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Phuong Phap So
Phuong Phap So
------- -------
BI GING
PHNG PHP S
Bin son : Ths. PHAN TH H
Ts. PHAN NG CU
Lu hnh ni b
H NI - 2006
Gii thiu mn hc
GII THIU MN HC
I. GII THIU CHUNG
Phng php s l mt lnh vc ca ton hc chuyn nghin cu cc phng php gii cc
bi ton (ch yu l gn ng) bng cch da trn nhng d liu s c th v cho kt qu cng
di dng s. Ni gn hn, phng php s nh bn thn tn gi ca n, c ngha l phng
php gii cc bi ton bng nhng con s c th.
Ngy nay phn ln cc cng vic tnh ton u c thc hin trn my tnh. Tuy vy thc
t chng t rng, vic p dng cc thut ton v phng php tnh ton khc nhau c th cho tc
tnh ton v chnh xc rt khc nhau. Ly v d n gin nh tnh nh thc ca ma trn
chng hn, nu tnh trc tip theo nh ngha th vic tnh nh thc ca mt ma trn vung cp 25
cng mt hng triu nm (ngay c vi my tnh hin i nht hin nay); trong khi nu s dng
phng php kh Gauss th kt qu nhn c gn nh tc thi.
Nh vy, phng php s l cng c khng th thiu trong cc cng vic cn thc hin
nhiu tnh ton vi tc tnh ton nhanh v chnh xc cao nh vt l, in t vin thng, ...
v d nhin l tt c cc ngnh v mt lnh vc u cn n l cng ngh thng tin.
Phng php s c nghin cu t rt lu v cho n nay nhng thnh tu t c l mt
khi lng kin thc s c in trong nhiu ti liu sch, bo... Tuy nhin, mn hc "Phng
php s" ch nhm cung cp nhng kin thc cn bn nht v phng php s. Vi lng kin
thc ny sinh vin c th p dng vo gii quyt nhng bi ton thng thng trong thc t v c
kh nng t tm hiu nng cao kin thc cho mnh khi gp cc vn phc tp hn.
II. MC CH
Mn hc phng php s cung cp cho sinh vin kin thc cn bn nht v mt s phng
php gii gn ng trn d liu s .
To c s hc tt v nghin cu cc nghnh khoa hc k thut ni chung v Cng ngh
thng tin ni ring.
Gp phn rn luyn phng php suy lun khoa hc, t duy logic, phng php nghin cu
thc nghim
Gp phn xy dng th gii quan khoa hc v tc phong khoa hc cn thit cho ngi k s
tng lai.
III. PHM VI NGHIN CU
Nghin cu mt s phng php c bn nht ca phng php s, c ng dng nhiu
trong thc t nh cc phng php s trong i s tuyn tnh, bi ton ni suy, tm nghim gn
ng cc phng trnh phi tuyn, tnh gn ng o hm v tch phn, gii gn ng mt s dng
ca phng trnh vi phn...
Tm hiu cc lnh vc ng dng ca cc phng php trong thc t.
Nghin cu cch ci t cc thut ton trn my tnh.
3
Gii thiu mn hc
Chng 1: S xp x v sai s
CHNG 1
S XP X V SAI S
MC CH, YU CU
Sau khi nghin cu chng 1, yu cu sinh vin:
1. Hiu c Phng Php S l g, vai tr v tm quan trng ca Phng php s.
2. Hiu c sai s tuyt i v sai s tng i.
3. Nm c cch vit s xp x.
4. Nm c cc qui tc tnh sai s.
5. Hiu v bit cch nh gi sai s tnh ton v sai s phng php .
Sai s ca s liu
Chng 1: S xp x v sai s
(1.1)
(1.2)
(1.3)
vi ngha ca (1.1), tc l
a - Ea A a + Ea
(1.4)
a
|a|
(1.5)
Ea
|a|
(1.6)
(1.7)
(1.8)
Chng 1: S xp x v sai s
A = a Ea
b. Mi ch s c ngha u ng tin
Cch th hai l vit theo quy c: mi ch s c ngha u ng tin; c ngha l sai s
tuyt i gii hn khng ln hn mt na n v hng cui cng.
1.3.4. Sai s quy trn
Trong tnh ton vi cc con s ta thng lm trn cc s theo quy c sau: nu ch s b
i u tin 5 th thm vo ch s gi li cui cng mt n v, cn nu ch s b i u tin < 5
th nguyn ch s gi li cui cng.
Gi s a l xp x ca A vi sai s tuyt i gii hn l E . Gi s ta quy trn a thnh a'
vi sai s quy trn tuyt i gii hn l , tc l:
| a' - a| .
Ta c
| a' - A| = | a' - a + a -A| | a' - a| + | a -A| + E
Vy c th ly +E lm sai s tuyt i gii hn ca a'. Nh vy vic quy trn lm tng
sai s tuyt i gii hn.
7
Chng 1: S xp x v sai s
u
u
dx +
dy
x
y
T y
u
u
u
x +
y
x
y
Suy ra
u = |
u
u
| x +|
| y
x
y
(1.9)
u u
=
=1
x y
T (1.9) suy ra
u = x + y
(1.10)
Ta c quy tc sau:
Sai s tuyt i gii hn ca mt tng bng tng cc sai s tuyt i gii hn ca cc s hng.
Ghi ch. Xt trng hp u = x - y v x, y cng du. Lc ta c
u = u/|u| = ( x + y)/ |x-y|
Ta thy rng nu | x -y | rt b th sai s tng i gii hn rt ln. Do trong tnh ton
ngi ta tm cch trnh tr nhng s gn nhau.
1.4.3. Sai s ca tch
Cho u = xy
8
Chng 1: S xp x v sai s
Ta c
u
u
= y,
=x
y
x
T (1.9) suy ra
u = |y| x + |x| y
Do u = u/|u| = x/|x| + y/|y| = x + y
Vy
u = x + y
(1.11)
Ta c quy tc sau:
Sai s tng i gii hn ca mt tch bng tng cc sai s tng i gii hn ca cc s
hng ca tch.
Xt trng hp c bit u = xn ta c
xn = n x
(1.12)
x
u 1 u
= ,
= 2
x y y
y
T (1.9) suy ra
u = |
x
1
|x + | 2 |y
y
y
Ta c
u / |u| = u . |
x
y
y
1
1
1
| = | | ( | | x + | 2 | y) = | | x + | | y =
x
x
y
x
y
y
Suy ra:
xy = x + y
(1.13)
Ta c quy tc sau:
Sai s tng i gii hn ca mt thng bng tng cc sai s tng i gii hn ca cc
s hng ca thng.
1.4.5. Sai s ca hm bt k
Cho u = f(x1, x2,..., xn)
Theo cng thc vi phn ca hm nhiu bin ta c:
du =
u
u
u
dx1 +
dx2 + ... +
dxn
x1
x 2
x n
9
Chng 1: S xp x v sai s
T y ta c
u
u
u
u
x1 +
x2 + ... +
xn
x1
x 2
x n
Suy ra
u = |
u
|
x1
x1
+|
u
|
x 2
x2
+ ... + |
u
|
x n
xn
(1.14)
V d. Tnh sai s tuyt i gii hn v sai s tng i gii hn ca th tch hnh cu:
V = (1/6)d3
nu cho ng knh d = 3.7 0.05 cm v = 3.14 0.0016.
Gii.
Xem v d l i s ca hm V, p dng (1.12) v (1.13) ta c
V = + 3d (H s 1/6 khng nh hng n sai s tng i)
= 0.0016/3.14 = 0.0005
d = 0.05/3.7 = 0.0135
Suy ra V = 0.0005 + 3 * 0.0135 = 0.04
Mt khc V = (1/6)d3 = 26.5 cm3
Ta c V = |V|*V = 26.5*0.04 = 1.06 1.1 cm3
V = 26.5 1.1 cm3
x2
xn
x
+
+ ... +
+...
1!
2!
n!
Cng thc ny c th dng tnh gi tr ex . Tuy nhin y l tng v hn, nn trong thc
x2
xn
x
t ta ch tnh c tng Sn = 1+
+
+ ... +
, ngha l chng ta dng phng php gn
1!
2!
n!
ng. Khi tnh tng Sn ta li thng xuyn phi lm trn, do ta li gp sai s khi tnh ton Sn .
Vic a ra mt nh gi v sai s tng hp ca c hai loi sai s trn l bi ton rt phc tp.
ex = 1+
10
Chng 1: S xp x v sai s
BI TP
Bi 1. Khi o 1 s gc ta c cc gi tr sau:
a= 21o373;
b=1o10
Chng 1: S xp x v sai s
Bi 2. Hy xc nh sai s tuyt i ca cc s xp x sau y cho bit sai s tng i ca
chng:
a) a= 13267 ;
a=0,1%
b) b=2,32;
b=0,7%
a=0,25.10-2
b) b=38,2543;
a= 0,27.10-2
a=0,1.10-2
b) a=22,351;
a=0,1
12
CHNG 2
MC CH, YU CU:
Sau khi nghin cu chng 1, yu cu sinh vin:
1. Hiu v nm c cc phng php tm nghim ng, nghim xp x ca h phng
trnh tuyn tnh.
2. Bit cch ng dng cc phng php trn vo vic tnh nh thc ca ma trn, tm ma
trn nghch o, gii quyt cc bi ton thc t.
3. Bit cch nh gi sai s ca tng phng php
A=
a11
a12
...
a1n
a21
a22
...
a2n
...
am1
am2
...
amn
A=
a11
a12
...
a1n
a22
...
a2n
...
...
ann
13
A=
a11
...
a21
a22
...
...
an1
an2
...
ann
AT =
a11
a21
...
am1
a12
a22
...
am2
...
a1n
a2n
...
amn
A=
a11
a12
...
a1n
a21
a22
...
a2n
...
an1
an2
...
ann
1i1
(2.0)
14
1 nu l hon v chn
-1 nu l hon v l
A=
a11
a12
...
a1n
a21
a22
...
a2n
...
an1
an2
...
ann
i ch 2 hng hoc 2 ct bt k.
E=
...
...
...
...
det A =
aij Aij
j=1
15
det A =
aij Aij
i=1
p dng cc cng thc trn y ta c th dng thut ton quy sau y tnh nh thc
ca ma trn vung cp n :
Nu
a1j A1j
n > 1: det A =
j=1
Tuy nhin, cng nh cch tnh trc tip, cch tnh ny cn khong c*n! php tnh, v nh
vy khng th thc hin c trn my tnh hin i nht hin nay d ch vi n khng ln lm. R
rng vic phn tnh thut ton gip chng ta nh gi c thi gian tnh ton trn my tnh v
nu thi gian l qu ln th chng ta khi phi tn cng v ch vit chng trnh v chy th.
c. Tnh nh thc bng cch chuyn ma trn v dng tam gic trn
Ta s bin i a ma trn A v dng ma trn tam gic trn
B=
b11
b12
...
b1n
b22
...
B2n
...
...
bmn
A-1 =
16
1
det A
A11
A21
...
An1
A12
A22
...
An2
...
A1n
A2n
...
Ann
(2.1)
a11
a
21
A=
.
a n1
a12
a 22
.
an2
... a1n
... a 2 n
,x=
... .
... a nn
x1
x2
. ,b=
x
n
Ax = b, trong
b1
b2
.
b
n
Nu det A 0 th nghim ca h (2.1) c th tnh theo cng thc x = A-1b. p dng cng thc
tnh ma trn o ta c th bin i v dn n li gii c din t bng nh l Cramer nh sau:
nh l Cramer. Gi Aj l ma trn nhn c t ma trn A bng cch thay ct th j bng
ct b, khi h (2.1) c nghim duy nht v xj c tnh bi cng thc
xj =
det A j
det A
Tuy nhin trong thc hnh ngi ta khng dng cng thc ny tnh nghim v s php
tnh qu ln. Ngi ta dng nhng phng php hu hiu hn m chng ti s gii thiu sau y.
2.2.1. Phng php trc tip gii h phng trnh tuyn tnh
Gi s ta gii h phng trnh(2.1)
a. Phng php kh Gauss
Phng php kh Gauss dng cch kh dn cc n a h phng trnh cho v mt
dng tam gic trn ri gii h tam gic ny t gii ln trn, khng phi tnh mt nh thc no
Phng php ny c thc hin qua cc bc sau:
Qu trnh xui:
- Bc 0: Dng phng trnh u tin kh x1 trong n-1 phng trnh cn li. Gi s a110.
( cho cng thc n gin , trc khi kh ta c th chia phng trnh th nht cho a11 ).
C th kh x1 hng th k( k=2,3,n) ta phi tnh li cc h s akj hng th k
(j=1,2,..n+1) nh sau: akj=akj-a1j*ak1/a11
...
17
j=i+1
j=i+1
a11
a
21
.
a n1
a12
... a1n
a 22
... a 2 n
.
an2
...
... a nn
a12
... a1n
a 22
... a 2 n
.
an2
...
... a nn
b1
b2
.
bn
1 a'12
0 1
.
.
0 0
... a'1n
... a' 2 n
...
.
... 1
a'1,( n +1)
a' 2,( n +1)
.
a' n ,( n +1)
=9
h1=h3
h2=h2
h3=h1
3x1 + 2x3
19
3x1 + 0 + 2x3
=9
2x2 - x3/3 = 3
h2=h2+h1/3
3x2 - x3/3
=5
h3=h3-2*h1/3
3x1 + 0 +2x3
=9
h1=h1
3x2 -
x3/3
=5
h2=h3
2x2 -
x3/3
=3
h3=h2
Bc 2:
3x1 + 0 + 2x3 = 9
h1=h1
x2 - x3 /3 = 5
h2=h2
-x3/9 = -1/3
Vy
h1=h1
h3=h3-2*h2/3
x3=3
x2=2
x1=1
= b1
a22 x2
= b2
. . . . . . . .. .
ann xn = bn
Hoc (Nu ti cc bc (bc i) ta chia cho h s aii):
= b1
x1
x2
= b2
. . . . . . . .. .
xn = bn
a11
a
21
.
a n1
a12
a 22
.
an2
... a1n
... a 2 n
... .
... a nn
a12
a 22
.
an2
b1
b2
.
bn
... a1n
... a 2 n
... .
... a nn
2 , ( n +1)
. . ... .
.
=9
h1=h3
h2=h2
h3=h1
Bc 1:
3x1 + 0 +2x3
=9
h1=h1
2x2 -x3/3
=3
h2=h2+h1/3
h3=h3-2*h1/3
3x2 -x3//3 = 5
Bc 2:
3x1 + 0 +2x3
=9
h1=h1
3x2 - x3/3
=5
h2=h3
2x2 - x3/3
=3
h3=h2
23
h1=h1
3x2 - x3/3 = 5
h2=h2
-x3/9 = -1/3
h3=h3-2*h2/3
Bc 3:
3x1 + 0 +0
3x2 -0
=3
h1=h1-2*h3/(-1/9)
=6
h2=h2-(1/3)*h3/(-1/9)
-x3/9 =-1/3
h3=h3/(-1/9)
Vy
x1=1
x2=2
x3=3
(2.2)
trong
25
x11
x
21
X=
.
x n1
b11
b
21
B=
.
bn1
x12
x 22
.
xn2
b12
b22
.
bn 2
... x1k
... x 2 k
... .
... x nk
... b1k
... b2 k
... .
... bnk
a11
a
21
.
a n1
a12
a 21
.
an2
... a1n
... a 2 n
... .
... a nn
b11
b21
b12
b22
.
bn1
.
bn 2
... b1k
... b2 k
... .
... bnk
1 0 ... 0 b'11
0 1 ... 0 b'
21
. . ... .
.
0 0 ... 1 b' n1
b'12
b' 22
.
b' n 2
... b'1k
... b' 2 k
...
.
... b' nk
Khi ta c
x11
x
21
X=
.
x n1
x12
x 22
.
xn2
b'11
b'
21
t B =
.
b' n1
b'12
b' 22
.
b' n 2
... b'1k
... b' 2 k
;
...
.
... b' nk
... b'1k
... b' 2 k
...
.
... b' nk
a11
a
21
.
a n1
a12
a 21
.
an2
... a1n
... a 2 n
... .
... a nn
1 0 ... 0
0 1 ... 0
. . ... .
0 0 ... 1
(2.3)
p dng php bin i s cp ln cc hng ca ma trn (2.3) cho n khi ma trn c dng
1 0 ... 0 c11
0 1 ... 0 c
21
. . ... .
.
0 0 ... 1 c n1
c12
c 22
.
cn 2
... c1n
... c 2 n
... .
... c nn
Khi ta c
c11
c
21
-1
A =
.
c n1
c12
c 22
.
cn2
... c1n
... c 2 n
... .
... c nn
(2)
(3)
(4)
||A.B|| = ||A||.||B||
Chun ct:
Chun clit:
i=1
j=1
i=1
Chun hng:
||A|| = max
i
| aij |
j=1
V d. Cho
5 2 1
A = 1 4 3
2 1 7
Ta tnh c cc chun ca A theo nh ngha trn nh sau:
||A||1 = max(5+1+2, 2+4+1, 1+3+7) = max(8, 7, 11) = 11
||A||2 = (52 + 22+ 1+ 1+ 42+ 32+ 22+ 1+ 72)1/2 = 1101/2 = 10.5
||A|| = max(5+2+1, 1+4+3, 2+1+7) = max (8, 8, 10) = 10
Vec t l ma trn ch c mt ct, do i vi vec t
x1
x2
x=
.
x
n
ta c 3 chun sau
n
||x||1 =
| xi |
i=1
||x||2 = ( xi 2)1/2
i=1
||x|| = max | xi |
i
29
2
3
x= 4
1
4
Ta c
||x||1 = 2 +3 +4 +1 +4 = 14
||x||2 = (2 2+ 3 2+ 4 2+ 1 +4 2)1/2 =
46
||x|| = max(2,3,4,1,4) = 4
Trong cc phn tip theo chng ta s k hiu n gin l ||A|| hoc ||x|| ch chun
ca ma trn v vec t. Nu khng c g gii thch thm th cch k hiu ny c hiu l mt
trong ba chun trn y.
b. S khng n nh ca h phng trnh i s tuyn tnh
Trn y ta tm hiu cc phng php gii h phng trnh i s tuyn tnh mt cch trc
tip. Nu nh mi tnh ton ca ta l chnh xc th cc phng php trn cho kt qu hon ton
chnh xc. Tuy nhin trong thc t khi tnh ton ta phi thng xuyn lm trn cc s, ngha l ta
thng ch tnh ton trn cc s gn ng m thi. Liu cch lm trn trong tnh ton c lm nh
hng nhiu n kt qu cui cng khng? V d sau y cho thy rng c nhng h phng trnh
i s tuyn tnh rt "nhy cm" vi sai s, ngha l sai s nh khi tnh ton c th nh hng
nghim trng n kt qu cui cng. Ni mt cch hnh tng th ta gp tnh hung "sai mt li i
mt dm". Nhng h thng phng trnh kiu ny c gi l h phng trnh khng n nh.
V d . Ta xt h phng trnh sau:
2x1 + x2 = 2
2x1 + 1.01x2 = 2.01
H ny c nghim x1 =0.5, x2 = 1.
Tuy nhin h phng trnh sau y nhn c vi cht t thay i h s trong h trn
2x1 + x2 = 2
2.01x1 + 1x2 = 2.05
li c nghim x1 =5, x2 = -8, khc xa so vi nghim trn y.
2.2.4. Phng php lp gii h phng trnh tuyn tnh
Cc phng php trc tip gii h phng trnh tuyn tnh ni chung cn khong cn3 php
tnh, trong c l mt hng s v ngi ta c lng c 2/3. Phng php kh Gauss nh chng
ta va tm hiu chng hn, l mt phng php ng, ngha l nu cc php tnh s cp c thc
hin ng hon ton th cui cng ta c nghim ng ca h. Tuy nhin trong thc t ta phi
lun lun lm trn khi thc hin cc php tnh, v nh ta thy trn, sai s tng hp i khi c
th s kh ln. V chng ta gp mt nghch l: v l thuyt phng php cho kt qu chnh xc
30
n > +
n > +
n > +
b. Phng php lp n
Tr li bi ton gii h phng trnh tuyn tnh
Ax =b
(2.4)
Ta a (2.4) v dng
x = Cx + d
(2.5)
(k)
(2.6)
(k-1)
= Cx
+d
...
Vc t x(k) c gi l vec t lp th k.
Ta c nh l sau:
nh l. (S hi t ca phng php)
a. Nu php lp (2.6) hi t, tc l tn ti x* sao cho x* = lim x(k)
k > +
|| C ||
||x(k) - x(k-1)||
1 || C ||
(2.7)
|| C || k
||x(1) - x(0)||
1 || C ||
(2.8)
hoc
||x(k) - x*||
| aii | >
| aij |, i = 1, 2, . . ., n.
(2.9)
j 1, j i
a
a
a12
b
x2 + 13 x3 +. . . + 1n xn = 1
a11
a11
a11
a11
a
a 21
b
a
x1 + x2 + 23 x3+. . . + 2 n xn = 2
a 22
a 22
a 22
a 22
...
a i ,i 1
a i ,i +1
ai1
a
a
b
x1 + i 2 x2 +...+
xi-1+ xi +
xi+1. . . + in xn = i
aii
a ii
a ii
a ii
a ii
aii
...
a n, n 1
a n1
a
b
x1 + n 2 x2 +...+
xn-1+ xn = n
a nn
a nn
a nn
a nn
T y ta c
x1 = - (0.x1 +
x2 = - (
...
32
a
a
a12
b
x2 + 13 x3 +. . . + 1n xn ) + 1
a11
a11
a11
a11
a
a 21
b
a
x1 + 0.x2 + 23 x3+. . . + 2 n xn ) + 2
a 22
a 22
a 22
a 22
a i ,i 1
a i ,i +1
ai1
a
a
b
x1 + i 2 x2 +...+
xi-1+ 0.xi +
xi+1. . . + in xn ) + i
aii
a ii
a ii
aii
a ii
a ii
...
xn = - (
a n ,n 1
a n1
a
b
x1 + n 2 x2 +...+
xn-1+ 0.xn ) + n
a nn
a nn
a nn
a nn
a 21
C = - a
22
.
a
n1
a nn
a12
a11
0
.
an2
a nn
a1n
a11
a 2n
...
a 22 , d =
...
.
... 0
...
b1
a11
b2
a
22
.
bn
a
nn
x1( k )
(k )
x2
.
x (k )
n
a 21
= - a
22
.
a
n1
a nn
a12
a11
0
.
an2
a nn
a1n
b1
a 2 n x ( k 1) b2
2
...
a 22
+ a 22
.
...
. ( k 1) .
x
n
bn
... 0
a
nn
...
a ij
j 1, j i
a ii
xj(k-1) +
n
bi
1
=
(bi - aij xj(k-1))
a ii
a ii
j 1, j i
(2.10)
i = 1, 2, . . ., n, k = 1,2,...
iu kin hi t, nh gi sai s ca phng php lp Jacobi cng ging vi phng
php lp n.
V d. Dng phng php lp Jacobi tm nghim gn ng ca h phng trnh:
4x1 + 0.24x2 - 0.08x3 = 8
0.09x1 + 3x2 - 0.15x3 = 9
0.04x1 - 0.08x2 + 4x3 = 20
33
0.06 0.02 x1 2
x1 0
0
0.05 x 2 + 3 = Cx + d
x 2 = 0.03
x 0.01 0.02
0 x3 5
3
||C||
(2) Chn x(0) = (2,3,5)T, ri tnh x(1), x(2),... theo cng thc (2.10) vi lu aii =1 ta c
bng kt qu sau:
k
x1(k)
x2(k)
x3(k)
1.92
3.19
5.04
1.9094
3.1944
5.0446
1.909228
3.194948
5.044794
Nh vy
||x(3) - x*||
0.08
0.000548 = 0.0000476 0.00005
1 0.08
n
i1
1
(bi -( aijxj(k) + aijxj(k-1)))
a ii
ji+1
j 1
(2.11)
i = 1, 2, . . ., n, k = 1,2,...
Trong cng thc (2.11) chng ta c th khng dng ch s trn ch ra rng chng ta ch
dng mt mng l vec t c n thnh phn lu tr nghim. Gi tr no va c tnh ton th
c lu tr ngay vo v tr c v c dng ngay trong cng thc tnh cc gi tr khc.
xi =
n
1
(bi - aij xj)
a ii
j 1, j i
i = 1, 2, . . ., n, k = 1,2,...
S hi t ca phng php Gause-Seidel
iu kin hi t ca phng php lp Gause- Seidel cng ging vi phng php lp n.
Nh ta s thy trong v d trong phn sau, phng php Gause- Seidel ni chung hi t nhanh hn
phng php lp n.
Ta c th s dng cc cng thc sau nh gi sai s ca phng php lp Gause-Seidel:
Gi x* l nghim ng ca h phng trnh v gi
pi =
i1
j=1
j=i
|cij|, qi = |cij|
, = max
i
qi
1 pi
Khi ta c
||x(k) - x*||
||x(k) - x(k-1)||
(2.12)
k
||x(1) - x(0)||
1
(2.13)
hoc
||x(k) - x*||
0.06 0.02 x1 2
x1 0
0
0.05 x 2 + 3 = Cx + d
x 2 = 0.03
x 0.01 0.02
0 x3 5
3
= max(0 + 0.06 + 0.02, 0.03 + 0 + 0.05, 0.01 + 0.02 + 0) =
||C||
x1(k)
x2(k)
x3(k)
1.92
3.1924
5.044648
1.9093489
3.194952
5.0448056
1.909199
3.1949643
5.0448073
||x(k) - x(k-1)||
Trong :
||x(3) - x(2)|| = max |xi(3) - xi(2)| = max(0.0001499,0.000123,0.0000017) =
i
0.0001499
= max
i
qi
= max(0.08,0.0515463,0) = 0.08
1 pi
Nh vy
||x(3) - x*||
||x(k) - x(k-1)||
0.08
0.00001499 0.000013
1 0.08
Thut ton Jacobi cng tng t nh thut ton Gauss-Seidel, nhng thut ton Gauss Seidel c tc hi t nhanh hn.
36
2.3.
BI TP
1 3 1
A = 2 4 6
7 6 11
Bi 2. Tm v kim tra bng chng trnh nghch o ca ma trn
2 3 1
A = 1 2 1
3 0 2
38
17 65 13 50
12 16 37
28
A=
56 23 11 19.
10
3 5 47
x1 84
x 2 25
x = 36
3
x 18
4
Kim tra trn my tnh v thng bo v kh nng gii c hay khng cc phng
php trn.
Bi 5. Gii bng cc phng php lp h phng trnh sau:
10x1 + 2x2 + x3 =9
2x1 + 20x2 - 2x3 = -44
-2x1 + 3x2 + 10x3 =22
39
TM TT NI DUNG CHNG 2
Trong chng ny sinh vin cn nm vng t nht l cc vn sau:
1. Phng php trc tip gii h phng trnh tuyn tnh
a.Phng php kh Gauss
Phng php kh Gauss dng cch kh dn cc n a h phng trnh cho v mt
dng tam gic trn ri gii h tam gic ny t gii ln trn, khng phi tnh mt nh thc no.
b. Phng php kh Gauss-Jordan
Phng php kh Gauss-Jordan dng cch kh dn cc n a h phng trnh cho
v mt dng ma trn ng cho ri gii h phng trnh ny, khng phi tnh mt nh thc no.
2. Phng php lp gii h phng trnh tuyn tnh
a. Phng php lp n
- Gi s phi tm nghim gn ng ca h phng trnh tuyn tnh (2.1) c dng Ax=b. i
vi phng php lp n, ni chung chng ta phi a h (2.1) v dng x=Cx+d.Trong ma trn
C v vec t d c xy dng t A v b. Ma trn phi tho mn iu kin ||C||<1.
thc hin php lp ta chn mt vec t ban u x(0), sau tnh cc x(i), i =1,2,... theo
cng thc lp sau:
x(i) = Cx(i-1) + d cho ti khi no tho mn iu kin dng.
- Sai s ca phng php:
||x(k) - x*||
|| C ||
||x(k) - x(k-1)||
1 || C ||
hoc
(k)
||x
|| C || k
- x ||
||x(1) - x(0)||
1 || C ||
*
x1( k )
(k )
x2
.
x (k )
n
40
a 21
= - a
22
.
a
n1
a nn
a12
a11
0
.
an2
a nn
a1n
b1
a 2 n x ( k 1) b2
2
...
a 22
+ a 22
.
...
. ( k 1) .
x
n
bn
... 0
a
nn
...
a ij
j 1, j i
a ii
xj(k-1) +
n
bi
1
=
(bi - aij xj(k-1))
a ii
a ii
j 1, j i
i = 1, 2, . . ., n, k = 1,2,...
- iu kin hi t, nh gi sai s ca phng php lp Jacobi cng ging vi phng php
lp n.
c.Phng php lp Gauss Seidel
- Gi thit ma trn A c tnh cho tri. Phng php lp Gauss - Seidel s c cc bc lp
nh sau:
Vi vec t x(0) cho trc bt k, v d x(0) = (vec t 0) ta c th tnh cc vec t x(k) ti
bc lp k bng cng thc :
xi(k) =
n
i1
1
(bi -( aijxj(k) + aijxj(k-1)))
a ii
ji+1
j 1
i = 1, 2, . . ., n, k = 1,2,...
- nh gi sai s:
pi =
i1
j=1
j=i
|cij|, qi = |cij|
, = max
i
qi
1 pi
Khi ta c:
||x(k) - x*||
||x(k) - x(k-1)||
hoc
||x(k) - x*||
k
||x(1) - x(0)||
1
41
CHNG 3
MC CH, YU CU
Sau khi hc xong chng 3, yu cu sinh vin:
1. Hiu c th no l bi ton ni suy v hi quy.
2. Nm c cc phng php ni suy a thc, bit cch tm cc a thc ni suy theo cc
phng php .
3. Bit c khp ng cong - Ni suy Spline l g?
4. Nm v gii c cc bi ton bng phng php bnh phng ti thiu
5. Bit cch nh gi sai s ca tng phng php.
3.1. M U
Thng thng trong mt s lnh vc nh kinh t chng hn, cc i lng kho st thng
khng c cho di dng hm lin tc, m l bng cc gi tr ri rc. Cc phng php gii tch
ton hc thng tnh ton vi cc hm cho bi cc cng thc, do khng th p dng trc tip
nghin cu cc hm cho di dng ri rc nh th ny. Cng c khi ta bit rng i lng y l
mt hm ca i lng x, tc l y = f(x), nhng ta khng bit biu thc hm f(x) m ch bit mt
s gi tr yi tng ng vi cc gi tr ca x ti cc im xi nh trong bng sau:
x
x
0
x
1
y
0
..
y
2
x
n-1
.
..
x
n
y
n-1
y
n
a0
+
2
(3.1)
(3.2)
a0
+
2
i=0
j=0
(yi - aj xij )2
l b nht. Phng php ni suy theo tiu chun ny c gi l phng php bnh
phng b nht hay l phng php bnh phng cc tiu.
Ngoi hai phng php thng dng trn, ngi ta cn dng phng php xp x Csebisev
da trn tiu chun:
cc tiu.
y0
y1
. =
y
n
1 x 0
1 x1
. .
1 x n
x 02
x12
.
...
...
...
x n2
x n2
x 0n a 0
x1n a1
. .
x nn a n
1 x 0
1 x1
V=
. .
1 x n
44
x 02
x12
.
...
...
...
x n2
x n2
x 0n
x1n
.
x nn
(3.3)
det V =
(xj - xi)
0 i < j n
Pm = a m
Pm-1 = Pmx+am-1
...
Pi = Pi-1x + ai
P = am
P = Px + ai
( x x ) v
i
i =0
f ( n +1) ( )
n+1(x)
R(x) =
(n + 1)!
(3.4)
45
sup
a x b
M
| n+1(x) |
(n + 1)!
(3.5)
0
0
0.707
)|
sup
a x b
m ch yu cu tnh sai s.
1
= 0.024
3! 3 12 6
1
Li(xj) =
0
j =i
ji
(3.6)
Nh vy ta c
L0(x) =
(x - x1 ) (x - x 2 )... (x - x n )
(x 0 - x1 ) (x 0 - x 2 )... (x 0 - x n )
L1(x) =
(x - x 0 ) (x - x 2 )... (x - x n )
(x 1 - x 0 ) (x 1 - x 2 )... (x 1 - x n )
...
Li(x) =
...
Ln(x) =
(x - x 0 ) (x - x 1 )... (x - x n -1 )
(x n - x 0 ) (x n - x 2 )... (x n - x n -1 )
xi
yi
0.000
1.5
0.682
0.841
P(x)= yiLi
i =0
j =0
j i
j =0
j i
xi
yi
0.000
1.5
0.479
0.618
P(x)= yiLi
i =0
Vi
48
j =0
j i
j =0
j i
(3.7)
(3.8)
(3.9)
(3.10)
j=0
2y
3y
4y
x0
y0
y0
2y0
3y0
4y0
x1
y1
y1
2y1
3y1
4y1
x2
y2
y2
2y2
3y2
4y2
x3
y3
y3
2y3
3y3
4y3
x4
y4
y4
2y4
3y4
4y4
.
4yn-5
3yn-4
2yn-3
.
yn-2
xn-1
yn-1
yn-1
xn
yn
4yn-4
3yn-3
2yn-2
c. Sai phn li
Vi sai phn li ta c
2 yi = (yi) = yi - yi-1 = yi - yi-1 - (yi-1 - yi-2) = yi - 2yi-1 +yi-2
Tng qut ta c th chng minh rng
k yi =
(3.11)
x0
y0
x1
y1
y1
y2
2y
3y
4y
2y2
2y3
3y3
3y4
4y4
4y5
xn-4
yn-4
yn-4
2yn-4
3yn-4
4yn-4
xn-3
yn-3
yn-3
2yn-3
3yn-3
4yn-3
xn-2
yn-2
yn-2
2yn-2
3yn-2
4yn-2
xn-1
yn-1
yn-1
2yn-1
3yn-1
4yn-1
xn
yn
yn
2yn
3yn
4yn
(3.12)
(3.13)
(3.14)
a0 = y0
pm(x1) = y1 = a0 + a1(x1 - x0) = y0 + a1h
Vy
y1 y 0
y 0
=
h
h
pm(x2) = y2 = a0 + a1(x2 - x0) + a2(x2 - x0)(x2 - x1) = y0 + a1h =
= y0 + 2(y1 - y0) + a2 2h2
a1 =
2 y 0
2h 2
Tng t vi trng hp tng qut ta c
Vy
a2 =
i y 0
ai =
,im
i! h i
52
y 0
2 y 0
i y 0
(x-x0) +
(x-x
)(x-x
)
+
.
.
.+
(x-x0) (x-x1)...
0
1
h
2h 2
i! h i
m y 0
(x-x0) (x-x1)... (x-xm-1)
+ (x-xi-1) + . . . +
m! h m
Ta c th biu din (3.15) di mt dng khc bng php bin i
t=
(3.15)
x x0
-> x = x0 + th
h
pm(x) = y0 +
+
y 0
2 y 0
(x-x0) +
(x-x0)(x-x1) + . . .
h
2h 2
i y 0
m y 0
(x-x
)
(x-x
)...
(x-x
)
+
.
.
.
+
(x-x0) (x-x1)... (x-xm-1)
0
1
i-1
i! h i
m! h m
2 y 0
t(t-1) + . . .
2
i y 0
m y 0
t(t-1)... (t-i+1) + . . . +
t (t-1)... (t-m+1) (3.15b)
i!
m!
2y
3y
23
70
96
48
93
166
144
48
259
310
192
48
569
502
240
48
10
1071
742
288
12
1813
1030
14
2843
Ta thy cc sai phn bc nh hn 4 khc khng nhng sai phn bc bn u bng khng, do
chng ta ch xy dng c a thc bc cao nht l 3. Chn x0=4, x1=6, x2 = 8, ta c a thc
bc ba l
p3(x) = 93 + 83(x-4) + 18(x-4)(x-6) + (x-4)(x-6)(x-8)
Mun tnh gi tr ca hm f(x) ti cc im x thuc khong [4,8] ta ch cn thay gi tr x
vo a thc va lp c v tnh gi tr ca a thc. Chng hn vi x = 4.2 ta c:
p3(4.2) = 93 + 83(4.2-4) + 18(4.2-4)(4.2-6) + (4.2-4)(4.2-6)(4.2-8) = 104.48
53
y p +1 y p
y[xp+1,xp] =
V d:
y[x1,x0] =
x p +1 x p
y1 y 0
x1 x 0
T sai phn cp 2
y[xp+2,xp+1,xp] =
V d: y[x2,x1,x0] =
y[ x p + 2 , x p +1 ] y[ x p +1 , x p ]
x p+2 x p
y[ x 2 , x1 ] y[ x1 , x 0 ]
x 2 x0
...
T sai phn cp k:
y[xp+k,..., xp+1, xp] =
V d: y[xk,..., x1, x0] =
y[ x p + k ,..., x p + 2 , x p +1 ] y[ x p + k 1 ,..., x p +1 , x p ]
x p+k x p
y[ x k ,..., x 2 , x1 ] y[ x k 1 ,..., x1 , x 0 ]
x k x0
By gi ta xt a thc ni suy
pm(x) = a0 + a1(x-x0) + a2(x-x0)(x-x1) + . . . + ai(x-x0)(x-x1)... (x-xi-1)+ . . .
+ am(x-x0) (x-x1)... (x-xm-1)
Thay ln lt ccgi tr x = xi , i=0,1,...,n
(3.16)
vo (3.16)
Ta c:
a0 = y0
y1 - y0 = a1(x1 -x0) a1 =
y1 y 0
= y[x1,x0].
x1 x 0
y2 - y0 = a1(x2-x0)+ a2(x2-x0)(x2-x1) =
54
y1 y 0
(x2 - x0) + a2(x2-x0)(x2-x1)
x1 x 0
y2 y0
y1 y 0
=
( x 2 x 0 )( x 2 x1 ) ( x1 x 0 )( x 2 x1 )
a2 =
=
y1 y 0
(x2 - x0)
x1 x 0
( y 2 y1 + y1 y 0 )( x1 x 0 ) ( y1 y 0 )( x 2 x 0 )
( x 2 x 0 )( x1 x 0 )( x 2 x1 )
(3.17)
Xt t s ta c
(y2 - y1 + y1 - y0)(x1 - x0) - (y1 - y0)( x2 - x1 + x1 -x0) =
(y2 - y1) (x1 - x0) + (y1 - y0) (x1 - x0) - (y1 - y0)( x2 - x1) -(y1 - y0)( x1 - x0) =
= (y2 - y1) (x1 - x0) - (y1 - y0)( x2 - x1)
Thay vo (3.17) v gin c ta c
a2 =
y[ x 2 , x 1 ] y[ x1 , x 0 ]
= y[x2, x1, x0]
( x 2 x0 )
t.s.p bc 1
t.s.p bc 2
t.s.p bc 3
t.s.p bc 4
X0
y0
y[x1,x0]
y[x2,x1,x0]
y[x3,x2,x1,x0]
y[x4,x3,x2,x1,x0]
X1
y1
y[x2,x1]
y[x3,x2,x1]
y[x4,x3,x2,x1]
X2
y2
y[x3,x2]
y[x4,x3,x2]
X3
y3
y[x4,x3]
X4
y4
-4
-1
1245 33
1335
y
1245
33
5
9
1335
t.s.p bc 1
-404
-28
2
442
t.s.p bc 2
94
10
88
t.s.p bc 3
-14
13
t.s.p bc 4
3
55
s.p bc 1
s.p bc 2
s.p bc 3
s.p bc 4
x0
y0
y[x1,x0]
y[x2,x1,x0]
y[x3,x2,x1,x0]
y[x4,x3,x2,x1,x0]
x1
y1
y[x2,x1]
y[x3,x2,x1]
y[x4,x3,x2,x1]
x2
y2
y[x3,x2]
y[x4,x3,x2]
x3
y3
y[x4,x3]
x4
y4
y[ xi + k , xi + k 1 ,..., x i +1 ] y[ xi + k 1 ,..., x i +1 , x i ]
(3.18)
( xi + k xi )
Ta c nhn xt sau:
Ta nh s cc sai phn bc k cn c vo v tr xut pht i ca n v lu tr trong vect
sp[i], i =0,1,2,...,n-1. T sai phn bc k c v tr xut pht l i s c lu tr trong phn t sp[i]
nh bng sau:
x
sp[i]
s.p bc 1
s.p bc 3
s.p bc 4
x0
y0
sp[0]
y[x1,x0]
y[x3,x2,x1,x0]
y[x4,x3,x2,x1,x0]
x1
y1
sp[1]
y[x2,x1]
y[x4,x3,x2,x1]
x2
y2
sp[2]
y[x3,x2]
x3
y3
sp[3]
y[x4,x3]
x4
y4
y[ x 2 , x 1 ] y[ x1 , x 0 ] sp[1] sp[0]
=
x 2 x0
x2 x0
Tng t ta c
sp[1] =
y[ x3 , x 2 ] y[ x 2 , x 1 ] sp[2] sp[1]
=
x3 x1
x3 x1
...
Nh vy ta thy khi tnh li sp[0] ta cn n sp[0] v sp[1], khi tnh sp[1] ta cn n sp[1]
v sp[2], ... nh vy qu trnh tnh ton sp[i] ch cn n cc phn t t v tr i tr v sau
m khng cn n cc v tr trc i. Nh vy sau khi tnh t sai phn bc 2 th i ta c th
dng ngay v tr i lu tr khng s rng v tr ny b nhng tnh ton tip theo lm thay
i, v khi tnh t sai phn th i+1 ta ch cn gi tr sp[i+1] v sp[i+2].
t a[2] = sp[0].
..
- Bc k: Ta tnh cc t sai phn bc k y[xi+k,xi] bt u t i=0,1,...,n-k v lu tr vo
sp[i], i = 0,1,2, ..., n -k. tnh y[x0+k,x0] chng hn, ta t
sp[0] =
y[ x k , x 1 ] y[ x k 1 , x 0 ] sp[1] sp[0]
=
x k x0
xk x0
sp[1] sp[0]
xn x0
sp[0] =
t a[n] = sp[0]
(on chng trnh m t phng php c th hin phn sau)
3.2.7. Php ni suy ngc
Trong cc phn trc ta xt bi ton cho gi tr hm y = f(x) ti cc im quan st x0, x1, ...
xn 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 l cc gi thit trn, tc l cho bng cc gi tr yi ca hm y = f(x) ti
cc im xi, i=0,1,...,n. Cho bit gi tr y', ta hy 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.
57
ei = yi -
aj xi j
j=0
S=
ei2 =
i=0
(yi i=0
aj xi j)2
j=0
aj xi j)2 /ak
(yi -
= 2(yi -
j=0
aj xi j)(- xik) =
2(-yi xik +
j=0
aj xi j+k)
j=0
Nh vy
n
aj xi j+k) = 0,
k=0,1,2,...,m
j=0
T y
m
j=0
i=0
i=0
aj xi j+k = yi xik ,
k = 0,1,2,...,m
Vi k = 0,1,2,..,m
n
i=0
i=0
i=0
i=0
i=0
i=0
i=0
i=0
i=0
yi
n
yi xi
i=0
n
i=0
yi xi2
i=0
...
n
i=0
i=0
i=0
i=0
xi
xi2
yi xim
i=0
t
n
xi 0
i=0
n
xi
i=0
C=
xi 2
i=0
i=0
n
xi2
i=0
n
xi3
i=0
i=0
n
xi3
i=0
n
xi4
i=0
xi3
i=0
...
xi4
i=0
i=0
i=0
n
...
xim+1
...
xim+1
xi5
xim
i=0
n
i=0
...
n
xi m
i=0
xim+1
i=0
xim+2
i=0
xim+3
i=0
...
xi2m
i=0
61
d = ( yi xi0 ,
i=0
yi xi1 ,. . .,
i=0
yi xim)
i=0
Ta c h phng trnh
Ca=d
Tuy nhin, tin cho vic tnh ton, ta c nhn xt sau y:
t y = (y0, y1,..., yn)T, e = (e0, e1,..., en)T , a = (a0, a1,..., an)T
x0
x02
...
x0 m
x1
x12
...
x1 m
...
xn
...
xn m
xn2
1 + 1 + ... + 1
x + x1 + ... + x n
C= 0
.
m
m
m
x 0 + x1 + ... + x n
x 0 + x1 + ... + x n
x 02 + x12 + ... + x n2
.
x
m +1
0
m +1
1
+x
+ ... + x nm +1
x 0m + x1m + ... + x nm
...
...
.
Bng cch tch ra cc ct ta thu c (n+1)m+1 ma trn con C1, C2,... , mi ct ca ma trn
con ch ph thuc cc s 1, x0, x1,..., xn. Sau khi tch c nh vy, bng cch t tha s
chung ra ngoi ta li thu c cc ma trn m mi ma trn c m+1 ct, cc ct ny c ly t t
hp ca (n+1) cc ct c dng
1
x0
x2 ,
0
.
xm
0
1
x1
x 2 , ...,
1
.
xm
1
1
xn
x2
n
.
xm
n
D thy rng:
- Nu m>n th cc ma trn con lun c 2 ct no trng nhau nn nh thc bng 0 v
do det C = det Ci = 0.
- Nu n m: ma trn C c tch thnh hai loi ma trn:
62
(3.19)
Ly logarit hai v, ta c
lny = lna + bx
t Y = lny, A = lna, B = B, X = x (3.18) tr thnh
Y = A + BX
(3.20)
Nh vy bng cch ly logarit hai v, ta a quan h phi tuyn (3.19) thnh dng tuyn
tnh (3.20). Ta tnh c A v B, t y tnh c a, b.
b. y = axb, a>0
(3.21)
Ly logarit hai v, ta c
lny = lna + blnx
t Y = lny, A = lnA, B = b, X = lnx (3.21) tr thnh
Y = A + BX
(3.22)
T y ta tnh c A v B, v suy ra a, b.
Chng trnh ci t cc a thc ni suy
Sau y l on chng trnh chnh th hin (m t) thut ton hi qui bng bnh phng
cc tiu
/*Hoi quy dung da thuc uoc luong theo phuong phap binh phuong cuc tieu*/
/*Cho truoc bac m, xac dinh cac he so da thuc thuc nghiem , tra ve tong binh phuong cac sai so*/
double regresspoli(double *a,int m)
{int i,j,k;
kmatran aa;
double **f,**ft;
f = new double* [nqs+1];
for(I=0;i<=nqs;i++) f[i] = new double [m+1];
ft = new double* [m+1];
for(I=0;i<=m;i++) ft[i] = new double [nqs+1];
/*Tinh ma tran
f la ma tran co kieu nhu Vandermon nhung co n hang m cot,
ft la ma tran chuyen vi cua f. Nhu vay ft x f se la ma tran aa cua
he phuong trinh tuyen tinh
*/
63
3.5.
BI TP
10
12
x
7
.32
8
.24
9
.20
10
.19
11
.01
12
.05
65
TM TT NI DUNG CHNG 3
Trong chng ny chng ta cn ch nht l cc vn sau:
1. Sai s ca a thc ni suy
Vi M =
sup
a x b
M
| n+1(x) |
(n + 1)!
(3.6)
Vi:
L0(x) =
(x - x1 ) (x - x 2 )... (x - x n )
(x 0 - x 1 ) (x 0 - x 2 )... (x 0 - x n )
L1(x) =
(x - x 0 ) (x - x 2 )... (x - x n )
(x 1 - x 0 ) (x 1 - x 2 )... (x 1 - x n )
...
Li(x) =
...
Ln(x) =
(x - x 0 ) (x - x 1 )... (x - x n -1 )
(x n - x 0 ) (x n - x 2 )... (x n - x n -1 )
y 0
2 y 0
i y 0
(x-x0) +
(x-x
)(x-x
)
+
.
.
.+
(x-x0) (x-x1)... (x-xi-1) + .. . +
0
1
h
2h 2
i! h i
m y 0
(x-x0) (x-x1)... (x-xm-1)
m! h m
Hoc c th biu din cng thc trn di mt dng khc bng php bin i t =
-> x=x0 + th:
66
x x0
h
2 y 0
pm(x) = pm(x0 + th) = y0 + (y0)t +
t(t-1) + . . .
2
+
i y 0
m y 0
t(t-1)... (t-i+1) + . . . +
t (t-1)... (t-m+1)
i!
m!
(3.16)
Trong :
a0 = y0
a1 =
y1 y 0
= y[x1,x0].
x1 x 0
a2 =
y[ x 2 , x 1 ] y[ x1 , x 0 ]
= y[x2, x1, x0]
( x 2 x0 )
............................
am = y[xm,..., x1, x0]
67
CHNG 4
TNH GN NG NGHIM CA
PHNG TRNH PHI TUYN
MC CH, YU CU
Sau khi hc xong chng 4, yu cu sinh vin:
1. Hiu c th no l nghim v khong phn ly nghim
2. Nm c mt s phng php lp tm nghim gn ng ca phng trnh phi tuyn.
3. Bit vn dng cc phng php trn vo cc bi ton thc t.
(4.1)
(4.2)
(4.3)
1
3
f'(x)
+
+
f(x)
M
-
1
3
)=-
1
3 3
1
3
-1 =
2
3 3
-1 <0
n > +
(4.4)
(4.5)
tha mn.
bn c hiu r hn nhng iu chng ti va trnh by, chng ta xt v d sau y:
V d.
Ta xt 2 hm sau y:
f(x) = (3363 - 2378 2 ) - (x-1)10
g(x) = (3363 - 2378x) - ( 2 -1)10
v xt 2 phng trnh
f(x) = 0
(4.6)
g(x) = 0
(4.7)
Ta c th thy rng
f( 2 ) = g( 2 ) =0
V khng tnh c = 2 nn chng ta s dng kt qu chnh xc gp i do my tnh
thc hin bng hm sqrt(2). Gi tr ny vo khong 1.41421356237309551454746218. Ta nh
ngha dy xn nh sau
x0 =1
| x0 - | < 0.5e+01
x1 =1.4
| x1 - | < 0.5e-01
x2 =1.41
| x2 - | < 0.5e-02
x3 =1.414
| x3 - | < 0.5e-03
x4 =1. 4142
| x4 - | < 0.5e-04
...
R rng dy xn hi t n .
Ta c bng sau y biu din mi lin h gia dy xn , sai s trn dy xn l n, hm f(xn) v
hm g(xn).
70
xn
f(xn)
g(xn)
0.5
0.0001486768
985
1.4
0.5e-01
0.0000438191
34
1.41
0.5e-02
0.0000144501
10
1.414
0.5e-03
0.0000007647
0.5
1.4142
0.5e-04
0.0000000488
0.03
1.41421
0.5e-05
0.0000000128
0.008
1.414213
0.5e-06
0.0000000002
0.001
1.4142135
0.5e-07
0.0000000002
0.0001
lim xn =
n > +
(4.8)
khi ta c nh gi
|xn - |
| f ( xn ) |
m1
(4.9)
71
t x0 =
a 0 + b0
2
Ta c x0 l nghim v kt thc.
b. f(x0) 0.
a1 = a0 , b1 = x0
Nu f(x0)f(b)<0 th nghim s trong khong [x0,b] do ta t
a1 = x0 , b1 = b
V nghim [a1,b1], ta c | x0- | | b1-a1| =
ba
2
Chuyn sang bc 1.
- Bc 1:
t x1 =
a1 + b1
2
Ta c nghim l x1 v kt thc.
b. f(x1) 0.
Nu f(a1)f(x1)<0 th nghim s trong khong [a1, x1] do ta t
a2 = a1 , b2 = x1
Nu f(x1)f(b1 )<0 th nghim s trong khong [x1,b1] do ta t
a2 = x1 , b2 = b1
V nghim [a2,b2], ta c | x1- | | b2-a2| =
Chuyn sang bc 2.
...
- Bc n:
72
t xn =
a n + bn
2
ba
22
Ta c nghim l xn v kt thc.
b. f(xn) 0.
Nu f(an)f(xn)<0 th nghim s trong khong [an, xn] do ta t
an+1 = an , bn+1 = xn
Nu f(xn)f(bn )<0 th nghim s trong khong [xn,bn] do ta t
an+1 = xn , bn+1 = bn
V nghim [an+1,bn+1], ta c | xn - | | bn+1-an+1| =
ba
2 n +1
ba
th kt thc, nu khng th
2 n +1
Chuyn sang bc n+1.
b. S hi t ca phng php v sai s
Dy a0,a1,...,an n iu tng v b chn bi b, by b0,b1,...,bn n iu gim v b chn bi
a mt khc dy bn-an dng v gim dn n 0, nh vy khi n -> ta c
Ta kim tra xem nu
n > +
n > +
n > +
n > +
ba
2n
Cn nu ta ly nghim gn ng l
(4.10)
a n + bn
th sai s l
2
ba
(4.11)
2 n +1
(4.9) chnh l nh gi sai s ca nghim xp x tnh bng thut ton trnh by trn y.
c. V d
Ta xt phng trnh f(x) = sin(x) - x2cos(x) =0.
Phng trnh ny c nghim ng l x = 0.
Ta thy nu a= -0.5, b = 2 th f(a) = -0.6988, f(b) = 2.5739, tc l tri du. Vy ta c th p
dng phng php chia i. t = 1.0e-03 ta c sau 8 bc lp ta nhn c nghim l 0.0005.
d. Nhn xt v thut ton chia i
u im ca phng php chia i l n gin. Nhc im l tc hi t chm, khng
tn dng c tnh cht ca hm s f(x). D hm s c dng g th chng ta cng ch chia i, xt
|xn - |
73
y f (a)
xa
=
ba
f (b) f ( a )
im ct trc hong c ta (c,0) do ta c
f (a)
ca
=
f (b) f (a )
ba
T y
c=a-
af (b) bf (a )
f (a )[b a ]
=
f (b) f (a )
f (b) f ( a )
(4.12)
t x0 =
a0 f (b0 ) b0 f (a 0 )
f (b0 ) f (a0 )
Ta c x0 l nghim xp x v kt thc.
b. f(x0) 0.
Nu f(a)f(x0)<0 th nghim s trong khong [a, x0] do ta t
a1 = a0 , b1 = x0
Nu f(x0)f(b)<0 th nghim s trong khong [x0,b] do ta t
a1 = x0 , b1 = b
Chuyn sang bc 1.
- Bc 1:
t x1 =
a1 f (b1 ) b1 f (a1 )
f (b1 ) f (a1 )
Ta c nghim l x1 xp x v kt thc.
b. f(x1) 0.
Nu f(a1)f(x1)<0 th nghim s trong khong [a1, x1] do ta t
a2 = a1 , b2 = x1
Nu f(x1)f(b1 )<0 th nghim s trong khong [x1,b1] do ta t
a2 = x1 , b2 = b1
Chuyn sang bc 2.
...
- Bc n:
t xn =
a n f (bn ) bn f (a n )
f (bn ) f (a n )
Ta c nghim xp x l xn v kt thc.
b. f(xn) 0.
Nu f(an)f(xn)<0 th nghim s trong khong [an, xn] do ta t
an+1 = an , bn+1 = xn
Nu f(xn)f(bn )<0 th nghim s trong khong [xn,bn] do ta t
an+1 = xn , bn+1 = bn
Nu n > kmax th thng bo v kt thc.
Chuyn sang bc n+1.
b. S hi t ca phng php v nh gi sai s
V tng th phng php dy cung rt n gin v d hiu. Tuy nhin kho st mt
cch cht ch th ta phi phn ra mt s iu kin hm li hoc lm trong khong [a,b]. y
chng ta s khng i qu vo cc chi tit ny.
76
f ( a )[a b]
f (a )[b a ]
=af (b) f ( a )
f (a ) f (b)
f (b)[b a ]
f (b) f (a )
f ( x n 1 )[ x n 1 d ]
f ( x n 1 ) f (d )
(4.13)
n = 0,1,2,...
d v x0 c chn c th trong cc trng hp nh sau:
(1) Nu f(x) l hm li trn [a,b], tc l f''(x) < 0, ta chn d cng du vi f''(x). Trong
trng hp (a) th d =a, x0 = b. Trong trng hp (b) th d =b v x0=a.
(2) Nu f(x) l hm lm trn [a,b], tc l f''(x) > 0, ta cng chn d cng du vi f''(x).
Trong trng hp (c) th d =a, x0 = b. Trong trng hp (d) th d =b v x0=a.
Vy ta lun lun chn d cng du vi f''(x).
C th chng minh rng dy xn n iu tng hoc gim v b chn, do hi t n gi tr .
T (4.11) ta c:
=-
f ( )[ d ]
f ( ) f (d )
(4.14)
(4.15)
khi ta c :
|xn - |
M 1 m1
|xn - xn-1|
m1
(4.16)
c. V d
Ta xt phng trnh f(x) = sin(x) - x2cos(x) =0.
Phng trnh ny c nghim ng l x = 0.
77
(4.17)
(4.18)
(4.19)
(4.20)
(4.21)
(4.22)
Tuy nhin cng thc ny ph thuc vo a, b v khng st vi thc t, nht l khi khong
[a,b] ln.
Sau y chng ta s a ra mt cch nh gi khc, st vi thc t hn.
T (4.20) ta c
| -xn | q | - xn-1| = q | -xn + xn - xn-1| q | -xn | + q | xn - xn-1|
Vy
(1-q) | -xn | q | xn - xn-1|
Hay
| -xn |
q
| xn - xn-1|
1 q
(4.23)
Mt khc v
| '(x) | q < 1, x (a,b)
Do
| xn -xn-1 | = | (xn-1) - (xn-2)| = | '(c) | | xn-1 - xn-2| q | xn-1 - xn-2|
T y suy ra
| xn -xn-1 | qn-1 | x1 - x0|
Tc l | xn -xn-1 | hi t n 0.
Kt hp vi (4.22) ta c
| -xn |
q
1
| xn - xn-1| qn
| x1 - x0| (4.24)
1 q
1 q
(4.25)
x0 =1
xn = (xn-1)
-1
-2
-9
-730
x0 =1
xn = (xn-1)
1.2599
1.3122
1.3223
1.3242
1.3246
81
h2
h n (n)
h n +1 (n+1)
h
f'(x0) +
f''(x0) + . . .+
f (x0) +
f (c)
1!
2!
n!
(n + 1)!
Trong c (x0,x0+h)
Da vo khai trin Taylo, ta s xc nh mt hm (x) v tm nghim ca (4.1) bng php lp:
xn+1 = (xn)
Gi s x l nghim ng ca (4.1), cn xn l nghim xp x ti bc lp th n. Ta t
x=xn+xn. Theo khai trin Taylo ta c
2
x
f(x) = f(xn + xn) = f(xn) + xnf'(xn) + n f''(c) = 0
2!
xn nh th ta c cng thc gn ng:
Nu
f ( xn )
f ' ( xn )
xn = x - xn
Do
x xn
f ( xn )
f ' ( xn )
f ( xn )
f ' ( xn )
(4.25)
f ( xn )
f ' ( xn )
xn+1 = xn
(4.28)
khi ta c
|xn - |
M2
|xn - xn-1| 2
2m1
(4.29)
Chng minh.
Dng cng thc khai trin Taylor cho f(xn) ti xn-1 ta c
f(xn) = f(xn-1) +
x n x n 1
( x n x n 1 ) 2
f'(xn-1) +
f''(c)
1!
2!
(4.30)
trong c (xn-1,xn)
Theo (4.25)
xn = xn-1 -
f ( xn )
f ' ( x n 1 )
83
( x n x n 1 ) 2
f''(c)
2!
Nh vy theo (4.27) v (4.28)
f(xn) =
| f ( x n ) | ( x n x n 1 ) 2
M2
|xn - |
=
f''(c)
|xn - xn-1|2
m1
2m1
2m1
(4.31)
L iu cn chng minh.
c. V d v phng php Newton
Tnh
(4.32)
Gii:
Ta thy f(1) = -1, f(2) = 2, nh vy iu kin 1) tha mn.
f'(x) = 2x > 2 vi mi x [1,2]
f'(x) = 2 > 1 vi mi x [1,2] , vy iu kin 2) tha mn
V f(2) = 2, nn ta chn x0 =2, nh vy th f(2)f(x) = 2.2 = 4 >0 v iu kin 3) tha mn.
Vy ta c th p dng phng php lp Newton tnh nghim xp x ca phng trnh
(4.32). Ta c bng sau
n
x0 = 2
xn+1 = xn - f(x)/f(xn)
1.5
1.417
1.41421
2 = 1.414213562, nh vy phng
85
4.3.
BI TP
5 |
86
TM TT NI DUNG CHNG 4
Trong chng ny chng ta cn ch nht l cc vn sau:
1. Khong phn ly nghim
nh ngha. Khong [a,b] c gi l khong phn ly nghim ca phng trnh (4.1) nu
n cha mt v ch mt nghim ca phng trnh .
nh l. Nu hm s f(x) lin tc, n iu trn on [a,b] v f(a)f(b)<0 th on [a,b] l
mt khong phn ly nghim ca phng trnh (4.1)
2.Phng php chia i (bisection):
- Phng php:
+ Xc nh khong phn ly nghim [a,b]
+Tnh gi tr ca nghim gn ng bc lp th i trn khong phn ly nghim [ai,bi ]
(i=0,1,2...) theo cng thc xi= (ai+bi )/2 vi a0=a;b0=b. Sau l xc nh khong phn ly mi
cho nghim bc mi th i+1 l [ai+1,bi+1 ]. C tip tc php lp nh th cho n khi no
tho mn iu kin dng ca phng php.
- nh gi sai s:
Gi s bc lp cui cng l bc thc n (i=n) ta xc nh c nghim gn ng
|ab|
. (Trong l nghim ng ca
xn. Khi sai s c nh gi nh sau:|xn - |
2 n +1
phng trnh (4.1)
3.Phng php dy cung
- Phng php:
+ Xc nh khong phn ly nghim [a,b]
+Tnh gi tr ca nghim gn ng bc lp th i trn khong phn ly nghim [ai,bi ]
a f (bi ) bi f (ai )
vi a0=a;b0=b. Sau l xc nh khong
(i=0,1,2...) theo cng thc xi= i
f (bi) f (ai )
phn ly mi cho nghim bc mi th i+1 l [ai+1,bi+1 ]. C tip tc php lp nh th cho
n khi no tho mn iu kin dng ca phng php.
- nh gi sai s:
Gi s bc lp cui cng l bc thc n (i=n) ta xc nh c nghim gn ng
| f ( xn ) |
. (Trong l nghim ng ca
xn. Khi sai s c nh gi nh sau: |xn - |
m1
phng trnh (4.1), v 0 < m1 |f'(x)| vi x [a,b]). Hoc ta c nh gi sai s thc 2
M m1
l:|xn - | 1
|xn - xn-1|.
m1
87
f ( xi )
.
f ' ( xi )
|xn - |
88
M2
|xn - xn-1| 2
2m1
CHNG 5
MC CH, YU CU
Sau khi hc xong chng 5, yu cu sinh vin:
1. Hiu v nm c th no l bi ton tnh gn ng o hm v tch phn xc nh
2. Nm c cc phng php tnh gn ng o hm, qua bit cch tnh gi tr gn
ng o hm cho mt hm bt k.
3. Nm c cc phng php tnh gn ng tch phn xc nh, qua bit cch tnh gi
tr gn ng tch phn xc nh ca mt hm bt k
4. Bit cch p dng cc phng php tnh gn ng trn vo vic gii cc bi ton ngoi
thc t.
5. Bit cch nh gi sai s ca tng phng php.
5.1 TNH O HM
Ngi ta thng dng mt s phng php tnh gn ng o hm ca hm f(x) ti x
trong hai phng php sau y thng c dng nht:
5.1.1. p dng a thc ni suy
Gi s ngi ta phi tnh xp x o hm ca hm s f(x) trn on (a,b). Trc ht ngi ta
thay hm f(x) bng a thc ni suy p(x), sau ly o hm p'(x) v coi l xp x ca o hm f'(x).
V d.
Gi s ta xc nh c a thc ni suy l:
p3(x) =8x3 -29x +5
Khi o hm:
p3'(x) = 24x2 -29 c xem l xp x ca f'(x).
5.1.2. p dng cng thc Taylor
Theo cng thc Taylor ta c
f(x +h) = f(x) +
h2
h
f'(x) +
f''(c)
1!
2!
c = x+ h, 0 < <1
Khi | h | kh b th c th b qua s hng h2
89
f ( x + h) f ( x )
h
y cng chnh l nh ngha ca o hm. Vy cch dng khai trin Taylor cng chnh l
cch dng nh ngha o hm.
Chng trnh minh ha
Sau y l on chng trnh chnh th hin (m t) phng php tnh gn ng o hm
bng phng php ni suy
/*Noi suy dung da thuc Vandermon roi tinh dao ham*/
/*Tra ve gia tri da thuc noi suy tai x; avan[i] la cac he so cua da
thuc giai truc tiep tu ma tran Vandermon, xqs[I] la
cac diem quan sat*/
double poli(double x) //Tinh da thuc bang phuong phap Horner
{int i;double s;
s=avan[nqs];
for(i=nqs-1;i>=0;i--) s= s*x+avan[i];
return s;
}
//===============================================
/*Tra ve dao ham gia tri da thuc noi suy tai x; avan[i] la cac he so cua da
thuc giai truc tiep tu ma tran Vandermon, xqs[i] la
cac diem quan sat*/
double poli1(double x) //Tinh da thuc bang phuong phap Horner
{int i;double s;
s=nqs*avan[nqs];
for(i=nqs-1;i>0;i--) s= s*x+i*avan[i];
return s;
}
//===============================================
/*Noi suy bang cach giai truc tiep he phuong trinh tuyen tinh voi
ma tran Vandermon */
void nsvandermon(double *a)
{int i,j,k,n1;kmatran aa;kvecto b;
//Tinh ma tran Vandermon
for(i=0;i<=nqs;i++)
90
I = f(x)dx
(5.1)
(5.2)
Tuy nhin trong thc t th chng ta thng gp trng hp hm f(x) khng c nguyn hm
hoc nguyn hm qu phc tp khng th xc nh c. Trong nhng trng hp ny ngi ta
phi tnh gn ng (5.1). C nhiu cch tnh gn ng tch phn, v d c th dng ngay nh
ngha ca tch phn
I = lim
n > +
n1
f(xi)xi
(5.3)
i =0
ba
n
i = 0,1,2,... ,n
91
f(x)dx
x1
y1 + y 2
2
(5.4)
x x0
y 0
(x-x0) = y0 + y0
h
h
(5.5)
x x0
, hay x = x0 + th ta c dx = hdt
h
x2
p(x)dx =
x1
( y0 + ty0)hdt = h (ty0 +
0
= h( y0 +
t =1
t2
y0) | =
t =0
2
y + y1
1
y0) = h 0
2
2
Nh vy
b
I = f(x)dx I* =
a
= h(
ba
(y0 +2 y1 + . . . +2 yn-1 + yn) =
2n
y0 + yn
+ y1 + . . . + yn-1)
2
(5.6)
b. nh gi sai s
nh l.
Gi s hm s y = f(x) c o hm cp 2 lin tc v
| f''(x) | M2 , x [a,b]
(5.7)
khi ta c nh gi
| I - I*|
M2 2
h (b-a)
12
(5.8)
c. V d
Hy tnh gn ng tch phn
1
I =
(1/(1+x ))dx
2
0.0
1.0000000
0.1
0.9900990
0.2
0.9615385
0.3
0.9174312
0.4
0.8620690
0.5
0.8000000
0.6
0.7352941
0.7
0.6711409
0.8
0.6097561
0.9
0.5524862
10
1.0
0.5000000
y 0 + y10
+ y1 + . . . + y9)
2
ba
2n
yi = f(xi)
i = 0,1,2,. . . ,2n
94
x2
x0
x0
f(x)dx p2(x)dx
(5.9)
trong
p2(x)
y 0
2 y 0
(x-x0) +
(x-x0)(x-x1)
h
2h 2
x x0
( x x0 )( x x1 )
+2y0
= y0 + y0
h
2h 2
= y0 +
(5.10)
x x0
, hay x = x0 + th ta c dx = hdt ,
h
nu x = x0 th t = 0, x=x2 th t=2.
Nh vy
t t =
x2
f(x)dx
x0
p2(x)dx
0
= h (y0+ty0 +
0
t (t 1) 2
y0)dt =
2
t =2
1 2
1
t y0 + (t3/3 - t 2 /2)2y0) | =
t =0
2
2
1
h
= h(2y0+2y0 + (8/3 - 4 /2)2y0) = (y0 + 4 y1 + y2)
2
3
Tnh tch phn xp x cho tng on [x0,x2], [x2,x4], ... ,[x2n-2,x2n] v cng li ta c
= h( ty0+
f(x)dx
a
I* =
h
[(y0 +y2n) + 4(y1 +y3 + . . . + y2n-1) + 2(y2 +y4 + . . . + y2n-2)]
3
(5.11)
(b a)
2n
Cng thc (5.11) c gi l cng thc Simpson.
h=
b.nh gi sai s
nh l.
Gi s hm s y = f(x) c o hm cp 4 lin tc v
| f(4)(x) | M4 , x [a,b]
khi ta c nh gi
| I - I* |
M4 4
h (b-a)
180
(5.12)
(5.13)
95
I =
(1/(1+x ))dx
2
xi
yi=f(xi)
0.25
0.941176
0.5
0.8
0.75
0.64
0.5
5.3.
BI TP
I=
dx
1+ x
0
I=
sin x
dx
x
TM TT NI DUNG CHNG 5
Trong chng ny chng ta cn ch nht l cc vn sau:
1. Tnh gn ng o hm
Ngi ta thng dng mt s phng php tnh gn ng o hm ca hm f(x) ti x
trong hai phng php sau y thng c dng nht: p dng a thc ni suy v p dng
cng thc Taylor.
2. Tnh gn ng tch phn
- Cng thc hnh thang:
+ Cng thc:
b
I = f(x)dx I* = = h(
a
vi h=
y0 + yn
+ y1 + . . . + yn-1)
2
(b a)
n
+ nh gi sai s
Gi s hm s y = f(x) c o hm cp 2 lin tc v
| f''(x) | M2 , x [a,b]
khi ta c nh gi
| I - I*|
M2 2
h (b-a)
12
I= f(x)dx I* =
a
vi h=
h
[(y0 +y2n) +4(y1 +y3 + . . . + y2n-1) + 2(y2 +y4 + . . . + y2n2)]
3
(b a)
2n
+ nh gi sai s
Gi s hm s y = f(x) c o hm cp 4 lin tc v
| f(4)(x) | M4 , x [a,b]
khi ta c nh gi
| I - I* |
98
M4 4
h (b-a)
180
CHNG 6
6.1. M U
Nhiu bi ton khoa hc k thut dn v vic tm nghim phng trnh vi phn tha mn
mt s iu kin no . Nhng phng trnh vi phn m t nhng h c hc, l hc, ha hc,
sinh hc ni chung rt phc tp, khng hy vng tm li gii ng.
Trong chng ny ta nghin cu bi ton n gin nht ca phng trnh vi phn l bi
ton Cauchy i vi phng trnh vi phn cp 1 nh sau:
Hy tm hm y=y(x) tha mn:
y'(x) = f(x,y) x [a,b], x0 = a
(6.1)
y(x0) =y0
(6.1b)
(6.2)
(6.3)
(6.4)
y(x0) =y0
Cch gii gn ng (6.4) l tm cc gi tr gn ng yi ca gi tr ng y(xi) ti cc im
xi, i = 0,1,2,... n, trong
a = x0 < x1 < . . . < xn = b
xi = x0 + ih, i=0,1,...,n-1
h=
ba
n
x xi
( x xi ) 2
y'(xi) +
y''(ci) , ci (xi,x)
1!
2!
(6.5)
h2
y''(ci), ci (xi,xi+1)
2
(6.6)
(6.7)
h2
Ri(h) = y(xi)- yi =
y''(ci-1) = O(h2)
2!
(6.8)
(6.9)
ba
, x0 = a.
n
Vi i =1,2,..., n tnh
101
- Bc 0:
t h0 =
ba
, x 0( 0 ) = a , y 0( 0 ) = y0
n
( 0)
h0
, x 0(1) = a , y 0(1) = y0
2
Tnh
hk 1
, x 0( k ) = a , y 0( k ) = y0
2
y i(k ) = y i(k1) + hf( x i(k1) , y i(k1) ), x i( k ) = x i(k1) + hk , i = 1,2,...,n.2k
Tnh
Nu dk < th dng thut ton v ly mu (x0,y0), (x1,y1), ..., (xN,yN), trong N = n.2k
lm nghim xp x.
Nu k kmax th thng bo php lp cha hi t v cng dng thut ton.
Nu 2 iu trn y khng xy ra th chuyn qua bc (k+1).
c.Chng trnh ci t thut ton Euler:
//EULER.CPP
/*Phuong phap Euler giai gan dung phuong trinh vi phan y'=f(x,y)*/
#include "zheader.cpp"
#define kmax 17
const double epsi=1.0E-02;
double g(double,double);//a=0,b=1
double yg(double);//La nghiem dung y=y(x) cua phuong trinh y'=g(x,y)
102
x[i]
y[i]
y(x[i])";
for(i=0;i<=n;i++)
{cout<<endl<<setw(4)<<i;
cout<<setw(10)<<setprecision(2)<<x[i];
cout<<setw(10)<<setprecision(4)<<y[i];
cout<<setw(10)<<setprecision(4)<<yf(x[i]);
}
cout<<endl<<endl<<"So khoang chia :";
cout<<setw(10)<<n;
cout<<endl<<"Sai so |y[i]-y(x[i])| cuc dai:";
cout<<setw(10)<<setprecision(4)<<maxdiff;
//================Ghi vao tep EULER.DAT
FILE *fp;
fp=fopen("EULER.DAT","wt");
fprintf(fp," i
x[i]
y[i]
y(x[i])");
for(i=0;i<=n;i++)
{fprintf(fp,"\n%4d",i);
fprintf(fp,"%10.2f",x[i]);
fprintf(fp,"%10.4f",y[i]);
fprintf(fp,"%10.4f",yf(x[i]));
}
fprintf(fp,"\n\nSo khoang chia : %4d",n);
fprintf(fp,"\nSai so |y[i]-y(x[i])| cuc dai: %10.4f",maxdiff);
fclose(fp);
getch();
clrscr();
104
(6.10)
(6.11)
V d.
Cho h thng phng trnh vi phn cp mt:
y' = (z-y)x
z' = (z+y)x
Vi iu kin ban u: y(0)=z(0)=1.
Hy tm nghim gn ng bng phng php Euler trn khong [0,0.6] vi bc h=0.1.
Gii:
Ta c xi = 0.1i, i=0,1,2,...,6.
Xut pht t y(0)=z(0)=1, p dng (6.11) ta nhn c kt qu tnh ton sau:
i
xi
yi
zi
1.0000
1.0000
0.1
1.0000
1.0000
0.2000
0.0200
0.2
1.0000
0.0040
0.0004
1.0200
0.4040
0.0404
0.3
1.0004
0.0180
0.0018
1.0604
0.6182
0.0618
0.4
1.0022
0.0480
0.0048
1.1222
0.8498
0.0850
0.5
1.0070
0.1001
0.0100
1.2072
1.1071
0.1107
0.6
1.0170
1.3179
y(x2) - y(x1) =
y'(x)dx
x1
y'(x)dx
x1
106
h
h
[y'(x1)+y'(x2)] =
[f(x1,y(x1)) + f(x2,y(x2)], trong h=x2-x1
2
2
h
[f(xi,yi) + f(xi+1,yi+1)] , i=0,1,...,n-1
2
(6.12)
vi y0 = .
Ngi ta chng minh c rng sai s ca (6.12) ti im xi l:
| yi - y(xi) | Mh2
trong M l hng s khng ph thuc h.
Vy cng thc (6.12) chnh xc hn cng thc Euler. Tuy nhin n c nhc im l yi+1
xut hin c v phi. Nh vy khi bit yi ta vn cn phi gii mt phng trnh i s phi
tuyn i vi yi+1 (nu f(x,y) phi tuyn i vi y). V vy y l mt phng php n. Ngi ta
ci tin phng php (6.12) bng cch phi hp (6.12) vi phng php Euler nh sau:
y0 =y(x0) bit
Vi i =1, 2,... n ta tnh
z = yi-1 + hf(xi-1,yi-1)
yi = yi-1 +
h
[f(xi-1,yi-1) + f(xi,z)]
2
(6.13)
i=0,1,...,n-1, m=1,2,...
Cng thc (6.13) c gi l cng thc Euler ci tin. Nh vy trong (6.13) u tin ngi
ta dng cng thc Euler c lng gi tr ca yi (c k hiu l z) v dng z tnh
yi = yi-1 +
h
[f(xi-1,yi-1) + f(xi,z)]
2
ba
, x0 = a.
n
Vi i =1,2,..., n tnh
z = yi-1 + hf(xi-1,yi-1)
yi = yi-1 +
h
[f(xi-1,yi-1) + f(xi,z)]
2
xi = xi-1 + h
b.Thut ton cho nhiu ln chia khong.
- Bc 0: Nhp a, b , y0 , kmax v >0.
t h0 =
ba
, x 0( 0 ) = a , y 0( 0 ) = y0
n
Vi i = 1, 2,... tnh
107
x i( 0 ) = x i 1 + h0
z = y i(01) + h0f( x i(01) , y i(01) )
y i( 0 ) = y i(01) +
h0
[f( x i(01) , y i(01) ) + f( x i( 0 ) ,z)]
2
t h1 =
- Bc 1:
h0
, x 0(1) = a , y 0(1) = y0
2
Vi i = 1, 2,... tnh
x i(1) = xi(11) + h1
z = y i(11) + h1f( xi(11) , y i(11) )
y i(1) = y i(11) +
h1
[f( xi(11) , y i(11) ) + f( xi(1) ,z)]
2
t hk =
hk 1
, x 0( k ) = a , y 0( k ) = y0
2
Vi i = 1, 2,... tnh
x i( k ) = x i(k1) + hk
z = y i(k1) + hkf( x i(k1) , y i(k1) )
y i(k ) = y i(k1) +
hk
[f( x i(k1) , y i(k1) ) + f( x i( k ) ,z)]
2
h
[f(x0,y0) + f(x0,u)]
2
(6.14)
h
[f(xi-1,yi-1) + f(xi,u)]
2
(6.15)
ba
, x0 = a ta tnh cc xi = xi-1 + h.
n
T iu kin ban u y0 =y(x0), vi i = 1, 2, ... ta thc hin thut ton nh (6.14) v (6.15).
b.Thut ton cho nhiu ln chia khong.
- Bc 0:
Nhp a, b , y0 , , n, kmax v .
t h0 =
ba
, x 0( 0 ) = a , y 0( 0 ) = y0
n
Vi i = 1, 2,... tnh cc
- Bc 1:
t h1 =
h0
, x 0(1) = a , y 0(1) = y0
2
Vi i = 1, 2,... tnh cc
109
hk 1
, x 0( k ) = a , y 0( k ) = y0
2
t hk =
Vi i = 1, 2,... tnh cc
Nu dk< th dng thut ton v ly mu (x0,y0), (x1,y1), ..., (xN,yN), trong N = n.2k
lm nghim xp x.
Nu k kmax th thng bo php lp cha hi t v cng dng thut ton.
Nu 2 iu trn y khng xy ra th chuyn qua bc (k+1).
x xi
( x xi ) 2
( x xi ) 3
y'(xi) +
y''(xi) +
y'''(ci) , ci (xi,x)
1!
2!
3!
x =xi+1 = xi +h, ta c
y(xi+1) = y(xi) + hy'(xi) +
h3
h2
y''(xi) +
y'''(ci), c (xi,x)
2
6
(6.16)
Trong
y'(xi) = f(xi,y(xi))
y''(xi) =
f
f dy
+
x=xi
x
y dx
= fx'(xi,yi) +fy'(xi,y(xi))y'(xi)
Thay vo (6.13) ta c
yi+1 = yi + hy'i +
h2
[ fx'(xi,yi) +fy'(xi,yi)y'i] + O(h3)
2
(6.17)
(6.18)
(6.19)
v chn , , r1, r2 sao cho khai trin theo ly tha ca h ca yi+1 xc nh bi (6.18) trng
nhau n 3 s hng u ca v phi cng thc (6.17).
Dng cng thc Taylor ca hm hai bin, ta c:
f(xi +h, yi + k1(i)) = f(xi,yi) + hfx'(xi,yi) + k1(i) fy'(xi,yi) + O(h2) =
= yi' + hfx'(xi,yi) + k1(i) fy'(xi,yi) + O(h2)
T y ta c
k1(i) = hf(xi, yi) = hyi'
k2(i) = hf(xi +h, yi + k1(i)) =
= h yi' + h2 fx'(xi,yi) + h2yi' fy'(xi,yi) + O(h3)
Do (6.18) c th vit di dng
yi+1 = yi + r1h yi' + r2[ h yi' + h2 fx'(xi,yi) + h2yi' fy'(xi,yi)] + O(h3) =
=yi + r1h yi' + r2h yi' + r2h2 fx'(xi,yi) + r2 h2yi' fy'(xi,yi) + O(h3) =
=yi + (r1+ r2) h yi' + h2 (r2fx'(xi,yi) + r2 fy'(xi,yi) yi'] + O(h3) (6.20)
So snh cc h s ly tha ca h trong (6.17) v (6.20) ta c
r1+ r2 = 1
r2 = r2 = 1/2
y l mt h thng 3 phng trnh, 4 n s nn l mt h v nh. Ta xt mt vi h
nghim n gin
(1)
(2)
(6.21)
i=0,1,...,n-1
(6.22)
Khi thnh lp cc cng thc (6.18) v (6.19) trn y ta b qua s hng O(h3) trong khai
trin Taylor. Ta c th chng minh c rng sai s ti im xi tha mn:
|yi -y(xi)| Mh2, trong M l hng s dng khng ph thuc h.
Vy cc phng php Runge-Kutta trn y c chnh xc cp hai.
111
(6.23)
(6.24)
Trong cc cng thc Runge-Kutta nu trn ngi ta thng dng cng thc (6.24) v n c
chnh xc cao m li khng qu phc tp. Trong thc t vic xc nh hng s M trong nh
gi sai s ca phng php Runge-Kutta kh phc tp, do ngi ta thng xc nh sai s
bng cch "tnh 2 ln" nh sau:
Ln u tnh bng cng thc (6.24) vi bc h, nhn c y n( h ) l gi tr gn ng ca
y(b) . Sau ta li tnh vi bc h/2 nhn c
h
( )
2
2n
l gi tr gn ng ca y(b) v sai s c
xc nh bi:
| y
h
( )
2
2n
-y(b) | (1/15) | y
h
( )
2
2n
- y n( h ) |
(6.25)
V d.
Cho bi ton Cauchy nh sau:
y' =x + y, y(0) =1
Hy tm nghim gn ng bng phng php Runge-Kutta (6.24) trn [0,0.5] vi bc
h=0.1
Gii: Ta c xi = 0.1i; i = 0,1,2,3,4,5
y0 =1
k1(0) = 0.1(0+1)=0.1
k2(0) = 0.1(0+0.05) +(1+0.05)]=0.11
k3(0) = 0.1(0+0.05) + (1 + 0.055)] = 0.1105
k4(0) = 0.1(0+0.1) + (1 + 0.1105)] = 0.12105
112
1
(0.1+2*0.11 +2*0.1105+0.12105) = 1.1103
6
6.5.
BI TP
xy
; x [0,1], y(0) =1; h=0,1
2
113
TM TT NI DUNG CHNG 6
(6.1)
y(x0) =y0
(6.1b)
114
Hng dn tr li
HNG DN TR LI
CHNG 1
1. Khi o 1 s gc ta c cc gi tr sau:
a= 21o373
b=1o10
Sai s tng i ca cc s xp x l
a = 0,13.10 4
b = 0,28.10-3
2. Sai s tuyt i ca cc s xp l :
a = 0,13.102
b = 0,16.10-1
b) 4
b) 1
= -0,14.10-2
= 0,65.10-3
b) 0,162
= 0,48.10-3
= 0,3.10-2
c) 0,0120
= 0,4.10- 4
= 0,33.10-2
d) 0,00153
= 0,19.10 - 5
= 125.10-26.
u = 0,27.10-2
u = 0,33.10-2
b) u = 3,665
u = 0,7.10-2
u = 0,20.10-2
CHNG 2
1. Tnh v kim tra bng chng trnh nh thc ca ma trn
+ Da vo thut ton Gauss c m t bng ngn ng lp trnh C hon thin
chng trnh tnh nh thc.
+Det A=52
2. Tm v kim tra bng chng trnh nghch o ca ma trn
+ Ma trn nghch o l:
115
Hng dn tr li
5
4 6
A = 1 1 1
6 9 7
-1
x=(-2,09;3,977;1,451;-2,401)
x=(-2,057;3,976;1,451;-2,401)
3,50 + 0,05t
Hng dn tr li
CHNG 4
(Gi )
5. Tm 1 khong phn ly nghim bt b tho mn phng trnh. V d[0,/2]
-
Tm hm (x)=1/2sinx+0,25
Xt o hm (x). Nu (x)<1 th thc hin qu trnh lp theo thut ton xn=(xn1), vi x0=0 qua 4 ln lp ta s tm c x1,x2,x3,x4
an
bn
Xn=(an+bn)/2 f(xn)
1.5
0.875
1.5
1.25
-0.29
1.25
1.5
1.375
0.22
1.25
1.375
1.3125
-0.05
1.3125
1.375
1.34375
0.08
x4 1.34375
sai s: x4- (b0-a0)/25=1/25=0.03125.
7. Tm 1 khong phn ly nghim bt k tho mn phng trnh. V d[1,2]
f(x)=3x2-1 f(x)[2,11] = [m,M]
p dng phng php dy cung ta c bng gi tr
xn=(anf(bn)+bnf(an)/(f(bn)-f(an)) v cc khong phn ly mi [an,bn] tng ng qua cc
bc lp sau:
n
an
bn
xn=anf(bn)-bnf(an)/f(bn)-f(an)
f(xn)
1.1667
-0.57
1.1667
1.25313
-0.285
1.25313
1.29345
-0.1295
1.29395
1.31129
-0.06
1.31129
1.31889
-0.02
x4 1.31899
117
Hng dn tr li
sai s
x4- ((M-m)/m)*x4-x3
x4- ((11-2)/2)*1.31899-1.31129=0.03465.
8. tnh 5 bng phng php chia i th ta phi a v gii gn ng phng trnh
f(x)=x2-5=0 (1) trn khong [2,3]
p dng phng php chia i ta c bng gi tr xn=(an+bn )/2 v cc khong phn ly
mi [an,bn] tng ng qua cc bc lp sau
N
an
bn
xn=(an+bn)/2
f(xn)
2.5
1.25
2.5
2.25
0.06
2.25
2.5
2.375
0.64
2.25
2.375
2.3125
0.34
2.25
2.3125
2.28125
0.204
xx4=2.28125
x4- 5 (b0-a0)/25=1/32=0.03125
CHNG 5
1. Cho hm s y = logx vi s cc gi tr ti x = 50; 55; 60; 65 tun t l 1,6990;
1,7404;1,7782; 1,8129. Hy tnh o hm ca y ti x = 50 v so snh vi kt qu
trc tip:
Dng ni suy : y ( 50 ) = 0,0087
Tnh trc tip : y ( 50 ) = 0,43429/ x |x =5 0 = 0,0087
2. Cho tch phn
1
I=
dx
1+ x
0
a)
b) I = 0,69315 0,00002
3. Cho tch phn
1
I=
118
sin x
dx
x
Hng dn tr li
a) n> = 10
b)Vi n = 10 th sai s < 1,2.10 7
c)Theo cng thc hnh thang : I = 0,9458
Theo cng thc Simson ta c : I = 0,94608
CHNG 6
1. Gii phng trnh sau bng phng php Euler
y' =
xy
; x [0,1], y(0) =1; h=0,1
2
xi
yi
0,1
0,2
1,005
0,3
1,0105
0,4
1,030275
0,5
1,05088
0,6
1,07715
0,7
1,109468
0,8
1,148299
0,9
1,194231
10
1,2479715
xi
yi
0,2
1,2
0,4
1,496
0,6
1,9756
0,8
2,8282
4,5559
119
Hng dn tr li
3. Gii phng trnh sau bng phng php Runge-Kutta:
y' = y-2x/y ; x [0,1], y(0) =1; h=0,2
+ S dng cng thc Runge-Kutta c chnh xc cp 4 ta c bng gi tr:
i
xi
yi
0,0
0,2
1,1832292
0,4
1,3416668
0,6
1,4832847
0,8
1,6124665
1,7320713
4. Gii bi ton sau bng phng php Euler ci tin v so snh kt qu vi nghim ng:
y' = y -
2x
; x [0,1], y(0) =1; h=0,2.
y
120
Ti liu tham
Mckho
lc
1.
2.
inh Vn Phong, Phng php s trong c hc, Nh xut bn Khoa hc v K thut, 1999
3.
4.
5.
Phm Ph Trim - Nguyn Bng, Gii tch s, thut ton, chng trnh Pascal,
Nh xut bn i hc Quc gia H Ni, 2000
6.
7.
8.
Trn Vn Minh, Phng php s v chng trnh bng Turbo Pascal, Nh xut bn
Khoa hc v K thut, 1998.
9.
121
Mc
lcdn tr li
Hng
MC LC
Mc lc
Chng 4 - Tnh gn ng nghim ca phng trnh phi tuyn ..................68
Mc ch yu cu ......................................................................................................................68
4.1. Nghim v khong phn ly nghim ....................................................................................68
4.2. Mt s phng php lp gii phng trnh .........................................................................71
4.3. Bi tp.................................................................................................................................86
Tm tt ni dung chng 4........................................................................................................87
Chng 5 - Tnh gn ng o hm v tch phn xc nh............................89
Mc ch yu cu ......................................................................................................................89
5.1. Tnh o hm......................................................................................................................89
5.2. Tnh gn ng tch phn xc nh ......................................................................................91
5.3. Bi tp.................................................................................................................................97
Tm tt ni dung chng 5........................................................................................................98
Chng 6 - Gii gn ng phng trnh vi phn...................................................99
Mc ch yu cu ......................................................................................................................99
6.1. M u................................................................................................................................99
6.2. Phng php Euler............................................................................................................100
6.3. Phng php Euler ci tin ...............................................................................................106
6.4. Phng php Euler - Cauchy ............................................................................................108
6.5. Phng php Runge - Kutta..............................................................................................110
6.6. Bi tp...............................................................................................................................113
Tm tt ni dung chng 6......................................................................................................114
Hng dn tr li..............................................................................................................115
Chng 1 .................................................................................................................................115
Chng 2 .................................................................................................................................115
Chng 3 .................................................................................................................................116
Chng 4 .................................................................................................................................117
Chng 5 .................................................................................................................................118
Chng 6 .................................................................................................................................119
Ti liu tham kho............................................................................................................121
123