TRNG I HC LT

KHOA TON - TIN HC

Y Z

GII TCH S
(Bai giang tom tat)

NGI BIN SON

L MINH LU

Y a Lat 2009 Z

Mc lc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1
Ch-ng 1 L thuyt sai s. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3
1.1 Cc loi sai s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Quy tc thu gn s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Ch s chc, khng chc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 Hai bi ton v sai s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5 Sai s cc php ton . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5
Ch-ng 2 Xp x tt nht . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1 Xp x tt nht trong khng gian nh chun . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2 Xp x tt nht trong khng gian cc hm lin tc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.3 Xp x tt nht trong khng gian Hilbert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
Ch-ng 3 Xp x hm bng a thc ni suy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.1 Bi ton ni suy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .19
3.2 Gii h i s tuyn tnh xc nh a thc ni suy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.3 Ph-ng php ni suy Lagrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.4 Tr-ng hp cc mc ni suy cch u . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .23
3.5 Sai s ca p-ng php ni suy Lagrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.6 Chn mc ni suy ti -u . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .26
Ch-ng 4 Tnh gn ng o hm v tch phn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4.1 Dng ni suy Lagrange tnh gn ng o hm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4.2 Tnh gn ng tch phn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Ch-ng 5 Gii ph-ng trnh phi tuyn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.1 Ph-ng php th . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.2 Ph-ng php chia i . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.3 Ph-ng php lp n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .38
5.4 Ph-ng php dy cung . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.5 Ph-ng php tip tuyn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
5.6 Gii a thc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
5.7 Gii h hai ph-ng trnh phi tuyn bng ph-ng php lp n . . . . . . . . . . . . . . . . . . . .46
Ch-ng 6 Gii h ph-ng trnh i s tuyn tnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
6.1 Mt vi khi nim cn thit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

Gii tch s

6.2 Ph-ng php Gauss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

6.3 Ph-ng php cn s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
6.4 Ph-ng php lp n gii h i s tuyn tnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
6.5 Ph-ng php Jacobi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
6.6 Ph-ng php Seidel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
6.7 Ph-ng php Gauss-Seidel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
Ch-ng 7 Gii gn ng ph-ng trnh vi phn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
7.1 Ph-ng php xp x lin tip . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .59
7.2 Ph-ng php chui nguyn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
7.3 Ph-ng php Euler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
7.4 Ph-ng php Euler ci tin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
7.5 Ph-ng php Runge-Kutta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

Ti liu tham kho . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

Gii tch s

Ch-ng 1
L Thuyt Sai S
1.1 Cc loi sai s
Trn thc t khi o mt i l-ng hoc xc nh mt i l-ng m ta k hiu l a ,
thng th-ng khng xc nh -c gi tr ng m ch bit -c gi tr gn ng a. Vy
ta gp phi sai s. C nhiu loi sai s:
1. Sai s thc s: i l-ng
4 := |a a |
gi l sai s thc s ca a.
2. Sai s tuyt i: Nu bit 4a 0 sao cho
a 4a a a + 4a
th 4a gi l sai s tuyt i ca a.
3. Sai s t-ng i: i l-ng
a :=

4a
|a|

gi l sai s t-ng i ca a.
1.2 Qui tc thu gn s
Gi s ta c s gn ng a -c vit d-i dng thp phn
a = (p 10p + ... + j 10j + ... + ps 10ps )
trong j {0, 1, 2, ..., 9}, p > 0. Ta mun thu gn s a n hng th j. Gi s a l
s thu gn n hng th j ca s a v phn vt b l . t:
a = p 10p + ... + j+1 10j+1 + j 10j .
Trong : j bng j + 1 nu 0, 5 10j < < 10j v bng j nu 0 < 0, 5 10j .
Tr-ng hp = 0.5 10j th j = j nu j chn v j = j + 1 nu j l. Nh- vy
sai s thu gn l i l-ng a 0 tha
|a a| a .

Gii tch s

Do
a = (p 10p + ... + j 10j + ),
a = (p 10p + ... + j 10j + j 10j ),
ta c
|a a| = |(j j ) 10j + | < 0.5 10j .
V d: S ' 3, 1415 ' 3, 142 ' 3, 14.
Ch
1. Sai s tuyt i khng c tr-ng cho chnh xc ca php o m ch cho php ta
hnh dung -c gn nhau gia gi tr ng v gi tr gn ng.
2. Sai s tuyt i cng th nguyn vi i l-ng o.
3. Sai s t-ng i c tr-ng cho chnh xc ca php o v khng c th nguyn.
4. Sau khi thu gn s th sai s tuyt i tng ln.
Gi a l gi tr ng, a l gi tr gn ng v gi a l s sau khi thu gn ca a th
|a a| |a a| + |a a| 4a + a .
1.3 Ch s chc v khng chc
Gi s c s gn ng a vit dng
a = (p 10p + ... + j 10j + ... + ps 10ps ).
Vi sai s tuyt i ca a l 4a . Cho s 0 < 1. Nu 4a 10i th ch s i
gi l ch s chc, ng-c li ch s i gi l ch s khng chc.
Ch s chc vi = 1 gi l chc theo ngha rng. Ch s chc vi = 0, 56 gi l
chc theo ngha hp.
Ch :
Nu i l ch s chc th j , j i cng l ch s chc.
Nu i khng chc th j , j i cng khng chc.
Mt ch s l chc sau khi thu gn s c th n khng cn l chc.
Trong k thut, ng-i ta th-ng dng = 1 v nu ch s l chc th sau thu gn
n vn l chc (0, 56 1).
Khi tnh ton, ta th-ng gi li cc ch s chc v ly ph thm t 1 n 2 ch s
khng chc v c k hiu ring ch cc ch s khng chc ny.

Gii tch s

Sai s t-ng i ca mt s khng ph thuc vo v tr du phy ca n (du chm

thp phn).
1.4 Hai bi ton v sai s
Xt s gn ng vit dng thp phn
a = (p 10p + p1 10p1 + ... + ps 10ps ).
C hai bi ton t ra:
Bi ton 1:
Bit s ch s chc ca a l a , tm sai s t-ng i a ca a. Gi a0 l s a m sau
khi di du phy sao cho ch s chc cui hng n v v ton ch s chc. Ta c
p 10a 1 a0 (p + 1) 10a 1 10a .
Vy

1
1

.
a
(p + 1) 10a 1
p 101 1

Nu khng bit p th ly

1
1

.
a
10s
10s1

Bi ton 2:
Bit sai s t-ng i l a , tm s ch s chc a . Gi s bit a > 0, ta vit
a = 10m vi 0.1 < < 1 v m l s nguyn. t am l s a nh-ng di du chm
thp phn sao cho am c m + 1 ch s tr-c du chm thp phn. Ta c:
am (p + 1) 10m ,
suy ra
4a = am am = am a = am 10m (p + 1).
Bi v
0, 2 < (p + 1) 10.
Vy c hai tr-ng hp xy ra
a. Nu (p + 1) 1 th 4am 1 v am c m + 1 ch s chc.
b. Nu (p + 1) > 1 th 4am 10 v am c m ch s chc.

Gii tch s

Cui cng ta c th kt lun, nu a = 10m , 0.1 < 1 v (p + 1) 1 th a c

m + 1 ch s chc, ng-c li a c m ch s chc.
1.5 Sai s cc php ton
Gi s phi tm i l-ng y theo cng thc
y = f (x1 , x2 , ..., xn ).
Gi xi , y , i = 1, 2, ..., n v xi , y, i = 1, 2, ..., n l cc gi tr ng v gn ng. Nu f
kh vi lin tc ta c
|y y | = |f (x1 , ..., xn ) f (x1 , ..., xn )|
=

n
X
|f (x1 , ..., i , ..., xn )|

xi

i=1

y i

Do

[xi , xi ], i

|xi xi |,

= 1, 2, ..., n. Ta c th coi (do f kh vi lin tc v xi kh gn xi ),

f (x1 , ..., i , ..., xn ) f (x1 , ..., xn )

'
.

xi
xi

n
X
f (x1 , ..., xn )

4x ,
4y =

i
xi
i=1

n
4y X ln f (x1 , ..., xn )
y =
=

4xi .
|y|
x
i
i=1

a. Sai s php tnh cng, tr:

y = f (x1 , x2 ..., xn ) =

n
X

xi ,

i=1
n

X
f (x1 , x2 ..., xn )
= 1 4y =
4xi .
xi
i=1
Gi s 4xm = maxi=1,n {4xi }, v ch s chc cui ca xm hng th k, (4xm =
10k ). Ta c:
4y 4xm = 10k .
Do khi lm php cng, tr nn qui trn cc xi n mc gi li 1 hoc 2 ch s
bn phi hng th k.
Ch : Khi tr hai s gn nhau cn ly cc s vi nhiu ch s chc v khi tr hai
s gn nhau kt qu mt chnh xc.

Gii tch s

b. Sai s php ton nhn, chia:

Gi s
y=

x1 , ..., xp
= f (x1 , ..., xp , ..., xn ).
xp+1 , ..., xn

Khi
ln y =

p
X

n
X

ln xi

i=1

suy ra
y =

ln xj

j=p+1
n
X

xi .

i=1

Nu xm = maxi=1,n {xi } v s ch s chc ca xm l k th y xm v s ch

s chc ca y khng v-t qu k. V vy khi lm php ton nhn, chia ta ch cn
ly k + 1 hoc k + 2 ch s l .
c. Sai s php ly tha, khai cn v nghch o:
Cho y = x , R,

d ln y
4x = ||x.
y =
dx

Nu > 1 th y > x tc l php ly tha lm gim chnh xc.

Nu 0 < < 1 th y < x tc l php khai cn lm tng chnh xc.
Nu = 1 th y = x v php nghch o c chnh xc khng i.

Gii tch s

Ch-ng 2
Xp X Tt Nht
2.1. Xp x tt nht trong khng gian nh chun
Gi s X l khng gian tuyn tnh nh chun. L X l a tp tuyn tnh ng ca
X v f X. Bi ton t ra hy tm phn t f L sao cho:
k f f k= inf k g f k .
gL

nh l 2.1.1 Nu L l khng gian con hu hn chiu ca X th vi mi f X lun tn

ti f L tha
k f f k= inf k g f k .
gL

(Phn t f gi l phn t xp x tt nht f trn L).

Chng minh: Xt
= {g L :k g k 2 k f k} L.
D thy l tp ng, gii ni trong khng gian hu hn chiu nn l Compact.
Xt hm (g) :=k f g k .
Ta c
|(g) (h)| = |k f g k k f h k|
k (f g) (f h) k=k h g k .
Do l hm lin tc trn tp Compact nn hm t cc tiu trn . T
f : (f ) = min (g).
g

Mt khc: Nu g L \ tc l g khng thuc th

k g f kk g k k f k
> 2 k f k k f k=k f k=k f k
( y ch phn t khng ca khng gian X). Bi vy g L\, th k gf k>k f k,
tc l
inf k g h kk f k .
gL\

Suy ra
k f f k= min k f g k
g

Gii tch s

9
k f k inf k g h k .
gL\

Do
k f f k= min k f g k .
gL

nh l -c chng minh.
Ch : Sinh vin c th tham kho mt chng minh khc sau y khi (trong nh l
trn) bit c s ca khng gian tuyn tnh L thy r hn ngha vn .
Gi s {g1 , g2 , ..., gn } l cc phn t c lp tuyn tnh trong X. t (bao tuyn tnh
ca cc phn t {g1 , g2 , ..., gn } trong X)
n
X
{g1 , g2 , ..., gn } := {
ai gi , ai R}.
i=1

D thy {g1 , g2 , ..., gn } l khng gian con tuyn tnh hu hn chiu trong X. t
L = {g1 , g2 , ..., gn }. Xt phin hm
F0 (c) :=k

n
X

ci gi k, c = (c1 , c2 , ..., cn ) Rn .

i=1

P
1
K hiu | c |= ( ni=1 c2i ) 2 v t K = {c Rn , | c |= 1} th K Rn l tp compact
trong khng gian hu hn chiu. Do F0 (c) l hm lin tc trn tp compact nn t cc
tiu ti c0 K tc l
0 m := F0 (c0 ) = min F0 (c).
cK
Pn
Bi m khng th l 0 v m = 0 th F0 (c0 ) = i=1 c0i gi = 0, tc l c0i = 0, i. iu
ny ko theo | c0 |= 0 l mu thun (v c0 K). Xt hm
F (c) =k

n
X

ci gi f k .

i=1

Nu f L th ly f = f . Nu f khng thuc L th
inf F (c) = > 0;

cRn

F (c) =k

n
X

ci gi f kk

i=1

=| c |k

n
X

ci gi k k f k

i=1
n
X
i=1

ci
gi k k f k .
|c|

Gii tch s
ci
t c = ( |c|
,

10
ci
ci
, ..., |c|
)
|c|

th | c |= 1, tc l c K. T trn ta c

F (c) =| c | F0 (c) k f k m | c | k f k .
D thy rng m | c | k f k khi | c | . Theo nh ngha gii hn, tn ti
M > 0, c Rn , | c |> M th
F (c) > + 1.
Bi qu cu ng
B(0, M ) := {c Rn , | c | M }
l tp compact trong Rn . Hn na F (c) l hm lin tc nn n t cc tr trn B(0, M ).
Tc l tn ti c B(0, M ) sao cho F (
c) = . Ly
f =

n
X

ci gi ,

i=1

d thy f l phn t xp x tt nht f trong L.

V d: Xt X = L2 [0, 1]. xt h hm {g0 = x0 , g1 = x1 , g2 = x2 , ..., gn = xn }. t
L := {g1 , g2 , ..., gn } =

n
X

ai xi , ai R}

i=0

l tp cc a thc thc bc khng qu n v L l khng gian con hu hn chiu ca

L2 [0, 1]. Theo nh l 2.1.1 vi mi f L2 [0, 1] lun tn ti a thc bc khng qu n
l Qn sao cho
k f Qn kL2 [0,1] = min k f g kL2 [0,1] .
gL

Tc l

|f (x)
0

Qn (x)|2 dx

12

= min
gL

|f (x) g(x)| dx

12
.

nh ngha 2.1.2 Khng gian tuyn tnh nh chun X -c gi l li cht (ngt)

nu x, y X,
k x k=k y k= 1, k x + y k= 2,
th x = y.
nh l 2.1.3 Nu X l khng gian li cht v L l khng gian con hu hn chiu
ca X th phn t xp x tt nht f l duy nht.
Chng minh: t
% = min k f g k,
gL

Gii tch s

11

c hai tr-ng hp xy ra
1) Tr-ng hp % = 0 f L v f = f . Tc f l duy nht.
2) Tr-ng hp % 6= 0 th f
/ L v % > 0. Gi thit phn chng, tn ti f1 v f2 , f1 6= f2
u l xp x tt nht f . Khi
k f f1 k= %,
k f f2 k= %.
Ta c:
% k f

f1 + f2
k f f1 k k f f2 k
k
+
2
2
2
% %
= + = %.
2 2

Suy ra
kf

f1 + f2
k= %.
2

(f +f )

T phn t 1 2 2 cng l phn t xp x tt nht f trn L. By gi ta xt hai phn

2
1
v f f
. D kim tra rng
t trong X l f f
2
2
k
v hn na

f f1
f f2
k=k
k = 1,
%
%

f f1 f f2
2f (f1 + f2 )
k
+
k =k
k
%
%
%
=2k

Bi X l li cht nn

f1 +f1
2

k=

2
f + f2
2.%
kf 1
k=
= 2.
%
2
%

f f1
f f2

.
%
%

Vy f1 = f2 v nh l -c chng minh.
Ch :
a. Nu X l li cht th vi hai im khc nhau trn mt cu n v, on thng ni
hai im khng c im chung no khc vi mt cu tr chnh hai im ny ( ngha
hnh hc ca khng gian li cht).
b. Khng gian hu hn chiu Rn v khng gian Hilbert l li cht.
c. Khng gian C[0,1] (khng gian cc hm lin tc trn on [0, 1]) khng li cht. Tht
vy, ch cn ly phn t y1 (x) = 1, y2 (x) = x, ta c y1 , y2 C[0,1] v ky1 k = 1, ky2 k = 1.
Hn na, d thy k y1 + y2 k= maxx[0,1] |1 + x| = 2 nh-ng y1 6= y2 , vy khng gian

Gii tch s

12

C[0,1]] khng li cht.

d. Nu tn ti phn t xp x ti nht f ca f ta t kf f k := En(f ).
2.2 Xp x tt nht trong khng gian cc hm lin tc C[a,b]
K hiu C[a,b] l khng gian cc hm lin tc trn [a, b] v L l tp mi a thc bc
khng qu n.
nh l 2.2.1 (Wallee' - Poussin) Gi s f C[a,b] v Qn L. Nu tn ti n + 2
im phn bit
a x0 < x1 < ... < xn+1 b,
sao cho
sign{(1)i (f (xi ) Qn (xi ))} = const, i = 0, 1, 2, ..., n + 1,
th
% := min |f (xi ) Qn (xi )| En (f ),
i=0,n+1

y En (f ) := minQL k f Q k.
Chng minh: Nu:
:= min |f (xi ) Qn (xi )| = 0,
i=0,n+1

th nh l l hin nhin.
Nu > 0 ta chng minh bng phn chng. Gi s ng-c li
En (f ) < = min |f (xi ) Qn (xi )|.
i=0,n+1

Xt P L l xp x tt nht f trn L. Khi :

k f P k= En (f ) < min |f (xi ) Qn (xi )|.
i=0,n+1

Ta c
|P (xi ) f (xi )| k P f k
< min |f (xi ) Qn (xi )|
i

|Q(xi ) f (xi )|.

Suy ra
sign[Q(xi ) P (xi )]
= sign{[Q(xi ) f (xi )] + [f (xi ) P (xi )]}

Gii tch s

13
= sign[Q(xi ) f (xi )], i = 0, 1, 2, ..., n + 1.

T a thc bc n l (Qn P ) i du n + 2 ln trn [a, b] nn n c t nht (n + 1)

nghim, vy Qn (x) P (x).
Xt
= min |f (xi ) Qn (xi )| > max |f (x) Qn (x)|
x[a,b]

i=0,n+1

min |f (xi ) Qn (xi )| = .

i=0,n+1

iu ny l mu thun v nh l -c chng minh.

nh l sau y l kh quan trng v phn t xp x tt nht trong C[a,b] v rng ngoi
vic n ch ra -c phn t xp x tt nht ca f lin tc m n cn cho ta cch xc nh
a thc xp x tt nht Qn (x).
nh l 2.2.2 (Chebyshev) iu kin cn v Qn l a thc bc khng qu n
xp x tt nht ca f C[a,b] l tn ti (n + 2) im phn bit,
a x0 < x1 < ... < xn+1 b,
sao cho
f (xi ) Qn (xi ) = (1)i k f Q k,
i = 0, 1, 2, ..., n + 1, = 1.
(Vi = 1 hoc = 1 v khng ph thuc vo i. Dy im {xi }n+1
i=0 -c gi l dy
im Chebyshev.)
nh l ny c chng minh kh phc tp. Chng minh chi tit sinh vin c th tm
trong cc ti liu tham kho. D-i y ch trnh by ngn gn ng-i c hnh dung
t-ng v k thut ca ph-ng php chng minh.
a. iu kin : t
=k f Qn k,
= min |f (xi ) Qn (xi )|.
i=0,n+1

T gi thit v nh l Wallee'-Poussin ta c
= = min |f (xi ) Qn (xi )|
i

En(f ) k f Qn k= .
Vy
En(f ) =k f Qn k .

Gii tch s

14

Tc l Qn l a thc xp x tt nht f .
b. iu kin cn. Ta xy dng n + 2 im Chebyshev nh- sau
=k f Qn k= En(f ).
t g = f Qn v ly
y0 = a,
y1 = min{y :k g(y) k= }.
Khng mt tng qut, xem
g(y1 ) = .
y2 = min {y : g(y) = };
y[y1 ,b]

..................................
ym =

min {y : g(y) = (1)m }.

y[ym1 ,b]

Nh- vy ta xy dng -c dy {yn }m

n=0 bng quy np. Nu m < n + 2 th bng cch
xy dng cc dy ph hp ng-i ta chng minh -c rng tr-ng hp ny khng xy
ra. Vy m n + 2. Khi ta ch cn ly {y0 , y1 , ..., yn+1 } lm dy im Chebyshev v
nh l -c chng minh.
Ta bit khng gian C[a,b] khng li cht nn vn t ra l liu nh l duy nht
v phn t xp x tt nht cn ng trong C[a,b] khng? Cu tr li l vn ng. iu
-c ch ra trong nh l sau:
nh l 2.2.3 a thc xp x u tt nht ca f C[a,b] trn L l duy nht.
Chng minh: Gi s Pn L, Qn L u l cc a thc xp x tt nht ca f v
Pn 6= Qn .
Xt a thc
Pn + Qn
L,
2
ta c
P n + Qn
f k
En (f ) k
2
1
1
k f Pn k + k f Qn k
2
2
1
1
= En (f ) + En (f ) = En (f ).
2
2
Vy
Pn + Qn
f k= En (f ).
k
2

Gii tch s

15

n
iu ny suy ra a thc Pn +Q
cng l a thc xp x tt nht f trn L. Gi s dy
2
n+1
n
{xi }i=0 l dy Chebyshev ng vi Pn +Q
th
2

Pn (xi ) + Qn (xi )

f (xi ) = En (f ), i = 0, 1, 2, ..., n + 1.

Bi vy
2En (f ) = |P (xi ) f (xi ) + Q(xi ) f (xi )|
|P (xi ) f (xi )| + |Q(xi ) f (xi )|
k P f k + k Q f k= 2En (f ).
T ,
|P (xi ) f (xi )| = |Q(xi ) f (xi )| = En (f ), i.
Suy ra
P (xi ) f (xi ) = i (Q(xi ) f (xi )), i = 1.
Ta c,
2En (f ) = |P (xi ) f (xi ) + i (P (xi ) f (xi ))|
= (1 + i )|P (xi ) f (xi )|.
Suy ra 1 + i = 2 tc l i = 1. Cui cng ta c:
Pn (xi ) f (xi ) = Qn (xi ) f (xi ), i Pn (xi ) = Qn (xi ), i.
Bi Pn (x) v Qn (x) l cc a thc bc n trng nhau trn n + 2 im nn Pn (x) = Qn (x)
v nh l -c chng minh.
nh l 2.2.4 Xp x tt nht ca mt hm chn (l) cng l mt hm chn (l).
Chng minh: Gi s f l chn th khi thay x bi x ta nhn -c
| f (x) f (x) |=| f (x) f (x) | En (f ), x.
T f (x) cng l xp x tt nht f . Bi phn t xp x tt nht l duy nht ta suy ra
f (x) = f (x), x. Tc l f l hm chn.
a. Xp x a thc bc khng Q0 (x)
Cho f C[a, b]. Hy tm a thc bc khng Q0 (x) xp x tt nht hm lin tc f
trn on [a, b].
t
m := min f (x), M := max f (x).
x[a,b]

x[a,b]

Khi
m f (x) M, x [a, b].

Gii tch s

16

Bi Q0 (x) l a thc bc khng tc l hm hng nn ta ly Q0 (x) =

a thc ny chnh l a thc xp x tt nht f (x). Ta c

M +m
2

v ch ra rng

M m
M m
f (x) Q0 (x)
,
2
2

vy

M m
, x [a, b].
2
Gi s f (x0 ) = m, f (x1 ) = M, x0 , x1 [a, b]. D thy rng x0 v x1 l dy im
Chebyshev bi
M m
f (x0 ) Q0 (x0 ) =
,
2
M m
f (x1 ) Q0 (x1 ) =
.
2
Theo nh l Chebyshev, Q0 l xp x tt nht ca f trn [a, b].
| f (x) Q0 (x) |

b. Xp x tt nht a thc bc mt Q1 (x)

Xt hm f (x) li lin tc trn [a, b]. Nu f (x) l tuyn tnh th a thc xp x tt
nht cng l f (x). Gi s f (x) khng l hm tuyn tnh v Q1 (x) = px + q l a thc
xp x tt nht f (x). t U (x) := f (x) (px + q) th U (x) cng l hm li nn t cc
tr ti im c [a, b] duy nht. Theo nh l Chebyshev th c ba im Chebyshev lun
phin, vy hai im u v cui phi l a v b. im cn li l im c (a, b) m ti
U (x) t cc tr.
Ta c
U (a) = f (a) (pa + q) = k f Q1 k,
U (c) = f (c) (pc + q) = k f Q1 k,
U (b) = f (b) (pb + q)
= k f Q1 k; = 1.
T
U (b) U (a)
= f (b) f (a) p(b a) = 0.
Suy ra
p=

f (b) f (a)
.
ba

tnh q ta xt
0 = U (a) + U (c)
= f (a) (pa + q) + f (c) (pc + q)

Gii tch s

17
= f (a) + f (c) p(a + c) 2q.

Vy
2q = f (a) + f (c)
Suy ra
q=

f (b) f (a)
(a + c)
ba

f (a) + f (c) (f (b) f (a))(a + c)

.
2
2(b a)

Cui cng ta d kim tra rng a thc Q1 (x) = px + q tha cc iu kin ca nh l

Chebyshev.
2.3 Xp x tt nht trong khng gian Hilbert
Xt khng gian Hilbert H v {ei }
i=1 l h trc chun y , tc l
< ei , ej >= ij , i, j N
v
Span(ei ) = H.
Vi mi x H lp tng Fourier
Sn :=

n
X

ci ei ,

i=1

y ci :=< x, ei > l h s Fourier ca x. Vi mi n N,

0 k x Sn k2 =k x k2 2 < Sn , x > + k Sn k2
2

=k x k

n
X

c2i .

i=1

Vy

iu ny ch ra chui

n
X

Pn

2
i=1 ci

c2i k x k2 , n N.

i=1

hi t v c bt ng thc Bessel

c2i k x k2 .

i=1

P
Chng ta bit l chui Fourier i=1 ci ei hi t v hn na x =
i=1 ci ei .
By gi, gi s H0 l mt khng gian con ng ca khng gian Hilbert H v x H. Bi
ton t ra l tm h0 H0 sao cho
P

k x h0 k= inf k x h0 k= d(x, H0 ).
hH0

Gii tch s

18

Gi s h0 = arg minhH0 k x h0 k v c nh phn t h H0 bt k. Vi R xt

hm
F () :=k x h0 + h k2 .
o hm ca F l
F 0 () = 2 < x x0 , h > +2 k h k2 .
R rng rng
F (0) = min F () =k x h0 k2 .
R

Bi vy F (0) = 0, tc l < x h0 , h >= 0 vi mi h H0 . iu ny ch ra phn t

x h0 trc giao vi H0 , (x h0 )H0 . Hn na,
h0 = arg min k x h0 k .
hH0

Thc vy vi mi h H0 , ta c
k x h k2 =k (x h0 ) + (h0 h) k2
=k x h0 k2 + k h0 h k2 k x h0 k2 .
Tc l h0 = arg minhH0 k x h0 k. Du bng ch xy ra khi v ch khi h = h0 .
D thy rng nu khng gian H0 c s chiu hu hn th phn t xp x tt nht
h0 = arg minhH0 k x h0 k tn ti v duy nht.

Gii tch s

19

Ch-ng 3
Xp X Hm Bng a Thc Ni Suy
Cho [a, b] R. Gi f (x), x [a, b] l hm cn xp x, 0 (x), 1 (x), ..., n (x) l h
hm c lp tuyn tnh. t
(
)
n
X
Rn = (x) =
ai i (x), ai R .
i=0

3.1 Bi ton ni suy

Cho f (x) R, xi [a, b], (i = 0, n) l cc im phn bit trn [a, b]. Tc l
a x0 < x1 < x2 < .... < xn1 < xn b.
Bi ton t ra, hy xc nh hm (x) Rn sao cho f (xi ) = (xi ) (cc im xi
gi l mc
Pnni suy). gii bi ton trn ch cn tm cc gi tr a0 , a1 , ..., an sao cho
f (xi ) = j=0 aj j (xi ). Ta bit nu

0 (x0 ) 1 (x0 ) ...

0 (x1 ) 1 (x1 ) ...
rank
...
... ...
0 (xn ) 1 (xn ) ...

n (x0 )
n (x1 )
< n + 1,
...
n (xn )

th bi ton ni suy ni trn khng c li gii (v nh thc 4 = 0). Vn t ra l

tm h hm {k (xi )}nk=0 nh- th no vi mi mc ni suy xi th bi ton ca ta c li
gii.
nh ngha 3.1.1 H hm {i (x)}ni=0 -c gi l h Chebyshev, nuP
vi mi dy
c0 , c1 , c2 , ..., cn khng ng thi bng khng th hm xc nh bi P (x) := ni=0 ci i (x)
c khng qu n nghim trn [a, b].
V d: Xt h hm {i (x)}ni=0 , i (x) = xi th h {i (x)}ni=0 l Chebyshev v theo
nh l Taylor, cc a thc bc khng qu n c khng qu n nghim trn tr-ng s thc.
Ch : Nu h hm {i (x)}ni=0 l Chebyshev th n l h hm c lp tuyn tnh.
(iu ng-c li ch-a chc ng).
nh l 3.1.2 Nu vi mi i = 0, 1, 2, ..., n cc hm i (x) l kh vi lin tc n cp

Gii tch s

20

n + 1 trn [a, b] v vi mi k = 0, 1, 2, ..., n c nh thc Wronskian:

0 (x)
1 (x) ...
n (x)
(1)
(1)
(1)
1 (x) ... n (x)
0 (x)

6= 0,
W [0 , 1 , ..., k ] =
...
... ...
...
(n)
(n)
(n)
0 (x) 1 (x) ... n (x)
vi mi x [a, b]. Khi h hm {i }ni=0 l h hm Chebyshev.
nh l 3.1.3 Vi mi dy im {xi }ni=0 l cc mc ni suy, vi mi hm f (x) th,
Tn ti a thc ni suy khi v ch khi h hm {i }ni=0 l h hm Chebyshev.
Chng minh: T bi ton ni suy ta suy ra c a thc ni suy ta phi gii h i
s sau:
Pn
i=0 ci i (xj ) = f (xj )
j = 0, n
h gii -c (c nghim) th nh thc

0 (x0 ) 1 (x0 )

(x ) 1 (x1 )
4 = 0 1
...
...
0 (xn ) 1 (xn )

...
...
...
...

n (x0 )
n (x1 )
...
n (xn )

6= 0,

vi mi dy im {xi }ni=0 v xi 6= xj , i 6= j.
a. Gi s {i }ni=0 l h Chebyshev
0. Gi s 4 = 0 khi
Pn ta2 chng minh 4P6=
n
tn ti jP
, j = 0, 1, 2, ..., n m j=0 j > 0 sao cho j=0 j j (xi ) = 0, nn hm
n
n
P (x) =
i=0 j j (xi ) c (n + 1) nghim v iu ny l v l v h {i }i=0 l h
Chebyshev.
b. Vi mi hm f , vi mi {xi }ni=0 , xi 6= xj , i 6= j m tn ti a thc ni suy, ta
n
chng minh h {i }ni=0 l h Chebyshev.
Pn Gi s ng-c li rng h {i }i=0 khng l h
Chebyshev, t tn ti hm P (x) = i=0 ci i (x) c n + 1 nghim trn on [a, b] m
ta c th sp xp cc nghim sao cho
a x0 < x1 < ... < xn b.
Ly cc nghim xi ny lm mc ni suy ta c
Pn
= 0,
i=0 ci i (xj )
j = 0, 1, 2, ..., n.
Pn 2
Bi j=0 cj > 0 nn 4 = 0, tc l h i s hoc v nghim hoc v nh l mu thun,
v nh l -c chng minh.

Gii tch s

21

3.2 Gii h i s tuyn tnh xc nh a thc ni suy

T h i s xc nh a thc ni suy, nu ma trn h s c nh thc

0 (x0 ) 1 (x0 ) ... n (x0 )

0 (x1 ) 1 (x1 ) ... n (x1 )

6= 0.
4 =

...
...
...
...

0 (xn ) 1 (xn ) ... n (xn )

t

4i =

0 (x0 )
0 (x1 )
...
0 (xn )

...
...
...
...

f (x0 ) ...
f (x1 ) ...
... ...
f (xn ) ...

n (x0 )
n (x1 )
...
n (xn )

v s dng ph-ng php Cramer gii h th nghim s l ci =

Qn (x) =

n
X

ci i (x) =

i=0

n
X
4i
i=0

4i
.
4

T ta c

i (x).

Khai trin nh thc i trn theo ct th i ta nhn -c

4i =

n
X

f (xj )4ij ,

j=0

vi 4ij l phn b i s ca f (xj ). Th nh thc 4i vo cng thc tnh Qn (x) ta nhn

-c
X 4ji
f (xj )i (x)
Qn (x) =
4
i,j
n
!
n
n
X
X 4ji
X
=
f (xj )
i (x) =
f (xj )j (x).
4
j=0
i=0
j=0
Bi vy, ta c
Qn (x) =

n
X

f (xj )j (x).

j=0

NhnP
xt: a. Vi mi hm f (x) do Qn (x) l a thc ni suy ca f (x) nn Qn (xj ) =
f (xj ) = nj=0 f (xj )j (x), suy ra
j (xi ) = ij , i, j.
b. Chn f (x) 1 th f (xj ) = 1 vi mi j ta suy ra
n
X
i=0

j (xi ) = 1.

Gii tch s

22

Ch : Cn quan tm n cc vn sau:
1. Trong cc bi ton thc t khc nhau, cn chn cc h Chebyshev i th no cho
ph hp?
2. lch gia hm ni suy v a thc ni suy?
3. Chn mc ni suy no c li nht?
4. nh h-ng ca sai s v php o?
3.3 a thc ni suy Lagrange
Trong bi ton ni suy nu ly h Chebyshev l h hm {i (x)}ni=0 = {1, x, ..., xn }
th a thc ni suy Pn (x) ca hm cn ni suy f (x) c dng:
Pn (x) =

n
X

c i xi .

i=0

Bi ton ni suy quy v bi ton: Tm a thc Pn (x) sao cho:

Pn (xj )
= yj ,
j = 0, 1, 2, ..., n.
xc nh a thc Pi (x) bc n tha Pi (xj ) = ij . Khi Pi (x) c dng
Pi (x) = A(x x0 )(x x1 )...(x xi1 )(x xi+1 )...(x xn ).
Do 1 = Pi (xi ) = A(xi x0 )(xi x1 )...(xi xi1 )(xi xi+1 )...(xi xn ), suy ra
Pi (x) =

(x x0 )(x x1 )...(x xi1 )(x xi+1 )...(x xn )

.
(xi x0 )(xi x1 )...(xi xi1 )(xi xi+1 )...(xi xn )

Vy
Pn (x) =

n
X

yi Pi (x).

i=0

a thc ni suy Pn (x) xc nh nh- trn gi l a thc ni suy Lagrange.

V d: Xt hm f cho d-i dng bng sau
0 2 3 5
x
f (x) 1 3 2 5
Tm a thc ni suy Lagrange ca f .

Gii tch s

23

Gii: Xc nh Pi (x), i = 0, 3 nh- sau:

P0 (x) =

(x 2)(x 3)(x 5)
1
= (x 2)(x 3)(x 5),
(0 2)(0 3)(0 5)
30

P1 (x) =

x(x 3)(x 5)
1
= x(x 3)(x 5),
2(2 3)(2 5)
6

P2 (x) =

x(x 3)(x 5)
1
= x(x 2)(x 5),
3(3 2)(3 5)
6

P3 (x) =

x(x 2)(x 3)
1
= x(x 2)(x 3).
5(5 3)(5 2)
30

a thc ni suy l:
Pm (x) = 1P0 (x) + 3P1 (x) + 2P2 (x) + 5P3 (x)
1
1
1
1
(x2)(x3)(x5)+3 x(x3)(x5)2 x(x2)(x5)+5 x(x2)(x3)
30
6
6
30
1
1
1
1
= (x 2)(x 3)(x 5) + x(x 3)(x 5) x(x 2)(x 5) + x(x 2)(x 3).
30
2
3
6
3.4 Tr-ng hp cc mc ni suy cch u
=

Trong ni suy Lagrange nu cc mc ni suy cch u nhau, tc l

x1 x0 = x2 x1 = ... = xn xn1 = h.
Khi x1 = x0 + h; x2 = x1 + h...xn = x0 + nh. t
t :=
Suy ra
i (x) =
=

x x0
.
h

(x x0 )...(x xi1 )(x xi+1 )...(x xn )

(xi x0 )...(xi xi1 )(xi xi+1 )...(xi xn )

ht(th h)...(th (i 1)h)(th (i + 1)h)...(th nh)

ih(ih h)...(ih (i 1)h)(ih (i + 1)h)...(ih nh)
=

(1)ni .t(t i)...(t m)

i!(n i)!(t i)
n

(1)n t(t 1)...(t n) X

C i f (xi )
=
.
(1)i n
n!
ti
i=0
Vy, ta c cng thc
n

(1)n t(t 1)...(t n) X

C i f (xi )
Pn (x) =
.
(1)i n
n!
ti
i=0

Gii tch s

24

Nhn xt:
ni

a. H s (1)ti Cn khng ph thuc vo hm y = f (x). Nn ta c th tnh sn v lp

thnh bng tnh.
b. Nu thm mc ni suy mi th phi tnh li t u.
V d 1: Tm a thc ni suy trng vi y = 3x ti cc im x0 = 1; x1 = 0; x2 = 1.
x
y
Q2 (x) =

-1 0 1
.
1
1 3
3

1 x(x 1)
(x + 1)(x 1)
(x + 1)x
+1
+3
.
3 1(1 1)
1(0 1)
(1 + 1).1
1
3
= (x2 x) (x2 1) + (x2 + x)
3
2
8
2
4
4
= x2 + x + 1 = x2 + x + 1.
6
6
3
3

2
4
Q2 (x) = x2 + x + 1.
3
3
3.5 Sai s ca cng thc ni suy Lagrange
(n+1)

Cho f C[a,b] . Xc nh sai s R(x) = f (x) Pn (x). Gi s

Pn (x) =

n
X

c i xi ,

i=0

l a thc ni suy Lagrange ca f (x) trn cc mc a x0 < x1 < ... < xn b, tc l

P (xi ) = yi , i = 0, 1, 2..., n.
Gi
(x) = ni=0 (x xi ) = (x x0 )(x x1 )...(x xn ).
By gi ly x [a, b] ty , ta c nh gi tr x ny v xem vi mi i th x 6= xi (v nu
x = xi th sai s l 0). Xt hm
(z) = f (z) Pn (z) k, k = Const.
Ti im xi , c
(xi ) = f (xi ) P (xi ) k(xi ), i = 0, n.
Chn k (x) = 0, khi ta c
k=

Pn (x) + f (x)
.
(x)

Gii tch s

25

D thy rng (z) = 0 ti (n + 2) im l x0 , x1 , ..., xn , x. T suy ra:

o hm bc 1, (1) (z) = 0 ti (n + 1) im;
o hm bc 2, (2) (z) = 0 ti n im;
...........................
o hm bc n, (n) (z) = 0 ti 2 im;
Cui cng s tn ti im = (x) [a, b] sao cho (n+1) () = 0. T o hm cp
n + 1 ca (z) suy ra
0 = (n+1) () = f (n+1) () k(n + 1)!.
Vy
k=
k=

f (n+1) ()
,
(n + 1)!

f (x) Pn (x)
.
(x)

Nh- vy
f (n+1) ()
f (x) Pn (x)
=
.
(n + 1)!
(x)
T ta c
R(x) = f (x) Pn (x) =

f (n+1) () n
(x xi ).
(n + 1)! i=0

Nu t:
Mn+1 = sup f (n+1) (x).
x[a,b]

Suy ra:
|f (x) Pn (x)| |

Mn+1 n
(x xi )|.
(n + 1)! i=0

V d 2: Trong V d 1, ta xc nh -c a thc ni suy hm y = 3x ti cc mc

ni suy {1, 0, 1} l P2 (x) = 23 x2 + 34 x + 1. By gi, ta xc nh sai s ti x. S dng
cng thc sai s ta c
R2 = f (x) P2 (x)
=

f (3) ()
[(x x0 )(x x1 )(x x2 )].
3!

Nu t
M = sup |f (3) (x)| = 3(ln3)3 .
x[1,1]

Khi sai s cho bi

3
|R2 | (ln3)3 |2i=0 (x xi )|.
2

Gii tch s

26

3.6 Chn mc ni suy ti -u

(n+1)

Cho hm f (x) C[a,b] vn t ra l chn cc mc ni suy nh- th no sai s

trong cng thc ni suy l b nht?
1. a thc Chebyshev
Xt a thc bc n xc nh bi
Tn (x) = cos[n arccos(x)],
trong n = 0, 1, 2, ..., v x [1, 1].
thy -c dng hin ca a thc ta t = arccos(x) t-ng -ng cos = x.
Thay vo biu thc ta c:
Tn1 (x) = cos[(n 1)]
= cos n cos sin n sin .
Suy ra
Tn+1 (x) + Tn1 (x) = 2xTn (x).
Ta nhn -c cng thc tnh nh- sau
Tn+1 (x) = 2xTn (x) Tn1 (x).
Vi n = 0, 1, 2, ..., +, ta nhn -c
T0 (x) = cos0 = 1;
T1 (x) = x;
T2 (x) = 2xT1 (x) T0 (x) = 2 x2 1,
..................
Tn+1 (x) = 2xTn (x) Tn1 (x).
Nhn xt: a thc Tn (x) l a thc bc n c h s u l 2n1 .
(x)
nh l 3.6.1 Trong tt c cc a thc bc n vi h s u l 1 th a thc T2nn1
c
lch so vi 0 nh nht trn [1, 1] (h s u hiu l h s ca s hng bc cao nht
trong a thc), tc l vi mi a thc

P (x) = xn + a1 xn1 + ... + an ,

th
k P kk

Tn
1
k= n1 .
n1
2
2

Gii tch s

27

Chng minh: Theo cch xc nh ca a thc Chebyshev ta c

|

Tn (x)
cos[n arccos x]
1
|=|
| n1 .
n1
n1
2
2
2

iu ny c
|

Tn (x)
1
| = n1 ,
n1
2
2

suy ra
n = k,
tc l
=

k
, k = 0, 1, 2, ..., n.
n

Do
arccos xk =

k
k
xk = cos( ).
n
n

By gi xt a thc
Q(x) =

Tn (xk )
(1)k

P
(x
)
=
P (xk ).
k
2n1
2n1

T gi thit phn chng ta c:

|P (xk )| k P k<

1
2n1

iu ny dn n du ca biu thc Q(xk ) ch ph thuc vo du ca biu thc

tc l
(1)k
Sign(Q(xk )) = Sign[ k1 ], k = 0, 1, 2, ..., n.
2

(1)k
,
2nk

Vy a thc Q(xk ) i du n + 1 ln nn Q(x) c t nht n nghim trn [a, b] l iu v

l (bi Q(x) c bc khng qu n).
2. Nghim ca a thc Chebyshev
Xt im xk l nghim ca Tn (x) ngha l Tn (xk ) = 0. Bi Tn (x) = cos[n arccos(x)]
v theo cch t k = arccos(xk ) nn xk = cos(k ), suy ra k = (2k+1)
. Vy
2n
xk = cos(

2k + 1
), k = 0, 1, ..., n 1.
2n

3. Nghim ca a thc Chebyshev trn on [a, b]

Gii tch s

28

By gi xt x [a, b]. T cng thc nghim ca a thc Chebyshev xk trn ta suy

ra cng thc ca a thc Chebyshev trn on [a, b] bng php i bin
t=

2x a ab
, t [1, 1].
ba

Tc l

1
x = {(b a)t + (a + b)}.
2
Khi vi mi a thc Pn (x), x [a, b] ta nhn -c (sau khi i bin) a thc
1
(b a)n n
P n (t) = Pn ( [(b a)t + (a + b)]) = (
t + ...),
2
2n
suy ra
k Pn

2n
1
k n1 ,
n
(b a)
2

vy
k P n k

(b a)n
.
22n1

T , ta c
k Pn k= sup |Pn (x)|
x[a,b]

= sup |Pn (
t[1,1]

= sup |
t[1,1]

ba
a+b
t+
)|
2
2

(b a)b n
t + ...|
2n

(b a)
2n

sup |tn + ...|

t[1,1]

(b a)n
(b a)n
=
.
2n 2n1
22n1

Nh- vy vi mi a thc Pn xc nh trn [a, b] th

kPn k

(b b)n
.
2n

n (t)
Nh-ng theo kt qu ca nh l trn th a thc T2n1
l a thc c lch nh nht trn
on [1, 1] nn
) (b a)n
Tn ( 2xab
(b a)n
ba
k.
=
.
k
2n1
2n
22n1
Gi s nghim ca Tn (t) trn [1, 1] l i = cos( 2i+1
), i = 1, 2, ..., n suy ra
n

1
2i + 1
xi = {(b a) cos
+ (a + b)}, i = 0, 1, ..., n.
2
2(n + 1)

Gii tch s

29

4. Chn mc ni suy ti -u
T cng thc sai s ca ph-ng php ni suy
n

Mn+1 Y
|f (x) Pn (x)| |
(x xi )|.
(n + 1)! i=0
Ta c: (x) :=

Qn

i=0 (x

xi ), l a thc c bc n + 1. Theo kt qu va nhn -c th

k (x) k

Nu ta ly

(b a)n+1
.
22n+1

Tn+1 ( 2xab
) (b a)n+1
ba
(x) =
. n
,
2n
2 +1

th

Tn+1 ( 2xab
) (b a)n+1
(b a)n+1
ba
k.
=
.
k(x)k = k
2n
2n+1
22n+1
Bi vy nu ta ly cc mc ni suy chnh l cc nghim xi , i = 0, 1, 2, ..., n th sai s
|R(x)| = |f (x) Pn (x)|
|

Mn+1 n
Mn+1 (b a)n+1
i=0 (x xi )| =
.
(n + 1)!
(n + 1)! 22n+1

Vy cc nghim xi , i = 0, 1, 2, ..., n chnh l cc mc ni suy ti -u.

Kt lun:
c mc ni suy ti -u th cc mc ni suy xi l
1
2i + 1
+ (a + b)}, i = 0, 1, ..., n.
xi = {(b a) cos
2
2(n + 1)
Khi , sai s cho bi cng thc
|R(x)|

M (b a)n+1
.
(n + 1)! 22n+1

V d:

Xt hm f (x) = x + 1, Tm a thc ni suy Q3 ca f trn [0, 1] vi cc mc ni

suy ti -u. Nh- vy, theo kt qu trn ta c 4 mc ni suy ti -u l:
2i + 1
1
) + 1}, i = 0, 1, 2, 3.
xi = {cos(
2
4

Gii tch s

30

a thc ni suy
Q3 (x) =

(x x1 )(x x2 )(x x3 )
(x x0 )(x x2 )(x x3 )
+ x1 + 1
(x0 x1 )(x0 x2 )(x0 x3 )
(x1 x0 )(x1 x2 )(x1 x3 )

(x x0 )(x x1 )(x x3 )
(x x0 )(x x1 )(x x2 )
+ x2 + 1
+ + x3 + 1
.
(x2 x0 )(x2 x1 )(x2 x3 )
(x3 x0 )(x3 x1 )(x3 x2 )
c l-ng tt nht ca php ni suy trong tr-ng hp ny l:

1
| x + 1 Q3 (x)|
.
4!27

Gii tch s

31

Ch-ng 4
Tnh Gn ng o Hm V Tch Phn
4.1 Dng ni suy Lagrange tnh gn ng o hm
Ta phi tnh o hm ca mt hm dng bng hoc mt hm dng gii tch phc
tp th thng th-ng ta dng ph-ng php tnh gn ng. Chng hn ta c th thay hm
f (x) bng a thc ni suy no ca f (x) l P (x) vi phn d- R(x):
f (x) = P (x) + R(x),
n

R(x) =

f (n+1) () Y
(x xi ), = (x) (x0 , x).
(n + 1)! i=0

Khi
f 0 (x) = P 0 (x) + R0 (x).
Phn ny ta s dng ni suy Lagrange tnh o hm. Thay gn ng f (x) bng a
thc ni suy Lagrange cp n l Qn , khi
f (x) = Qn (x) + R(x).
Trong
Qn (x) =

n
X

yk Pk (x),

k=0

Pk (x) =

(x x0 )(x x1 )...(x xk1 )(x xk+1 )...(x xn )

.
(xk x0 )(xk x1 )...(xk xk1 )(xk xk+1 )...(xk xn )

Theo cng thc sai s ca php ni suy Lagrange ta c:

n

f (n+1) () Y
R(x) =
(x xi ), = (x) (x0 , x).
(n + 1)! i=0
Suy ra

R0 (x) =

d f (n+1) () Y
{
(x xi )}
dx (n + 1)! i=0

n
f (n+1) () d Y
. { (x xi )}.
=
(n + 1)! dx i=0

T , ta c
R0 (xk ) =

f (n+1) () d Y
{ (xk xi )}.
(n + 1)! dx i6=k

Gii tch s

32

V d trong tr-ng hp s dng ni suy Lagrange cp 1, Q1 (x) ta c:

x x1
x x0
Q1 (x) = y0
+ y1
,
x 0 x1
x1 x0
f ()
R(x) =
(x x0 )(x x1 ).
2!
Vy
f ()
y1 y0
, R0 (x0 ) =
(x1 x0 ).
Q0 (x0 ) =
x1 x0
2!
Khi c cng thc tnh o hm ca f l
f 0 (x0 ) =

f (x1 ) f (x0 ) f ()

(x1 x0 ).
x1 x0
2!

D thy rng y li l khai trin Taylor ca f ti x0 bit.

4.2 Tnh gn ng tch phn.
Gi s cn tnh tch phn:

I :=

f (x)dx.
a

tnh gn ng tch phn I, thng th-ng ta thay hm f (x) bng a thc ni suy Q(x)
ri ly tch phn a thc ni suy ny lm gi tr gn ng ca tch phn I, tc l
Z b
Z b
Q(x)dx.
f (x)dx '
I :=
a

4.2.1 Ph-ng php hnh thang.

Cho hm f (x) xc nh trn [a, b]. Chia on [a, b] thnh n on con bng nhau bi
cc im chia xi , vi i := 0, , n sao cho:
a = x0 < x1 < < xn = b.
Khi xi = a + ih, h =
y

ba
,i
n

= 0, 1, ..., n.

xi1 xi

Gii tch s

33

Thay din tch hnh thang cong bng din tch hnh thang trn on [xi1 , xi ], ta c
Z xi
yi1 + yi
f (x)dx =
h.
2
xi1
T-ng t vi cc on cn li v ly tng trn tt c on con, ta c:
Z

f (x)dx =

n1 Z
X

i=0

xi+1

f (x)dx '
xi

n1
X
i=0

h.

yi + yi+1
.
2

Cui cng ta c cng thc hnh thang sau:

Z b
ba
f (x)dx '
(y0 + 2y1 + ... + 2yn1 + yn ).
2n
a
Cng thc sai s
a. Sai s a ph-ng: Do ta s dng a thc ni suy Lagrange Q1 (x) xp x f (x)
trn [xi1 , xi ], i = 1, 2, ..., n. Cng thc c th :
x xi
x xi1
+ yi
+ R1 (x),
xi1 xi
xi xi1
Z xi
Z xi
yi1 yi
.h +
R1 (x)dx.
f (x)dx =
2
xi1
xi1

f (x) = yi1

Trong
|R1 (x)| = |

f ()
M
(x xi1 )(x xi )|
(x xi1 )(xi x)
2
2

vi M = supx[a,b] |f (x)|. T c
Z xi
Z xi
yi1 yi
.h|
|
f (x)dx
|R1 (x)|dx
2
xi1
xi1
Z
M xi
M h3
.

(x xi1 )(xi x)dx =

2 xi1
12
b. Sai s ton phn: Sai s ton phn l sai s trn on [a, b]. K hiu R l sai s
ton phn, ta c
M (b a) 2
M h3
=
h.
R = n.
12
12
R1 2
V d: Tnh tch phn I = 0 ex dx bng ph-ng php hnh thang vi n = 10. Ta c:
2

M := max {|y (2) (x)|} = max {|4(4x + 1)ex |} = 20.e.

x[0,1]

x[0,1]

Gii tch s

34

Cng thc tnh nh- sau:

I=

ex dx

1
2
2
2
2
2
2
2
2
2
{1+e+2(e(0,1) +e(0,2) +e(0,3) +e(0,4) +e(0,5) +e(0,6) +e(0,7) +e(0,8) +e(0,9) )}.
20
Trong sai s ton phn cho bi:

'

(b a)M h2
(0, 1)2 .20.e
|R|
=
.
12
12
4.2.2 Ph-ng php Parabol
Cho hm f (x) xc nh trn [a, b]. Chia on [a, b] thnh 2n on con bng nhau bi
cc im chia xi , vi i := 0, , 2n sao cho:
a = x0 < x1 < < x2n = b.
Khi xi = a + ih, h =
y

ba
,i
2n

= 0, 1, ..., 2n.

M2i
M2i1
M2i2
a

x2i2 x2i1 x2i b

Trn mi on [x2i2 , x2i ], i = 1, 2, ..., n, ta thay f (x) bng a thc ni suy bc hai
Q2 (x) vi cc mc ni suy x2i2 , x2i1 , x2i Cng thc c th :
Q2 (x) = y2i2
+y2i1
+y2i

(x x2i1 )(x x2i )

(x2i2 x2i1 )(x2i2 x2i )

(x x2i2 )(x x2i )

(x2i1 x2i2 )(x2i1 x2i )
(x x2i2 )(x x2i1 )
.
(x2i x2i2 )(x2i x2i1 )

Theo cng thc ni suy

f (x) = Q2 (x) + R2 (x).

Gii tch s

35

x2i

x2i

f (x)dx =
x2i2

D thy

Q2 (x)dx +
x2i2

x2i

Q2 (x)dx =
x2i2

Vy

x2i

x2i

R2 (x)dx.
x2i2

h
(y2i2 + 4y2i1 + y2i ).
3

h
f (x)dx = (y2i2 + 4y2i1 + y2i ) +
3
x2i2

x2i

R2 (x)dx.
x2i2

T-ng t vi cc on cn li v ly tng trn tt c on con, ta c:

Z b
n Z x2i
n
X
X
h
f (x)dx =
f (x)dx '
(y2i2 + 4y2i1 + y2i ).
3
a
x
2i2
i=1
i=1
Cui cng ta c cng thc tnh tch phn nh- sau:
Z b
ba
f (x)dx '
(y0 + 4y1 + 2y2 + ... + 4y2n1 + y2n ).
6n
a

Cng thc sai s

a. Sai s a ph-ng: t
Z xi +h
h
R=
f (x)dx [f (xi h) + 4f (xi ) + f (xi + h)].
3
xi h
Xt hm

xi +t

(t) =
xi t

t
f (x)dx [f (xi t) + 4f (xi ) + f (xi + t)].
3

t
F (t) := (t) ( )5 (h), 0 t h.
h
0
D th li rng F (0) = F (h) = 0; F (0) = F (0) = 0,
60t2
t
F (3) (t) = [f (3) (xi + t) f (3) (xi t)] 5 (h).
3
h
S dng nh l gi tr trung bnh cho f (3) nn tn ti [xi + t, xi t] sao cho
f (3) (xi + t) f (3) (xi t) = f (4) ()(xi + t xi + t).
Suy ra
F

(3)

90
2t2 (4)
(t) = [f () + 5 (h)].
3
h

Gii tch s

36

Bi F (0) = F (h) nn tn ti t1 (0, h),

F 0 (t1 ) = 0.
Bi F 0 (0) = F 0 (t1 ) nn tn ti t2 (0, t1 ),
F (t2 ) = 0.
Bi F (0) = F (t2 ) nn tn ti t3 (0, t2 ),
F (3) (t3 ) = 0.
Suy ra
(h) =
Vy

xi +h
xi h

h5 (4)
f (), xi t3 xi + t3 .
90

h
h5 (4)
f (x)dx = [f (xi h) + 4f (xi ) + f (xi + h)] f ().
3
90

t M := maxx[a,b] |f (4) (x)|, ta nhn -c

M h5
|R|
.
90
b. Sai s ton phn l
RT p
V d: Tnh tch phn I =

R1
0

(b a)
M h4 .
180

ex dx bng ph-ng php Parabol vi n = 5. Ta c:

2

M := max {|y (4) (x)|} = max {|4(4x4 + 12x3 + 3)ex |} = 76.e.

x[0,1]

x[0,1]

Cng thc tnh nh- sau:

I=

ex dx

1
2
2
2
2
2
2
2
2
2
{1+e+2(e(0,2) +e(0,4) +e(0,6) +e(0,8) )+4(e(0,1) +e(0,3) +e(0,5) +e(0,7) +e(0,9) )}.
30
Trong sai s ton phn cho bi:

'

(b a)M h4
(0, 1)4 .76.e
|R|
=
.
180
180

Gii tch s

37

Ch-ng 5
Gii Ph-ng Trnh Phi Tuyn
Ch-ng ny trnh by mt s ph-ng php gii ph-ng trnh f (x) = 0 trong
f : R R.
5.1 Ph-ng php th
u tin ta tm cch -a ph-ng trnh f (x) = 0 v dng t-ng -ng
g(x) = h(x),
Tip theo v th ca cc hm y = g(x) v y = h(x) tm giao im ca cc th
ny. Hanh giao im chnh l nghim cn tm.
y

y = h(x)
y = g(x)
0

5.2 Ph-ng php chia i.

Gi s f (x) lin tc trn (a, b) v f (a).f (b) < 0 th f (x) c t nht mt nghim trn
(a, b). Ta dng ph-ng php chia i lin tip on [a, b] tm gi tr gn ng ca
nghim nh- sau. Khng mt tng qut xem f (a) < 0 < f (b). Chia i [a, b] bi im
a+b
. Nu f (c) = 0, th c = . Nu f (c) 6= 0, xy ra hai tr-ng hp:
c=
2
a. Nu f (c)f (a) < 0, th chn on [a1 , b1 ], a1 = a, b1 = c.
b. Nu f (c)f (b) < 0, th chn on [a1 , b1 ], a1 = c, b1 = b.
Khi f (a1 ) v f (b1 ) tri du. Tip tc qu trnh nu trn, cui cng hoc c c
ba
f (c) = 0, hoc ta xy dng -c dy on tht li [an , bn ], n N, m bn an = n
2
tha f (an ) < 0 < f (bn ). Theo nguyn l dy on tht li s tn ti , an < <

Gii tch s

38

ba
bn , n N. Ta chng minh f () = 0. Tht vy. Do bn an = n 0, khi n ,
2
nn c
lim an = lim bn = .
n

Bi f lin tc suy ra, f () = lim f (an ) 0 v f () = lim f (an ) 0. Vy f () = 0.

n

f (a)

a1 = a

a2

a3 a4
b4

b1 = b
b2
b3

f (b)

Thut tan thc hin nh- sau:

B-c 1. Ly c =

a+b
.
2

Nu f (c) = 0. Ta c c l nghim v dng thut ton.

Nu f (c).f (a) < 0 th b := c.
Nu f (c).f (a) > 0 th a := c.
B-c 2. Nu |b a| < th nghim gn ng l c. Nu khng quay li b-c 1.
V d: Dng ph-ng php chia i gii gn ng f (x) = x4 + 2x3 x 1 trn on
[0, 1] vi s b-c n = 5. Do f (0) = 1, f (1) = 1 nn nghim x [0, 1].
Chia i [0, 1], c1 = 0.5, f (0.5) = 1.19. Ta chn [a1 , b1 ] = [0.5, 1]. Tip tc chia i
ta c:
F (0.75) = 0.59, f (0.875) = 0.05,
f (0.8125) = 0.304, f (0.8438) = 0.135, f (0.8594) = 0.043.
Vy nghim gn ng

1
x ' (0.859 + 0.875) = 0.867.
2

Gii tch s

39

5.3 Ph-ng php lp n.

gii -c bng ph-ng php lp ta -a ph-ng trnh f (x) = 0 v dng
x = (x).
Nu (x) [a, b] , 0 (x) q < 1, x [a, b] th vi mi x0 [a, b] dy lp
xn+1 = xn , n = 0, 1, 2, ..., +,
hi t ti nghim x ca ph-ng trnh f (x) = 0. Nu cho tr-c > 0, khi php lp tha
cng thc
(1 q)
| xn+1 xn |<

q
th dng v ly xn+1 l nghim gn ng (cng thc ny l iu kin dng). Tht vy:
Dy {xn } l dy Cauchy v vi mi n, cn [a, b] sao cho
| xn+1 xn |=| (xn ) (xn1 ) |
=| 0 (cn ) | | xn+1 xn | q | xn+1 xn | .
T , ta c
| xn+1 xn | q | xn xn1 |,
| xn xn1 | q | xn1 xn2 |,
| x2 x1 | q | x1 x0 | .
Vy
| xn+1 xn | q n | x1 x0 | .
Vi mi p N ta c:
| xn+p xn |
=| xn+p xn+p1 + xn+p1 ... + xn+1 xn |
q n+p+1 | x1 x0 | +... + q n | x1 x0 |
= q n (1 + q + q 2 + ... + q n1 ) | x1 x0 | .
T
| xn+p xn |

qn
| x1 x0 | .
1q

Bi 0 q < 1 dy {xn } hi t ti x . Qua gii hn ta c

lim xn = lim (xn ),

suy ra
x = (x ).

Gii tch s

40

Cho p + trong biu thc

| xn+p xn |
Ta c
| xn x |

qn
| x1 x0 | .
1q

qn
| x1 x0 | .
1q

C nhiu cch -a ph-ng trnh f (x) = 0 v dng gii -c bng ph-ng php lp n,
chng hn xt hm no (x) 6= 0, x [a, b], t
(x) = x + (x)f (x).
Hm (x) -c chn sao cho x [a, b], | 0 (x) < 1. V d, nu f 0 (x ) 6= 0 ta c th
ly
1
(x) = 0 .
f (x)
Khi
(x) = x
Hn na o hm cp 1 ca l
0 =

f (x)
.
f 0 (x)

f.f
.
(f 0 )2

Bi 0 (x ) = 0 v 0 lin tc nn tn ti > 0 sao cho

x (x , x + ) , | 0 (x) | q < 1.
V d: Gii ph-ng trnh f (x) = x3 + x 1000 = 0 trn [9, 10].
C nhiu cch -a f (x) = 0 v dng x = (x). C th ta dng dng:

x = 3 1000 x.
Do

2
2
1
1
1
q := max |0 (x)| = max | (1000 x) 3 | (999) 3 '
.
x[9,10]
x[9,10] 3
3
300

Xp x ban u x0 = 10, ta c cng thc lp:

xn+1 = 3 1000 xn , n = 0, 1, 2, 3....

Vi n = 1 c x1 = 3 990, n = 2 c x2 = 3 1000 x1 ' 9.96666. Vi n = 3 nghim

gn ng x3 ' 9.96667. Sai s cho bi
| x3 x |

1
0.0001.
300

Gii tch s

41

5.4 Ph-ng php dy cung

2
Gi s ph-ng trnh f (x) = 0 c nghim duy nht trn [a, b], f C[a,b]
, v f 0 , f
khng i du trn [a, b]. im x [a, b] -c gi l im Fourier, nu f (x)f (x) > 0.

a) Tr-ng hp f 0 < 0, f > 0, x [a, b]. D thy trong tr-ng hp ny a l im

Fourier v f (a) > 0.
Gi xk l xp x th k ca nghim, x0 = b l xp x ban u
y

M (a, f (a))

y = f (x)
0

x2

x1
N1 (x1 , f (x1 ))

N0 (b, f (b))

Honh giao im ca dy cung M Nk v trc honh trong M (a, f (a)) v

Nk (xk , f (xk )) l xp x xk+1 .
Ph-ng trnh -ng thng qua M v Nk nh- sau:
y = f (a) +

f (xk ) f (a)
(x a).
xk a

Cho y = 0 ta c:
xk+1 = xk
Suy ra
xk+1 xk =

f (xk )(xk a)
.
f (xk ) f (a)

f (xk )
(xk a).
f (xk ) f (a)

Cui cng ta nhn -c cng thc dy cung

xk+1 = xk

f (xk )
(xk a), k = 1, 2, ..., +.
f (xk ) f (a)

Vy trong tr-ng hp ny dy {xk } l dy n iu gim hi t ti nghim.

Gii tch s

42

b) Tr-ng hp f 0 > 0, f > 0. Cng t-ng t nh- tr-ng hp a) trnh by trn

nh-ng vi im b l Fourier v xp x ban u l a ta c cng thc lp sau:
xk+1 = xk

f (xk )(xk b)
.
f (xk ) f (b)

Cng thc sai s

1. Cng thc sai s th nht: Gi s |f 0 (x)| m > 0, x [a, b]. Khi c
|f (xk )| = |f (xk ) f (x )|
= |f 0 (uk )(xk x )| m|xk x |.
Vy ta c cng thc sai s th nht:
|xk+1 x |

|f (xk )|
.
m

2. Cng thc sai s th hai: Gi s

x [a, b], 0 < m |f 0 (x)| M.
T cng thc dy cung ta c:
xk+1 = xk
Suy ra
f (xk ) =

f (xk )(xk a)
.
f (xk ) f (a)

f (xk ) f (a)
(xk+1 xk ).
xk a

Xt v tri, do f (x ) = 0 v t cng thc s gia, tn ti uk (x , xk ) sao cho

f (xk ) = f (x ) f (xk ) = (x xk )f 0 (uk ).
Xt v phi, t cng thc s gia, tn ti xk (xk+1 , xk ) sao cho
f (xk ) f (a)
.(xk+1 xk ) = f 0 (xk )(xk+1 xk ).
xk a
Vy
(x xk )f 0 (uk ) = f 0 (xk )(xk+1 xk ).
T
(x xk+1 + xk+1 xk )f 0 (uk ) = f 0 (xk )(xk+1 xk ).

Gii tch s

43

Hay
|x xk+1 | =

|f 0 (xk ) f 0 (uk )|
.|xk+1 xk |.
|f 0 (uk )|

Hn na do
|f 0 (xk f 0 (uk )| M m,
suy ra c cng thc sai s th 2,
|xk+1 x |

M m
|xk+1 xk |.
m

V d: Gii ph-ng trnh f (x) = x3 0.02x2 0.2x 1.2 = 0 trn [0, 1.5] vi
= 0.002.
D thy im Fourier l b = 1.5 v m = 3.49. t
fn = x3n 0.2x2n 0.2 1.2
ta c
xn+1 = xn

fn
(1.5 xn ).
1.425 fn

Bi x3 = 1.198, f (x3 ) ' 0.0072. Sai s cho bi

| x3 x |<

0.0072
' 0.002.
3.49

5.5 Ph-ng php tip tuyn

Xt hm f (x) c nghim duy nht, c cc o hm cp 1 v 2 lin tc v gi nguyn
du (f 0 , f hoc d-ng hoc m) trn on [a, b]. Chn im x0 sao cho f (x0 )f (x0 ) > 0,
im ny -c gi l im Fourier.
Ph-ng trnh tip tuyn vi -ng cong y = f (x) ti im M0 (x0 , f (x0 )) c dng
y = f 0 (x0 )(x x0 ) + f (x0 ).
Tip tuyn ct trc hanh ti im x1 ,
0 = f 0 (x0 )(x1 x0 ) + f (x0 ).
T , ta c
x1 = x0

f (x0 )
.
f 0 (x0 )

Vi vai tr x0 l xn ta c dng tng qut

xn+1 = xn

f (xn )
, n = 1, 2, ..., +.
f 0 (xn )

Gii tch s

44

Dy lp ny ta gi l dy lp Newton.
nh l 5.5.1 Vi cc gi thit trn, dy lp Newton hi t ti nghim ca ph-ng
trnh f (x) = 0.
Chng minh: Khng gim tng qut coi f > 0, f 0 < 0. Cc tr-ng hp khc chng
minh t-ng t. Tr-c tin, ta khai trin Taylor hm f (xn ) ti xn1 c dng
f (xn ) = f (xn1 ) + f 0 (xn1 )(xn xn1 ) +
T
xn = xn1

f (cn1 )
(xn xn1 )2 .
2

f (xn1 )
,
f 0 (xn1 )

suy ra
xn xn1 =

f (xn1 )
.
f 0 (xn1 )

Thay vo biu thc trn, ta c

f (xn ) = f (xn1 ) f 0 (xn1 ).

f (xn1 )
f 0 (xn1 )

f (cn1 )
(xn xn1 )2
2
f (cn1 )
=
(xn xn1 )2 0.
2
+

Mt khc
xn+1 xn =
=

f (xn )
f 0 (xn )

f (cn1 )(xn xn1 )2

0
2f 0 (xn )

v dy {xn } l n iu khng gim. Nu xn > x th do f 0 < 0 nn

f (xn ) < f (x ) = 0.
Mu thun vi f (xn ) 0. T dy {xn } c gii hn l .
K hiu
M := sup {|f 0 (x)|}.
x[a,b]

Ta c
|f (xn )| = |f 0 (xn )|.|xn+1 xn | M |xn+1 xn |.

Gii tch s

45

m t v mt hnh hc ca thut ton nu trong chng minh ca nh l trn, ta

xem hnh sau:
6

M (b, f (b))

N1 (x1 , f (x1 ))
x
0

x2 x1

y = f (x)
Cng thc sai s

N (a, f (a))

Gi s |f (x)| M1 v |f 0 (x)| M2 vi mi x [a, b]. Mt mt ta c

f (xn+1 ) = f (xn+1 ) f (x ) = f 0 (
xn+1 )(xn+1 ) x ).
Suy ra
|xn+1 x |

f (xn+1 )
|xn+1 xn |2 .
M2

Mt khc t cng thc Taylor, ta c

f (xn+1 ) = f (xn ) + f 0 (xn )(xn+1 xn ) +
=

f (n )
(xn+1 xn )2
2

f (n )
(xn+1 xn )2 .
2

T , suy ra
|f (xn+1 )|

M1
|xn+1 xn |2 .
2

Vy ta c cng thc sai s

|xn+1 x |

M1
|xn+1 xn |2 .
2M2

Tc hi t nhanh hn ph-ng php dy cung, lp trnh t-ng i n gin.

V d: Dng ph-ng php tip tuyn gii ph-ng trnh
s = 0.0001.

tg(x)
x

1 = 0 trn (, 3.
) sai
2

Gii tch s

46

Vit li ph-ng trnh trn nh- sau:

f (x) = sin(x) x sin(x) = 0.
D thy f 0 (x) < 0, f (x) < 0, x (, 3.
). Dng cng thc
2
xn+1 = xn
Ly x0 =
thc:

3.
,
2

f (xn )
, n = 0, 1, 2, ...
f 0 (xn )

ta nhn -c x1 = 9, x2 = 4.50004, x3 = 4.49343. Sai s cho bi cng

|x3 x |

3.
|x3 x2 |2
4

3.
|4.49343 4.50005|2
4
3.
=
|0.00662|2 ' 0.0001.
4

5.6 Gii a thc

Phn ny xt ph-ng
gii ph-ng trnh f (x) = 0 vi f (x) l mt a thc bc n
Pphp
n
no . Gi s f (x) = i=0 ai xi ta c th vit li n dng Horner
f (x) = a0 + x(a1 + ... + x(an1 + xan ))...).
t
bn1 = an
bn2 = an1 + xbn1
...............
bi1 = ai + xbi
...............
b0 = a1 + xb1
f (x) = a0 + xb0 .
tnh gi tr ca a thc m ta dng cch t trn, ta gi l ph-ng php Horner.
Tnh ton -c thc hin theo s sau:
Gi s cn chia a thc f (x) cho (x x0 ). Ta vit nh- sau
f (x) = (x x0 )Qn1 (x) + f (x0 ).
Trong
Qn1 (x) = 0 + 1 x + ... + n1 xn1 .

Gii tch s

47

T c
f (x) = n1 xn + (n2 x0 n1 )xn1 + ... + (0 x0 1 )x + f (x0 ) x0 0 .
So snh cc h s, ta c
an = n1 ,
an1 = n2 x0 n1 ,
.................
a1 = 0 x0 1 ,
a0 = f (x0 ) x0 0 .
So snh vi ph-ng php Horner trnh by trn vi f (x0 ) ta suy ra bi = i , i :=
0, 1...n. S dng lin tip ph-ng php, ta c
f (x) = (x x0 )Qn1 (x) + R0 (x0 ),
Qn1 (x) = (x x0 )Qn2 (x) + R1 (x0 ),
.................
Q1 (x) = (x x0 )Q0 (x) + Rn1 (x0 ),
Q0 (x) = Rn (x).
Vy
f (x) = R0 (x0 ) + R1 (x0 )(x x0 ) + ... + Rn (x0 )(x x0 )n .
Theo cng thc Taylor th
f (x) =

n
X
f (i) (x0 )
i=0

i!

(x x0 )i .

So snh hai biu thc cng ca f (x) suy ra:

f (i) (x0 ) = i!Ri (x0 ), i := 0, 1, ..., n.
trong Ri (x0 ) -c tnh t ph-ng php Horner.
5.7 Gii h hai ph-ng trnh phi tuyn bng ph-ng php lp n
Xt hai ph-ng trnh vi hai n:

F1 (x, y) = 0,
F2 (x, y) = 0.

Gi s h c nghim c lp. s dng ph-ng php lp ta -a h trn v dng:

x = 1 (x, y),
y = 2 (x, y).

Gii tch s

48

Thut ton thc hin nh- sau:

xn+1 = 1 (xn , yn ),
yn+1 = 2 (xn , yn ).

Trong (x0 , y0 ) l gi tr ban u.

Gi s h ch c nghim duy nht (x , y ) trong U = [a, b] [a, b] R2 . Cc hm
1 (x, y), 2 (x, y) kh vi lin tc trong U .
|

1
2
|+|
| q1 < 1,
x
y

1
2
|+|
| q2 < 1.
x
y

1
1
|+|
| q1 < 1,
x
y

2
2
|+|
| q2 < 1.
x
y

Hoc

Cc gi tr (xn , yn ) U, n = 0, 1, 2, ..., +, th dy im xp x (xn , yn ) xc nh trn

hi t ti nghim (x , y ) ca h. Sai s cho bi:
|xn x | + |yn y |

max{q1 , q2 }
(|xn xn1 | + |yn yn1 )|.
1 max{q1 , q2 }

Gii tch s

49

Ch-ng 6
Gii H Ph-ng Trnh i S Tuyn Tnh
6.1 Mt vi khi nim cn thit
Xt h ph-ng trnh i s tuyn tnh

a11 x1 + a12 x2 + ... + a1n xn = b1 ,

a21 x1 + a22 x2 + ... + a2n xn = b2 ,

......................................

an1 x1 + an2 x2 + ... + ann xn = bn .

Ma trn h s ca h

a11 a12 ... a1n

a21 a22 ... a2n

A :=
.....................
an1 a12 ... ann
Vit d-i dng ton t tuyn tnh
Ax = b.
Trong
b = (b1 , b2 , ..., bn )> Rn x = (x1 , x2 , ..., xn ) Rn .

6.2 Ph-ng php Gauss

6.2.1 Ph-ng php Gauss gii h i s tuyn tnh
thun tin cho thut ton ta xt h i s tuyn tnh trn vi cch t (cc s hng
t do) ai,n+1 := bi . Khi h i s tuyn tnh tr thnh

a11 x1 + a12 x2 + ... + a1n xn = a1,n+1 ,

a21 x1 + a22 x2 + ... + a2n xn = a2,n+1 ,

......................................................

an1 x1 + an2 x2 + ... + ann xn = an,n+1 .

Ph-ng php -c chia thnh hai b-c

Gii tch s

50

a. B-c thun: Dng php bin i t-ng -ng -a h v dng tam gic trn (D )
sau:

(0)
(0)
(0)
(0)
(0)

x1 + b12 x2 + b13 x3 + ... + b1,n1 xn1 + b1,n xn = b1,n+1

(0)
(1)
(1)
(1)

0.x1 + x2 + b23 x3 + ... + b2,n1 xn1 + b2n xn = b2,n+1

................................................................................

(n2)
(n2)

0.x1 + 0.x2 + 0.x3 + ... + xn1 + bn1,n xn = bn1,n+1

(n1)
0.x1 + 0.x2 + 0.x3 + ... + 0.xn1 + xn = bn,n+1
Ph-ng php c th nh- sau: Gi s a11 6= 0 ta chia ph-ng trnh u cho phn t
dn a11 c:
(0)

(0)

(0)

(0)

(0)

x1 + b12 x2 + b13 x3 + ... + b1,n1 xn1 + b1,n xn = b1,n+1 .

Vi

(0)

b1j =

a1j
.
a11

kh x1 trong cc ph-ng trnh cn li ta ln l-t nhn ph-ng trnh trn cho

a21 , a31 , ..., an1 v ly cc ph-ng trnh th i, i = 2, 3, ..., n tr t-ng ng cho cc ph-ng
trnh va nhn -c. Kt qu ta nhn -c h mi:

a11 x1 + a12 x2 + ... + a1n xn = a1,n+1 ,

(1)
(1)
(1)
0x1 + a22 x2 + ... + a2n xn = a2,n+1 ,
......................................................

(1)
(1)
(1)
0x1 + an2 x2 + ... + ann xn = an,n+1 .
Trong
(1)

(0)

aij = aij aik bkj , i = 2, 3, ..., n, j = 2, 3, ..., n.

(1)

Tip tc ta chia ph-ng trnh th hai cho phn t dn a22 c

(1)

(1)

(1)

x2 + b23 x3 + ... + b1n xn = b2,n+1 .

Vi

(1)

(1)
b2j

a2j

(1)

a22

, j = 3, 4, ..., n.

T-ng t nh- trn cho ti khi nhn -c h tam gic trn (T ) sau:

a11 x1 + a12 x2 + ... + a1n xn = a1,n+1 ,

(1)
(1)
(1)
0x1 + a22 x2 + ... + a2n xn = a2,n+1 ,
.............................................................

(n1)
(n1)
0x1 + 0.x2 + ... + ann xn = an,n+1 .

Gii tch s

51
(i1)

Chia ph-ng trnh th i trong h ny cho phn t dn t-ng ng aii

ta nhn -c h c dng tam gic trn (D ).

, i = 1, 2, ..., n

b. B-c ng-c: Dng php th lin tip bt u t ph-ng trnh cui cng tr ln
xc nh nghim xn , xn1 , ..., x2 , x1 . Cng thc tnh nh- sau:
(k)

(k1)

aij = aij

(k1) (k1)
bkj ,

aik

i, j = k, k + 1, ..., n,

(k1)

(k1)

bkj

akj

(k1)

akk

, j = k + 1, ..., n.

(k1)

Ph-ng php trn thc hin -c nu akk 6= 0. Nu khng th bng cch chuyn dng
(ct) t-ng ng c -c tr-ng hp trn.
V d: Ph-ng php -c trnh by c th (cho h 4 ph-ng trnh 4 n) nh- sau

a11 x1 + a12 x2 + a13 x3 + a14 x4 = a15 ,

a21 x1 + a22 x2 + a23 x3 + a24 x4 = a25 ,

a

31 x1 + a32 x2 + a33 x3 + a34 x4 = a35 ,

a41 x1 + a42 x2 + a43 x3 + a44 x4 = a45 .

a. B-c thun: Gi s a11 6= 0, ta chia ph-ng trnh th nht cho phn t dn a11 thu
-c:
(0)
(0)
(0)
(0)
x1 + b12 x2 + b13 x3 + b14 x4 = b15
(0)

vi b1j =

a1j
.
a11

kh x1 trong ba ph-ng trnh cn li ta ln l-t nhn ph-ng trnh trn cho

a21 , a31 , a41 v ly cc ph-ng trnh th i, i = 2, 3, 4 tr t-ng ng cho cc ph-ng trnh
va nhn -c. Kt qu ta nhn -c h mi:

(1)
(1)
(1)
(1)

a22 x2 + a23 x3 + a24 x4 = a25 ,

(1)
(1)
(1)
(1)
a32 x2 + a33 x3 + a34 x4 = a35

a(1) x + a(1) x + a(1) x = a(1) .

42 2
43 3
44 4
45
Trong
(1)

(0)

aij = aij aik bkj , i = 2, 3, 4, j = 2, 3, 4, 5.

(1)

Tip tc ta chia ph-ng trnh th nht cho phn t dn a22 c

(1)

(1)

(1)

x2 + b23 x3 + b14 x4 = b25 .

Gii tch s

52

Vi

(1)

(1)
b2j

a2j

(1)

a22

, j = 3, 4, 5.

T-ng t cch trn ta kh x2 trong h ta nhn -c h

(
(2)
(2)
(2)
a33 x3 + a34 x4 = a35 ,
(2)
(2)
(2)
a43 x3 + a44 x4 = a45 ,
vi

(2)

(1)

(1) (1)

aij = aij ai2 b2j , i = 3, 4, j = 3, 4, 5.

(2)

Chia ph-ng trnh u ca h cho a33 -c

(3)

(3)

a44 x4 = a45 .
Trong
(3)

(2)

(2) (2)

aij = aij ai3 b3j , i = 4, j = 4, 5.

(3)

Chia ph-ng trnh nhn -c cho a44 c

(3)

x4 =

a45

(3)
a44

(3)

= b45 .

Gp cc ph-ng trnh nhn -c, ta -c h

(0)
(0)
(0)
(0)

x1 + b12 x2 + b13 x3 + b14 x4 = b15 ,

(1)
(1)
(1)
0.x1 + x2 + b23 x3 + b24 x4 = b25 ,
(2)
(2)

0.x1 + 0.x2 + x3 + b34 x4 = b35 ,

(3)
0.x1 + 0.x2 + 0.x3 + x4 = b45 .
B-c thun kt thc.
b. B-c ng-c: T ph-ng trnh cui cng, ta c
(3)

x4 = b45 .
Th x4 vo ph-ng trnh th ba -c
(2)

(2)

x3 = b35 b34 x4 .
Th x3 , x4 vo ph-ng trnh th hai c:
(1)

(1)

(1)

x2 = b25 b24 x4 b23 x3 .

Gii tch s

53

Th x2 , x3 , x4 vo ph-ng trnh cn li ta nhn -c nghim

(0)

(0)

(0)

(0)

x1 = b15 b14 x4 b13 x3 b12 x2 .

n y kt thc b-c nghch v tm -c tt c cc nghim ca h. Thut ton kt thc.
6.2.2 Dng ph-ng php Gauss tnh nh thc
tnh nh thc ca ma trn A ta thc hin ch b-c thun t-ng t nh- khi gii h
i s tuyn tnh vi v phi l 0 cho ti khi nhn -c h tam gic trn (T ),

a11 x1 + a12 x2 + ... + a1n xn = 0,

(1)
(1)
0x1 + a22 x2 + ... + a2n xn = 0,
................................................

(n1)
0x1 + 0.x2 + ... + ann xn = 0.
Ma trn h s:

a11 a12 ... a1n

(1)

0 a(1)
22 ... a2n

T =
..........................
(n1)
0 0 ... ann

(i1)

By gi ta chia dng (i) ca ma trn T cho phn t dn aii

s nhn -c ma trn

(0)
(0)
(0)
1 b12 b13 ... b1n
0 1 b(1) ... b(1)
22
2n
B :=
..........................
0 0 0 ... 1

D thy det B = 1. Vy
(0)

(1)

det A = a11 .a22 ...a(n1)

.
nn

6.2.3 Tm ma trn nghch o bng ph-ng php Gauss

tm ma trn nghch o A = (xij )n ca ma trn khng suy bin A = (aij )n bng
ph-ng php Gauss ta gii n h ph-ng trnh tuyn tnh c cng ma trn h s A tc l
n
X

aik xkj = ij , i, j = 1, 2, ..., n.

k=1

Trong

ij =

0, if i 6= j,
1, if i = j.

Gii tch s

54

6.3 Ph-ng php cn s (ph-ng php Cholesky)

Xt h ph-ng trnh tuyn tnh vi ma trn h s l ma trn i xng tc l aij =
aji , i, j = 1, 2, ..., n. Ta biu din ma trn A thnh tch hai ma trn:
A = S T S,
trong S = (sij l ma trn tam gic trn tc l (sij = 0, i > j v S T l ma trn
chuyn v ca ma trn S. phn tch ma trn A thnh tch ca S T S, ta s dng cng
thc nhn hai ma trn:
aij =

n
X

sik skj , i j.

k=1

Hay
s11 = (aii

i1
X

s2ki ) 2 , i = 2, 3, ..., n, ;

k=1

sij =

aij

Pi1
k=1

ski skj

sii
sij = 0, i > j.

, i < j,

Nu sii 6= 0, i = 1, 2, ..., n, th detA = s11 .s22 ...snn 6= 0 khi h c nghim duy nht.
C th ta tm -c:

s11 s12 ... s1n

0 s22 ... s2n

S :=
.....................
0 0 ... tnn
By gi gii
Ax = b
ta vit
S T S = b.
t Sx = y -c S T y = b. u tin, ta gii h tam gic d-i
S T y = b,
xc nh y. Sau khi gii h ny, ta nhn -c nghim
y1 =

b1
;
s11

Gii tch s

55

yi =

bi

Pi1
k=1

ski yk

sii

, i > 1.

Sau gii h Sx = y tm nghim x, c th nghim s -c tnh nh- sau:

yn
xn =
;
snn
P
yi nk=i+1 sik xk
, i < n.
xi =
sii
6.4 Ph-ng php lp n gii h i s tuyn tnh
Trong khng gian Rn , xt cc chun sau:
kxk = max |xi | :
1in

kxk1 =

n
X

|xi | :

i=1

v
u n
uX
kxk2 = t
x2i .
i=1

Khi ta c cc chun t-ng thch ca ma trn A l

kAk = max

1in

kAk1 = max

1jn

kAk2 =

n
X

|ai,j | :

j=1
n
X

|ai,j | :

i=1

max i (AT A),

1in

trong i (AT A) l cc gi tr ring ca ma trn AT A.

gii bng ph-ng php lp n u tin ta -a ph-ng trnh Ax = b v dng
x = Bx + g.
T nguyn l nh x co ta c kt qu sau: Nu kBk < 1 th dy lp:
xk+1 = Bxk + g, k = 1, 2, ..., +,

Gii tch s

56

trong x0 Rn chn bt k l hi t ti nghim x duy nht.

Sai s -c cho bi:
kBkk
kxk x k
kx1 x0 k,
1 kBk
kxk x k

kBk
kxk xk1 k.
1 kBk

6.5 Ph-ng php Jacobi

Ma trn A = (aij )n gi l c -ng cho tri nu mt trong hai iu kin sau tha
X
c1.
|aij | < |aii |, i = 1, 2, ..., n,
j6=i

c2.

|aij | < |ajj |, j = 1, 2, ..., n.

i6=j

nh l Nu A c -ng cho tri th c th -a ph-ng trnh Ax = b v dng

x = Bx + g vi ma trn B c chun nh hn 1.
Chng minh: Xt tr-ng hp c1, t

a11 x1 + a12 x2 + ... + a1n xn = b1 ,

a21 x1 + a22 x2 + ... + a2n xn = b2 ,

..............................................

an1 x1 + an2 x2 + ... + ann xn = bn ,

ta chia ph-ng trnh th i cho aii v chuyn cc s hng j 6= i sang v phi ta -c
xi =

a11
a12
a1n
bi
x1
x2 ...
xn + .
aii
aii
aii
aii

Ph-ng trnh cho t-ng -ng vi ph-ng trnh

12
x2 ... aa1n
xn + abii1 ,
x1 = 0.x1 aa11

11

x2 = aa21
x1 + 0.x2 ... aa2n
xn + ab222 ,
22
22

..............................................................

n
n2
n1
x1 aann
x2 ... + 0.xn + abnn
.
xn = aann
t ma trn B = (bij )n vi

bij =

0, j = i,
a
aijii , j 6= i

v
gi =

bi
.
aii

Gii tch s

57

Khi ph-ng trnh c dng

x = Bx + g.
Hn na
kBk = max

1in

Tr-ng hp c2:
T

n
X

|bij | < 1.

i=1

a11 x1 + a12 x2 + ... + a1n xn = b1 ,

a21 x1 + a22 x2 + ... + a2n xn = b2 ,

.................................................

an1 x1 + an2 x2 + ... + ann xn = bn .

t: zi = aii xi v thay vo ph-ng trnh v chuyn v, ta c

1n
z1 = 0.z1 aa12
z2 ... aann
zn + b1 ,

22

a21
2n
z2 = a11 x1 + 0.z2 ... aann
xn + b n ,
....................................................

zn = aan1
x1 aan2
x2 ... + 0.xn + bn .
11
22
t ma trn B = (bij )n vi

0,
j = i,
aij
ajj , j 6= i,

bij =
v

gi = bi .
Khi ph-ng trnh c dng
x = Bx + g.
Hn na
kBk1 = max

1jn

n
X

|bij | < 1.

i=1

V d: Dng ph-ng php lp n gii h ph-ng trnh

10x1 + 2x2 + x3 = 10,

x1 + 10x2 + 2x3 = 12,

x1 + x2 + 10x3 = 8.
Ma trn h s

10 2 1
A := 1 10 2
1 1 10

D thy A l ma trn -ng cho tri.

x1 = 0x1 0.2x2 0.1x3 + 1,

x2 = 0.1x1 + 0x2 0.2x3 + 1.2,

x3 = 0.1x1 0.1x2 + 0x3 + 0.8.

Gii tch s

58

Vit li dng
x = Bx + g,
trong

0 0.2 0.1

B := 0.1 0 0.2
0.1 0.1 0

1
g = 1.2
0.8

D kim li
kBk = max

1i3

3
X

|bij | = max{0.3, 0.3, 0.2} = 0.3 < 1.

j=1

Dng ph-ng php Jacobi, ta c dy lp xc nh bi

(n+1)
(n)
(n)
(n)

= 0x1 0.2x2 0.1x3 + 1,

x1
(n+1)
(n)
(n)
(n)
x2
= 0.1x1 + 0x2 0.2x3 + 1.2,

x(n+1) = 0.1x(n) 0.1x(n) + 0x(n) + 0.8,

3
1
2
3
trong n = 0, 1, 2, ..., + v xp x ban u

1
x(0) = 1.2
0.8
Vi n = 1,

(1)

x1 = 0 1 0.2 1.2 0.1 0.8 + 1 = 0.68,

(1)
x2 = 0.1 1 + 0 1.2 0.2 0.8 + 1.2 = 0.94,

x(1) = 0.1 1 0.1 1.2 + 0 0.8 + 0.8 = 0.58.

3
Vi n = 2,

(2)

x1 = 0 0.68 0.2 0.94 0.1 0.58 + 1,

(2)
x2 = 0.1 0.68 + 0 0.94 0.2 0.58 + 1.2,

x(2) = 0.1 0.68 0.1 0.94.2 + 0 0.58 + 0.8.

3
Sai s cho bi cng thc
kx(2) x k

kBkk
(0.3)2
kx1 x0 k =
(0.22).
1 kBk
0.7

Gii tch s

59

6.6 Ph-ng php Seidel

T ph-ng trnh
x = Bx + g,
ta phn tch ma trn B thnh tng ca hai ma trn tam gic trn v d-i. Tc l
B = B1 + B2
trong

0 0 ... 0
b21 0 ... 0

B1 :=
................
bn1 bn2 ... 0
v

b11 b12 ... b1n

0 b22 ... b2n

B2 :=
.................
0 0 ... bnn

Ph-ng trnh vit li

x = B1 x + B2 x + g.
Php lp xc nh nh- sau:
x(k+1) = B1 x(k+1) + B2 x(k) + g, k := 1, 2, ..., +
C th cng thc lp xc nh theo
(k+1)
xi

i1
X

(k+1)
bij xj

j=1
(k+1)

Cc thnh phn xj
(k+1)
.
phn xi

n
X

(k)

bij xj + gi .

j=i

va tnh -c vi j = 1, 2..., i 1 s dng ngay vo tnh thnh

nh l 6.6.1 Nu kBk < 1 th ph-ng php Seidel hi t.

Chng minh: D thy t nguyn l im bt ng th ph-ng trnh trn c nghim
duy nht x .
xt s hi t ca dy lp theo ph-ng php Seidel ta xt
(k+1)

xi

xi =

i1
X
j=1

(k+1)

bij xj

n
X
j=i

(k)

bij xj + gi xi

Gii tch s

60

i1
X

(k+1)
bij xj

j=1

n
X

(k)
bij xj

i1
n
X
X

+ gi (
bij x +
bij x + gi )

j=i

i1
X

j=1

(k+1)
bij (xj

x )+

j=1
(k+1)

|xi

t i :=

Pi1
j=1

(k+1)
|bij |.kxj

j=1

|bij |; i :=
(k+1)

|xi

(k)

bij (xj x ).

j=i

T , ta c
i1
X

n
X

j=i

xi |

x k +

n
X

(k)

|bij |.kxj x k .

j=i

Pn
j=i

|bij | th

xi | i kx(k+1) x k + i kx(k) x k , i.

t
(k+1)

max |xi

1in

(k+1)

xi | = |xi0

xi0 |

= kx(k+1) x k .
Vi i = i0 ta nhn -c
(k+1)

kx(k+1) x k = |xi0

xi0 |

i0 kx(k+1) x k + i0 kx(k) x k ,
Vy
kx(k+1) x k

i0
kx(k) x k
1 i0

i
kx(k) x k .
1in 1 i

max
Bi
i + i =

n
X
j=1

suy ra
i + i
Do

|bij | max

1in

n
X

|bij | = kBk < 1,

j=1

i
i (1 i i )
=
0,
1 i
1 i

i
max (i + i ) = kBk < 1.
1in
1in 1 i
max

Vy ta kt lun kx(k) x k + khi k dn ti +.

Nhn xt:

Gii tch s

61

Ph-ng php Seidel hi t tt hn ph-ng php lp n. Tit kim b nh v hp l

(k+1)
hn ch cc thnh phn xi
va tnh -c huy ng tnh cc thnh phn tip
theo. C th cho cc v d ch ra rng hai ph-ng php khng ng thi hi t hoc phn
k.
6.7 Ph-ng php Gauss-Seidel
Gi s ma trn A c -ng cho tri. Nh- ph-ng php Jacobi ta -a ph-ng trnh
v dng gii bng ph-ng php lp. T

a11 x1 + a12 x2 + ... + a1n xn = b1

a21 x1 + a22 x2 + ... + a2n xn = b2

.............................................

an1 x1 + an2 x2 + ... + ann xn = bn

Ta chia ph-ng trnh th i cho aii v chuyn cc s hng j 6= i sang v phi ta -c
xi =

a11
a12
a1n
bi
x1
x2 ...
xn + .
aii
aii
aii
aii

Ph-ng trnh cho t-ng -ng vi ph-ng trnh

x1 = 0.x1 aa12
x2 ... aa1n
xn + abii1

11
11

x1 + 0.x2 ... aa2n

xn + ab222
x2 = aa21
22
22

..........................................................

n2
n
n1
x1 aann
x2 ... + 0.xn + abnn
xn = aann
t ma trn B = (bij )n vi

bij =

0,
j = i,
aij
aii , j 6= i,

v
gi =

bi
.
aii

Khi ph-ng trnh c dng

x = Bx + g.
Hn na
kBk = max

1in

n
X

|bij | < 1.

i=1

By gi ta s dng ph-ng php Seidel p dng cho h trn nh- sau:

(k+1)
xi

i1
X
aij
j=1

aii

(k+1)
xj

n
X
aij
j=i

Ph-ng php ny gi l ph-ng php Gauss-Seidel.

aii

(k)

xj + g i .

Gii tch s

62

Ch-ng 7
Gii Gn ng Ph-ng Trnh Vi Phn
Ch-ng ny trnh by mt s ph-ng php gii bi ton ph-ng trnh vi phn cp 1.
gii bi ton ny, ng-i ta phn bit hai loi ph-ng php l ph-ng php gii tch v
ph-ng php s. Cc ph-ng php gii tch cho php tm nghim gn ng dng biu
thc gii tch cn trong cc ph-ng php s th tm gn ng hm nghim y(x) ti mt
s im x0 , x1 , ..., xn trn [a, b].
7.1 Ph-ng php xp x lin tip
Xt bi ton Cauchy

y 0 = f (x, y),
y(0) = y0 , 0 x 1.

Trong f (x, y) tha iu kin Lipschitz theo y trn min m D trong khng gian R2 ,
tc l
|f (x, y1 ) f (x, y2 )| L|y1 y2 |, (x, y1 ), (x, y2 ) D, L = const.
Ta ly L.

y (n+1)

k y k = max ex |y(x)|.
0x1
Z x
= y0 +
f (t, y (n) (t))dt, n = 0, 1, 2, ...
0

Ta ch ra dy lp hi t ti nghim duy nht y (x). t rn+1 =k y (n+1) y k,

Z x

y = y0 +
f (t, y (t))dt
0

Ta c vi mi x [0, 1] xt
Z
|y

(n+1)

(x) y (x)| =

[f (t, y (n) (t)) f (t, y (t))]dt|

|y (n) (t) y (t)|dt

=L
0

et et |y (n) (t) y (t)|dt

Z

L
0

et ky (n) y kdt

Gii tch s

63
Z

= Lrn

et dt = Lrn

T suy ra

(ex 1)
.

(ex 1) x
e

1 e
Lrn
.

ex |y (n) (x) y (x)| Lrn

= Lrn

1 ex

Nh- vy
ex |y (n) (x) y (x)| Lrn

1 e
.

Ly max hai v ca bt ng thc trn, ta c

max ex |y (n) (x) y (x)| L

x[0,1]

tc l rn+1 qrn , vi q =

1e

(1 e )
rn ,

< 1. Suy ra
rn q n r0 .

By gi, ta -c l-ng r0 . Ta c

r0 = ky 0 y k

= sup ex |y (x) y (x0 )| = sup ex |(y )0 ()||x x0 |

0x1

0x1

sup ex ||f (, y ())|

0x1

sup |f (x, y)|.

(x,y)D

t M := sup(x,y)D |f (x, y)| th r0 M . Vy

rn M q n .
V d: Gii bi ton Cauchy

y 0 = x y,
y(0) = 1, 0 x 1.

(x,y)
C f (x, y) = x y, | fy
| = 1, v do l = 1 v = L = 1. Chun -c xc nh
bi
kyk = max ex |y(x)|.
x[0,1]

iu kin Lipshitz l
|f (x, y1 ) f (x, y2 )| |y1 y2 |.

Gii tch s

64

Min D m cha {(x, y) : x [0, 1], |y| b}, khi

|f (x, y)| |x| + |y| 1 + b =: M.
rn M q n , q = (1 e1 ) < 1.
Dy lp xc nh theo
y (0) (x) = 1,

(1)

y (x) = 1 +

(t y(t))dt = 1 +
0

y (2) (x) = 1 +

x2
x,
2

(t y (1) (t))dt = 1 x + x2

x3
,
6

....................................
Cng thc tng qut

Z
y

(n+1)

(x) = 1 +

(t y (n) (t))dt.

7.2 Ph-ng php chui nguyn

Xt bi ton Cauchy

y 0 = f (x, y),
y(0) = y0 , 0 x 1.

Gi s f (x, y) l hm gii tch trong ln cn (x0 , y0 ), tc l f (x, y) khai trin thnh chui
ly tha trong ln cn

X
m+n f (x0 , y0 ) (x x0 )m (y y0 )n
f (x, y) =
.
m y n
x
m!n!
m,n=0

Khi nghim y (x) cng c th khai trin thnh chui ly tha

y (x) =

X
y (i) (x0 )
i=0

i!

(x x0 )i .

Nh- vy hm nghim y s -c xc nh nu ta tnh -c cc o hm ca y ti x0 ,

v cc o hm ny d dng tnh -c. C th nh- sau:
y(x0 ) = y0 ,
y 0 (x) = f (x, y) y 0 (x0 ) = f (x0 , y0 ),
y(x) =

f (x, y) f (x, y) 0
+
y (x, y)
x
y

Gii tch s

65

y(x0 ) =

f (x0 , y0 ) f (x0 , y0 )
+
f (x0 , y0 ),
x
y

Tip tc tnh cc o hm y (k) , k = 3, 4, ... ta xc nh -c hm nghim ca ph-ng

trnh y(x)

X
y (i) (x0 )
y(x) =
(x x0 )i .
i!
i=0
Nh- vy, ph-ng php ny n gin nh-ng tnh ton phc tp v bn knh hi t ca
chui nghim kh xc nh.
V d: Gii bi ton Cauchy

y 0 = x y,
y(0) = 1, 0 x 1.

Nh- vy f (x, y) = x y l gii tch trong ln cn (0, 1). Ta tnh cc o hm

y(0) = 1,
y 0 (0) = 0 1 = 1,
y(x) = 1 y 0 (x) y(0) = 2,
y (3) (x) = y(x) y (3) (0) = 2,
.......................
y (k) (x) = y (k1) (x) y (k) (0) = (1)k 2, k 2.
Vy
y (x) = 1 x + 2

X
(1)k xk
k=2

k!

= 2ex + x 1.

X
(x)k
= 1 x + 2(
1 + x)
k!
k=0
Vy nghim ca bi ton l:
y(x) = 2ex + x 1.

7.3 Ph-ng php Euler

7.3.1 Cng thc Euler

Gii tch s

66

Xt bi ton Cauchy

y 0 = f (x, y),
y(0) = y0 , a x b.

t vn l tm gn ng hm nghim y(x) ti mt s im a x0 < x1 < ... < xn

b. Tc l tm nghim yi gn ng vi y (xi ) vi mi i ( y y ch nghim ng). Nu
cc im chia xi cng nhiu th ta cng c hnh nh gn ng ca hm nghim y (x).
Xt tr-ng hp cc b-c cch u, tc l xi+1 xi = h, i = 0, 1, 2, ..., n. T khai trin
Taylor, ta c
y 0 (xi )
y()
y(xi+1 ) = y(xi ) +
(xi+1 xi ) +
(xi1 xi )2 .
1!
2!
Suy ra
y(xi+1 ) = y(xi ) +

hf (xi , y(xi ))
+ o(h2 ).
1!

Vy ta c th coi
y(xi+1 ) ' y(xi ) +

hf (xi , y(xi ))
.
1!

Ta c cng thc Euler nh- sau

yi+1 = yi + hf (xi , yi ).

7.3.2 Cng thc sai s ca ph-ng php Euler

a. Sai s a ph-ng: Xt sai s mc phi trn mt b-c vi gi thit b-c tr-c
tnh ng. Ti b-c th i ta xt hm y(x) l nghim ca bi ton
0
y = f (x, y(x)),
y(xi ) = yi .
Nghim ng ca bi ton ny
y(xi+1 ) = y(xi ) +

hf (xi , y(xi ))
+ o(h2 ).
1!

Bi y(xi ) = yi v yi+1 = yi + hf (xi , yi ) nn

y(xi+1 ) = yi + hf (xi , yi ) + o(h2 ) = yi+1 + o(h2 ).
T suy ra
y(xi+1 ) yi+1 = o(h2 ).
b. Sai s ton phn: Xt sai s trn ton on [x0 , xn ]. Gi s hm f (x, y) tha iu
kin Lipshitz theo y
|f (x, y1 ) f (x, y2 )| L|y1 y2 |,

Gii tch s

67

v c M sao cho

f (x, y(x))
M, x [x0 , xn ].
x

T cng thc Euler suy ra:

1. Gi tr gn ng theo Euler l
yn = yn1 + hf (xn1 , yn1 ).
2. Gi tr ng ca nghim ti xn l
Z

xn

y(xn ) = y0 +

f (t, y(t))dt.
x0

By gi, ta t
n = yn y(xn ),
i = yi y(xi ), i = 0, 1, 2, ..., n.
K hiu
4i = i+1 i
= yi+1 yi (y(xi+1 ) y(xi ))
Z xi+1
= hf (xi , yi )
(f (t, y(t))dt
xi

xi+1

= hf (xi , yi ) f (xi , y(xi ))

(f (t, y(t)) f (xi , yi ))dt.

xi

T suy ra
|4i = |i+1 i |
Z xi+1
Lh|yi y(xi )| + M
|t xi |dt
xi

Lh|i | +
Vy
|i+1 | (1 + Lh)|i | +
By gi xt

M h2
.
2

M h2
, i = 0, 1, 2, ..., n.
2

M h2
2
M h2
M h2
(1 + Lh){(1 + Lh)|n2 | +
}+
2
2
2
Mh
= (1 + Lh)2 |n2 | +
(1 + (1 + Lh))
2
..........................................................................
|n | (1 + Lh)|n1 | +

Gii tch s

68

M h2
(1 + Lh) |0 | +
(1 + (1 + Lh) + (1 + Lh)2 + ... + (1 + Lh)n1 ).
2
Bi 0 = y(x0 ) y0 = 0, suy ra
n

|n |

M h2 (1 + Lh)n 1
Mh
=
((1 + Lh)n 1).
2
1 + Lh 1
2L

T bt ng thc (1 + x)n < enx , x > 0, n ta suy ra cng thc sai s

|n |

M h nLh
M h L(xn x0 )
(e
1) =
(e
1).
2L
2L

Cui cng, ta c cng thc sai s

|n |

M h L(xn x0 )
(e
1).
2L

7.3.3 Tnh n nh ca ph-ng php Euler

Gi s gi tr ban u ng l y0d v gi tr gn ng ca n l y0g sao cho |y0g y0d |
, > 0. Ta xt xem sai s ban u c b khuch i sau n b-c hay khng.
d
yi+1
= yid + hf (xi ), yid ),
g
= yig + hf (xi ), yig ).
yi+1

Ta c

g
d
|yi+1
yi+1
| |yid yig | + h|f (xi , yid f (xi ), yig )|

(1 + Lh)|yid yig |.
Vy
T suy ra

g
d
|yi+1
yi+1
| (1 + Lh)|yid yig |, i.
g
g
d
d
|yi+1
yi+1
| (1 + Lh)|yn1
yn1
|
g
d
yn2
(1 + Lh)2 |yn2
|

.....................................
(1 + Lh)n |y0d y0g |
(1 + Lh)n enLh = eL(xn x0 ) .
Nh- vy
|ynd yng | A, A = eL(xn x0 ) .
iu ny ni rng thut ton n nh v sai s ban u khng b khuch i sau n b-c.
Ph-ng php Euler n gin, d lp trnh nh-ng chnh xc khng cao.

Gii tch s

69

7.4 Ph-ng php Euler ci tin

Thay v dng cng thc Euler ta s dng cng thc sau
h
yi+1 = yi + (f (xi , yi ) f (xi+1 , yi+1 )).
2
Ph-ng php tin hnh nh- sau: Ly
(0)

yi+1 = yi + hf (xi , yi ),
Lp theo k 1,

h
(k)
(k1)
yi+1 = yi + (f (xi , yi ) + f (xi+1 , yi+1 )).
2

Khi thy
(k)

(k1)

|yi+1 yi+1 |
(k)

th dng li v ly yi+1 ' yi+1 .

7.5 Ph-ng php Runge-Kutta
t y1 = y0 + y0 , trong
y0 = pr1 k1 (h) + ... + prr kr (h),
ki (h) = hf (i , i ); i = x0 + i h, 1 = 0, i = 1, 2, ..., r,
i = y0 + i1 k1 (h) + ... + i,i1 ki1 (h).
Gi
R (h) := y(x0 + h) y1 = y(x0 + h) y(x0 ) y0 ,
(s+1)

Nu r

(0) 6= 0, th
r (h) =

r
(i)
X
r (0)
i=0

i!

hi + 0(hs+1 ).
(i)

Khi ta chn cc h s i , ij , prj t iu kin r (0) = 0 vi mi i = 0, 1, 2, ..., s v

(s+1)
r
(0) 6= 0 vi s cng ln cng tt. Vy
(i)

(i)
r (0) = y0 [pr1 k1 (h) + ... + prr kr (h)], i = 0, 1, ..., s.
Tc l, xc nh cc h s ta cn gii h phi tuyn sau
(i)

pr1 k1 (h) + ... + prr kr (h) = y0 , i = 0, 1, 2, ..., s.

Cc tr-ng hp ca ph-ng php Runge-Kutta

Gii tch s

70

a. Tr-ng hp r = 1 ta nhn -c cng thc Euler

y1 = y0 + hf (x0 , y0 ).
b. Tr-ng hp r = 2 ta nhn -c cng thc Euler ci tin
y 0 := y0 + hf (x0 , y0 ),
f (x0 , y0 ) + f (x1 , y 0 )
.
2
c. Tr-ng hp r = 4 c cng thc RK4 sau
y1 = y0 + h

1
y0 = (k1 + 2k2 + 2k3 + k4 ),
6
k1 = hf (x0 , y0 ),
h
k1
k2 = hf (x0 + , y0 + ),
2
2
h
k2
k3 = hf (x0 , + , y0 + ),
2
2
k4 = hf (f x0 + h, y0 + k3 ).

Nhn xt:
1. Sai s a ph-ng ca cng thc (RK4) l
R=h

(5)
5 4 ()

120

, [a, b].

2. Ph-ng php RK4 d lp trnh, chnh xc cao, t-ng i n gin.

V d: Dng ph-ng php Runge-Kutta (RK4) gii gn ng ph-ng trnh vi phn
sau vi n = 5.
0
y = x y,
y(0) = 1, 0 x 1.
Chia [0, 1] thnh 5 on bi xi = 0.2 i, i = 0, 1, 2, 3, 4, 5. Ta c: y0 = 1, y0 =
k1 + 2k2 + 2k3 + k4 , trong :
k1 = 0.2 (0 1) = 0.2,
k2 = 0.2 (0 + 0.1 (1 + 0.1)) = 0.2,
k3 = 0.2 (0 + 0.1 (1 + 0.2/2)),
k4 = 0.2 (0 + 0.2 (1 + k3 )).

Gii tch s

71

Ta tnh -c y1 = y0 + 0 . T-ng t y1 = k1 + 2k2 + 2k3 + k4 , trong :

k1 = 0.2 (x1 + 0.1 y1 ),
k2 = 0.2 (x1 + 0.1 (y1 + k1 /2)),
k3 = 0.2 (x1 + 0.1 (y1 + k2 /2)),
k4 = 0.2 (x1 + 0.2 (y1 + k3 )).
Vy ta tnh -c y2 = y1 + y1 . Tip tc qu trnh cho ti khi tnh -c y5 th dng
thut ton v vit kt qu thnh bng.

Gii tch s

72

Ti liu tham kho

1. P. K. Anh, Gii tch s, Nh xut bn i hc Quc gia H Ni, 1996.
2. T. T. Ai, Ph-ng php s, Nh xut bn i hc Quc gia H Ni, 2001.
3. N. Bacvalop, Methodes Numeriques, 1976.
4. I. C Berezin, H. P. Jicop, Ph-ng php tnh, Ting Nga, NXB. Mockva, 1959.
5. B. F. Demiovich, Computational Mathematics, Mir Publishers, Moscow, 1973.
6. T. V. nh, Ph-ng php tnh, Nh xut bn Gio dc, 1998.
7. P. V. Hp, L. . Thnh, Ph-ng Php Tnh, nh xut bn i hc v Trung hc
chuyn nghip, H Ni, 1977.
8. H. X. Hun, Gio trnh cc ph-ng php s, Nh xut bn i hc Quc gia H
Ni, 2004.
9. Gio trnh gii tch s, i hc KHTN-TP. H Ch Minh.