 1 1
x x f
x x f
(1)
Bi u di n htr n trong d ng

=
=
). , (
) , (
2 1 2 2
2 1 1 1
x x g x
x x g x
(2)
S dng c c k hi u vct
|
|
.
|

\
|
=
|
|
.
|

\
|
=
) , (
) , (
) ( ,
2 1 2
2 1 1
2
1
x x g
x x g
x g
x
x
x (3)
ta vi t l i h(2) trong d ng
) (x g x = . (4)
Ta gi vct
|
|
.
|

\
|
=
*
2
*
1
*
x
x
x l nghim ca h (1) hay (2) hay (4) nu n tho mn
cc phng trnh trn.
Gi s ta cn quan tm n nghi m ca h (4) trong mi n hnh ch nht
{ }
2 2 2 1 1 1 2 1
, ) , ( b x a b x a x x D s s s s = .
Ly mt i m bt k D x
x
x
x e
|
|
.
|

\
|
=
) 0 (
) 0 (
2
) 0 (
1 ) 0 (
, v s dng cng thc lp
( ) ,...) 2 , 1 ( ,
) 1 ( ) (
= =

k x g x
k k
(5)
tc l

( )
( )

= =
=


,... 2 , 1 , ,
, ,
) 1 (
2
) 1 (
1 2
) (
2
) 1 (
2
) 1 (
1 1
) (
1
k x x g x
x x g x
k k k
k k k
(6)
ta nhn c dy cc vct
,...). 2 , 1 (
) (
2
) (
1 ) (
=
|
|
.
|

\
|
= k
x
x
x
k
k
k

nh l sau y m bo s hi t ca d y
) (k
x .
nh l 3.5. Gi s cc hm ) , ( ), , (
2 1 2 2 1 1
x x g x x g lin tc v c o hm n cp 2 lin
tc tr ong hnh ch nht kn D v tho mn hai iu kin sau:
i) Chun ca ma trn Jacobi ca cc hm
2 1
, g g
62

|
|
|
|
|
.
|

\
|
c
c
c
c
c
c
c
c
=
2
2
1
2
2
1
1
1
) (
x
g
x
g
x
g
x
g
x J (7)
nh hn 1 , D x e tc l . 1 ) ( max < s
e
q x J
D x
(8)
i i ) D x g D x e e ) ( tc l g nh x D vo D
Khi :
i ) H phng trnh (21) c nghim duy nht . *
*
2
*
1
D
x
x
x e
|
|
.
|

\
|
=
i i ) D x e
) 0 (
d y
) (k
x hi t t i * x v c c lng
) 1 ( ) (
1
*

s
k k k
x x
q
q
x x (9)
.
1
*
) 0 ( ) 1 (
x x
q
q
x x
k
k

s (10)
tr ong x l mt chun no ca vct x .
nh l 3.5 c chng minh nh nguyn l nh x co ca gii tch hm hoc
chng minh trc tip tng t nh nh l 3.2 cho phng trnh mt n s.
Nhn xt 1. xc nh ta s dng chun ca vct c nh ngha bi
. max
2 , 1
i
i
x x
=
= (11)
Khi , chun ca ma trn Jacobi c xc nh bi
. , max ) (
2
2
1
2
2
1
1
1
)
`

c
c
+
c
c
c
c
+
c
c
=
x
g
x
g
x
g
x
g
x J (12)
Nhn xt 2. Khi p dng phng php lp gii h (1) c th coi ln cn ca im ct nhau
ca cc ng cong xc nh bi cc phng trnh 0 ) , (
2 1 1
= x x f v 0 ) , (
2 1 2
= x x f l min
D(tc l n cn ca nghi m ng) (trong i u ki n ca nh l 3.4).
T hd. H phng trnh

= +
= +
0
8
3
5
0
16
11
2
2
2
2
1
2 1
2
1
x x
x x x
(13)
c mt nghi m ng ) 4 / 1 ; 4 / 1 ( * = x .
C thl y { } 4 , 0 1 , 0 , 4 , 0 1 , 0 ) , (
2 1 2 1
s s s s = x x x x D .
63
p dng phng php lp n tm nghim ta a h trn v dng (2).

|
.
|

\
|
+ + = =
|
.
|

\
|
+ = =
. 12 /
8
3
12 5 ) , (
2 /
16
11
) , (
2
2
2
2
1 2 1 2 2
2
2
1 2 1 1 1
x x x x x g x
x x x x g x

Ta c
1
6
5
,
6
1
,
2
1
,
2
2
2
1
1
2
2
1
1
1
1
+ =
c
c
=
c
c
=
c
c
=
c
c
x
x
g
x
x
g
x
g
x
x
g

Trong mi n D
9 , 0 5 , 0
1
2
1
1
1
s + =
c
c
+
c
c
x
x
g
x
g

. 1
12
11
6
4 , 0
1
6
5
6
1
2 1
2
2
1
2
< + s + + =
c
c
+
c
c
x x
x
g
x
g

Vth , 1 ) ( D x q x J e < s v c th p dng phng php lp n
, 2 /
16
11
) (
2
) (
1
) (
1
) 1 (
1
|
.
|

\
|
+ =
+ k k k k
x x x x
. 12 /
8
3
12 5
) (
2
) (
2
) (
2
) (
1
) (
1
) 1 (
2
|
.
|

\
|
+ + =
+ k k k k k k
x x x x x x
V i )' 3 , 0 ; 3 , 0 (
) 0 (
= x ta c kt qu sau:
n x1(n) x2(n)
2 0.2388 0.2862
4 0.2307 0.2731
6 0.2366 0.2654
8 0.2410 0.2604
10 0.2439 0.2571
12 0.2458 0.2548
14 0.2472 0.2533
16 0.2481 0.2522
18 0.2487 0.2515
20 0.2491 0.2510
22 0.2494 0.2507
24 0.2496 0.2505
26 0.2497 0.2503
28 0.2498 0.2502
30 0.2499 0.2502

Nhn vo bng trn ta thy phng php lp n hi t chm ti nghim ng l (0.25,
0.25) vs q gn v i 1.

64



Bi tp
1. Tm khong phn l y v i rng bng 1 cho cc nghim ca cc phng trnh sau:
a) ) 0 ( 0 20 3
4
> = x x x
F(x) = x
4
-3x 20
Khong phn ly (2,3)

b) ) 0 ( 0 5 2
3
> = x x x
F (x)=3x
2
-2
Khong phn ly (2,3)
c) 0 5 3
3
= + + x x
d) 0 = +
x
e x
F (x)=1 + e
x

Khong phn ly (-1,0)
e) 2 ln( ) 0 x x =
F (x) = -1/x -1
Khong phn ly (1,2)
f ) ) 0 ( 0 2 4
2
> = x x e
x

F(x)= -e
x
-4x
Khong phn ly (1,2)
g)
5
1
sin = x x
F (x) = 1 cos x
Khong phn ly: (0,1)
h) . 0 sin
2
= x x t
2. Bng phng php chia i tm nghim ca cc phng trnh cho trong bi 1 vi
chnh x c . 10
2
= c
Phng php chia i:
Gi s (a,b) l khong phn ly ca nghim x* ca phng trnh f(x) = 0. Ta thu hp
khong phn l y ca x* bng c ch l i n ti p chi a I khong phn l y m i tm c cho
n khi rng ca khong phn l y nh hn sai s c cho trc. C th:
t a
0
= a, b
0
= b
Chi a I [ a
0
, b
0
] bi i m gi a x
0
= (a
0
+b
0
)/2
Nu f (x
0
)= 0 thx
0
l nghim x* cn tm
Nu f (x
0
) # 0 , so s nh du ca f (x
0
) v i du ca f (a
0
) v f(b
0
).
Nu f (a
0
)f (x
0
)<0 thnghi m nm trogn khong (a
0
,x
0
), t a
1
= a
0
, b
1
= x
0

Nh vy sau ln chia I th nht ta thu c nghim ng x
0
hoc thu hp c
khong phn ly nghim thnh (a
1
,b
1
) v i rng d
1
= b
1
a
1
= (b-a)/2
Ti p tc qu trnh chi a I , sau n ln chia I hoc ta thu c x
n-1
l nghim ng
hoc ta thu c khong phn ly (a
n
,b
n
) v i rng d
n
= (b
n
a
n
)= (b-a)/2
n

Nu (b-a)/2
n
<2c l sai s cho trc th dng v ly x
n
= (a
n
+b
n
)/2 l nghim gn ng.
Khi |x
n
x* | < (b-a)/2
n+1
<c
3. Ap dng tm nghim ca phng trnh: . 0 sin
2
= x x t v i chnh x c . 10
2
= c
Gi i : f (x) = x
2
- si ntx, f (x) = 2x - tcos x
Khong phn l y: (0.5;1)
65
Ta c [ a
0
,b
0
] = [ 0.5 ; 1] , x
0
= 0.75
Bng kt qu


4. Tm nghim ca cc phng trnh cho trong bi 1 vi chnh xc
2
10

= c bng
phng php lp n. So snh s ln lp thc s vi s ln lp c lng trc khi tnh
,... ,
3 2
x x
Gi s phng trnh f(x) = 0 c th vit di dng x = (x) v (a,b) l khong phn ly
ca nghi m. Ly mt i m x
0
e(a,b) v tnh cc xp x theo cng thc X
n
= (x
n-1
)
F(x) = x
2
-si ntx = 0, x = (si ntx)
1/2
= (x), (x) = 1/2 * t
Bng kt qu
n x phi(x)
0 0.5 0.080471
0.0805 0.002064
0.0021 1.4E-06 0.0021 -0.00659

5. S dng phng php lp n dng
1
( )
n n n
x x f x
+
= + gii phng trnh ( ) 0 f x = tm
7 .
6. Tm nghim ca cc phng trnh cho trong bi 1 vi chnh xc
3
10

= c bng
phng php Newton.
7. Tnh 13 bng phng php Newton, phng php lp n v phng php ct tuyn
v i chnh x c
3
10

.
8. Phng php Newton hi t ti nghim no trong ba nghim 0; 1 v -1 ca phng
trnh
3
0 x x = nu xut ph t t i m x
0
bt k?
9. Tnh 20 cos v i chnh x c
3
10

.
G i : S dng =
2
1
) 20 3 cos(
10. Tm nghim gn ng ca phng trnh
2
2 0.1 0 x x = bng cc phng php ct
tuyn v phng php dy cung vi chnh xc 0.001 v so snh tc hi t.
11. Lp chng trnh gi i phng trnh phi tuyn bng c c phng php ct tuyn v dy
cung. S dng chng trnh ny gii phng trnh trong bi tp 7.
12. Tm nghim dng nh nht ca phng trnh 2 4 0
x
x = bng phng php ti p
tuyn v i sai s 10
-3
s dng chng trnh trong Ph lc 2.
Gi i :
2
( ) 2 4 '( ) 2 ln2 4 "( ) 2 (ln2) 0
x x x
f x x f x f x = - = - = >
Khong phn l y: (3,5) v 4 l im Fourier. Do x
0
= 5
66
Cng thc l p:
1 1
1
1 1 1
1 1
1
( ) 2 ( ln2 1) 2 4
2 ln2 4 '( )
n n
n
x
x
n n n
x n n n
n
f x x x
x x x
f x
- -
-
- - -
- -
-
- -
= - = - =
-

Ta c:
1 1
2
0 '( ) '(3) 1.5 '( ) 1.5
"( ) "(5) 18 18
m f x f f x m
f x f M
< = =
= =

1 1
18
* 6
2*1.5
n n n n n
x x x x x x
- -
- - = -
Bng tnh
n xn-1 xn 6(xn-xn-1)
1 5 4.33996 2.613919
2 4.3399 4.051847 0.497846
3 4.0519 4.001415 0.015293
4 4.0014 4.000001 1.17E-05
5 4 4 0


13. Cho phng trnh 0 =
x
e x .
a) Phng trnh trn c nghim s thc hay khng? Nu c hy ch ra khong phn ly
ca nghi m v i rng bng 1.
Gi i : ( ) '( ) 1 0
x x
f x x e f x e
- -
= - = + > do phng trnh lun c nghim
duy nht.
Khong phn l y: (0,1)
b) a phng trnh trn v dng tng ng ) x ( x = c th p dng phng php
lp n. Vit cng thc ca phng php v vit c lng sai s ca n. Cn thc
hin bao nhiu php lp t c nghim gn ng vi sai s 0.001 nu l y xp x
ban u l im gia ca khong phn ly.
Gii: a phng trnh v dng ) x ( x = nh sau: ( )
x
x x e j
-
= =
i u ki n hi t(Ki m tra c c i u ki n ca nhl ):


0 (x) 1/e<1, do (x) (0,1) v i mi x (0,1)
0 '( ) 0 1/ 1
x
x q e q q e j
j j
-
< < - = <


Do phng php lp hi t v i mi xe(0,1)
Cng thc ca phng php:
1
1
( )
n
x
n n
x x e j
-
-
-
= =
Cng thc sai s: Vi xp x u l x
0
= 0.5 -> x
1
= 0.6 ta c d nh gi :
3
1 0
(1/ ) 3 lg6.3
* 10 6.8
lg0.4 1 1/
n
n
e
x x x x n
e
-
- +
- -
-

Bng kt qu:
67
5 0.5717 0.564565
6 0.5646 0.568588
7 0.5686 0.566318
8 0.5663 0.567622
9 0.5676 0.566884
10 0.5669 0.567281
11 0.5673 0.567054
12 0.5671 0.567168


14. Gii h phng trnh sau bng phng php l p n:

= +
= + +
0 4 lg 10 2
0 16 lg 20 6 5
2 2 1
1 2 1
x x x
x x x

v i chnh x c
3
10

xut ph t t . 1
) 0 (
2
) 0 (
1
= = x x
p s: 4880 , 0 1980 , 0
2 1
= = x x
15. Tm nghim dng ca h phng trnh sau bng phng php lp n vi chnh
x c
3
10

0 1 ) 1 (
1 2 1
= = x x f
. 0 1
2
2
2
1 2
= = x x f
Gi : a h v dng
) , (
12
1
) , (
2
1
) , (
2 1 2 2 1 1 1 2 1 1 1
x x f x x f x x x g x = =
) , (
4
1
) , (
2
1
) , (
2 1 2 2 1 1 2 2 1 2 2
x x f x x f x x x g x + = =
p s: ( )'. 3953 , 1 ; 7167 , 1



68
Chng 4

Ni suy v xp x hm s

1. Bi ton ni suy hm s
Mt trong cc bi ton c bn ca gii tch s l ni suy hm s. Bi ton ny
thng gp trong cc trng hp sau :
i) Cn phc hi hm s f(x) i vi mi im x thuc khong [a, b] nu ch bit gi tr ca
n t i mt s i m ] , [ ,..., ,
1 0
b a x x x
n
e . Nhng gi tr ny thng l cc gi tr quan st,
hoc o c c.
ii) Khi hm ) (x f cho bi cng thc qu phc t p chng h n
}
+
+
=
2
) cos(
2
3
) sin(
) (
) (
x
x
t
dt
xt e
t x
x f
v cn tnh ) (x f ] , [ b a x e . Khi ngi ta tnh gn ng f(x) ti mt s i m ri xy
dng cng thc ni suy tnh c c gi trkh c.
iii) Ngoi ra, ni suy hm s cn c s dng xy dng cc cng thc tnh o hm,
tnh tch phn s hoc tm gn ng nghim ca phng trnh.
Bi ton ni suy hm mt bin s c pht biu nh sau: Trn on [a, b] cho
tp c c i m nt a
o
x s < x
1
<...<x
n
sb v ti cc im ny cho cc gi tr
) , 0 ( ) ( n i x f
i
= ca hm ) (x f . Cn xy dng hm ) (x g d tnh v trng vi hm ) (x f t i
cc im nt trn tc l
) , 0 ( ) ( ) ( n i x f x g
i i
= = .
Mt s dng hm ) (x g thng c dng ni suy hm s l:
-a thc i s
-hm hu t tc l phn thc i s
-a thc lng gic
-hm ghp trn (spline) tc l hm a thc tng mu.
Trong phm vi gio trnh ny chng ta ch tp trung vo ni suy bi a thc i
s - mt cng c ni suy kinh in v mt phn vo ni suy bi hm ghp trn - cng c
ni suy hin i. Cc dng ni suy khc s ch c gii thiu qua. Trong ton b gio
trnh, nu khng ni r hn ta s ngm nh hiu a thc l a thc i s.
2. a thc ni suy Lagr ange
69
2.1. T hit lp a thc ni suy
Ta s ni suy hm ) (x f t i c c i m ] , [ b a x
i
e ) , 0 ( n i = bi a thc

=
=
n
k
k
k n
x c x P
0
) ( . (1)
i u ki n ni suy
), ( ) (
i i n
x f x P = ) , 0 ( n i = (2)
cho ta h phng trnh xc nh cc h s
k
c :
) ( ...
) ( ...
) ( ...
1 0
1 1 1 1 0
0 1 0
n
n
n n n
n
n
n
o n o
x f x c x c c
x f x c x c c
x f x c x c c
= + + +
= + + +
= + + +
.......... ..........
(3)
nh thc ca h phng trnh i s tuyn tnh ny chnh l nh thc Van der Mond
[
> > >
= = = A
0
2
1
2
1 1
2
0
0 ) (
... 1
... 1
... 1
m k n
m k
n
n n n
n
n
o o
x x
x x x
x x x
x x x
......

vtt c c c i m
n
x x x ,..., ,
1 0
l phn bit. Do h phng trnh (3) c nghim duy nht.
Nh vy, a thc ni suy (1) lun lun tn ti v duy nht.
xy dng cng thc tnh a thc (1) m khng cn gii h (3) ta xt cc a thc bc n
d ng sau
[
=
= +
+

=


=
n
j
i j j i
j
n i i i i i i
n i i
i
x x
x x
x x x x x x x x
x x x x x x x x
x l
0
1 1 0
1 1 0
) )...( )( )...( (
) )...( )( )...( (
) ( . (4)
Dthy rng

=
=
= =
j i
j i
x l
ij j i
, 0
, 1
) ( o (5)
Xt a thc ) (x L
n
d ng
[
=
=
= =

= =
n
i
n
j
i j j i
j
i
n
i
i i n
x x
x x
x f x l x f x L
0
0
0
) ( ) ( ) ( ) ( . (6)
n (5) ta c
) ( ) (
i i n
x f x L = , ) , 0 ( n i =
70
iu c ngha l ) (x L
n
l a thc ni suy hm ) (x f

t i
i
x ) , 0 ( n i = do tr n chng
minh a thc ni suy l duy nht. Vy ) (x L
n
chnh l a thc ni suy ) (x P
n
d ng (1) cn
tm. a thc (6) mang t n a thc ni suy Lagrange. N c thvi t trong d ng
) (x L
n
=

=
+
+

n
i
i i n
n
i
x x x
x
x f
0
,
1
1
) )( (
) (
) (
e
e
, (7)
trong
). )...( )( ( ) (
1 0 1 n n
x x x x x x x =
+
e (8)
Xt hai trng hp n gin ca a thc ni suy Lagrange.
a) Ni suy bc nht hay ni suy tuyn tnh.
Khi n=1, ta c hai mt ni suy x
0
v x
1
, v
. ) ( ) ( ) (
0 1
0
1
1 0
1
0 1
x x
x x
x f
x x
x x
x f x L

= (9)
Trong trng hp ny on ng cong ) (x f y = gia hai im A v B c thay bi on
thng ni AB (Hnh 4.1)
b) Ni suy bc hai
Khi n=2 ta c ba nt ni suy
2
x v
1 0
, x x v
) )( (
) )( (
) )( (
) )( (
) )( (
) )( (
) (
2 1 0 2
1 0
2
2 1 0 1
2 0
1
2 0 1 0
2 1
0 2
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
y x L


+


+


= (10)

x
0
0. 1
x
1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
y=sin(x)
y=2/pi x
B
A
Hnh 4.1

0 0.1 0.2 0.3 0.4 0.5
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
y=sin(pi x)
-3x
2
+3.5x
A
B
C
Hnh 4.2
71
trong ), (
i i
x f y = i =0, 1, 2.
ng cong ) (
2
x L y = chnh l parabol i qua ba im )), ( , ( )), ( , (
1 1 0 0
x f x B x f x A
)) ( , (
2 2
x f x C (Hnh 4.2).
T h d 1. Xy dng a thc ni suy cho hm x y t sin = t i c c nt
.
2
1
, 0
1 0
= = =
2
x v
6
1
x x
Gii. Ta c bng gi tr ca hm

x 0 1/6 1/2
y 0 1/2 1

p dng cng thc (10) ta c
. 3
2
7
)
6
1
2
1
)( 0
2
1
(
)
6
1
)( 0 (
. 1
)
2
1
6
1
)( 0
6
1
(
)
2
1
)( 0 (
.
2
1
)
2
1
0 )(
6
1
0 (
)
2
1
)(
6
1
(
. 0 ) (
2
2
x x
x x x x x x
x L =


+


+


=
T hd 2. Tm a thc ni suy hm
x
y 3 = tr n o n [ -1, 1] da vo gi tr ca hm ti
c c i m . 1 , 1
1 0
= = =
2
x 0, x x S dng a thc ny tnh gn ng 3 .
Gii. Ta c bng cc gi tr ca hm
x
y 3 = t i c c i m cho:

x -1 0 1
y 1/3 1 3

Theo cng thc (10) ta c a thc ni suy
) 3 4 2 (
3
1
2
) 1 ( 3
) 1 )( 1 (
6
) 1 (
) 0 1 )( 1 1 (
) 0 )( 1 (
. 3
) 1 .( 1
) 1 )( 1 (
. 1
) 1 1 .( 1
) 1 (
.
3
1
) (
2
2
+ + =
+
+ +

=
+
+
+

+
+


=
x x
x x
x x
x x
x x x x x x
x L

tnh
2 / 1
3 3 = ta xp x
2
1
3
6
11
)
2
1
(
2
= ~ L .
2.2. nh gi sai s
Vn quan trng t ra khi xp x hm ) (x f ti im x bt k bi a thc ni suy l phi
nh gi c sai s, tc lch ) (x f - ) (x L
n
. nh l sau y cho ta nh gi .
72
nh l 4.1. Gi s hm s ) (x f ] , [
) 1 (
b a C
n+
e , tc l c o hm lin tc n cp n+1
tr n [ a , b] cha tt c c c nt ni suy
i
x ) , 0 ( n i = . Khi sai s ni suy
) ( ) ( ) ( x L x f x R
n n
= c d ng
), (
)! 1 (
) (
) (
1
) 1 (
x
n
f
x R
n
n
n +
+
+
= e

(11)
tr ong l mt dim ph thuc x v thuc [ a , b]

Chng minh. Khi x tr ng v i mt trong c c nt ni suy th ) (x R
n
= 0. Vthta s ch
xt sai s ) (x R
n
khi
i
x x = ) , 0 ( n i = . Khi . 0 ) (
1
=
+
x
n
e t
) (
) ( ) (
) (
) (
1 1
x
x L x f
x
x R
K
n
n
n
n
+ +

= =
e e
(12)
v xt hm ca bin s z
) ( ) ( ) ( ) (
1
z K z L z f z
n n +
= e (13)
Ta c 0 ) ( 0 ) ( = =
i
x x v ) , 0 ( n i = .
Nh vy hm ) (z = 0 t i n+2 i m
n
x x x , , ,
0
. Theo nh l Roll th o hm bc nht
ca ) (z , tc ) ( ' z phi bng 0 t i t nht n+1 i m, do ) ( ' ' z =0 t i t nht n i m.
Tip tc lp lun nh trn, th 0 ) (
) 1 (
=
+
z
n
t i t nht 1 i m. Gi s im ny l . R
rng, ) (x = v nm trong [a , b]. Nh vy . 0 ) (
) 1 (
=
+

n

T (13) ta c )! 1 ( ) ( ) (
) 1 ( ) 1 (
+ = =
+ +
n z f z
n n
v )!. 1 ( ) ( 0 ) (
) 1 (
1
) 1 (
+ = =
+
+
+
n z z L
n
n
n
n
e v
Do , . 0 )! 1 ( ) (
) 1 (
= +
+
n K f
n
T y suy ra
)! 1 (
) (
) 1 (
+
=
+
n
f
K
n

.
T h thc trn v (12) suy ra pcm (11).
H qu. i v i sai s ca a thc ni suy Lagrange cho hm ) (x f t i c c mt
n
x x x , , ,
0
] , [ b a e c nh gi
, ) (
)! 1 (
) ( ) (
1
1
x
n
M
x L x f
n
n
n +
+
+
s e (14)
tr ong ). ( max
) 1 (
1
x f M
n
n
+
+
=
b x a s s
T hd 1. Cho gi tr ca hm y=sin x ti 3 im bi bng sau:

73
x 0
4
t

2
t

y 0 0,707 1

Tnh gn ng si n
3
t
nh a thc ni suy v nh gi sai s.
Gii. a thc ni suy hm y=sin x xy dng theo cc im cho l
.
)
4 2
(
2
)
4
(
. 1
)
2 4
(
4
)
2
(
. 707 , 0 ) (
2
t t t
t
t t t
t

=
x x x x
x L
Ta c . 851 , 0 )
3
(
3
sin
2
~ ~
t t
L
Theo cng thc (14)
. )
3
(
! 3
)
3
(
3
sin
3
3
2
t
e
t t M
L s
D tnh c
, 1 cos max ) ( ' ' ' max
2
0
2
0
3
= = =
s s s s
x x y M
x x
t t

.
216 2 3
.
4 3 3
)
3
(
3
3
t t t t t t t
e = =
Do 024 , 0
216 6
1
)
3
(
3
sin
3
2
= s
t t t
L
Nh vy, si n
3
t
=0,851 0,024
Ch . Cng thc sai s (4 .12) v nh gi sai s (4 .15) c thit lp vi gi thit
]. , [ ) (
) 1 (
b a C x f
n+
e Nu iu kin trn khng tho mn, tc l khi hm ) (x f khng c
trn cn thit th ta khng th ni g v sai s ni suy c. Trong trng hp ny cn phi
xem xt bi to n c th.
T hd 2. Cho hm ) (x f bi cng thc ) (x f = x .
Khi a thc ni suy hm ) (x f t i c c i m 1 , 1
1 0
= = =
2
x 0, x x l a thc
2
2
) ( x x L = .
nh gi sai s ) ( ) (
2
x L x f ta khng th p dng cng thc (14) v hm ) (x f khng
c o hm ti x=0. Nhng ta c th nh gi c sai s ni suy trn on [-1, 1] nh sau
4
1
max max ) ( ) ( max
2
1
2
1
2
1
= = =
s s s
x x x x x L x f
x x x



2.3 . G i lp tr nh
74
Bi ton: Cho bng c c gi tr ( ) ,
i i
y x , ) , 0 ( n i = . Tnh gi tr ca a thc ni suy
Lagrange ) (x L
n
ti im x cho trc theo cng thc
[
=
=
=

= =
n
i
n
j
i j j i
j
i n
x x
x x
y x L y
0
0
) ( (15)

M gi :
input x
i
, y
i ) , 0 ( n i =
,x
% Vong lap ngoai tinh tong
y=0
for i=0 to n
P=1;
% Vong lap tinh tich khi i co dinh
for j=0 to n
if j <>i then
P=P*(x-x
j
)/(x
i
-x
j
)
end if
end for j;
y=y+y
i
*P
end for i
output x,y


3*. Chn mc ni suy ti u
Theo h qu ca nh l 4.1 sai s ca a thc ni suy hm ) (x f ph thuc vo
1 0 1
( ) ( )( )...( )
n n
x x x x x x x e
+
= . Vn t ra l vi mt hm ) (x f tr n o n [ a , b]
cn xy dng mt a thc bc n ni suy hm s ti n+1 im sao cho
min ) ( max
1

+
s s
x
n
b x a
e (1)
y l bi ton tm cc nt ni suy ] , [ ,... ,
1 0
b a x x x
n
e sao cho sai s ca a thc ni suy
l b nht. gii quyt bi ton ny ta cn n a thc Chebyshev.
3.1 a thc Chebyshev
a thc Chebyshev ) ( x T
n
c nh ngha bi cng thc truy to n sau
) (x T
o
=1, ) (
1
x T =x, ) (
1
x T
n+
=2x ) ( ) (
1
x T x T
n n
, n=1, 2,... (2)
Theo cng thc trn ta tnh c
,... 3 4 ) ( , 1 2 ) (
3
3
2
2
x x x T x x T = =
75
Dthy rng :
-Hs cao nht ca ) ( x T
n
l
1
2
n

- ) (
2
x T
n
l hm hm s chn, ) (
1 2
x T
n +
l hm s l.
a thc Chebyshev tr n o n ] 1 , 1 [ cn c th c nh ngha bi cng thc lng gic
1 | | )), arccos( cos( ) ( s = x x n x T
n
(3)
Bng c ch t u =arccos x, tc x=cosu v s dng cng thc
( ) ( ) u u u u cos ) cos( 2 ) 1 ( cos ) 1 ( cos n n n = + + d dng thu c cc cng thc (2).
T nh ngha (3) thu c cc kt lun sau:
- a thc ) (x T
n
c ng n nghi m tr n | | 1 , 1
1 ,..., 1 , 0 ,
2
) 1 2 (
cos =
+
= n k
n
k
x
k
t
(4)
- C cc im cc tr l

n
k
x
k
t
cos = , ) , 0 ( n k = , (5)
t i ) (x T
n
lun phin nhn cc gi tr cc tr l 1 v -1.
K hi u
) (
2
1
) (
~
1
x T x T
n
n
n

= (6)
y l a thc bc n vi h s cao nht bng 1.
B4.1. Tr ong tt c c c a thc bc n v i hs cao nht bng 1 th ) (
~
x T
n
l ch t nht
so vi 0 ngha l

0
1
1
) ( a x a x x P
n
n
n
n
+ + + =

(7)
th ) (
~
max
2
1
) ( max
1
1
1
x T x P
n
x
n
n
x s

s
= > .
Chng minh. Gi s ta tm c a thc ) (x P
u
d ng (7) sao cho
. 2
1
max
1
1

s
<
n
n
x
(x) P (8)
Khi a thc ) (
~
x T G(x)
n
= - ) (x P
n
c bc sn-1. T i c c i m
k
x m ) ( x T
n
t cc tr 1 ta
c
) (
2
1
) ( ) (
~
) (
1
k n
n
k n k n k
x P x P x T x G = =


76
Do ) (x G l un phi n i du qua
k
x ) , 0 ( n k = . Vthn phi c t nht n nghi m. i u
ch c th xy ra nu ) (x G 0. Khi ) (x P
n
= ) (
~
x T
n
. Do
.
2
1
) (
~
max ) ( max
1
1 1

s s
= =
n
n
x
n
x
x T x P
iu ny mu thun vi (8). Nh vy, b c chng minh.
3.2. Chn mc ni suy ti u
a) Trng hp [a, b] = [-1, 1] : chn c c nt ni suy
k
x l cc nghim ca a thc
Chebyshev ) (
1
x T
n+
, tc l
k
x = cos ,
) 1 ( 2
) 1 2 (
+
+
n
k t
k=0, 1, ..., n. (9)
Khi
[
=
+ +
= =
n
k
n k n
x T x x x
0
1 1
). (
~
) ( ) ( e Do , theo b4.1
) ( ) )( ( max
2
1
) ( max
' '
1
'
0
1
1
1
n
x
n
n
x
x x x x x x x s =
s
+
s
e ,
trong
' '
1
'
0
..., , ,
n
x x x l tp n+1 nt ni suy bt k thuc [-1, 1]. iu c ngha l
{
k
x , n k , 0 = } cho bi cng thc (9) l cc nt ni suy ti u.
Sai s ca a thc ni suy hm ) (x f xy dng theo cc nt ni suy ti u khi c c
lng
)! 1 .( 2
) ( ) (
1
+
s
+
n
M
x L x f
n
n
n
(10)
b) Trng hp ] 1 , 1 [ ] , [ = b a : Thc hi n php bi n i tuyn tnh
t
a b a b
x
a b
a b x
t
2 2
2
+
+
=

= quy o n | | b a, thnh on| | 1 , 1 .
Gi
k
t ) , 0 ( n k = l cc nghim ca a thc Chebyshev ) (
1
t T
n+
.Khi , chn c c nt ni
suy l
k
x =
k
t
a b a b
2 2

+
+
(11)
ta c
[ [
= =
+
+
|
.
|

\
|
= =
n
k
n
k
k
n
k n
t t
a b
x x x
0 0
1
1
) (
2
) ( ) ( e
Do
n
n
n
k
k
t
n
n
b x a
a b
t t
a b
x
2
1
2
) ( max
2
) ( max
1
0
1 | |
1
1
|
.
|

\
|
= |
.
|

\
|
=
+
=
s
+
+
s s
[
e
77
Vth, sai s ca a thc ni suy tai c c nt
k
x c xc nh bi (11), trong
k
t = cos ,
) 1 ( 2
) 1 2 (
+
+
n
k t
) , 0 ( n k =
c c lng sau
.
2
) (
)! 1 (
) ( ) (
1 2
1
1
+
+
+

+
s
n
n
n
n
a b
n
M
x L x f (12)
y l nh gi tt nht ca php ni suy theo ngha khng th tm c a thc ni suy
c nh gi sai s tt hn.
4. a thc ni suy Newton trn li khng u.
a thc ni suy Lagrange (6), nh ta thy rt n gin v d tnh nu cc nt
ni suy c c nh. Nhng nu nh ta b sung thm nt ni suy th qu trnh tnh
li phi thc hin li t u. y l nhc im rt ln ca a thc ni suy Lagange.
khc phc nhc im ny ngi ta tnh a thc ni suy theo mt cch khc hiu qu
hn. l cng thc ni suy Newton. xy dng cng thc ny, ta cn n khi nim
t sai phn.
4.1 T sai phn.
Gi s ) (x f l mt hm s xc nh v lin tc trong on | | b a, . Ti p theo gi s
a=
n
x x x < < < ...
1 0
=b l tp cc im nt, ti cho trc gi tr ca hm.
Ta nh ngha:
-T sai phn bc 0 ca hm ) (x f t i
i
x l ) (
i
x f .
-T sai phn bc 1 ca hm ) (x f t i
i
x v
j
x l
j i
j i
j i
x x
x f x f
x x f

=
) ( ) (
) , (
-T sai phn bc 2 ca hm ) (x f t i
i
x ,
j
x ,
k
x l
k j
k j j i
k j i
x x
x x f x x f
x x x f

=
) ( ) , (
) , , (
-Mt c ch tng qu t, t sai phn bc k ca f t i
1 1 0
,..., ,
+ k
x x x l
f (
1 1 0
,..., ,
+ k
x x x ) =
1 0
1 2 1 1 0
) ,..., , ( ) ,..., , (
+
+

k
k k
x x
x x x f x x x f

Dthy rng t sai phn c c c tnh cht sau:
i) th t cc nt trong t sai phn c th o ngc, chng hn
) , (
j i
x x f = ) , (
i j
x x f ,
) , , (
k j i
x x x f = ) , , (
i j k
x x x f , ...,
). ,..., , ( ) ,..., , (
0 1 1 0
x x x f x x x f
k k k
=
78
i i ) Nu ) (x P
n
l a thc bc n th t sai phn bc nht ) , (
0
x x P
n
l mt a thc bc n-1, t
sai phn bc hai ) , , (
1 0
x x x P
n
l mt a thc bc n-2, ..., v t sai phn bc n+1
) ,..., , , (
1 0 n n
x x x x P =0. Kt lun ny d chng minh da vo nh l Bezout.
4.2. a thc ni suy Newton
T nh ngha c c t sai phn suy ra
), , ( ). ( ) ( ) (
0 0 0
x x P x x x P x P
n n n
+ =
) , , ( ). ( ) , ( ) , (
1 0 1 1 0 0
x x x P x x x x P x x P
n n n
+ =
. . . . . . . . . .
) ,..., , ( ). ( ) ,..., , ( ) ,..., , (
0 1 0 1 0 n n n n n n n
x x x P x x x x x P x x x P + =

T cc h thc trn v rng ) ,..., , (
0 n n
x x x P = 0 ta c
) ,..., , ( ) )...( )( (
)... , , ( ) )( ( ) , ( ) ( ) ( ) (
1 0 1 1 0
2 1 0 1 0 1 0 0 0
n n n
n n n n
x x x P x x x x x x
x x x P x x x x x x P x x x P x P

+
+ + =
(1)
By gi , nu ) (x P
n
l a thc ni suy ca hm ) (x f t i c c nt
n
x x x ,..., ,
1 0
tc l
), ( ) (
i i n
x f x P = ) , 0 ( n i = th cng thc (1) c th vit thnh
) ,..., , ( ) )...( )( (
)... , , ( ) )( ( ) , ( ) ( ) ( ) (
1 0 1 1 0
2 1 0 1 0 1 0 0 0
n n
n
x x x f x x x x x x
x x x f x x x x x x f x x x f x P

+
+ + =
(2)
hay

=

+ =
n
i
i i n
x x x f x x x x x x x f x P
1
1 0 1 1 0 0
) ,..., , ( ) )...( )( ( ) ( ) (
. (3)
a thc ) (x P
n
dng (2) hay (3) c gi l a thc ni suy Newton ti n xut ph t t nt
0
x . N trng vi a thc ni suy Lagrange ( v a thc ni suy l duy nht) nhng c
vi t trong d ng kh c.
Nhn xt 1. Vic tnh ton a thc ni suy theo cc cng thc trn khc phc c
nhc im ca cch tnh theo cng thc Lagrange (6) vkhi bsung c c nt ni suy m i
ch cn tnh thm mt s s hng mi cng vo tng c.
Nhn xt 2. Sau khi tnh c cc t sai phn, tnh a thc ni suy Newton mt
cch hu hiu ngi ta thng dng lc Horner
| | | | | | ... ) ,..., ( ) ( ) , , ( ) ( ) , ( ) ( ) ( ) (
3 0 2 2 1 0 1 1 0 0 0
+ + + + = x x f x x x x x f x x x x f x x x f x P

Nhn xt 3. Nu xut ph t t
n
x v li n
0
x ngi ta xy dng c a thc ni suy
d ng sau

79
) ,..., , ( ) )...( )( (
... ) , , ( ) )( ( ) , ( ) ( ) ( ) (
0 1 1 1
2 1 1 1
x x x f x x x x x x
x x x f x x x x x x f x x x f x P
n n n n
n n n n n n n n n n


+
+ + + =
(4)
Cng thc trn c tn gi l a thc ni suy Newton li.
4.3. Sai s ca a thc ni suy Newton.
T nh ngha ca cc t sai phn vit cho hm ) (x f , tng t nh trong tiu mc trc,
c th thu c
) ,..., , , ( ) )...( ( ) ,..., , ( ) )...( (
)... , , ( ) )( ( ) , ( ) ( ) ( ) (
1 0 0 1 0 1 0
2 1 0 1 0 1 0 0 0
n n n n
x x x x f x x x x x x x f x x x x
x x x f x x x x x x f x x x f x f
+ +
+ + =

n (2) ta vit c
) ,..., , , ( ) ( ) ( ) (
1 0 1 n n n
x x x x f x x P x f
+
+ = e
.
T y suy ra bi u di n sai s ca a thc ni suy Newton
) ,..., , , ( ) ( ) ( ) (
1 0 1 n n n
x x x x f x x P x f
+
= e
,
trong nh thng l
[
=
+
=
n
i
i n
x x x
0
1
) ( ) ( e .

4.4. S tnh
tnh cc t sai phn (t.s.p) trong cng thc ca a thc ni suy Newton (2) ngi ta
l p bng sau (thd cho n=4)

x f (x) T.s.pbc 1 T.s.p bc 2 T.s.p bc 3 T.s.p bc 4
x
0
f (x
0
) f (x
o
,x
1
) f (x
0
,x
1
,x
2
) f (x
0
,x
1
,x
2
,x
3
) f (x
0
,x
1
,x
2
,x
3
,x
4
)
x
1
f (x
1
) f (x
1
,x
2
) f (x
1
,x
2
,x
3
) f (x
1
,x
2
,x
3
,x
4
)
x
2
f (x
2
) f (x
2
,x
3
) f (x
2
,x
3
,x
4
)
x
3
f x
3
) f (x
3
,x
4
)
x
4
f (x
4
)

T hd. Cho bng gi tr ca hm s ) (x f y =

x 0 2 3 5 6
f (x) 1 3 2 5 6

1) Xy dng a thc ni suy Newton ti n xut ph t t nt x
0
=0 ca hm s ) (x f y = .
2) S dng a thc ni suy nhn c tnh gn ng ) 25 . 1 ( f
80
Gii. 1) Lp bng t sai phn

x f (x) T.s.pbc 1 T.s.p bc 2 T.s.p bc 3 T.s.p bc 4
0 1 1 -2/3 3/10 -11/120
2 3 -1 5/6 -1/4
3 2 3/2 -1/6
5 5 1
6 6

Theo cng thc (2) ta c
. 1
60
413
120
601
60
73
120
11

)
120
11
( ) 5 )( 3 )( 2 (
10
3
) 3 )( 2 ( )
3
2
( ) 2 ( 1 1 ) (
2 3 4
4
+ + + =
+ + + + =
x x x x
x x x x x x x x x x x P


2) Khi . 9312 . 3 ) 25 . 1 ( ) 25 . 1 (
4
= ~ P f
4.5. G i lp tr nh.
Nhn vo bng t sai phn v cng thc (3) d thy rng vic tnh gi tr ca a thc
Newton c thm t bi o n m sau:
input x, x
i
, f
i
) , 0 ( n i =
y=f
0
; tich=1;
for i=1 to n
for j=0 to n-i
f
j
=(f
j+1
-f
j
)/(x
j+i
-x
j
)

end for j;
tich=tich*(x-x
i-1
);
y=y+t*f
0
;
end for i;
output y;
5. a thc ni suy Newton trn li u
Gi s c c nt ni suy
i
x cch u nhau mt khong l h, tc l ih x x
i
+ =
0
,
) , 1 ( n i = . Trong trng hp ny vic tnh a thc ni suy tr nn d dng hn nh cc sai
phn.
5.1 Kh i nim sai phn
81
Gi s cho c c gi tr
i
f = ) (
i
x f ca hm ) (x f .Ta nh ngha sai phn cp mt
ca hm ) (x f nh sau:
- Sai phn ti n cp mt t i nt
i
x l
i i i
f f f = A
+1
.
- Sai phn l i cp mt
1
= V
i i i
f f f
- Sai phn trung tm cp mt
1
2 / 1 1 2 / 1 + + +
= =
i i i i
f f f f o .
Sai phn cp cao hn c nh ngha qua sai phn cp thp hn nh sau
) (
1
i
k
i
k
f f

A A = A , ) (
1
i
k
i
k
f f

V V = V , ) (
1
i
k
i
k
f f

= o o o .
Thd.
i i i i i i i i i i i
f f f f f f f f f f f = = A A = A A = A
+ + + + + + 1 2 1 1 2 1
2
2 ) ( ) ( ) ( .

2 1 2 1 1 1
2
2 ) ( ) ( ) (

= = V V = V V = V
i i i i i i i i i i i
f f f f f f f f f f f .
T cc nh ngha sai phn v t sai phn ta c
h
f
x x
f f
x x
f f
x x f
0
0 1
0 1
1 0
1 0
1 0
) , (
A
=

= .
Mt cch tng qut, d chng minh c
i
i
i
h i
f
x x x f
!
) ,..., , (
0
1 0
A
= ) , 1 ( n i = . (1)
i v i sai phn l i
i
n
i
i n n n
h i
f
x x x f
!
) ,..., , (
1
V
=

) , 1 ( n i = . (2)
5.2. a thc ni suy Newton trn li cch u
Trong cng thc ca a thc ni suy Newton (2) hoc (3) mc trc biu din t sai
phn qua sai phn theo cng thc (1) v t x=x
0
+th ta thu c

=
A
+
+ =
A
+
+ + A

+ A + = +
n
i
i
n
n
f
i
i t t t
f
f
n
n t t t
f
t t
f t f th x P
1
0 0
0 0
2
0 0 0
!
) 1 )...( 1 (
!
) 1 )...( 1 (
...
! 2
) 1 (
) (


y chnh l cng thc ca a thc ni suy Newton tin trn li u thng c dng
ni suy hm s i vi nhng gi tr ca x vng u bng tc l gn x
0
.
Sai s (hay phn d) ca a thc ni suy ny c dng
1
) 1 (
0 0
) )...( 1 (
)! 1 (
) (
) ( ) (
+
+

+
= + +
n
n
n
h n t t t
n
f
th x P th x f

. (3)
Cng thc ny nhn c bng cch thay ih x x th x x
i
+ = + =
0 0
, vo cng thc (11).
By gi nu s dng cng thc (2), t cng thc (4) (ti u mc 4.3) ca a thc ni suy
Newton li trn li bt k ta thu c cng thc ca a thc Newton li trn li u
82

=
V
+ +
+ =
V
+ +
+ + V
+
+ V + = +
n
i
n
i
n
n
n
n n n n n
f
i
i t t t
f
f
n
n t t t
f
t t
f t f th x P
1
2
!
) 1 )...( 1 (

!
) 1 )...( 1 (
...
! 2
) 1 (
) (
(4)
Cng thc ny thng c dng tnh cho cc gi tr x cui bng tc l gn x
n
.


5.3. S tnh
tnh cc sai phn tin lm h s trong a thc Newton tin ta l p bng c c sai phn (th
d cho n=4)

x f
Af A
2
f A
3
f A
4
f
x
0
f
0 Af
0
A
2
f
0
A
3
f
0
A
4
f
0
x
1
f
1 Af
1
A
2
f
1
A
3
f
1

x
2
f
2 Af
2
A
2
f
2

x
3
f
3 Af
3

x
4
f
4

T hd. Cho bng cc gi tr ca hm y=f(x):

x 0 1 2 3
y 1 0 1 10
Xy dng a thc ni suy Newton ti n xut ph t t x
0
=0, ri dng a thc ny tnh gn
ng f (0,5).
Gii. Lp bng c c sai phn ti n
x f
f
2
f
3
f
0 1 -1 2 6
1 0 1 8
2 1 9
3 10
83
Do x
0
=0 v h=1 nn x=t. Theo cng thc (2) ta c
). 2 )( 1 ( ) 1 (
6
6
) 2 )( 1 (
2
2
) 1 (
) 1 ( 1 ) (
3
+ + =

+ + =
t t t t t t
t t t t t
t t P
1

Vth 625 , 0 ) 2 / 1 ( ) 2 / 1 (
3
= ~ P f .

5.4. G i lp tr nh
Khc vi tnh a thc Newton trn li khng u, y ta ch cn mt mng f
i
) , 0 ( n i = .
T bng sai phn v cng thc (2) ta i n on m gi sau

input x
0
, x, h, f
i
) , 0 ( n i =
t=(x-x
0
)/h;
y=f
0
; tich=1;
for i=1 to n
for j=0 to n-i
f
j
=f
j+1
-f
j

end for j;
tich=tich*(t-i+1)/i;
y=y+t*f
0
;
end for i;
output y;

6. Ni suy bi hm ghp trn.
Ni suy hm s bi a thc, nh thy t cc mc trc, l mt phng php xp
x hm s da vo gi tr ca hm ti mt s im. Trong phng php ny mun t c
chnh xc cao cn s dng nhiu nt ni suy. Nhng khi bc ca a thc s ln.
iu ny khng thun tin cho tnh ton v sai s tnh ton c th tng ln. khc phc
nhc im trn ngi ta s dng cc a thc cp thp trn mi on nh v ghp chng
li vi nhau sao cho kt qu l mt hm (ng cong) trn tru. Hm trn trn ton on
ln c gi l hm ghp trn (spline). Di y ta a ra nh ngha chnh xc cho kh i
nim ny.
Xt mt phn ho ch ca o n | | b a, : } ... {
1 0
b x x x a
n
= < < < = = A .
nh ngha. Hm ghp trn bc m trn phn hoch A l hm s ) (x S
m
A
tho m n hai
i u ki n sau:
i ) ] , [ ) (
) 1 (
b a C x S
m m
A
e , tc l ) (x S
m
A
c o hm lin tc n cp 1 m tr n | | b a, .
ii) l a thc bc m tr n mi o n con ] , [
1 i i i
x x

= A , ) , 1 ( n i = .
84
Th d, hm ghp trn bc ba ) (
3
x S
A
l a thc bc ba trn mi on con
i
A v ti cc
i m ) ,..., 0 ( n i x
i
= n lin tc v c o hm cp 1 v cp 2 lin tc, tc l cc a thc
bc ba trn cc on con c ghp li vi nhau mt cch trn tru.
Ta s s dng hm ghp trn bc ba ni suy hm s. y l hm ghp trn hay
c s dng nht v n va d tnh ton va m bo chnh xc cn thit. n gin
ta b qua cc ch s trn v di ca hm ghp trn bc ba v vit gn l ) (x S . Tr n mi
o n
i
A hm s ) (x S c thbi u di n trong d ng
3
1
2
1 1
) ( ) ( ) ( ) ( ) (

+ + + = =
i i i i i i i i
x x d x x c x x b a x S x S (1)
Vn t ra l cn xc nh cc h s
, i
a ,
i
b ,
i
c ,
i
d sao cho ] , [ ) (
) 2 (
b a C x S e v ) (x S ni
suy hm ) (x f cho trc. Nh vy, cc iu kin m hm ) (x S phi tho mn l:
- i u ki n ni suy
, ) (
i i
f x S = ) , 0 ( n i = , (2)
- i u ki n ghp trn
), ( ) (
1 i i i i
x S x S
+
= ) 1 , 1 ( = n i , (3)
), ( ) (
/
1
/
' i i i i
x S x S
+
= ) 1 , 1 ( = n i , (4)
), ( ) (
//
1
//
i i i i
x S x S
+
= ) 1 , 1 ( = n i . (5)
n bi u di n ca hm ( ) x S tr n o n [ x
i -1
, x
i
] i u ki n (2) cho ta
, ) ( ) (
, 1 1 1
= = =
i i i i i
f a x S x S ) , 1 ( n i = , (6)
. ) ( ) (
3 2
n n n n n n n n n n n
f h d h c h b a x S x S = + + + = = (7)
y ta k hi u
i
h =
i
x -
1 i
x .
V
3
1
2
1 1 1 1
) ( ) ( ) ( ) (
i i i i i i i i
x x d x x c x x b a x S + + + =
+ + + + +

n n i u ki n l i n tc (3) cho ta hthc
,.
1
3 2
+
= + + +
i i i i i i i i
a h d h c h b a ) 1 , 1 ( = n i (8)
T c c hthc (6)-(8) rt ra c
,
1
=
i i
f a ) , 1 ( n i = (9)
,
3 2
i i i i i i i i
f h d h c h b a = + + + ) , 1 ( n i = (10)
Tip theo, t cc iu kin (4), (5) ta thu c cc phng trnh
, 3 2
1
2
+
= + +
i i i i i i
b h d h c b ) 1 , 1 ( = n i (11)
, 3
1 +
= +
i i i i
c h d c ) 1 , 1 ( = n i (12)
85
C c h thc (9)- (12) lp thnh h 2 4 n phng trnh i vi n 4 n s.
Cn thiu 2 phng trnh c n 4 n s. c thm hai phng trnh ngi ta t
thm hai iu kin ln o hm ca ) (x S t i c c nt bi n
0
x v
n
x .
C mt s c ch t i u ki n bi n sau y:
1. 0 ) ( ' ' ) ( ' '
0
= =
n
x S x S (i u ki n bi n t nhi n)
2. ) ( ' ) ( ' ), ( ' ) ( '
0 0 n n
x f x S x f x S = =
3. ) ( ' ' ) ( ' ' ), ( ' ' ) ( ' '
0 0 n n
x f x S x f x S = =
4. ) ( ' ' ) ( ' ' ), ( ' ) ( '
0 0 n n
x S x S x S x S = =
Ta s xt i u ki n bi n loi 1. Cc iu kin bin ny cho ta

1
c = 0 ,
n
c +
n
d 3
n
h = 0 (13)
Cc h thc ny cng vi (9) (12) lp thnh h n 4 phng trnh. Nhng cc h s
i
a
) , 1 ( n i = c xc nh bi (9) nn ch cn li phi tm
i
b ,
i
c v
i
d . tng gii h n 3
phng trnh (10)- (13) l kh
i
d v
i
b a h v h ca
i
c .
T (12) ta c
i
i i
i
h
c c
d
3
1

=
+
, ) 1 , 1 ( = n i
v t (13) ta c
n
n
n
h
c
d
3
= .
t
1 + n
c = 0 . Khi ta c th vit chung hai cng thc trn thnh
i
i i
i
h
c c
d
3
1

=
+
, ) , 1 ( n i = (14)
Thbi u thc ca
i
d vo (10) ta c
), 2 (
3
1
1
i i
i
i
i i
i
c c
h
h
f f
b

=
+

) , 1 ( n i = (15)
By gi thc
i
d v
i
b vo (11) ta thu c cc phng trnh i vi
i
c
|
|
.
|

\
|

= + + +

+
+
+ + + +
i
i i
i
i i
i i i i i i i
h
f f
h
f f
c h c h h c h
1
1
1
2 1 1 1
3 ) ( 2 , ) 1 , 1 ( = n i , (16)
trong 0
1 1
= =
+ n
c c .
y l h phng trnh vi ma trn 3 ng cho v cc h s ca n tho mn iu kin
ca nh l 1 2 Chng 2 v tnh kh thi v n nh. Do c th gii c h trn bng
phng php truy ui.
86
T hd. Tr n o n | | 2 / , 0 t xy dng hm spline bc ba vi bc 2 / t = h tho m n
iu kin bin loi 2 cho hm y = sinx. Tnh si n
6
t
bi spline v so snh vi gi tr ng.
Gii. Hm spline cn tm n gin l mt a thc bc ba
3 2
) ( dx cx bx a x S + + + =
v y o n | | 2 / , 0 t khng chia thnh cc on con. Cc iu kin xc nh a, b, c,
d l iu kin ni suy
1 ) 2 / sin( ) 2 / (
, 0 ) 0 sin( ) 0 (
= =
= =
t t S
S

v iu kin bin
) 2 / ( ' ) 2 / ( ' ), 0 ( ' ) 0 ( ' t t y S y S = = .
C c i u ki n trn ny cho ta
1
2
3
2
2 1
1
2 2 2
1 , 0
2
3 2
=
|
.
|

\
|
+
|
.
|

\
|
+
= |
.
|

\
|
+ |
.
|

\
|
+
= =
t t
t t t
d c
d c
b a

Gii h trn ta c c=-0,057; d=-0,111. Nh vy
3 2
111 , 0 057 , 0 ) ( x x x x S =
Theo cng thc trn tnh c 492 , 0
6 6
sin = |
.
|

\
|
~ |
.
|

\
| t t
S trong khi gi tr ng l 0,5.
nh gi sai s. Gi s c c i m x
i
l cch u nhau v x
i
=x
0
+ih. Trong trng hp ny
ngi ta chng minh c rng nu hm cn ni suy f(x) c o hm lin tc n cp
ba tr n o n [ a, b] cha tt c c c nt ni suy th
3
3
2
5
) ( ) ( h M x S x f s ,
trong S(x) l hm spline ni suy f(x) v nh thng l,
b x a
x f M
s s
= ) ( ' ' ' max
3
.
Nh vy, ni suy bi hm ghp trn bc ba, tc a thc bc ba tng mu tt hn rt nhiu
so vi ni suy bi hm tuyn tnh tng mu vi sai s
2
2
8
1
h M . (H y chng mi nh).
Gn y ngi ta m rng khi nim hm ghp trn nh sau:
87
nh ngha tng qu t (xem [10]): Hm ghp trn hay spline S
m
(x) x c nh tr n o n
[ a, b] v i phn ho ch A l hm thuc lp C
l
[a, b], m trn mi on con l mt a thc
bc m. Hi u s d= m-l c gi l s khuyt ca spli ne.
Theo nh ngha ny th hm spline bc 3 c nh ngha phn trn c s khuyt bng
1.
Khi ni suy hm s nh hm spline, nu xy dng spline trn tng on con cn n
thng tin v hm trn cc on con khc th hm spline c gi l hm spl i ne ton phn.
i vi bi ton ni suy trn nt bi, tc l ngoi yu cu trng khp gi tr ca hm cn
ni suy v hm spline i hi s trng khp ca o hm ca chng n mt cp no
th spline c th xy dng c lp trn tng on con. Trong trng hp ny ngi ta gi
hm spline ny l hm spline a phng.

7. Ni suy bi hm hu t
Hm hu t tc l t s ca hai a thc cng l mt hm d tnh. V th ngi ta
cng dng hm ny ni suy hm s.
Ni suy hm mt bin ) (x f bi hm hu t dng

=
=
=
n
k
k
k
m
k
k
k
x b
x a
x
0
0
) (
c chun ho, chng hn bi 1 =
n
b , t i c c i m
i
x ) 1 ,.., 2 , 1 ( + + = n m i c ngha l
tm hm ) (x d ng tr n sao cho
) ( ) (
i i
x f x = ) 1 ,.., 2 , 1 ( + + = n m i
T iu kin trn ta c h phng trnh tm cc h s
k
a v
k
b :
n
i i
n
k
k
i k i
m
k
k
i k
x x f x b x f x a ) ( ) (
1
0 0
=


= =
, ) 1 ,.., 2 , 1 ( + + = n m i
H trn l h m+ n+ 1 phng trnh khng thun nht i vi
0
a ,
1
a ,..,
m
a v
0
b ,
1
b ,...,
1 n
b .
T hd. Ni suy hm
x
x f 2 ) ( = bi hm
d cx
b ax x
x
+
+ +
=
2
) (
t i c c i m x=0, 1, 2, 3.
Gii. T i u ki n ni suy ta c h phng trnh sau xc nh a, b, c v d.
88
b =d
1+a+b = 2(c +d)
4+2a+b = 4(2c+d)
9+3a+b = 8(3c+d)
Htr n c nghi m duy nht a=3, b=6, c=-1 v d=6. Vy hm ni suy cn tm l
6
6 3
) (
2
+
+ +
=
x
x x
x .
Gi tr ni suy hm ) (x f t i c c i m gi a
i
x +
2
1
bi hm hu t trn so vi gi tr ng
v gi tr ni suy bi a thc Lagrange ) (
3
x L v bi hm ghp trn bc ba ) (
3
x S cho
trong bng sau

x 0,5 1,5 2,5
f(x) 1,4142 2,8284 5,6569
) (x 1,4091 2,8333 5,6429
L
3
(x) 1,5000 3,0000 6,0000
S
3
(x) 1,4375 2,8125 5,6875

Nhn vo bng trn ta thy rng trong th d trn th hm hu t ni suy tt hn cc hm
kh c.


8. Php ni suy ngc
Trong cc mc trc ta xt bi ton: cho gi tr hm y = f(x) ti cc im quan
s t x
0
, x
1
, ... x
n
v cn xc nh gi tr y = f(x) ti nhng im x khng c trong cc
im quan st. By gi ta xt bi ton ngc li vn vi cc gi thit trn, tc l cho bng
c c gi tr y
i
ca hm y = f(x) ti cc im x
i
, i =0,1,...,n. Cho bi t gi tr y* , ta cn tnh
x* tng ng. Bi ton ny c gi l bi ton ni suy ngc. Mt trong nhng ng dng
ca ni suy ngc l tm nghim xp x ca phng trnh f(x) = 0.
m bo tnh gii c duy nht ca bi ton ni suy ngc cn i hi cc
iu kin tn ti hm ngc
1
( ) x f y

= , c th l tnh lin tc v n iu ca hm
( ) y f x = . V hm ( ) f x ni chung khng khi phc c chnh xc nh vo tp gi tr
ca mnh (tr mt s trng hp c bit) nn bi ton ngc ni chung ch c th gii
gn ng.
Mt cch n gin nht gii bi ton ni suy ngc l thay i vai tr ca c c bi n
x v y . C th l da vo tp cc im
( )
, k k
y x , (k=0,...,n) p dng cng thc ni suy
Lagrange ta c a thc ni suy ( )
n
P y . Sau t * ( *)
n
x P y ~ , tc l
0 1 1 1
0 0 1 1 1
( * )( * )...( * )( * )...( * )
*
( )( )...( )( )...( )
n
i i n
i
i i i i i i i i n
y y y y y y y y y y
x x
y y y y y y y y y y
+
= +

~

. (1)
89
Cch tip cn dng cng thc ni suy Lagrange, nh ni mc 4, c nhiu
nhc im khi cn b sung thm cc nt ni suy v c khi n l n. Vthta s s dng
cng thc a thc ni suy Newton. Gi s c c nt ni suy
i
x cch u nhau vi bc l h.
t
0
* x x
t
h

= . Khi thay ( *) f x bi gi trca a thc ni suy Newton t i * x ta c

phng trnh xc nh * x
2
0 0 0 0
( 1) ( 1)...( 1)
... *
2! !
n
t t t t t n
y t y y y y
n
+
+ A + A + + A = (2)
n dng c th ca phng trnh (2) ta vit li n trong dng bi ton v im bt
ng
2
0 0 0
0 0 0
*
( 1) ... ( 1)...( 1)
2! !
n
y y y y
t t t t t t n
y y n y
A A
= +
A A A

By gi c th p dng phng php lp n (xem Mc 3, Chng 3) tm cc xp x
l i n ti p
k
t cho t :
2
0 0 0
1
0 0 0
*
( 1) ... ( 1)...( 1)
2! !
0,1, 2,...
n
k k k k k k
y y y y
t t t t t t n
y y n y
k
+
A A
= +
A A A
=
(3)
v i xp xban u
0
0
0
* y y
t
y

=
A
. Bc n ca a thc ni suy y c c nh tng ng
v i d ng i u ca c c sai phn (khng nht thi t phi l n nht; c tht ng dn n trong
qu trnh l p). Ta s dng qu trnh l p tr n khi hai xp xl i n ti p
k
t v
1 k
t
+
sai kh c
nhau nh. Khi ta c thchp nhn
k
t t ~ v xem nh
0
* x x th ~ + .
T hd. Gi s cho mt s gi tr gn ng ca hm
ln( ln(1 ))
( )
x x
f x
x
+
= , v theo xy
dng c bng sai phn di. Cn tm nghim ca phng trnh ( ) 0. f x =


Bng sai phn hu hn ca hm ( ) f x
i
x
i
y
i
y A
2
i
y A
3
i
y A
4
i
y A
1.2 -0.046 0.107 -0.023 0.006 -0.003
1.3 0.061 0.084 -0.017 0.003
1.4 0.145 0.067 -0.014
90
1.5 0.212 0.053
1.6 0.265
t
0
* 0, 1.2 y x = = v n=3. Theo cng thc xp x lin tip (3) v cc gi tr trong bng
sai phn ta tm c:
0
0 ( 0.046)
0.430;
0.107
t

= ~
1
( 0.023) 0.006
0.430 *0.430*(0.430 1) *0.430*(0.430 1)(0.430 2)
2*0.107 6*0.107
0.430-0.026-0,004=0.400
t

=
~

2
( 0.023) 0.006
0.430 *0.400*(0.400 1) *0.400*(0.400 1)(0.400 2)
2*0.107 6*0.107
0.430-0.026-0.004=0.400
t

=
~

S tr ng kh p ca
2
t v
1
t ch s th ba sau du chm thp phn ni l n rng c th
chp nhn
2
0.400 t t ~ ~ . rng 0.1 h = , theo cng thc
0
* x x th = + ta c
* 1.2 0.400*0.1 1.240 x = + = .
Nh vy, nghim ca phng trnh
ln( ln(1 ))
0
x x
x
+
= l * 1.240 x ~ .
Th l i bng c ch s dng phn mm MATLAB ta tnh c
5
ln( *ln(1 *))
2.4253*10
*
x x
x

+
= . iu ny chng t nghim gn ng tm c l kh
chnh x c.

9. Ni suy tr n nt bi (ni suy Her mit)
Mc ny gii thiu s lc bi ton ni suy a thc cho hm s mt cch tng
qu t.
Gi s tr n o n [a, b] thuc min xc nh ca hm s ( ) f x cho 1 m+ nt phn
bi t
0 1
, ,...,
m
x x x v gi s ti cc nt ta bit cc gi tr ca hm s v gi tr ca o
hm ca n n mt cp no (cp cao nht ca o hm ti mi nt c th khc nhau).
Chng h n,
t i
0
x bi t
0
( )
0 0 0
( ), '( ),..., ( ),
k
f x f x f x
t i
1
x bi t
1
( )
1 1 1
( ), '( ),..., ( ),
k
f x f x f x
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
t i
m
x bi t
( )
( ), '( ),..., ( )
m
k
m m m
f x f x f x .
S
i
k c gi l bi ca nt ( 0,1,..., ).
i
x i m =
91
Gi s rng tng bi ca tt c cc nt l
0 1
... 1.
m
k k k n + + + = + Cn xy dng a
thc ( )
n
H x bc n sao cho
( ) ( )
( ) ( ) ( 0, , 0, )
j j
n i n i i
H x f x i m j k = = = (1)
Ta s gi a thc ( )
n
H x l a thc ni suy trn nt bi (hay a thc Hermit) ca hm
( ) f x .
Mt c ch hnh thc, vi c tm a thc ny chnh l xc nh 1 n + hs
0 1
, ,...,
n
a a a
ca bi u di n
0 1
0
( ) ...
n
k n
n k n
k
H x a x a a x a x
=
= = + + +

(2)
t i u ki n (1). y chnh l h 1 n + phng trnh 1 n + n s:
0 0
1 1
( ) ( )
0 0 0 0 0 0
( ) ( )
1 1 1 1 1 1
( ) ( ), '( ) '( ), ..., ( ) ( ),
( ) ( ), '( ) '( ), ..., ( ) ( ),
. . . . . . . . . . . . . . . . . . . . . . . . . . .
( ) ( ),
k k
n n n
k k
n n n
n m m n
H x f x H x f x H x f x
H x f x H x f x H x f x
H x f x H
= = =
= = =
=
( ) ( )
'( ) '( ), ..., ( ) ( )
m m
k k
m m n m m
x f x H x f x = =
(3)
Ngoi ta chng minh c rng h phng trnh trn c duy nht mt nghim
tc l a thc ni suy Hermit tn ti v duy nht. Ngoi ra, sai s ca a thc ny cho bi
cng thc sau
0 1
( 1)
1
( )
( ) ( ) ( ) ( ) ( )
( 1)!
m
n
k k k
n o m
f
f x H x x x x x x x
n

+
=
+
( [ , ]) a b e (4)

10. Phng php bnh phng cc tiu
Gi s ngi ta thu thp c s liu thc nghim v s ph thuc ca hai i
lng (vt l, ho hc, kinh t,...) x v y trong bng sau

x x
1
x
2
... x
n
y y
1
y
2
... y
n

Bi ton t ra l xc nh s ph thuc hm s gia x v y, tc l tm hm y=f(x). Ni
chung, ngi ta khng th tm c hm ng vi tt c cc im (x
i
, y
i
), m ch mong
mun tm mt hm trn tru v lch t nht so vi s liu thc nghim. Thng thng
ngi ta c th d on dng ca hm f(x), chng hn
y=a+bx,
92
y=a+bx+cx
2

y=a+b cos(x)+c si n(x)
y=ae
bx
y=ax
b

nhng cha bit gi tr c th ca cc tham s. tm cc tham s ngi ta s dng
phng php di y c tn gi l phng php bnh phng cc tiu.
Gi s d ng ph thuc hm s gia x v y l
y = Q(x, a
0
, a
1
,..., a
m
),
trong a
0
, a
1
,..., a
m
l cc tham s cn tm. Cc tham s ny c chn sao cho tng
bnh phng cc lch ca hm Q ti cc im x
i
so v i c c gi trthc nghi m y
i
l b
nht, tc l hm
| |
2
1
1 0 1 0
) ( ) (

=
=
n
i
i m m
y ,..., a , a a Q ,..., a , a a S
t min. iu kin cc tr ca hm S l
m i
a
S
i
,..., 0 , 0 = =
c
c
.

Cc iu kin trn lp thnh h phng trnh tm cc tham s a
0
, a
1
,..., a
m
.
Di y chng ta xt mt s dng hm c th.
i). Dng hm tuyn tnh y=a+bx: Khi
( )
2
1

=
=
n
i
i i
bx a y S .
Cc h s a v b tm t iu kin

=
c
c
=
c
c
0
0
b
S
a
S

hay t h phng trnh
( )
( )

=
=

=
=
0 ) ( 2
0 ) 1 ( 2
1
1
i
n
i
i i
n
i
i i
x bx a y
bx a y

Rt gn ta c

93

= +
= +


= = =
= =
i
n
i
i
n
i
i
n
i
i
n
i
i
n
i
i
y x b x a x
y b x na
1 1
2
1
1 1
) ( ) (
) (

y l mt h hai phng trnh vi hai n s a v b. Gii h ny ta nhn c a v b phi
tm.
ii). Dng hm bc hai y=a+bx+cx
2
.
Trong trng hp ny
( )
2
1
2

=
=
n
i
i i i
cx bx a y S
b nht a, b v c phi tho mn h phng trnh

( )
( )
( )

= =
c
c
= =
c
c
= =
c
c

=
=
=
0 ) ( 2
0 ) ( 2
0 ) 1 ( 2
1
2 2
1
2
1
2
n
i
i i i i
i
n
i
i i i
n
i
i i i
x cx bx a y
c
S
x cx bx a y
b
S
cx bx a y
a
S

Rt gn ta c

= + +
= + +
= + +



= = = =
= = = =
= = =
i
n
i
i
n
i
i
n
i
i
n
i
i
i
n
i
i
n
i
i
n
i
i
n
i
i
n
i
i
n
i
i
n
i
i
y x c x b x a x
y x c x b x a x
y c x b x na
1
2
1
4
1
3
1
2
1 1
3
1
2
1
1 1
2
1
) ( ) ( ) (
) ( ) ( ) (
) ( ) (

y l mt h ba phng trnh vi ba n s a, b v c. Gii h ny ta nhn c a, b v c
phi tm.
iii). Dng hm m y=ae
bx
, a>0.
Ly logarit hai v ta c lny=lna+bx. t Y=lny, A=lna. Khi ta c
Y=A+bx.
Nh vy bng cch ly logarit hai v ta a quan h phi tuyn i vi a v b v dng
tuyn tnh i vi A v b. Tm A v b nh trong trng hp hm tuyn tnh ta s tm c
a=e
A.

iv). Dng hm y=ax
b
.
94
Ly logarit hai v ta c lny=lna+blnx. t Y=lny, A=lna, X=lnx. Khi ta c
Y=A+bX.
Nh vy bng cch ly logarit hai v ta a quan h phi tuyn i vi a v b v dng
tuyn tnh i vi A v b. Tm A v b nh trong trng hp hm tuyn tnh ta s tm c
a=e
A.



Bi tp
1. Tm sai s ln nht ca php ni suy tuyn tnh hm f(x) trn on [x
0
, x
1
]
,

2. Cho bng cc gi tr ca hm e
x
t i c c i m x
i
=i h (i =0,..., 100), h=0.01. Hi sai s l n
nht ca php ni suy tuyn tnh tng on l bao nhiu?
3. Dng cc gi tr di y ca x

x 1 2 4
x
1 1.414 2
tnh gn ng 3 v nh gi sai s.
Xy dng a thc ni suy Lagrang:
2
( 2)( 4) ( 1)( 4) ( 1)( 2)
( ) .1 .1.414 .2
(1 2)(1 4) (2 1)(2 4) (4 1)(4 2)
( 2)( 4) ( 1)( 4) ( 1)( 2)
.1 .1.414
3 2 3
x x x x x x
L x
x x x x x x
- - - - - -
= + + =
- - - - - -
- - - - - -
= + +
-

L
2
(3)= 1.747
Sai s: v i x
1/ 2 3/ 2
5/ 2
1 1
( ) '( ) ''( )
2 4
3 3
'''( ) [1, 4]
8 8
3/ 8
( ) (3 1)(3 2)(3 4) 0.125
6
n
f x x f x x f x x
f x x
R x
- -
-
= = = -
= "
- - - =

4. Hm f(x) c xp x bi a thc ni suy Lagrange ti ba im cch u nhau trn
on cho trc. Hy tnh gn ng gi tr ca hm ti im v nh gi sai s
a) f (x)= cos(x) tr n o n [ 0, t/2] , 12 / t =
b) f (x)=xcos(x) tr n o n [ 0, t/2] , 6 / t =
c) f (x)=2
x
tr n o n [ -1, 1] , = 0.5
95
d) f (x)=e
x
tr n o n [ -1, 1] , = 0.5 (cho e~2.7183)
5. Cho
3
x bi bng sau
x 8 9 10 11 12
3
x
2 2.0800 2.1544 2.2240 2.2894
Dng a thc ni suy Newton trn li u tnh
3
5 . 8 v nh gi sai s.
6. Dn s ca mt quc gi a qua i u tra c cho trong bng sau
N m 1960 1970 1980 1990 2000
Dn s (tri u
ngi)
45 50.5 54 60.5 64
Hy c lng dn s ca quc gia ny nm 1975.
7. Tm a thc bc ba ni suy tt nht tt hm :
i )
x
x f 2 ) ( = tr n o n [ -1, 1] .
i i ) ) sin( ) ( x x f = tr n o n [ 0, t /2] .
8. S dng cng thc a thc ni suy Lagrange phn tch phn thc hu t sau thnh
tng c c phn thc ti gi n
2
2 2
.
( 1)( 2)( 3)
x x
x x x
+ +


G i : p dng cng thc ni suy Lagrange cho t s t i c c i m x=1; 2; 3.
9. Trn on [0, 1] xy dng hm spline bc ba vi bc h = 1 tho mn iu kin bin
loi 1 cho hm y = e
x
, y = sin(x). Dng spline ny tnh gia tr ca hm ti x=1/4 v
so snh kt qu vi gi tr tnh c nh a thc ni suy ti cc im x = 0; 0.5 v 1.
10. Cho bng c c gi tr
x
2 4 5 8 10 12
y
7.32 8.24 9.20 10.19 11.01 12.05
Tm cng thc thc nghi m d ng y = ax + b.
11. Cho bng c c gi tr
x
0 1 2 3 4 5
y
2.1 3.2 5.8 11.5 17.8 27.1
Tm cng thc thc nghi m d ng y = ax
2
+ bx + c.
96
12. Bi u din hm
3 2
2 5
.
( 1)( 1)( 3)( 4)
x x x
x x x x
+ +
+

13. Vit chng trnh tnh a thc ni suy Newton trn cc nt cch u. S dng chng
trnh tnh f(1.5) v f(2.2) nu hm f(x) c cho bi bng sau

x
0 1 2 3 4 5
f (x)
1 1.5 3 4 3 5
14. Xy dng hm hu t dng
2
( )
x ax b
x
cx d

+ +
=
+

ni suy hm ( ) 2
x
f x = t i c c i m x=-1; 0; 1; 2.
15. Mt s ph thuc hm s ( ) y f x = c cho bi bng sau
x 1 7 13 19 25
y 0.21361 0.40541 0.85225 1.79725 3.78183
Bng php ni suy ngc xc nh xem cc gi tr y=0.3178 v y=1.159 ng vi cc gi
tr no ca x.
16. Vit chng trnh xy dng hm spline bc ba ni suy hm f(x) vi iu kin bin loi
1 (iu kin bin t nhin). Dng chng trnh xy dng hm spline bc ba ni suy hm
sin y x = tr n o n [0; / 2] t vi bc li / 4. h t =


97
Chng 5
o hm v tch phn s

1. Mt s cng thc n gin xp x sai phn cc o hm
Gi s ) (x f l hm trn trn on ] , [ b a v , , 0 , n i ih a x
i
= + = trong
, / ) ( n a b h = l cc im li cch u nhau. Cho ga tr ca hm ti cc im li trn:
) , 0 ( ) ( n i x f y
i i
= = . Khi c th tnh gn ng o hm cp mt ca hm ti cc im
li nh cc cng thc o hm sai phn sau:
-o hm sai phn tin
) 1 , 0 (
1
,
=
A
=

=
+
n i
h
y
h
y y
y
i i i
i x
(1)
-o hm sai phn li
) , 1 (
1
,
n i
h
y
h
y y
y
i i i
i x
=
V
=

=

(2)
-o hm sai phn trung tm
) 1 , 1 ( ) (
2
1
2
,
,
1 1
,
= + =

=
+
n i y y
h
y y
y
i x
i x
i i
i x
o (3)
Sai s ca cc o hm sai phn trn c nh gi nh sau:
) ( ) ( '
,
h O x f y
i i x
= , (4)
) ( ) ( '
,
h O x f y
i
i x
= , (5)
) ( ) ( '
2
,
0 h O x f y
i
i x
= . (6)
Cc nh gi trn d dng c chng minh nh khai trin Taylor ti im
i
x .
Di y s chng minh cc cng thc (4) v (5).
Theo cng thc Tayl or ta c
, ) (
2
) ( ' '
) )( ( ' ) ( ) (
2
1 1 1 i i
i
i i i i i
x x
f
x x x f x f x f + + =
+ + +


trong .
1 +
< <
i i i
x x T y suy ra
.
2
) ( ' '
) ( '
2
1
h
f
h x f y y
i
i i i

+ =
+

Do .
2
) ( ' '
) ( '
1
h
f
x f
h
y y
i
i
i i

+ =

+

Vi gi thit hm ) (x f c o hm cp hai lin tc trong on ] , [ b a , t cng thc tr n
ta c nh gi , . ) ( '
,
h C x f y
i i x
s
98
trong . ) ( ' ' max
2
1
x f C
b x a s s
= Nh vy cng thc (4) c chng minh.
chng mi nh nh gi (6) ta gi thi t ) (x f c o hm cp 3 lin tc trong on
] , [ b a . Khi , theo cng thc Tayl or ta c
] , [ ,
! 3
) ( ' ' '
2
) ( ' '
) ( ' ) ( ) (
1
3 2
1 + +
e + + + =
i i i
i i
i i i
x x h
f
h
x f
h x f x f x f

] , [ ,
! 3
) ( ' ' '
2
) ( ' '
) ( ' ) ( ) (
1
3 2
1 i i i
i i
i i i
x x h
f
h
x f
h x f x f x f

e + = ,
,
.
T c c cng thc tr n suy ra
( ) . ) ( ' ' ' ) ( ' ' '
6
1
) ( '
2
2 1 1
h f f x f
h
y y
i i i
i i
, + + =

+

T y ta c
2
,
. ) ( ' h C x f y
i
i x
s o v i . ) ( ' ' ' max
3
1
x f C
b x a s s
=
Ch rng cng thc o hm sai phn trung tm (3) vi sai s cp 2 ch p dng
c cho cc im trong ca li, tc cc im
i
x ) 1 , 1 ( = n i .
tnh o hm cp hai ca hm ) (x f t i c c nt
i
x c thd ng cng thc o
hm sai phn sau
2
1 1
,
2
h
y y y
y
i i i
i x x
+
+
= ) 1 , 1 ( = n i (7)
Sai s ca cng thc trn c c lng nh sau
) ( ) ( ' '
2
,
h O x f y
i
i x x
= (8)
c lng trn c chng minh nh khai trin Taylor n thnh phn cha o hm cp
4 v i gi thi t ]. , [ ) (
) 4 (
b a C x f e
xy dng cc cng thc tnh o hm vi sai s cp 2 tc l c c lng
) (
2
h O t i c c i m mt
0
x v
n
x , cng nh tnh o hm cp cao hn ta s s dng cng
c ni suy hm s.



2. S dng a thc ni suy Lagr ange
Gi s cho ) (
i i
x f y = t i c c nt c ch u ) , 0 ( , n i ih a x
i
= + = . Xy dng a thc
ni suy ) (x L
m
cho hm ) (x f tr n o n ] , [
m i i
x x
+
s dng c c nt
m i i i
x x x
+ +
,..., ,
1
, ngha l
) (x L
m
l a thc bc m tho mn iu kin
99
. , ), ( ) ( m i i k x f x L
k k m
+ = =
Tr n o n ] , [
m i i
x x
+
ta c ). ( ) ( x L x f
m
~
Do , mt c ch t nhi n ta c thxp x
). ( ) ( ' ) ( '
m i i m
x x x x L x f
+
s s ~
Xt mt s trng hp c th ca m.
1) Trng hp 1 = m . a thc ni suy hm ) (x f tr n o n ] , [
1 + i i
x x l
. ) (
1
1
1
h
x x
y
h
x x
y x L
i
i
i
i

=
+
+

Do
h
y y
x L
i i

=
+1
1
) ( ' .
Khi
i x i i
y x L x f
, 1
) ( ' ) ( ' = ~
1 ,
1 1 1
) ( ' ) ( '
+
+ +
= ~
i x
i i
y x L x f
Cc cng thc xp x trn, nh thit lp mc 1, c sai s ) (h O .
2) Trng hp 2 = m . a thc ni suy hm ) (x f t i c c nt
2 1
, ,
+ + i i i
x x x l
| |. ) )( ( ) )( ( 2 ) )( (
2
1
) (
1 2 2 1 2 1
2
2 + + + + + +
+ =
i i i i i i i i i
x x x x y x x x x y x x x x y
h
x L
Do
| |. ) 2 ( ) 2 ( 2 ) 2 (
2
1
) ( '
1 2 2 1 2 1
2
2 + + + + + +
+ =
i i i i i i i i i
x x x y x x x y x x x y
h
x L
( ) . 2
1
) ( ' '
1 ,
2 1
2
2
+
+ +
= + =
i x x
i i i
y y y y
h
x L
V th, theo cc cng thc trn ta c th tnh c gn ng o hm cp 1 v o hm
cp 2 t i c c i m ] , [
2 +
e
i i
x x x ni chung, v ti cc nt
2 1
, ,
+ + i i i
x x x ni ri ng nh sau:
( ), 4 3
2
1
) ( ' ) ( '
2 1 2 + +
+ = ~
i i i i i
y y y
h
x L x f (1)
( ) ,
2
1
) ( ' ) ( '
1 ,
2 1 2 1
+
+ + +
= + = ~
i x
i i i i
y y y
h
x L x f o (2)
( ), 3 4
2
1
) ( ' ) ( '
2 1 2 2 2 + + + +
+ = ~
i i i i i
y y y
h
x L x f (3)
, ) ( ' ' ) ( ' '
1 ,
2
+
= ~
i x x
i i
y x L x f (4)
, ) ( ' ' ) ( ' '
1 ,
1 2 1
+
+ +
= ~
i x x
i i
y x L x f (5)
. ) ( ' ' ) ( ' '
1 ,
2 2 2
+
+ +
= ~
i x x
i i
y x L x f (6)
100
Ta s nh gi sai s ca c c cng thc gn ng trn. lm vic ny ta cn n
cng thc bi u di n sai s ca a thc ni suy Lagrange
). )( )( (
! 3
) ( ' ' '
) ( ) ( ) (
2 1 2 2 + +
= =
i i i
x x x x x x
f
x L x f x R

(7)
Trong cng thc tr n ]. , [ ) (
2 +
e =
i i
x x x
Do

| | ) )( ( ) )( ( ) )( (
6
) ( ' ' '
! 6
) ( ' ' '
) )( )( ( ) ( '
1 2 2 1
2 1 2
+ + + +
+ +
+ + +
(

=
i i i i i i
i i i
x x x x x x x x x x x x
f
f
dx
d
x x x x x x x R

Theo cng thc tr n
( )
,
3
) ( ' ' '
) ( '
2
2
h
x f
x R
i
i

=
( )
,
6
) ( ' ' '
) ( '
2 1
1 2
h
x f
x R
i
i
+
+
=


( )
.
3
) ( ' ' '
) ( '
2 2
2 2
h
x f
x R
i
i
+
+
=


Do
const C i i i k Ch x L x f
k k
= + + = s , 2 , 1 , , ) ( ' ) (
2
2

v i gi thi t ]. , [ ) (
) 3 (
b a C x f e
Nh vy, ta c cc cng thc tnh o hm cp 1 vi sai s cp 2 ti tt c cc im
nt
i
x nh sau
( ) ) ( 4 3
2
1
) ( '
2
2 1 0 0
h O y y y
h
x f + + =
( ) , 1 , 1 ), (
2
1
) ( '
2
1 1
= + =
+
n i h O y y
h
x f
i i i

( ) ). ( 4 3
2
1
) ( '
2
2 1
h O y y y
h
x f
n n n n
+ + =


Tng t nh trn, c th chng t rng
), ( ) ( ' '
1 ,
h O y x f
i x x
i
+ =
+

), ( ) ( ' '
2
1 ,
1
h O y x f
i x x
i
+ =
+
+

). ( ) ( ' '
1 ,
2
h O y x f
i x x
i
+ =
+
+

Nh vy, cc cng thc tnh gn ng o hm cp 2 (4), (6) c sai s cp 1.
101
c c c cng thc tnh o hm cp 2 vi sai s cp 2 ti mi nt ngi ta cn
n a thc ni suy ti 4 im. Nh php ni suy ngi ta thit lp c cc cng thc
tnh gn ng o hm cp 2 vi sai s cp 2 sau y
( ) ) ( 4 5 2
1
) ( ' '
2
3 2 1
2
h O y y y y
h
x f
i i i i i
+ + =
+ + +

( ) ) ( 2
1
) ( ' '
2
2 1
2
1
h O y y y
h
x f
i i i i
+ + =
+ + +

( ) ) ( 2
1
) ( ' '
2
3 2 1
2
2
h O y y y
h
x f
i i i i
+ + =
+ + + +

( ) ). ( 2 5 4
1
) ( ' '
2
3 2 1
2
3
h O y y y y
h
x f
i i i i i
+ + + =
+ + + +

Nhn xt. Sai s ca cc cng thc tnh o hm c th c thit lp nh khai trin
Tayl or n s h ng cn thi t.


3. C c cng thc n gin tnh gn ng tch phn
3.1 Bi ton.
Cho ) (x f l hm s lin tc trn on ] , [ b a . Cn tnh
dx x f I
b
a
) ( } = (1)
Trong gi o trnh gi i tch to n hc ta bi t rng nu ) (x f c nguyn hm l hm ) (x F th
c thtnh tch phn tr n mt c ch n gi n nh cng thc Newton- Lei bni tz
). ( ) ( ) ( a F b F dx x f
b
a
= } (2)
Tuy nhin trong thc t ta gp cc hm ) (x f m nguyn hm ca n khng th biu din
bng cc hm s s cp hoc ta khng tm c nguyn hm ca chng. Trong nhng
trng hp y cng thc (2) khng c tc dng. V th ngi ta phi tm cch tnh gn
ng tch phn x c nh.
Tnh gn ng tch phn cn c ngha khi hm ) (x f khng cho d ng bi u thc
ton hc m cho di dng bng s.
tng c bn ca cc phng php tnh gn ng tch phn l chia nh khong
tch phn ] , [ b a thnh cc on con v trn mi khong con xp x hm s bi mt a
thc. Vi cc a thc ta c th tm c cc nguyn hm ca chng, do c th p dng
cng thc Newton- Leibnitz tnh tch phn trn mi on con. Tch phn trn ton on
] , [ b a s l tng cc tch phn trn tng khong con.
102
3.2 Cng thc hnh ch nht tr ung tm
a) T hit lp cng thc : Chi a o n ] , [ b a thnh n on con ) 1 , 0 ( ] , [
1
=
+
n i x x
i i
bi c c
i m ) , 0 ( , n i ih a x
i
= + = v i . / ) ( n a b h = K hi u ) (
2
1
1 2 / 1 + +
+ =
i i i
x x x l im gia
ca mi o n con.
Ta c

=
+
} = }
1
0
) ( ) (
1 n
i
x
x
b
a
dx x f dx x f
i
i
(3)
Ta xp x
h x f dx x f
i
x
x
i
i
) ( ) (
2 / 1
1
+
~ }
+
(4)
V mt hnh hc, iu c ngha l hnh thang cong gii hn bi ng cong ) (x f y =
tr n o n ] , [
1 + i i
x x c xp x bi hnh ch nht trung tm vi ng cao bng gi tr ca
hm ) (x f t i i m gi a
2 / 1 + i
x .
T (3), (4) suy ra
, ) (
CN
b
a
I dx x f ~ } (5)
trong

=
+
=
1
0
2 / 1
) (
n
i
i CN
h x f I (6)
Ta gi cng thc (5), (6) l cng thc hnh ch nht trung tm tnh gn ng tch phn.
b) nh gi sai s:
nh gi sai s a phng
h x f dx x f e
i
x
x
i
i
i
) ( ) (
2 / 1
1
+
} =
+
(6)
ta khai trin hm ) (x f xung quanh i m
2 / 1 + i
x . Ta c
. , ) (
2
) ( ' '
) )( ( ' ) ( ) (
1
2
2 / 1 2 / 1 2 / 1 2 / 1 + + + + +
s s + + =
i i i i
i
i i i
x x x x
f
x x x f x f x f

Do dx x x
f
h x f dx x f I
i
i
x
x
i
x
x
i
i
i
i
i
2
2 / 1 2 / 1
) (
2
) ( ' '
) ( ) (
1 1
+ +
} + = } =
+ +

V i gi thi t ], , [ ) (
) 2 (
b a C x f e theo nh l gi trtrung bnh ta c
, ) ( ) ( ' '
2
1
) (
2
2 / 1 2 / 1
1
dx x x f h x f I
i
x
x
i i i
i
i
+ +
} + =
+
, (7)
103
trong
i
, l mt im trung gian thuc ] , [
1 + i i
x x . Ly tch phn v phi (7) ta c
.
24
) ( ' ' ) (
3
2 / 1
h
f h x f I
i i i
, + =
+

T y suy ra biu din ca sai s a phng
.
24
) ( ' '
3
h
f e
i i
, = (8)
K hi u . ) ( ' ' max
2
x f M
b x a s s
=
Khi ta c c lng sai s a phng
.
24
3 2
h
M
e
i
s (9)
By gi xt sai s ton phn


=

=
+
=
|
|
.
|

\
|
} =
} =
+ 1
0
1
0
2 / 1
. ) ( ) (
) (
1 n
i
i
n
i
i
x
x
CN
b
a
e h x f dx x f
I dx x f E
i
i

Ta c

=
s s
1
0
1
0
3 2
.
24
n
i
n
i
i
h
M
e E
rng ), ( a b nh = t c lng trn ta thu c c lng ca sai s ton phn ca
cng thc hnh ch nht trung tm l
2 2
) (
24
h a b
M
E s (10)
c) T hd.
Tnh gn ng tch phn
}
+
=
1
0
1 x
dx
I bng cng thc hnh ch nht trung tm v i s
o n chi a n =5 v nh gi sai s.
Gii. V i h = 0.2 ta l p bng gi tr
i +1/2 x
i +1/2
y
i +1/2
0 0.1000 0.9091
1 0.3000 0.7692
2 0.5000 0.6667
3 0.7000 0.5882
104
4 0.9000 0.5263

E=3.4595
Theo cng thc (6)

=
+
=
4
0
2 / 1
i
i ht
y h I =0.2* 3.4595 = 0.6919.
By gi ta c lng sai s ca gi tr tnh c. Ta c
3 2
) 1 (
2
) ( ' ' ,
) 1 (
1
) ( '
x
x f
x
x f
+
=
+
= .
Do 2 ) ( ' ' max
1 0
2
= =
s s
x f M
x
. Theo cng thc (10) ta c c lng sai s
. 0033 . 0 ) 2 . 0 (
24
2
| |
2
= s E Vy I = 0.6919 0.0033 = (0.6886, 0.6952) trong khi gi tr
ng ca tch phn l I = ln 2 = 0.6931.
3.3 Cng thc hnh thang
a) T hit lp cng thc :
Kh c v i cng thc hnh ch nht trung tm, by gi ta thay hnh thang cong bi
hnh thang thng nh trong Hnh 2 . 5 . Khi
( ) ,
2
1
) (
1
1
h y y dx x f
i i
x
x
i
i
+
+ ~ }
+
(11)
trong vi t cho gn ta k hi u ) (
i i
x f y = . Do
( )

=
+
+ ~ } =
1
0
1
.
2
) (
n
i
i i
b
a
y y
h
dx x f I
t
|
.
|

\
|
+ + +
+
=
1 1
0
...
2
n
n
ht
y y
y y
h I (12)
ta c cng thc xp x
ht
I I ~ (13)
Cng thc (12)-(13) c gi l cng thc hnh thang tnh tch phn x c nh. Ta c th
vi t (12) trong d ng
|
.
|

\
| +
=

=
2
0
0
n
n
i
i ht
y y
y h I (12a)
105
hoc
( )
n n ht
y y y y
n
a b
I + + + +

=
1 1 0
2 ... 2
2
(14)
b) nh gi sai s
u tin, nh gi sai s a phng
( )
1
2
) (
1
+
+ } =
+
i i
x
x
i
y y
h
dx x f e
i
i
(15)
ta nhn xt rng thc cht ca vi c thay hnh thang cong bi hnh thang thng tr n o n
] , [
1 + i i
x x l xp x hm ) (x f y = bi a thc ni suy bc nht
. ) ( ) (
1
1
1
1
1
1
1
h
x x
y
h
x x
y
x x
x x
y
x x
x x
y x L x f
i
i
i
i
i i
i
i
i i
i
i i

= ~
+
+
+
+
+
+

v xp x . ) (
1
1 1
dx x L
i
x
x
x
x
i
i
i
i
+ +
} ~ } Dki m tra rng ( ).
2
) (
1 1
1
+
+ = }
+
i i i
x
x
y y
h
dx x L
i
i

do sai s a phng ca cng thc hnh thang biu din c qua sai s ni suy nh
sau
| | , ) )( (
2
) ( ' '
) ( ) (
1 1
1 1
dx x x x x
f
dx x L x f e
i i
i
x
x
i
x
x
i
i
i
i
i
+
} = } =
+ +

(16)
trong ) (x
i i
= v thuc ] , [
1 + i i
x x .
p dng nh l gi tr trung bnh t (16) ta c
3
1
6 2
) ( ' '
) )( (
2
) ( ' '
1
h f
dx x x x x
f
e
i
i i
x
x
i
i
i
i
, ,
= } =
+
+
.
T biu din trn ta c c lng sai s a phng
.
12
3 2
h
M
e
i
s (17)
Do sai s ton phn ca cng thc hnh thang s l
. ) (
12
2 2
h a b
M
E s (18)
Nhn vo cc cng thc (10) v (18) ta thy rng cng thc hnh ch nht trung tm c
chnh x c cao hn cng thc hnh thang.
c) T hd.
106
Tnh gn ng tch phn
}
+
=
1
0
1 x
dx
I bng cng thc hnh thang v i s o n chi a
n=10 v nh gi sai s.
Gii. Ta c h=0.1 v bng gi tr
i x
i
y
i
0 0.0000 1.0000
1 0.1000 0.9091
2 0.2000 0.8333
3 0.3000 0.7692
4 0.4000 0.7143
5 0.5000 0.6667
6 0.6000 0.6250
7 0.7000 0.5882
8 0.8000 0.5556
9 0.9000 0.5263
10 1.0000 0.5000

E=7.6877
Theo cng thc (12a)
|
.
|

\
| +
=

=
2
10 0
10
0
y y
y h I
i
i ht
=0.1* (7.6877 1.5000/2 ) = 0.6938.
By gi ta c lng sai s ca gi tr tnh c. Ta c
3 2
) 1 (
2
) ( ' ' ,
) 1 (
1
) ( '
x
x f
x
x f
+
=
+
= .
Do
2
0 1
max ''( ) 2.
x
M f x
s s
= = . Theo cng thc (18) ta c c lng sai s
. 0017 . 0 ) 1 . 0 (
12
2
| |
2
= s E Vy I = 0.6938 0.0017 trong khi gi trng ca tch phn l I
= l n 2 = 0.6931.
3.4 Cng thc Simpson (hay cng thc Par abol)
a) T hit lp cng thc:
107
Cng nh trn ta chia ] , [ b a thnh n on con bng nhau bi cc im
ih a x
i
+ = v i n a b h / ) ( = v k hiu
2 / 1 + i
x l im gia ca on con ] , [
1 + i i
x x . Tr n
mi on con ta s xp x hm ) (x f y = bi a thc ni suy bc hai t i c c i m
i
x ,
2 / 1 + i
x ,
1 + i
x
). )( (
2
) )( (
4
) )( (
2
) )( (
) )( (
) )( (
) )( (
) )( (
) )( (
) ( ) (
2 / 1 1
2
1 2 / 1
2
1 2 / 1
2
2 / 1 1 1
2 / 1
1
1 2 / 1 2 / 1
1
2 / 1
1 2 / 1
1 2 / 1
2
+ +
+ + + +
+ + +
+
+
+ + +
+
+
+ +
+ +
+
=


+


+


= ~
i i i
i i i i i i
i i i i
i i
i
i i i i
i i
i
i i i i
i i
i i
x x x x y
h
x x x x y
h
x x x x y
h
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
y x L x f

t
. ) ( ) (
2
1 1
dx x L dx x f I
i
x
x
x
x
i
i
i
i
i
+ +
} ~ } = (19)
Kt qu tnh tch phn vphi cho ta
( )
1 2 / 1
4
6
+ +
+ + ~
i i i i
y y y
h
I (20)
t
( )
1 2 / 1
1
0
4
6
+ +

=
+ + =
i i i
n
i
sim
y y y
h
I (21)
ta c
sim
b
a
I dx x f I ~ } = ) ( (22)
Cng thc (21)-(22) tnh gn ng tch phn c tn gi l cng thc Simpson hay cng
thc parabol v n nhn c nh thay ng cong y = f(x) bi parabol qua 3 im (x
i
,
y
i
), (x
i +1/2
, y
i +1/2
), (x
i +1
, y
i +1
).
C th vit li cng thc (21) trong dng thun tin cho tnh ton nh sau

=
+
=
+ |
.
|

\
| +
=
n
i
i
n
i
n
i sim
y
h y y
y
h
I
0
2 / 1
0
0
3
2
2 3
(23)
Nhn xt.
1. trnh dng ch s khng nguyn ngi ta thng chia on [a, b] thnh 2n phn
bng nhau v i rng h=(b-a)/(2n) v trn mi on kp [x
2i
, x
2i +2
] xp x hm
108
f (x) bi bi parabol qua 3 i m (x
i
, y
i
), (x
i +1
, y
i +1
), (x
i +2
, y
i +2
). Khi cng thc
Si mpson c d ng
0 1 2 2 2 1 2 2
( 4 2 ... 2 4 )
6
sim n n n
b a
I y y y y y y
n

= + + + + + + (24)
2. T cc cng thc (23), (6) v (14) suy ra c
3 / ) 2 (
cn ht sim
I I I + = . (25)

b) nh gi sai s
Nu s dng biu din sai s ca a thc ni suy bc hai th d dng chng t c nh
gi const C Ch e
i
= s ,
4
i vi sai s a phng ca cng thc Simpson. Tuy nhin,
bng c ch ti nh vi hn, l s dng a thc ni suy trn nt bi,

ngi ta chng t c rng (xem sch Bakhvalov [5] trang 101).
( )
2880
4
6
) (
5
4
1 2 / 1
1
h M
y y y
h
dx x f e
i i i
x
x
i
i
i
s + + } =
+ +
+
(26)
trong
. ) ( max
) 4 (
4
x f M
b x a s s
= (27)
T cng thc trn ta nhn c nh gi sai s ton phn ca cng thc Simpson
.
2880
) (
4 4
h
a b M
I I E
sim

s = (28)
Nhn vo cng thc (28), (27) ta thy rng cng thc Simpson ng cho mi a thc bc
3.
c) T hd.
Tnh gn ng tch phn
}
+
=
1
0
1 x
dx
I bng cng thc Si mpson v i s o n chi a n =5
v nh gi sai s.
Gii. Ta c h = 0.2. Lp bng gi tr ca hm ti cc im nt v im gia

i x
i
y
i
y
i
0 0.0000 1.0000
1/2 0.1000 0.9091
109
1 0.2000 0.8333
1+1/2 0.3000 0.7692
2 0.4000 0.7143
2+1/2 0.5000 0.6667
3 0.6000 0.6250
3+1/2 0.7000 0.5882
4 0.8000 0.5556
4+1/2 0.9000 0.5263
5 1.0000 0.5000
S
1
=3.4595 S
2
=4.2282

Theo cng thc (23) ta c

=
+
=
+ |
.
|

\
| +
=
4
0
2 / 1
5
0
5 0
3
2
2 3
i
i
i
i sim
y
h y y
y
h
I
= 0.2 * (4.2282 0.75) / 3 + 2 * 0.2 * 3.4595 / 3 = 0.69314667
trong khi gi tr ng ca tch phn l I = ln 2 =0.69314718. Nh vy, sai s thc s ca
I
si m
l 0.00000051.
By gi ta c lng sai s theo cng thc (28).
Ta c
5
) 4 (
) 1 (
24
) ( ,
) 1 (
1
) (
x
x f
x
x f
+
=
+
= .
Do 24 . ) ( max
) 4 (
1 0
4
= =
s s
x f M
x
v ta c nh gi
4
2 . 0
2880
) 0 1 ( 24

s =
sim
I I E = 0.00001333.
Kt qu tnh ton v c lng trn cho thy cng thc Simpson c chnh xc rt cao
(so s nh v i kt qu tnh bng cc cng thc hnh ch nht trung tm v hnh thang cc
tiu mc trc!).


3.5 G i lp tr nh
Bi ton: Cho hm ) (x f tr n o n ] , [ b a . Tnh gn ng tch phn dx x f I
b
a
) ( } = bi c c
cng thc hnh thang, hnh ch nht trung tm v Simpson.
M gi:
input a, b, n, f(x)
h=(b-a)/n;
x1=a+h/2; x2=a;
Icn=f(x1);
Iht=f(x2);
110
for i=1 to n-1
x1=x1+h;
x2=x2=h;
Icn=Icn+f(x1);
Iht=Iht+f(x2);
end for i;
Icn=h*Icn;
Iht=h*Iht;
Isim=(Iht+2*Icn)/3;
output Icn, Iht, Isim

4. Cng thc cu phng Gauss
Cng nh trn ta chia ] , [ b a thnh n on con bng nhau bi cc im
ih a x
i
+ = v i n a b h / ) ( = . Tr n mi o n con
1
[ , ]
i i
x x

ta l y mi m phn bi t
i j
x :
1 i i j i
x x x

s s v xy dng cng thc cu phng dng

1
1
( ) ( )
i
i
x
m
j i j
j
x
f x dx c f x

=
~

}
(1)
C c hs
j
c v cc im
i j
x cn chn sao cho cng thc (1) tr thnh cng thc ng
cho mi a thc bc 2 1 m .
x c nh c c hs
j
c v cc im
i j
x ta thc hi n php bi n i trong (1) bng
c ch i bi n
1
2 2
i i
x x h
x t

+
= + . (2)
Kt qu ta c cng thc xp x mi
1
1
1
( ) ( )
m
i j i j
j
f t dt c f t
=

}
, (3)
trong
1
2
( ) ( ),
2 2
i i
i i i
x x h
f t f t c c
h

+
= + = (4)
v cc im
j
t c xc nh tng ng cho tng on con
1
[ , ]
i i
x x

theo cng thc

1
2 ( )
i j i i
j
x x x
t
h

+
= .
111
By gi vn quy vchn
j
c v ( 1,..., )
j
t j m = sao cho cng thc (3) ng cho mi a
thc bc 2 1 m . iu ny tng ng vi vic (3) ng cho mi n thc
2 2 1
1, , ,...,
m
t t t

. Tha mn iu kin ny dn n h phng trnh i vi
j
c v
j
t :
=

= =
+

}
1
1
1
2
, chn
1
0, l
0,1, ..., 2 - 1
m
k
k
j j
j
k
c t t dt
k
k
k m

Trong trng hp = 3 m ta thu c h phng trnh 6 n s

+ + =
+ + =
+ + =
+ + =
+ + =
+ + =
1 2 3
1 1 2 2 3 3
2 2 2
1 1 2 2 3 3
3 3 3
1 1 2 2 3 3
4 4 4
1 1 2 2 3 3
5 5 5
1 1 2 2 3 3
2
0
2
3
0
2
5
0
c c c
c t c t c t
c t c t c t
c t c t c t
c t c t c t
c t c t c t

H ny c nghim l
1 3 2 1 2 3
5 8 3 3
, , , 0,
9 9 5 5
c c c t t t = = = = = = .
Tr li cng thc (1) ta c
( )
1
1 2 3
( ) 5 ( ) 8 ( ) 5 ( )
18
i
i
x
i i i
x
h
f x dx f x f x f x

~ + +
}

v i
1
2 1 2 3 2
3 3
, ,
2 5 2 5 2
i i
i i i i i
x x h h
x x x x x

+
= = = + . (5)
Do , ta thu c cng thc Gauss tnh gn ng tch phn trn ton on [a, b] nh sau:
( )
1 2 3
1
( ) 5 ( ) 8 ( ) 5 ( )
18
n
b
i i i
a
i
h
f x dx f x f x f x
=
~ + +

}
. (6)
Ngi ta thu c nh gi sai s sau y ca cng thc Gauss
6
6
| |
2016000
b a
E M h

s , (7)
112
trong , nh thng l, k hiu
(6)
6
max | ( ) |
a x b
M f x
s s
= .
Nhn vo cng thc sai s (7) ta thy rng cng thc cu phng Gauss (6) c
chnh xc rt cao v l cng thc ng cho mi a thc bc nh hn hoc bng 5.
T hd. Tnh gn ng tch phn
2
1
0
x
I e dx =
}
theo cng thc cu phng Gauss v i 3 nt
i vi n=1 (tc l khng chia nh on [0, 1]) v c lng sai s.
Gii. Theo cng thc (5) xc nh cc nt, ri sau tnh cc gi tr ca hm s
2 2
1 2 1
3 2 3
0.5, ( ) 1.284025,
1 3
0.112702, ( ) 1.1012783,
2 5
1 3
0.887298, ( ) 2.197450.
2 5
x f x
x x f x
x x f x
= =
= = =
= + = =

Do ,
2
1
0
x
I e dx =
}
= ( )
1 2 3
1
5 ( ) 8 ( ) 5 ( ) 1.46241
18
f x f x f x + + = .
c lng sai s ca gi tr tch phn tnh c ta tnh cc o hm
2 2 2
2 2
'( ) 2 , ''( ) 2 (1 2 ), '''( ) 4 (3 2 ),
x x x
f x xe f x xe x f x xe x = = + = +
2 2
(4) 2 4 (5) 3 5
( ) 4 (3 12 4 ), ( ) 8 (15 20 4 ),
x x
f x e x x f x e x x x = + + = + +
2
(6) 2 4 6
( ) 8 (15 90 60 8 ).
x
f x e x x x = + + +
T ta c
(6)
6
0 1
max | ( ) | 1384
x
M f x e
s s
= = , v sai s c lng ca tch phn tnh c l
6
6
1384
| | 0.0019.
2016000 2016000
b a e
E M h

s = ~


5. nh gi sai s hu nghim ca c c cng thc cu phng
Hu ht cc cng thc cu phng c dng

( )
( )
0
( )
( ) ( )
b k n
n
i i s
i
a
f
I f x dx A f x C
n

=
= = +

}
,
trong n l s im cch u nhau trn on tch phn,
( ) n
i
A l cc h s, s l bc ca
sai s v l mt im trong on tch phn.
t
113

( )
0
( )
n
n
n i i
i
I A f x
=
=

(1)
ta c
1 2
( ) ( )
1 2
1 2
( ) ( )
k k
n n s s
f f
I I C I C
n n

= + = + . (2)
Nu
( )
( )
k
f x t thay i th
( ) ( )
1 2
( ) ( )
k k
f f ~ . Do , t (2) suy ra
2 1
2
1
2 1
n n s
n s s
I I
I I n
n n

~ +

. (3)
Vthc thcoi
2 1
1
2 1
n n s
s s
I I
n
n n

nh sai s ca cng thc tnh gn ng

2
n
I I ~ .
Trong trng hp ring khi
1 2
, 2 n n n n = = t (3) ta c
2
2
2 1
n n
n s
I I
I I

~ +

.
Do ,
2
2
2 1
n n
n s
I I
I I

~

. (4)
y l cng thc nh gi sai s hu nghim ca tch phn gn ng s dng 2n im.
i vi cng thc hnh thang v hnh ch nht trung tm s = 2 nn
2
2
3
n n
n
I I
I I

~ , cn i v i cng thc Si mpson s = 4 n n
2
2
15
n n
n
I I
I I

~ , i v i cng
thc Gauss s=6 n n
2
2
63
n n
n
I I
I I

~
Cng thc sai s hu nghi m (4) cho php tnh gn ng tch phn vi sai s cho trc
da vo kt qu tnh trn li c lm dy dn.


Bi tp

1. Tnh gn ng o hm cp mt v o hm cp hai ca cc hm s ti cc im
li dng gi tr c cho trong bng sau

x e
x
e
-x
sin(x) cos(x) ln(x)
1.00 2.7183 0.3679 0.8415 0.5403 0
1.05 2.8577 0.3499 0.8674 0.4976 0.0488
1.10 3.0042 0.3329 0.8912 0.4536 0.0953
114
1.15 3.1582 0.3166 0.9128 0.4085 0.1398
1.20 3.3201 0.3012 0.9320 0.3624 0.1823

nh gi sai s ca gi tr tnh c v so snh v i gi trtrong bng.
2. D ng c c cng thc hnh hnh thang tnh gn ng c c tch phn
} } } }

2 . 1
1
2 . 1
1
2 . 1
1
2 . 1
1
cos , sin , , xdx xdx dx e dx e
x x

S dng cc gi tr cho trong bng trn v so snh vi cc gi tr ng.
3. Dng cc cng thc hnh ch nht trung tm, hnh thang v Simpson tnh gn ng
tch phn vi s on chia n = 5 v n = 10 v nh gi sai s. So snh sai s nh
gi v i sai s thc s (c c tnh to n thc hi n v i 3 ch s sau du chm thp
phn):
a)
}
+
1
0
2
1 x
dx
b)
}
+
1
0
1 x
dx
( cho 639 . 0 2 ln ~ )
Gi i : Tnh tch phn
}
+
1
0
2
1 x
dx
vi n=10 v nh gi sai s
Ta c
2
10
0 10
0
1
( ) , 10 0.1
1
( )
2
ht i
i
y f x n h
x
y y
I h y
=
= = = =
+
+
= -

Ta c bng gi tr:
i xi yi
0 0 1
1 0.1 0.990099
2 0.2 0.961538
3 0.3 0.917431
4 0.4 0.862069
5 0.5 0.8
6 0.6 0.735294
7 0.7 0.671141
8 0.8 0.609756
9 0.9 0.552486
10 1 0.5
Tong 8.599815

Theo cng thc tr n ta c
0.1*(8.5998 1.5/ 2) 0.7849
ht
I = - =
nh gi sai s:
115
Ta c:
2
2 2 2 3
2
2
2 6 2
'( ) , ''( ) ,
(1 ) (1 )
2
max ''( ) 2 *(0.1) 0.0017
12
x x
f x f x
x x
M f x E
- -
= =
+ +
= = =

c)
}
1
0
dx xe
x

Bng gi tr:
i xi yi
0 0 0
0.1 0.110517
0.2 0.244281
0.3 0.404958
0.4 0.59673
0.5 0.824361
0.6 1.093271
0.7 1.409627
0.8 1.780433
0.9 2.213643
1 2.718282
Tong 11.3961

0.1*(11.3961 2.7183/ 2) 1.0037
ht
I = - =
Sai s:
2
2
'( ) , ''( ) 2
8.1
max ''( ) 8.1 *(0.1) 0.0068
12
x x x x
f x e xe f x e xe
M f x E
= + = +
= = =

d) dx x) ( cos
0
3
}
t
.
4. Lp chng trnh tnh gn ng tch phn theo c c cng thc hnh ch nht trung
tm v cng thc Simpson vi s on chia n cho trc. S dng chng trnh lp
v chng trnh theo cng thc hnh thang cho trong Ph lc 2 kim tra kt qu tnh
trong bi tp 3.
5. Lp chng trnh tnh gn ng tch phn theo c c cng thc hnh ch nht trung
tm, hnh thang v Simpson vi chnh xc cho trc. S dng chng trnh tnh cc
tch phn trong bi tp 3 vi sai s 10
-3
.
6. Lp chng trnh tnh gn ng tch phn theo cng thc Gauss vi bc li h cho
trc. S dng chng trnh tnh cc tch phn trong bi tp 3 vi s on chia n=4.

116
Chng 6
Phng php s gii phng trnh vi phn thng
1. M u
Nhiu bi ton khoa hc k thut dn n vic tm nghim ca phng trnh vi
phn thng hoc h phng trnh vi phn thng vi iu kin ban u cho trc. Trong
chng ny chng ta ch xt phng trnh vi phn cp mt dng
] , [ ), , ( ) ( '
0
X x x u x f x u e = (1)
v i i u ki n ban u
0 0
) ( u x u = . (2)
Bi ton trn c gi l bi ton Cauchy.
Khng phi mi bi ton Cauchy u c nghim. Th d, bi ton
1 ) 0 ( ,
1
'
2
= = u
x
u
khng c nghi m.
Tht vy, tch phn phng trnh trn ta c
C
x
x u + =
1
) (
nhng khng th tm c C i u ki n ban u 1 ) 0 ( = u c tho mn.
S tn ti nghim ca bi ton (1)-(2) c bo m bi
nh l Picar . Gi s hm ) , ( u x f xc nh v lin tc trong hnh ch nht ng
} | | , {
0 0
U u u X x x D s s s = v tho mn trong D i u ki n Li pshi tz theo bi n th hai ,
tc l tn ti s 0 > L sao cho
. ) , ( ), , ( | | | ) , ( ) , ( |
2 1 1 2 1 2
D u x u x u u L u x f u x f e s
Khi bi ton Cauchy (1)-(2) c nghi m duy nht.
Nghim ny l gii hn ca dy xp x lin tip
,... 1 , 0 , )) ( , ( ) (
0
0 1
= + =
} +
n u ds s u s f x u
x
x
n n
(3)
117
Cng thc trn c s dng tm nghim gn ng gii tch ca bi ton Cauchy.
Phng php trn tm nghim gn ng ch thch hp khi hm ) , ( u x f n gi n c th
tnh c nguyn hm ca n. Trong cc trng hp khc ngi ta buc phi d ng c c
phng php s.
Di y chng ta s xt mt s phng php s gii bi ton (1)-(2).

2. Phng php Euler
tnh nghim s tr ca bi ton (1)-(2) ta a vo trn on ] , [
0
X x li im
} ..., , 1 , 0 , {
0
N n nh x x
n h
= + = = e , trong bc li N x X h / ) (
0
= .
K hi u ) (
n n
x u u = . Ta s i tm gi trgn ng
n
y ca
n
u .
Mun vy, ta tch phn phng trnh (1) trn on ] , [
1 + n n
x x . Kt qu ta c
dx x u x f x u x u
n
n
x
x
n n }
+
=
+
1
)) ( , ( ) ( ) (
1
. (4)
S dng cc cng thc tnh gn ng tch phn v phi ca ng thc trn ta s c
cc phng php s khc nhau gii bi ton (1)-(2). Di y, dng cng thc n
gi n nht: cng thc hnh ch nht tr i
) ( )) ( , ( )) ( , (
2
1
h O x u x hf dx x u x f
n n
x
x
n
n
+ =
}
+

ta c
) ( )) ( , (
2
1
h O x u x hf u u
n n n n
+ =
+
.
B qua thnh phn ) (
2
h O v thay
n
u bi
n
y ta c cng thc
) , (
1 n n n n
y x hf y y + =
+
. (5)
Theo cng thc tr n, xut ph t t
0 0
u y = ta s ln lt tnh c ,... ,
2 1
y y l cc gi tr
gn ng ca ,... ,
2 1
u u . Phng php tnh trn c gi l phng php Eul er.
Nhn xt. Cng thc (5) c thvi t trong d ng
) , (
1
n n
n n
y x f
h
y y
=

+
. (6)
Ta c thnhn c cng thc trn nu dng cng thc tnh o hm
) ( ) ( '
1
h O
h
u u
x u
n n
n
+

=
+
.
By gi ta s nh gi sai s ca phng php Euler tc l nh gi lch ca
nghi m gn ng
n
y so v i nghi m ng
n
u t i c c i m li.
118
Ta gi hm li
n n n
u y z = xc nh trn li
h
e l sai s hay ng ca phng
ph p.
nh gi sai s ta thay
n n n
u z y + = vo phng trnh (6). Kt qu ta c
). , (
) ( ) (
1 1
n n n
n n n n
u z x f
h
u z u z
+ =
+ +
+ +

ng thc trn vit c trong dng
h
u u
u x f u x f u z x f
h
z z
n n
n n n n n n n
n n

+ + =

+ + 1 1
) , (. )] , (. ) , ( [
hay
n n n
n n
z
h
z z
o + =

+1
, (7)
trong
1 0 ), , ( s s + = u u o
n n n u n
z u x f , (8)
h
u u
u x f
n n
n n n

=
+1
) , (. . (9)
Nh vy, sai s
n
z tho mn lc sai phn (7) v iu kin u . 0
0
= z
Hm li
n
c gi l khng khp hay xp x ca lc sai phn (6) trn
nghi m ) (x u u = ca bi ton (1)-(2).
Ta s nh gi
n
khi 0 h trc khi nh gi sai s
n
z .
Theo cng thc Tayl or ta c
) ( ,
2
) ( ' '
) ( ' ) ( ) (
1
2
1 + +
s s + + = + =
n n n
n
n n n n
x x h
u
h x u x u h x u u

.
T y v (9) vi s rng ) , ( ) ( '
n n n
u x f x u = ta c h
u
n
n
2
) ( ' '
= . Do , v i
gi thi t nghi m ) (x u c o hm cp 2 gii ni ta c ) (h O
n
= hay
) ( | | max || ||
0
h O
n
X x x
C
n
= =
s s
, (10)
tc l lc Euler (6) c xp x cp mt trn nghim ca bi ton Cauchy (1)-(2).
By gi ta chng t rng phng php Euler hi t tc l 0 | | max || ||
0
=
s s
n
X x x
C
z z
n
khi
0 h `v c ng cp mt tc l ) ( || || h O z
C
= .
Ta s chng mi nh kt l un tr n v i gi thi t rng tn t i s 0 > K sao cho
K h u x f K
u
/ 2 , 0 ) , ( s s s . (11)
T (7) ta c
, ) 1 (
1 n n n n
h z h z o + + =
+

| | | | | | | | | 1 | | |
1 n n n n n n
h z h z h z o + s + + s
+

119
v 1 | 1 | s +
n
ho theo (11). T nh gi tr n suy ra
C k
n
k
k
n
k
k n
x X h n h h z z || || ) ( | | max ) 1 ( | | | | | | | |
0
0 0
0 1
s + s = + s

= =
+
. (12)
Do n (10) ta c ) ( || || h O z
C
= .
Trong trng hp nu iu kin (11) khng tho mn nhng K u x f
u
s | ) , ( | thay cho
(12) c th thu c nh gi
C
x X K
n
e x X z || || ) ( | |
) (
0 1
0

+
s v kt lun
) ( || || h O z
C
= vn ng.
T hd. Gii bi ton Cauchy
2 ) 0 ( , 2 ) ( ' = + =

u e u x u
x

trn on [0; 0.5] vi bc li 1 . 0
1
= h v 05 . 0
2
= h .
Kt qu tnh theo phng php Euler (5) c kt qu cho trong bng sau, trong
y(h
1
), y(h
2
) l nghim gn ng tnh li h
1
v h
2
, u l nghim ng cho bi cng thc
x x
e e x u

+ =
2
) ( .
x y(h
1
) y(h
2
) u
0.1000
0.2000
0.3000
0.4000
0.5000
1.7000
1.4505
1.2423
1.0679
0.9213
1.7126
1.4709
1.2672
1.0950
0.9490
1.7236
1.4891
1.2896
1.1196
0.9744
Nhn vo bng trn ta thy nu bc li cng nh th nghim tnh c cng gn
nghi m ng hn.


3. Phng php Euler-Cauchy
Phng php Euler (5) n gin, d tnh nhng c ng thp. V th, ngi
ta nghin cu cc phng php c ng cp cao. Di y chng ta s xt mt
phng php c ng cp hai .
S dng cng thc hnh thang tnh gn ng tch phn vphi ca (3)
) ( )] ( , ( ) ( , ( [
2
1
)) ( , (
3
1 1
1
h O x u x f x u x f h dx x u x f
n n n n
x
x
n
n
+ + =
+ + }
+

120
ta i n phng php sau y gii bi ton Cauchy (1)-(2)
0 0
1 1 1
, 1 ,..., 1 , 0 )], , ( ) , ( [
2
u y
N n y x f y x f
h
y y
n n n n n n
=
= + + =
+ + +
(13)
Ngi ta chng minh c rng phng php trn c ng cp hai, tc l
) ( || || || ||
2
h O u y z
C C
= = .
Nhc im ca phng php trn l tm
1 + n
y phi gii phng trnh phi tuyn. V
th ngi ta ni rng phng php (13) l phng php n. Nhm khc phc kh kh n
ny ngi ta thc hin qu trnh lp sau
) , (
) 0 (
1 n n n n
y x hf y y + =
+

) (
1 1
) 1 (
1 1
) (
1
), ,..., 1 ( )], , ( ) , ( [
2
K
n n
k
n n n n n
k
n
y y
K k y x f y x f
h
y y
+ +

+ + +
=
= + + =

Phng php tnh
1 + n
y trn c gi l phng php Eul er-Cauchy.
Thng thng ngi ta ly K=1 v k hiu
) 0 (
1 1 + +
=
n n
y y l gi tr trung gian v lc
tnh nh sau
) , (
1 n n n n
y x hf y y + =
+

0 0
1 1 1
,... 1 , 0 )], , ( ) , ( [
2
u y
n y x f y x f
h
y y
n n n n n n
=
= + + =
+ + +
(14)
Phng php gii bi ton Cauchy theo cc cng thc trn c tn gi l phng php
Eul er ci ti n. N cng c ng cp hai .
T hd: i vi th d mc trc tnh ton theo phng php Euler v phng php
Eul er ci ti n cho kt qu trong bng sau, trong y
E
v y
EC
l nghi m gn ng tnh
theo cc phng php Euler v Euler ci tin, u l nghi m ng
x y
E
y
EC
u |u-y
E
| |u-y
EC
|
121
0.1000
0.2000
0.3000
0.4000
0.5000
1.7000
1.4505
1.2423
1.0679
0.9213
1.7252
1.4938
1.2982
1.1322
0.9907
1.7236
1.4891
1.2896
1.1196
0.9744
0.0236
0.0386
0.0474
0.0518
0.0531
0.0017
0.0048
0.0086
0.0125
0.0162
Nhn bng trn ta thy r u thv chnh xc ca phng php Eul er ci ti n so v i
phng php Eul er.

4. Phng php Runge-K utta
xy dng c c cng thc hi n c ng cp cao gi i bi ton Cauchy ngi ta
dng khai trin Taylor nghim ca bi ton cha nhiu s hng vi gi thit rng nghim
trn
dt t x u
s
t h
x u
k
h
h x u x u
h
n
s
s
n
s
k
k
k
n n }

+ + =
+
=

+
0
) 1 (
1
) (
1
1
) (
!
) (
) (
!
) ( ) (
B qua thnh phn tch phn trong cng thc trn v thay ) (
n
x u bi
n
y ta c phng
trnh sai phn bc s theo s o hm c tnh ca u
0
) (
!
1
1
1 1
1
= +

=


+
s
k
k
n
k k
n n
dx
x f d
k
h
h y y (15)
V nguyn tc cc o hm bc cao trong cng thc trn c th tnh c nh o hm
lin tip phng trnh (1). Bit cc o hm ny v nghim gn ng ti
n
x ta c thtnh
c nghim gn ng ti
1 + n
x . Nhng tnh cc o hm bc cao ny phi thc hin
khi lng tnh ton ln. khc phc kh khn ny ngi ta s dng tng ca Runge
v Kutta xp x biu thc di du tng trong (15) bi t hp tuyn tnh ch cha o hm
bc nht ca nghi m t i mt s i m kh c nhau.
Phng php Runge-Kutta c th c xem nh trng hp ring ca phng ph p mt
bc
) , , (
1
h y x y y
n n n n
| + =
+

trong
) ( ) , , (
1
h k p h y x
r
q
r
r n n
=
= |
Trong qu trnh xy dng lc sai phn gii bi ton (1)-(2) ta c nh c c s
122
q r j p p
rj q q
s < < 0 , , ,..., ,...,
1 , 1
| o o (16)
m s c xc nh sau. S dng cc s ny tnh
) ... , (
) , (
) , (
1 1 , 2 2 1 1
1 21 2 2
1

+ + + + + =
+ + =
=
q q q q q q q
k k k y h x hf k
k y h x hf k
y x hf k
| | | o
| o


v t
) ( ) ( ) ( ) (
1
h k p x u h x y h x u
r
q
r
r
=
+ = + ~ + .
C c s q r j
rj q
s < < 0 , , ,...,
1
| o o c chn nh sau.
K hi u
) ( ) ( ) ( ) ( ) ( ) (
1
h k p x u h x u h x y h x u h z
r
q
r
r
=
+ + = + + =
l sai s ca phng php trn mt bc.
Nu ) , ( u x f l hm trn th
r
k v z l cc hm trn theo h. Gi s rng i v i
hm trn ) , ( u x f ta c
0 ) 0 ( , 0 ) 0 ( ... ) 0 ( ' ) 0 (
) 1 ( ) (
= = = = =
+ s s
z z z z . (17)
Khi khai tri n ) (h z trong l n cn ca 0 ta c
1 0 ,
)! 1 (
) (
) (
1
) 1 (
< <
+
=
+
+
u
u
s
s
h
s
h z
h z .
T vi c tho m n i u ki n (17) ta c h phng trnh xc nh cc s (16).
Xt mt s trng hp ring ca phng php Runge-Kutta.
1) Khi 1 = q :
). ( ' ' ) 0 ( ' '
), , ( ) 1 ( ) , ( ) ( ' ) 0 ( '
, 0 ) 0 (
), , ( ) ( ) ( ) (
1 1
1
x u z
u x f p u x f p x u z
z
u x hf p x u h x u h z
=
= =
=
+ =

123
R rng l nu ) (x u l hm bt k trn th ni chung 0 ) ( ' ' = x u , ngha l 2 < s .
1 = s phi t 1
1
= p . Khi ta c phng php
1 1
k y y
n n
+ =
+
v i ) , (
1 n n
y x hf k = .
y chnh l phng php Euler vi sai s a phng
2
2
) ( ' '
) ( h
h x u
h z
u +
= .
Trc y ta chng minh rng phng php c ng cp 1.
2) Khi q=2: Tng t, c th nhn c cc cng thc Runge-Kutta hi n, c ng
cp 2

), , (
), , (
1 2
1
k y h x hf k
y x hf k
n n
n n
+ + =
=

) (
2
1
2 1 1
k k y y
n n
+ + =
+

hoc

), 2 / , 2 / (
), , (
1 2
1
k y h x hf k
y x hf k
n n
n n
+ + =
=


2 1
k y y
n n
+ =
+
.
3) Khi q=4: c th nhn c cng thc Runge-Kutta c ng cp 4
), 2 / , 2 / (
), , (
1 2
1
k y h x hf k
y x hf k
n n
n n
+ + =
=

), , (
), 2 / , 2 / (
3 4
2 3
k y h x hf k
k y h x hf k
n n
n n
+ + =
+ + =

) 2 2 (
6
1
4 3 2 1 1
k k k k y y
n n
+ + + + =
+
.
T hd. Li xt bi ton Cauchy trong mc 2
2 ) 0 ( , 2 ) ( ' = + =

u e u x u
x

trn on [0; 0.5] vi bc li 1 . 0
1
= h . Kt qu tnh nghim gn ng bng cc phng
ph p Runge-Kutta v i ng cp 4 cho trong bng sau

124
x y
RK
u |u-y
RK
|
0.1000
0.2000
0.3000
0.4000
0.5000
1.7236
1.4891
1.2896
1.1196
0.9744
1.7236
1.4891
1.2896
1.1196
0.9744
0.0000
0.0000
0.0000
0.0000
0.0000
tc l nghim gn ng trng vi nghim ng n 4 ch s sau du chm thp phn.

4. Vn xc nh nghim gn ng vi sai s cho trc
Khi gii gn ng bi ton Cauchy trong mt khong bng mt phng php c
th ngi ta quan tm phi chia nh khong cho thnh bao nhiu khong con bng
nhau tc l xy dng li tnh ton vi bc li bng bao nhiu thu c nghim gn
ng vi sai s cho trc. Mc d v l thuyt ta bit bc ca sai s, chng hn bc p, tc
l
p
n
Mh z s | | , nhng v hng s M ta khng bit nn khng th t nh gi sai s suy ra h
t ng cho trc. Tuy nhin, trong qu trnh tnh ton ta c th kim sot c sai
s da vo kt qu tnh trn hai li vi bc h v h/2. iu ny c l gii bi nguyn
l Runge sau y:
K hi u
) (h
n
y v
) 2 / (h
n
y l gi tr gn ng ca ) (
n n
x u u = tnh trn cc li h v
2 / h , trong nh x x
n
+ =
0
. Khi i vi phng php c ng cp p ta c

. ) (
,
2
) 2 / (
) (
p
h
n
h
n
p
n
h
n
M u y
Mh u y
~
~

T c c ng thc gn ng tr n suy ra
1 2
) 2 / ( ) (
) 2 / (

~
p
h
n
h
n
n
h
n
y y
u y . (18)
Do nu l y
n
h
n
u y ~
) 2 / (
thsai s tuyt i s xp x
1 2
) 2 / ( ) (

p
h
n
h
n
y y
.
rng i vi phng php Eul er p = 1 n n
) 2 / ( ) ( ) 2 / ( h
n
h
n n
h
n
y y u y ~ , cn i
vi phng php Eul er ci ti n p = 2 n n
) 2 / ( ) ( ) 2 / (
3
1
h
n
h
n n
h
n
y y u y ~ .
T hd. Vn xt bi ton Cauchy trong mc 2
125
2 ) 0 ( , 2 ) ( ' = + =

u e u x u
x

trn on [0; 0.5]. Kt qu tnh ton di y bng phng php Euler vi bc li
1 . 0 = h v 2 / h cho thy tnh kh dng ca nh gi (18) ki m so t sai s .

x y
(h)
y
(h/2)
u |y
(h)
-y
(h/2)
| |y
(h/2)
-u|
0.1000 1.7000 1.7126 1.7236 0.0126 0.0110
0.2000 1.4505 1.4709 1.4891 0.0204 0.0181
0.3000 1.2423 1.2672 1.2896 0.0250 0.0224
0.4000 1.0679 1.0950 1.1196 0.0271 0.0246
0.5000 0.9213 0.9490 0.9744 0.0277 0.0254
By gi cho trc chnh xc
3
10

= c v s im li ban u l 5. Hm vit
bng MATL AB sau thc hin vic tnh ton v chia li nh dn t nghim vi sai s
eps cho trc.
% Ham tinh nghiem gan dung cua bai toan
% Cauchy u'=f(x,u), u(x0)=u0 trong khoang [a, b], x0=a
% bang phuong phap Euler voi do chinh xac
% epsilon cho truoc
% ham f dua vao tu man hinh boi lenh inline
% Thi du f=inline('exp(-x)-2*u','x','u')
% Ket qua: y la vec to gia tri cua ham, N la so doan chia
function [y,N]=Euler(f,a,b,u0,eps)
N=5;
h=(b-a)/N;
saiso=10;
while saiso > eps
N=(b-a)/h
% Tinh tren luoi h
y(1)=u0+h*f(a,u0);
for n=1:N %tinh cac diem x(n)
x(n)=a+n*h;
end;
% tinh y(x0+nh)
for n=1:N-1
y(n+1)=y(n)+h*f(x(n),y(n));
end;
% Tinh tren luoi h/2
h1=h/2;
N1=2*N;
y1(1)=u0+h1*f(a,u0);
for n=1:N1 %tinh cac diem x(n)
x1(n)=a+n*h1;
end;
% tinh y(x0+nh)
for n=1:N1-1
y1(n+1)=y1(n)+h1*f(x1(n),y1(n));
end;
% tinh do lech cua 2 nghiem tai cac diem xn=x0+nh
126
for n=1:N
z(n)=abs(y1(2*n)-y(n));
end;
saiso=max(z)
h=h1;
end;
S dng hm ny p dng vo th d trn kt qu l trn li 160 im ta c
nghi m gn ng v i sai s nh hn 0.001.

Bi tp
1. Tm nghim ca bi ton Cauchy trn li u xy dng trn on [a, b], u
tin vi bc li 2 . 0 = h , sau v i 1 . 0 = h bng cc phng php Euler, Euler ci tin
v phng php Runge-Kutta. nh gi sai s ca nghi m bng nguy n l Runge. So
snh nghim s tr thu c vi nghim ng ) (x u .
a) ; 1 0 , 0 ) 0 ( , ' s s = = x u x u 2 / ) (
2
x x u = .
b)
2
1 1 1
' , (1) 0, 1 2; ( )
2
xu
u u x u x x
x x
+ | |
= = s s =
|
\ .
.
c) 1 2 ) ( ; 1 0 , 1 ) 0 ( ,
2
' + = s s = = x x u x u
u
x
u u .
d)
2 /
2
) ( ; 1 0 , 1 ) 0 ( , '
x
e x u x u xu u = s s = = .
e)
x
x
x u x u
x
xu u
u
ln 1
) ( ; 2 1 , 1 ) 1 ( , '
2
2

= s s =
+
= .
f ) ' , (0) 1; 0 0.5; ( ) 2 1.
x
u x u u x u x e x = + = s s =
2. Tm nghim gn ng ca cc bi ton trn vi sai s 0.001 bng cc phng
php phng php Euler v Euler ci tin vi s on chia ban u bng 5.
3. S dng cc chng trnh cho trong Ph lc 2 gii cc bi ton trong bi tp 1
v i sai s 10
-3.



127


Ti liu tham kho

1. Phm K Anh, Gii tch s, Nh XB HQG H ni, 1998.
2. L Trng V i nh, Gi i tch s, Nh XB KH-KT, H ni, 2000.
3. Dng Thu V, Gio trnh phng php tnh, Nh XB KH-KT, H ni, 2001.
4. Samarskij A.A., Nhp mn cc phng php s, Matxcva, Nauka, 1987 (ting
Nga).
5. Bakhvalov N. C. Cc phng php s, I, Matxcva, Nauka, 1973 (ting Nga).
6. Burchanan J. I , Turner P.R., Numeri cal methods and anal ysi s, McGraw-Hi l l ,
I nc., 1992.
7. Quateroni A., Methodes numeri que pour l e cal cul sci entf i que, Programmes en
MATL AB, Spri nger-V erl ag, France, 2000.
8. L Vn Doanh, Trn Khc Tun, 101 thut ton v chng trnh bi ton KHKT
v kinh t bng Pascal, Nh XB KH-KT, H ni, 1993.
9. Rakitin V. I., Pervushkin V. E., Hng dn thc hnh phng php tnh,
Matxcva, Nh XB i hoc, 1998 (ting Nga).
10. Verzbiskii V. M., Cc phng php s, Matxcva, Nh XB i hoc, 2001 (ti ng
Nga).


128
Ph l c 1

ma t l a b - mt mi trng tnh ton
k thut v ho nhanh

MATLAB ca cng ty MathWorks l mt phn mm c kh nng tnh ton nhanh v
ho phong ph, mt ngn ng l p trnh bc cao k m theo c c b cng c (tool box) chuy n
dng c cc nh k thut s dng rng ri tnh ton, phn tch, thit k v gii cc
bi ton phc tp. N cng c s dng nh mt cng c hc v gii bi tp trong cc
trng i hc trn th gii
A. S lc v cc kh nng chnh ca MATLAB
1. Kh n ng tnh to n
1.1 Tnh lun biu thc hoc hm s
MATLAB l mt mi trng tnh ton k thut nhanh vi c ch thng dch. Trong
MATLAB ngi ta tch hp cc tnh ton ma trn, gii tch s v x l tn hiu vo
trong mt mi trng d s dng. Ngi dng c th d dng thc hin cc php ton ma
trn, tnh nh thc, gii h phng trnh, tm gi tr ring, thc hin khai trin Cholesky...
bng mt vi dng lnh vit trong ca s lnh. Cc k s c th nhanh chng gii mt bi
ton ti u ho, hay gii mt phng trnh vi phn, tm nghim ca mt phng trnh phi
tuyn, gii phng trnh Laplace bng phng php sai phn ....
Th d, tm cc tiu ca hm s f(x)=x
3
-2x+5 trong khong [ 0, 2] chcn g trong ca
sl nh dng l nh y=f mi n( x.^3-2* x+5 ,0,2), ri Enter. Khi ta s c ngay kt qu
y=0.8165.
Nhng ngi lm phn tch s liu hoc x l tn hiu cng c th tho mn bi cc hm
c sn trong MATLAB chng hn cc bin i Fourier, cc hm lc,... Nhng ngi lm
vt l - ton cng c cung cp cc hm c bit nh cc hm Bessel, Beta, Gama,
Henkel , Legendre,...
Ni tm li, vi MATLAB ngi dng c sn trong tay cc hm c bn nht p ng yu
cu cng vi c ca mnh.
1.2 L p tr nh n gin kiu ngn ng biu thc
MATLAB l mt mi trng lp trnh n gin, m v mnh cho php pht trin cc ng
dng trong mt phn nh thi gi an so v i vi c s dng FORTRAN, BASI C, PASCAL
hoc C v n cung cp mt s lng ln (trn 500) cc hm ci t sn v cc hm di
dng cc tp ui m . Ngi s dng c th phn tch, m x cc chng trnh ngun
trong cc lnh vc Ton, Tr chi v linh tinh khc ci bin hoc dng mt cch thch
hp trong cc chng trnh ca mnh.
129

2. Kh n ng xy dng giao din
Vi MATLAB chng ta c th xy dng c giao din thun tin v sinh ng bao gm
cc thc n, nt lnh v cc nt iu khin khc cho mt ng dng m chng ta vit.
3. Kh n ng ho
MATLAB cung cp cc hm ho 2 chiu (2D) v 3 chiu (3D). Nh chng ta c th
v c th ca hm bt k 1 bin hoc 2 bin, v c cc kiu mt v li, cc
contour, trng vn tc,...Ngoi ra MATLAB cn v c cc i tng 3 chiu phc tp
nh hnh tr, hnh cu, hnh xuyn,... MATLAB cng cung cp kh nng hot hnh, x l
nh v m thanh.

B. M t s k i n t hc c b n
1. Ch lm vic
MATLAB lm vic hai ch : tng tc v lp trnh.
Trong ch tng tc ngi dng c th g tng lnh trong ca s lnh sau du nhc
lnh v g Enter. MATLAB s thc hin v hin th kt qu.
Thd: G si n(pi /4) . . My s tnh v cho kt qu
ans =
0.7071
G a=sqrt(2) . . Kt qu l
a =
1.4142
G f or i =1:4 ; a(i )=si n(pi /i ); end . . M y s tnh mt mng a gm 4 gi tr. Mun hi n
thkt qu g a . ta s thy kt qu l
a =
0.0000 1.0000 0.8660 0.7071
T r ong ch lp tr nh ngi dng vit mt chng trnh bng MATLAB Editor hoc
mt h son tho bt k v ghi vo mt tp c ui m, th d test.m. chy chng trnh
ny ch cn g tn tp chng trnh ri g . , thd test ..
2. Cu lnh v bin
- Tr n c ng mt dng c thvi t nhi u l nh. Mi l nh c ch nhau bi du phy (,) hoc
du chm phy (;). Nu sau lnh l du chm phy th MATLAB s hin th kt qu
thc hin lnh trong ca s lnh. Cu lnh di c th vit trn nhiu dng, nhng
cc dng phi c ni vi nhau bi du ba chm (...).
130
- MATLAB phn bit cc bin ch thng v ch hoa. Th d A v a l khc nhau.
- Cc bin khng cn phi m t kiu d liu v kch c. Ty theo cc gi tr c gn
cho bin m kiu v kch c s c xc nh cho ph hp.
- MATLAB xem tt c d liu l cc ma trn ( m vc t l trng hp ring khi ch c
mt hng hoc mt ct) nh tn gi ca phn mm ny l MATrix LABoratory. Ma
trn c th c nhp trc tip t ca s lnh. Ht mi hng ca ma trn phi g .
hoc du chm phy xung dng. Thd g A=[ 1 2 3 ;3 4 5] ta s thy kt qu
A =
1 2 3
3 4 5
Ma trn c thcho bi cu l nh. Thd g B=1:5 . cho kt qu
B =
1 2 3 4 5
3. C c php to n ma tr n
3.1 Cng, tr, nhn v chia tng phn t
Gi s A v B l hai ma trn cng c. Khi MATLAB c th thc hin cc php ton:
cng A+B, tr A-B, nhn tng phn t A.* B, chi a tng phn t A./B.
Th d di y l dy cc lnh v kt qu tng ng
>>A=[ 1 2 3] ; .
>>B=[ 5 6 7] ; .
>>Tong=A+B .
Tong =
6 8 10
>>Hi eu=A-B .
>>Hi eu =
-4 -4 -4
>>Ti chPhanTu=A.* B .
Ti chPhanTu =
5 12 21
>>ThuongPhanTu=A./B .
ThuongPhanTu =
0.2000 0.3333 0.4286

3.2 Nhn ma tr n
Php nhn ma trn A*B c thc hin nu s hng ca B bng s ct ca A.

131
3.3 Php chia ma tr n
Php chi a tr i X=A\B l gii h phng trnh A*X=B, tc l X=A
-1
* B.
Php chia phi Y= B/A l gii h phng trnh X*A=B, tc l X= B* A
-1
.
Thd: gi i h phng trnh
2x
1
+ x
2
= 1
x
1
- x
2
= 2
cn thc hi n c c l nh sau
>>A=[ 2 1; 1 -1]
>>b=[ 1; 2]
>>x=A\b
4. T p lnh
Cc chng trnh v hm do ngi dng vit u c ghi thnh cc tp ui m. Dng ch
gi i bt u bi k t %.
Th d v hm t to tnh chu vi ng trn bn knh r:
function c=chuvi(r)
% Tinh chu vi duong tron ban kinh r.
% Neu ham duoc ap dung cho ma tran r
% thi gia tri tra ve se la mot ma tran.
c=2*pi*r
% ham nay ghi ngam dinh thanh tep chuvi.m
Gi hm: th d g chuvi(5) ..

5. C c cu lnh iu khin ca M AT L AB
5.1 Cu tr c if ... end
C ph p:
i f bi u thc i u ki n
c c l nh
end

i f bi u thc i u ki n 1
c c l nh
el sei f bi u thc i u ki n 2
c c l nh
el se
c c l nh
end
Thd1:
if a<50
count=count+1;
sum=sum+a
end;
132
Thd 2:
if i == j
a(i,j) = 2;
elseif abs([i j]) == 1
a(i,j) = 1;
else
a(i,j) = 0;
end

5.2 Vng lp x c nh: for ... end
C ph p:
for bi n=gi tru : gi a s : gi trcui
c c l nh
end
Nu gi a s =1 c thb qua
Thd 1:
a = zeros(n,n)
f or i = 1:n
f or j = 1:n
a(i ,j ) = 1/(i +j -1);
end
end;
5.2 Vng lp khng x c nh: while ... end
C ph p:
whi l e bi u thc i u ki n
c c l nh
end
Thd:
S=2;
n=1;
x=1;
whi l e x/(n+1)>10^-8/3
x=x/(n+1);
S=S+x;
n=n+1;
end;

5.3 Chn trng hp tu theo gi tr ca bin: switch ... end
swi tch bi n
case gi tr1,
c c l nh
case { gi tr2, gi tr3, ,...}
c c l nh
133
...
otherwi se
c c l nh
end

5.5 T ho t khi vng lp for hoc while:
Break


6. Nhp mt hm t mn hnh
Mt hm xc nh bi mt biu thc ton hc c th nhp trc tip t ca s lnh.
Th d, nhp hm
2
( ) 4 2
x
f x e x = ta g
>> f=inline('4-exp(x)-2*x*x').

7. M t s lnh vo/ra
7.1 M v ng tp
Trc khi c hoc ghi vo mt tp cn m tp bng lnh fopen.
C ph p: f i d=f open(t n tp, chnh thao t c).
Ch nh thao tc l mt xu k t:
r c
w ghi
a ghi ni ti p
r+ c c v ghi
Nu tp m thnh cng th mt gi tr c gi l qun s s tr vcho bi n f i d.
Thd: fid=fopen('d:\pps\Jacobi1.txt','w')
Tp m c ng bi l nh f cl ose.
C ph p: status=f cl ose(f i d).
7.2 Ghi tp nh dng text v xu
Lnh fprint bin i d liu thnh xu k t v kt xut chng ln mn hnh hoc ghi vo
tp.
C ph p: count=f pri nt(f i d, f ormat , A,...), trong :
- fid l qun s ca tpp m
- A,... l cc ma trn
- format l xu k t nh dng vi cc k t nh dng sau:
\n xung dng
\t tab
\b khong trng
%e vi t s ki u khoa hc
134
%f vi t s ki u du chm c nh
%g hoc %e hoc %f sao cho gn nht.
Th d: To ra tp exp.txt cha bng cc gi tr ca hm
x
e v i c c gi trx
i
=0.1* i
x=0:0.1:1;
y=[x ;exp(x)];
fid=fopen('d:\tam\exp.txt','w');
fprintf(fid,'%6.2f %12.8f \n',y)
fclose(fid)

8. ha 2 chiu
8.1 V ng ni cc im
C ph p: pl ot(x, y)
(x
i
, y
i
) l ta ca cc im.
Thd: V th hm y=sin(x) trong khong [-pi , pi ]
x=-pi:pi/10:pi;
y=sin(x);
plot(x,y)
8.1 V th ca mt hm
C php: fplot(tn hm, khong, s im , ch th ng)
S im , ch th ng khng bt buc.
Th d: V th hm c lu thnh tp fun.m trong khong [-2, 2]
>>f pl ot( f un , [ -2, 2] )
V th hm x
2
trong khong [ -2, 2] d ng mu :
>>f pl ot( x.^2 , [ -2, 2] , r )
135
PH LC 2
CI T MT S THUT TON BNG MATLAB

TH D PHN M U
Tnh v ghi kt qu vo tp
1
1
1 , 2 25,
1/ .
n n
I nI n
I e

= s s
=

I(1)=exp(-1);
for n=2:25
I(n)=1-n*I(n-1);
end;
fid=fopen('Modau1.txt','w');
fprintf(fid,' Ket qua tinh toan I(n) voi n=25 \n')
fprintf(fid,'%12.4f %13.4f %14.4f %14.4f %14.4f
\n',I(1:25))
fclose(fid)

GII GN NG H PHNG TRNH TUYN TNH

Phng php kh Gauss

Giai on 1 (Qu trnh thun): kh x
i
mt cch ln lt a h phng trnh v dng
tam gic trn.
Giai on 2 (Qu trnh ngc): gii h tam gic trn t di ln trn.

function x=khugauss(n,a)
% INPUT: n la co cua he phng trinh, a(n,n+1) la ma tran cac he
% so, trong do ve phai la cot thu n+1.
% OUTPUT: x vec to la nghiem.
clc;
fprintf('Ma tran da cho:\n');
a
%show matrix a
%----------------
%Qua trinh thuan
%----------------
c=zeros(n);
for i=1:n
%Xet phuong trinh i, bien doi a(i,i) = 1
if a(i,i)==0
fprintf('He suy bien');
break;
end
136
aii=a(i,i);
%Chia hai ve cua phuong trinh thu cho a(i,i)
%de khu x(i)
for j=1:n+1
a(i,j)=a(i,j)/aii;
c(j)=a(i,j);
end;
for ii=i+1:n
%Cong phuong trinh thu ii voi phuong trinh c
% Sau khi phuong trinh c da nhan voi -a(ii,i)
mul=-(a(ii,i));
for j=1:n+1
a(ii,j)=a(ii,j)+c(j)*mul;
end
end
fprintf('Khu x(%d)\n',i);
%show matrix a
a
%----------------
%Qua trinh nguoc
%----------------
y=[];
y(n)=a(n,n+1);
k=n-1;
while k>0
s=0;
for j=k+1:n
s=s+a(k,j)*y(j);
end
y(k)=a(k,n+1)-s;
k=k-1;
end
x=y;
end

p dng: Gii h phng trnh Ax = b vi
2 4 3
3 1 -2
4 11 7
A
(
(
=
(
(

,
4
2
7
b
| |
|
=
|
|
\ .
.
>> n=3;
>> a = [
2 4 3 4
3 1 -2 -2
4 11 7 7];
>> x=khugauss(n,a)
Ma tran da cho:
2.000 4.000 3.000 4.000
137
3.000 1.000 -2.000 -2.000
4.000 11.000 7.000 7.000
-------------------------------------------------
Khu x(1)
1.000 2.000 1.500 2.000
0.000 -5.000 -6.500 -8.000
0.000 3.000 1.000 -1.000
-------------------------------------------------
Khu x(2)
1.000 2.000 1.500 2.000
0.000 1.000 1.300 1.600
0.000 0.000 -2.900 -5.800
-------------------------------------------------
Khu x(3)
1.000 2.000 1.500 2.000
0.000 1.000 1.300 1.600
0.000 0.000 1.000 2.000
-------------------------------------------------
x =
1
-1
2


Phng php lp Jacobi

Qu trnh lp thc hin theo cng thc:
,... 2 , 1 , 0 ; ,.., 2 , 1
1
= = + =

=
+
k n i
a
b
x
a
a
x
n
i j ii
i k
ii
ij k
i

Vit trong dng vc t: x
k+1
=Sx
k
+F
iu kin hi t: q=||S||

<1.

function [x,k]=Jacobi(A,b,eps)
% INPUT: A la ma tran vuong cap n, b la cot ve phai,
% eps la sai so cho truoc
% OUTPUT: x la nghiem tim duoc, k la so lan lap da thuc hien
% Dua he ve dang x=Sx+f
% Trong chuong trinh su dung xap xi ban dau bang 0,
% van dung cac mang cu la A va b
n=size(A,1);
for i=1:n
b(i)=b(i)/A(i,i);
for j=1:n
if j ~=i
A(i,j)=-A(i,j)/A(i,i);
end;
138
end;
end;
for i=1:n
A(i,i)=0;
end
q=norm(A,inf);
fprintf('q = %7.4f \n',q);
if q<1
fprintf('He thoa man dieu kien hoi tu Jacobi\n');
%Qua trinh lap
k=0
x0=b
saiso=1
while saiso >eps
x=A*x0+b
saiso=norm(x-x0,inf)
x0=x
k=k+1
end
else
fprintf('He khong thoa man dieu kien hoi tu Jacobi');
x=['?','?','?'];
k=0;
end


p dng
Th d 1: Gii h phng trnh Ax = b vi
2 4 3
3 1 -2
4 11 7
A
(
(
=
(
(

,
1
2
3
b
| |
|
=
|
|
\ .
.

>> A=[2 4 3; 3 1 -2; 4 11 7];
>> b=[1;2;3;];
>> [x,k]=Jacobi(A,b,0.01)
q = 5.0000
He khong thoa man dieu kien hoi tu Jacobi
x =
???
k =
0

Th d 2: Gii h phng trnh Ax = b vi
139
5 -1 2
1 4 -1
1 1 4
A
(
(
=
(
(

,
8
4
4
b
| |
|
=
|
|

\ .
.
>> A=[5 -1 2;1 4 -1; 1 1 4];
>> b=[8; -4; 4];
>> [x,k]=Jacobi(A,b,0.001)
q = 0.6000
He thoa man dieu kien hoi tu Jacobi
x =

1.0000
-1.0002
0.9998

k =

7


Phng php lp Gauss-Seidel

tng ca phng php l tm thnh phn th thnh phn th i ca nghim tip theo
x
(k+1)
da vo chnh i-1 thnh phn tnh c ca n v cc thnh phn cn li da vo
nghim x
(k)
trc , tc l x
(k+1)
tm c t h:
,... 1 , 0 ; ,..., 2 , 1
1 1
) ( ) 1 (
= = = +

= + =
+
k n i b x a x a
i
j
i
n
i j
k
j ij
k
j ij


function [x,k]=IMGS(A,b,eps)
% INPUT: A la ma tran vuong cap n, b la cot ve phai,
% eps la sai so cho truoc
% O day sai so la do lecch cua hai xap xi lien tiep.
% OUTPUT: x la nghiem tim duoc, k la so lan lap da thuc hien
% Dua he ve dang x=Sx+f
n=size(A,1);
for i=1:n
b(i)=b(i)/A(i,i);
for j=1:n
if j ~=i
A(i,j)=-A(i,j)/A(i,i);
end;
end;
end;
for i=1:n
A(i,i)=0;
end
140
q=norm(A,inf);
fprintf('q = %7.4f \n',q);
if q<1
fprintf('He thoa man dieu kien hoi tu \n');
%Qua trinh lap
k=0;
x0=b;
saiso=1;
while saiso >eps
x=x0;
for i=1:n % thanh phan thu i
x(i)=A(i,1:n)*x+b(i);
end %for i
% tinh chuan
z=x-x0;
saiso=norm(z,inf);
x0=x;
k=k+1;
end % for while
else
fprintf('He khong thoa man dieu kien hoi tu ');
x=['?','?','?'];
k=0;
end

p dng: Gii h phng trnh Ax = b vi
2 0 -1
-1 3 1
1 1 4
A
(
(
=
(
(

,
3
2
3
b
| |
|
=
|
|
\ .
.
>> A1=[2 0 -1; -1 3 1; 1 -1 4];
>> b1=[-3 2 3];
>> [x,k]= IMGS (A1,b1,0.001)
q = 0.6667
He thoa man dieu kien hoi tu

x =
-1.0001
0.0000
1.0000
k =
5


GII GN NG PHNG TRNH PHI TUYN (PTPT)

141
Gii gn ng PTPT bng phng php chia i
Bc 1: Xc nh khong phn ly (a,b) ca phng trnh.
(a,b) l khong phn ly nu f(a)f(b)) < 0 v f'(x) khng i du trn on [a,b]
Bc 2: Lp trnh

function [r,k] = chiadoi(f,a,b,ep)
% INPUT
% Khoang phan ly a, b
% sai so eps
% ham f
% OUTPUT
% k la so lan lap, hay la so lan chia doi
% r la nghiem gan dung voi sai so eps da cho

k=0;
while b-a > ep
k=k+1;
c=(a+b)/2;
if f(c) == 0
r = c;
elseif f(a)*f(b) < 0
b=c;
else
a=c ;
end;
end;
r=c;

V d:
Tm nghim gn ng ca phng trnh 4 - e
x
- 2x
2
= 0 vi chnh xc 10
-2

Gii:
f(x) = 4 - e
x
- 2x
2
C f(0)f(1) = 3(-0.71) < 0 v f'(x) = -e
x
- 4x < 0 / [0,1]
Vy khong phn ly l [0, 1]

>> f = inline('4-exp(x)-2*x^2')
>> a=0; b=1; eps=0.01;
>> [r,k] = chiadoi(f,a,b,eps)
r =
0.4922
K =
7


Gii gn ng PTPT bng phng php lp n

142
Bc 1: Xc nh khong phn ly (a,b). Chn im x
0
e [a, b]
Bc 2: Chuyn phng trnh y=f(x) v dng x=g(x). Tc l xc nh hm g(x)
Bc 3: Vit chng trnh:

%function [r,k] = lapdon(g,x0,eps)
% INPUT
% iem x0 trong khoang phan ly
% sai so eps
% ham f
% OUTPUT
% k la so lan lap
% r la nghiem gan dung voi sai so eps da cho
function [r,k] = lapdon(g,x0,eps)
e=1;
k=0;
while e>eps
x = g(x0);
e = abs(x-x0);
x0 = x
k = k+1;
end;
r = x;

V d
Tm nghim gn ng nghim dng ca phng trnh x
3
- 2x - 5 = 0 vi chnh xc
10
-3
v vi phn ly rng bng 1.

Gii:
Ta c f(2)f(3) <0 v f'(x) = 3x - 2 > 0 trn on [2,3]. Vy (2,3) l khong phn ly vi
rng bng 1. Ta chn x0 = 2.5 e [2, 3].
g(x) = (2x + 5)
1/3

>> g = inline('(2*x + 5)^(1/3)')
>> x0=2.5; eps=10^-3;
>> [r,k] = lapdon(g,x0,eps)
r =
1.5272
K =
5

Gii gn ng PTPT bng phng php Newton

Bc 1: Xc nh khong phn ly (a,b).
Bc 2: Xc nh im Fourier x
0
.
x
0
l im Fourier nm trong khong phn ly nu tha mn: f(x
0
)f''(x
0
) > 0.
143
Bc 3: Vit chng trnh tnh dy x
n
= x
n-1
- f(x
n-1
)/f(x
n-1
)
Ta t v phi l hm g(x), v tnh bn ngoi chng trnh d dng ci t chng
trnh. Khi x
n
= g(x
n-1
). Qu trnh lp dng khi |x
n
x
n-1
|
2
< epsilon cho trc.

function [r,k]=newton(g,x0,eps)
% INPUT
% iem x0 la diem Fourier nam trong khoang phan ly
% sai so eps
% ham f
% OUTPUT
% k la so lan lap
% r la nghiem gan dung voi sai so eps da cho
e=1;
k=0;
while e>eps
x=g(x0);
e=abs(x-x0)^2;
x0=x;
k=k+1;
end
r=x;


V d 1: Tm nghim gn ng ca phng trnh x + e
x
= 0 vi chnh xc 10
-3
.

Gii:
Bc 1: f(x) = x + e
x

Ta c f(0)*f(-1)< 0 v f'(x) = 1 + e
x
> 0 trn on [-1, 0].
Vy (-1, 0) l khong phn ly.
Bc 2: Ta c f''(x) = e
x
, do f(0)f"(0) > 0.
Vy c th chn im fourier l x0 = 0.
Bc 3: g(x) = e
x
(x-1)/(e
x
+1)

>> g = inline('exp(x)*(x-1)/(exp(x)+1)')
>> x0=0; eps=0.001;
>> [r,k] = newton(g,x0,eps)
r =
-0.5671
k =
3

c th xem c dy nghim x v cc dy x-x0, (x-x0)
2
qua tng bc lp th k, ta
lu chng vo mng I(k, 1:3) nh chng trnh sau y:

function [r,k] = newton1(g,x0,eps)
144
e =1;
k=0;
while e > eps
k=k+1;
x=g(x0);
I(k,1)=x;
I(k,2)=x-x0;
I(k,3)=(x-x0)^2;
e=abs(x-x0)^2;
x0=x;
end
r=x;
disp(' x x-x0 (x-x0)^2' )
disp(I)

p dng:

>> g = inline('exp(x)*(x-1)/(exp(x)+1)')
>> x0=0; eps=0.001;
>> [r,k] = newton1(g,x0,eps)
x x-x0 (x-x0)^2
-0.5000 -0.5000 0.2500
-0.5663 -0.0663 0.0044
-0.5671 -0.0008 0.0000
r =
-0.5671
k =
3

V d 2: Gii gn ng phng trnh f(x) = x
2
- x - 1, vi chnh xc 10
-3
.

Bc 1: f(1)*f(2) < 0, f'(x) = 2x-1 > 0 trn [1,2]. Vy (1,2) l khong phn ly.
Bc 2: Xc nh im Fourier x
0

f''(x) = 2 > 0. Suy ra f(2)f''(2) > 0. C th chn im Fourier x
0
= 2
Bc 3: g(x) = x - f(x)/f'(x) = (x
2
+1)/(2x-1)

>> g=inline('(x^2+1)/(2*x-1)')
>> x0=2;
>> eps=10^-3;
>> x0=2;
>> [r,k] = newton1(g,x0,eps)
x x-x0 (x-x0)^2
1.6667 -0.3333 0.1111
1.6190 -0.0476 0.0023
1.6180 -0.0010 0.0000

r =
145

1.6180

k =
3



NI SUY V XP X HM S

Ni suy Lagrange

function c=noisuy_lagrange(n,X,Y,x)
% n la so diem cho truoc
% X, Y la mang cac gia tri cua X va Y
% x la diem tai do can tinh gia tri cua ham
y=0;
for i=1:n
p=1;
for j=1:n
if j ~=i
p=p*((x-X(j))/(X(i)-X(j)));
end
end
y=y+Y(i)*p;
end
c=y;
end


p dng
Da vo bng gi tr ca hm y=3
x
di y

x -1 0 1
Y 1/3 1 3
tnh 3
1/2
.

>> X=[-1 0 1];
>> Y=[1/3 1 3];
>> c=noisuy_lagrange(3,X,Y,1/2)
c =
1.8333


Ni suy Newton trn li khng cch u
146

function y=NoiSuy_newton_kd(n,X,Y,x)
% n= so nut noi suy
% X(1:n) = mang cac nut noi suy
% Y (1:n) = mang gia tri cua ham tai cac nut noi suy
% x = diem tai do can noi suy
y = Y(1);
tich = 1;
for i=1:n-1 %tinh ty sai phan bac i
for j=1:n-i
Y(j)=(Y(j+1)-Y(j))/(X(j+i)-X(j));
end
tich=tich*(x-X(i));
y=y + tich*Y(1);
end


p dng

>> X=[-1 0 1];
>> Y=[1/3 1 3];
>> c=noisuy_lagrange(3,X,Y,1/2)
c =
1.8333



TCH PHN S

Tnh gn ng tch phn theo cng thc hnh thang

% Ham tinh gan dung tich phan bang pp hinh thang
function I=hinhthang(f,a, b,n)
%INPUT: f la ten ham duoi dau tich phan,
% a va b la cac can tich phan, n la so doan chia
% OUTPUT: gia tri gan dung cua tich phan
h=(b-a)/n;
for i=1:n+1
x(i)=a+(i-1)*h;
y(i)=f(x(i));
end;
S=0;
for i=1:n+1
S=S+y(i);
end;
S=S-(y(1)+y(n+1))/2;
147
I=S*h

p dng: Tnh gn ng tch phn
}
+
1
0
1 x
dx
bng cng thc hnh thang vi s on chia n
=10 v n=20.
>> f=inline('1./(1+x)');
>> I=hinhthang(f,0, 1,10);
I =

0.6938
>> I=hinhthang(f,0,1,20)

I =

0.6933

PHNG PHP S GII PHNG TRNH VI PHN THNG
Phng php Euler
% chuong trinh tinh nghiem gan dung cua bai toan
% Cauchy u'=f(x,u), u(x0)=u0 trong khoang [a, b], x0=a
% bang phuong phap Euler voi do chinh xac
% epsilon cho truoc
% ham f dua vao tu man hinh boi lenh inline
% Thi du f=inline('exp(-x)-2*u','x','u')
% Ket qua: y la vec to gia tri cua ham, N la so doan chia
function [y,N]=Euler(f,a,b,u0,eps)
N=5;
h=(b-a)/N;
saiso=10;
while saiso > eps
N=(b-a)/h
% Tinh tren luoi h
y(1)=u0+h*f(a,u0);
for n=1:N %tinh cac diem x(n)
x(n)=a+n*h;
end;
% tinh y(x0+nh)
for n=1:N-1
y(n+1)=y(n)+h*f(x(n),y(n));
end;
% Tinh tren luoi h/2
h1=h/2;
N1=2*N;
y1(1)=u0+h1*f(a,u0);
for n=1:N1 %tinh cac diem x(n)
148
x1(n)=a+n*h1;
end;
% tinh y(x0+nh)
for n=1:N1-1
y1(n+1)=y1(n)+h1*f(x1(n),y1(n));
end;
% tinh do lech cua 2 nghiem tai cac diem xn=x0+nh
for n=1:N
z(n)=abs(y1(2*n)-y(n));
end;
saiso=max(z)
h=h1;
end;

p dng:
Giai bai toan Cosi u'=exp(-x)-2u tren doan [0, 0.5]
voi dieu kien dau u(0)=2 voi sai so 0.001.
Ket qua so sanh voi nghiem dung u = exp(-x)+exp(-2x)

f=inline('exp(-x)-2*u','x','u')
[y,N]=Euler(f,0,0.5,2,0.005);
disp('Nghiem dung cua bai toan')
a=0;b=0.5;
h=(b-a)/N;
for n=1:N
x(n)=a+n*h;
u(n) = exp(-x(n))+exp(-2*x(n));
end;
u=u(1:N);
%sai so thuc su
saiso = y - u
fid=fopen('d:\ctMATLAB\Euler.txt','w')
fprintf(fid,' Ket qua tinh theo phuong phap Euler \n')
fprintf(fid,' So doan chia : N = %d \n', N)
fprintf(fid,' x \t y \t u \t saiso \n')
for n=1:N
fprintf(fid,' %8.4f %8.4f %8.4f %10.4f \n',[x(n) y(n)
u(n) saiso(n) ])
end
fclose(fid)


Ket qua tinh theo phuong phap Euler
So doan chia : N = 40
x y u saiso
0.0125 1.9625 1.9629 -0.0004
0.0250 1.9258 1.9265 -0.0008
0.0375 1.8898 1.8909 -0.0011
149
0.0500 1.8546 1.8561 -0.0014
0.0625 1.8201 1.8219 -0.0018
0.0750 1.7864 1.7885 -0.0021
0.0875 1.7533 1.7557 -0.0024
0.1000 1.7209 1.7236 -0.0026
0.1125 1.6892 1.6921 -0.0029
0.1250 1.6582 1.6613 -0.0031
0.1375 1.6277 1.6311 -0.0034
0.1500 1.5979 1.6015 -0.0036
0.1625 1.5688 1.5725 -0.0038
0.1750 1.5402 1.5441 -0.0040
0.1875 1.5122 1.5163 -0.0042
0.2000 1.4847 1.4891 -0.0043
0.2125 1.4578 1.4623 -0.0045
0.2250 1.4315 1.4361 -0.0047
0.2375 1.4057 1.4105 -0.0048
0.2500 1.3804 1.3853 -0.0049
0.2625 1.3556 1.3607 -0.0051
0.2750 1.3313 1.3365 -0.0052
0.2875 1.3076 1.3128 -0.0053
0.3000 1.2842 1.2896 -0.0054
0.3125 1.2614 1.2669 -0.0055
0.3250 1.2390 1.2446 -0.0056
0.3375 1.2171 1.2227 -0.0056
0.3500 1.1956 1.2013 -0.0057
0.3625 1.1745 1.1803 -0.0058
0.3750 1.1538 1.1597 -0.0058
0.3875 1.1336 1.1395 -0.0059
0.4000 1.1137 1.1196 -0.0059
0.4125 1.0942 1.1002 -0.0060
0.4250 1.0752 1.0812 -0.0060
0.4375 1.0565 1.0625 -0.0061
0.4500 1.0381 1.0442 -0.0061
0.4625 1.0201 1.0262 -0.0061
0.4750 1.0025 1.0086 -0.0061
0.4875 0.9852 0.9914 -0.0061
0.5000 0.9683 0.9744 -0.0062

Phng php Euler-Cauchy

% Ham tinh nghiem gan dung cua bai toan
% Cauchy u'=f(x,u), u(x0)=u0 trong khoang [a, b], x0=a
% bang phuong phap Euler-Cauchy voi do chinh xac
% epsilon cho truoc
% ham f dua vao tu man hinh boi lenh inline
% Thi du f=inline('x+u')
% Ket qua: y la vec to gia tri cua ham, N la so doan chia
function [y,N]=Euler_Cauchy(f,a,b,u0,eps)
global f a b u0 N
%N=4; % cho truoc so diem tin ban dau
h=(b-a)/4;
saiso=10;
while saiso > eps
%N=(b-a)/h
150
% Tinh tren luoi h
y=EC(h);
% Tinh tren luoi h/2
h1=h/2;
%N1=2*N;
y1=EC(h1);
% tinh do lech cua 2 nghiem tai cac diem xn=x0+nh
for n=1:N
z(n)=abs(y1(2*n)-y(n));
end;
saiso=max(z)
h=h1;
end;
% ham tinh nghiem theo luoi h
function y=EC(h);
global f a b u0
N=(b-a)/h;
ytg=u0+h*f(a,u0);
y(1)=u0+0.5*h*(f(a,u0)+f(a+h,ytg));
for n=1:N %tinh cac diem x(n)
x(n)=a+n*h;
end;

% tinh y(x0+nh)
for n=1:N-1;
ytg=y(n)+h*f(x(n),y(n));
y(n+1)=y(n)+0.5*h*(f(x(n),y(n))+f(x(n+1),ytg));
end;



p dng

% Thi du giai bai toan Cosi u'=x+u tren doan [0, 0.4]
% voi dieu kien dau u(0)=1 voi sai so 0.001.
% Ket qua so sanh voi nghiem dung u = 2*exp(x)-x-1;
%global f N y
f=inline('x+u')
[y,N]=Euler_Cauchy(f,0,0.4,1,0.001);
disp('Nghiem dung cua bai toan')
for n=1:N
x(n)=n*0.4/N;
u(n) = 2*exp(x(n))-x(n)-1;
end;
%sai so thuc su
saiso = y - u
fid=fopen('Euler_Cauchy.txt','w')
fprintf(fid,' Ket qua tinh theo phuong phap Euler \n')
151
fprintf(fid,' So doan chia : N = %d \n', N)
fprintf(fid,' x \t y \t u \t saiso \n')
for n=1:N
fprintf(fid,' %8.4f %8.4f %8.4f %10.4f \n',[x(n) y(n) u(n)
saiso(n) ])
end
fclose(fid)


Kt qu
Ket qua tinh theo phuong phap Euler
So doan chia : N = 8
x y u saiso
0.0500 1.0525 1.0525 -0.0000
0.1000 1.1103 1.1103 -0.0001
0.1500 1.1735 1.1737 -0.0001
0.2000 1.2426 1.2428 -0.0002
0.2500 1.3178 1.3181 -0.0003
0.3000 1.3994 1.3997 -0.0003
0.3500 1.4877 1.4881 -0.0004
0.4000 1.5832 1.5836 -0.0005

Phng php Runge-Kutta

% chuong trinh tinh nghiem gan dung cua bai toan
% Cauchy u'=f(x,u), u(x0)=u0 trong khoang [a, b], x0=a
% bang phuong phap Runge-Kutta
% ham f dua vao tu man hinh boi lenh inline
% Thi du f=inline('x+u')
% Ket qua: y la vec to gia tri cua ham, N la so doan chia
function y=RK4(f,a,b,u0,N)
h=(b-a)/N;
for n=1:N
x(n)=a+n*h;
end;
k1=h*f(a,u0);
k2=h*f(a+h/2,u0+k1/2);
k3=h*f(a+h/2,u0+k2/2);
k4=h*f(a+h,u0+k3);
y(1)=u0+(k1+2*k2+2*k3+k4)/6;
for n=1:N-1
k1=h*f(x(n),y(n));
k2=h*f(x(n)+h/2,y(n)+k1/2);
k3=h*f(x(n)+h/2,y(n)+k2/2);
k4=h*f(x(n)+h,y(n)+k3);
y(n+1)=y(n)+(k1+2*k2+2*k3+k4)/6;
end;
152


p dng

% Thi du giai bai toan Cosi u'=x+u tren doan [0, 0.4]
% voi dieu kien dau u(0)=1 bang phuong phap RK4.
% Ket qua so sanh voi nghiem dung u = 2*exp(x)-x-1;
f=inline('x+u','x','u')
y=RK4(f,0,0.4,1,4);
disp('Nghiem dung cua bai toan')
N=4;
for n=1:N
x(n)=n*0.4/N
u(n) = 2*exp(x(n))-x(n)-1;
end;
%sai so thuc su
saiso = y - u
fid=fopen('RK4.txt','w')
fprintf(fid,' Ket qua tinh theo phuong phap RK \n')
fprintf(fid,' So doan chia : N = %d \n', N)
fprintf(fid,' x \t y \t u \t saiso \n')
for n=1:N
fprintf(fid,' %8.4f %8.4f %8.4f %10.4f \n',[x(n) y(n) u(n)
saiso(n) ])
end
fclose(fid)

Kt qu
Ket qua tinh theo phuong phap RK
So doan chia : N = 4
x y u saiso
0.1000 1.1103 1.1103 -0.0000
0.2000 1.2428 1.2428 -0.0000
0.3000 1.3997 1.3997 -0.0000
0.4000 1.5836 1.5836 -0.0000




153
Mc l c

Li ni u 2
M u 3
1. Phng php s l g 3
2. S kh c bi t ca to n tnh v i to n l thuyt 3
3. Phng php s, cc phn mm ton hc v tnh ton khoa hc 6
Chng 1. Xp x v sai s 7
1. S gn ng v sai s ca n 7
2. S l an truyn sai s 10
3. C c l o i sai s 14
Bi tp
15
Chng 2. Cc phng php s trong i s tuyn tnh 16
1. M u 16
2. Cc phng php trc tip gii h phng trnh tuyn tnh 20
3. Cc phng php lp 26
4. Vn n nh ca nghim ca h phng trnh 34
5. Tnh gn ng gi tr ring v vc t ring ca ma trn 36
Bi tp
40
Chng 3. Gii gn ng phng trnh phi tuyn 44
1. Nghim v khong phn ly nghim 44
2 Phng php chia i 46
3. Phng php lp n 47
4. Phng php Newton 52
5. Phng php ct tuyn 57
6. Phng php dy cung 58
7. Phng php lp n gii h phng trnh phi tuyn 59
Bi tp
63
Chng 4. Ni suy v xp x hm s 65
1. Bi ton ni suy hm s 65
2. a thc ni suy Lagrange 66
3*. Chn mc ni suy ti u 72
154
4. a thc ni suy Newton trn li khng u. 74
5. a thc ni suy Newton trn li u 78
6. Ni suy bi hm ghp trn 81
7. Ni suy bi hm hu t 85
8. Php ni suy ngc 86
9. Ni suy tr n nt bi 88
10. Phng php bnh phng cc tiu 89
Bi tp
92
Chng 5. o hm v tch phn s 96
1. Mt s cng thc n gin xp x sai phn cc o hm 96
2. S dng a thc ni suy Lagrange 98
3. C c cng thc n gi n tnh gn ng tch phn 100
4. Cng thc cu phng Gauss 109
5. nh gi sai s hu nghim ca cc cng thc cu phng 112
Bi tp
113
Chng 6. Phng php s gii phng trnh vi phn thng 115
1. M u 115
2. Phng php Euler 116
3. Phng php Euler-Cauchy 119
4. Phng php Runge-Kutta 120
5. Vn xc nh nghim gn ng vi sai s cho trc 123
Bi tp
125
Ti liu tham kho 127
Ph lc 1. M ATLAB - mt mi trng tnh ton k thut v ho
nhanh
128
Ph lc 2. Ci t mt s thut ton bng MATLAB 136