Αριθμητική Ανάλυση-Αργύρης Δελής

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 919

1

, 4 ...

, 4 ...


()
() (
)

.

( ) () .
(
).

, 4 ...


()
() (
)

.

( ) () .
(
).
=

, 4 ...


()
() (
)

.

( ) () .
(
).
=

() .
.
, 4 ...

(1800-1600 .)

, 4 ...

(1800-1600 .)

, 4 ...

(1800-1600 .)

, 4 ...

(1800-1600 .)

, 4 ...

(1800-1600 .)

, 4 ...

.

( ).

, 4 ...

.

( ).

, 4 ...

.

( ).

, 4 ...

.

( ).

(, ,
), ,
.

, 4 ...

, 4 ...


[1]

, 4 ...


[1]
[2]

, 4 ...


[1]
[2]
[3]

, 4 ...


[1]
[2]
[3]
[4] ()

, 4 ...


[1]
[2]
[3]
[4] ()
[5]

, 4 ...


[1]
[2]
[3]
[4] ()
[5]
[6]

, 4 ...


[1]
[2]
[3]
[4] ()
[5]
[6]
: ,
, ,

, 4 ...

1:

- -
( )

, 4 ...

1:

- -
( )

( )
- ()

, 4 ...

1:

- -
( )

( )
- ()

;
( );

, 4 ...

, 4 ...

( )

: x
x ( ),

 = |x x
|

 =
, 4 ...

|x
x|
|x| ,

x 6= 0.
6


x;

, 4 ...


x;
()
x, . xn x n .
xn+1 xn.

|xn+1 xn|
 =
|xn+1|
(%) :  100

, 4 ...

:

-

, 4 ...

:

-

:

(432.52)10 = 4 102 + 3 101 + 2 100 + 5 101 + 2 102


() : 10

: 0,1,2 . . . 9

z
}|
{ z
}|
{
x = (aN aN 1 a0 . a1a2 an)10 =

N
X

ak 10k

k=n

:
:
, 4 ...

PN () = aN N + + a1 + a0
Qn() = an n + a1 1.
8

:
2

: 0, 1, . . . 1

PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k

, 4 ...

:
2

: 0, 1, . . . 1

PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k
: = 2

(101.11)2 = 1 22 + 0 21 + 1 2 + 1 21 + 1 22 = (5.75)10

, 4 ...

:
2

: 0, 1, . . . 1

PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k
: = 2

(101.11)2 = 1 22 + 0 21 + 1 2 + 1 21 + 1 22 = (5.75)10
: = 8

(53473)8 = 5 84 + 3 83 + 4 82 + 7 81 + 3 80 = (22331)10

, 4 ...

:
2

: 0, 1, . . . 1

PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k
: = 2

(101.11)2 = 1 22 + 0 21 + 1 2 + 1 21 + 1 22 = (5.75)10
: = 8

(53473)8 = 5 84 + 3 83 + 4 82 + 7 81 + 3 80 = (22331)10
1
2
, 4 ...


(x) (x)10

(x)10 = PN ()
= aN N + + a1 + a0
= a0 + (a1 + (a2 + (a3 + + (aN 1 + aN ) ))
Horner

(x)10 = aN
i = N 1, . . . , 0
(x)10 = ai + (x)10

1flop (floating point operation)

, 4 ...

10


(x) (x)10

(x)10 = PN ()
= aN N + + a1 + a0
= a0 + (a1 + (a2 + (a3 + + (aN 1 + aN ) ))
Horner

(x)10 = aN
i = N 1, . . . , 0
(x)10 = ai + (x)10

1flop (floating point operation)

(x) (x)10

(0.11)2 = 1 21 + 1 22 = 21 + 14 = (0.75)10
, 4 ...

10

(x)10 (x) ( )

(369)10 = (. . . a3a2a1a0) = a0 + (a1 + (a2 + ) )


: = 8

369
= (46)10 a0 = 1
8
46
= (5)10
8
5<8

a1 = 6
a2 = 5

(369)10 = (561)8

, 4 ...

11

(x)10 (x)

(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2

, 4 ...

12

(x)10 (x)

(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2

2x = 0.744 a1 = 0 1 = 0.744

, 4 ...

12

(x)10 (x)

(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2

2x = 0.744 a1 = 0 1 = 0.744
21 = 1.488 a2 = 1 2 = 0.488

, 4 ...

12

(x)10 (x)

(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2

2x = 0.744 a1 = 0 1 = 0.744
21 = 1.488 a2 = 1 2 = 0.488
22 = 0.976 a3 = 0 3 = 0.976

, 4 ...

12

(x)10 (x)

(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2

2x = 0.744 a1 = 0 1 = 0.744
21

= 1.488 a2 = 1 2 = 0.488

22

= 0.976 a3 = 0 3 = 0.976

23

= 1.952 a4 = 1 4 = 0.952
(0.371)10 = (.01011 . . .)2

, 4 ...

12

-
x 6= 0

x = (0.d1d2d3 . . .) e,

d1 6= 0

0 di 1,

, 4 ...

i = 2, 3,

13

-
x 6= 0

x = (0.d1d2d3 . . .) e,

d1 6= 0

0 di 1,

i = 2, 3,

(0.00598)10 = 0.598 102


(111.001)2 = 0.111001 23

, 4 ...

13

-
x 6= 0

x = (0.d1d2d3 . . .) e,

d1 6= 0

0 di 1,

i = 2, 3,

(0.00598)10 = 0.598 102


(111.001)2 = 0.111001 23
, ,
.

, 4 ...

13

-
x 6= 0

x = (0.d1d2d3 . . .) e,

d1 6= 0

0 di 1,

i = 2, 3,

(0.00598)10 = 0.598 102


(111.001)2 = 0.111001 23
, ,
.

.
, 4 ...

13

, 4 ...


(x 6= 0)

z
}|
{
x = (0.d1d2d3 . . . dt) e = f (t) e,

d1 6= 0

(floating point).

, 4 ...


(x 6= 0)

z
}|
{
x = (0.d1d2d3 . . . dt) e = f (t) e,

d1 6= 0

(floating point).
M (, t, L, U )

(precision) t = ()
f (mantissa).
, U , , L, (exponent) e Z, .
L e U L ' U .
S
e
M M (, t, L, U ) = { x = f (t) } {0}
, 4 ...

, 4 ...

M (, t, L, U )
, t, L, U M
(6= 0) .
1 L
min {|x |} = (0.10 0) = = L1
xM

max{|x |} =
xM


0.( 1)( 1) ( 1) U

t
X
( 1)  U
=

k

k=1

t1
t
X
X
1
1 U 
1  U
=

= 1 t
k
k

k=0

, 4 ...

k=1

M (, t, L, U )
e , (e)x ,
( ) M .
x = f e x
= f e

(e)

1 e
e
e

x = |x x
| = |f f | = (.0 01) = t = t e

, 4 ...

M (, t, L, U )
e , (e)x ,
( ) M .
x = f e x
= f e

(e)

1 e
e
e

x = |x x
| = |f f | = (.0 01) = t = t e

() M
, e.
M (2, 4, 1, 3) :

(2)

1 2 1
x2 = (0.0001)2 = 4 2 = ,
2
4

, 4 ...

(3)

1 3 1
x2 = (0.0001)2 = 4 2 =
2
2
3

M (, t, L, U )

.

, 4 ...

M (, t, L, U )

.

, t, mantissa f ,
,
, e,
.

, 4 ...

M (, t, L, U )

.

, t, mantissa f ,
,
, e,
.

, e, e
2( 1) t1.
M
2(U L + 1)( 1) t1.

, 4 ...

M (, t, L, U )

.

, t, mantissa f ,
,
, e,
.

, e, e
2( 1) t1.
M
2(U L + 1)( 1) t1.
M
R (
0.1 L ).

, 4 ...

M (, t, L, U )
x R

|x| < min {|x |}


xM


(underflow)

, 4 ...

M (, t, L, U )
x R

|x| < min {|x |}


xM


(underflow)

x R
|x| > max{|x |}
xM


(overflow)

, 4 ...

M (, t, L, U )
x R

|x| < min {|x |}


xM


(underflow)

x R
|x| > max{|x |}
xM


(overflow)

, 4 ...

, 4 ...

, 4 ...


M M (2, 3, 1, 2)
.

, 4 ...


M M (2, 3, 1, 2)
.
M

x = f e = (0.1d2d3)2 2e,

0 di 1, i = 2, 3

() M (0.100)2 21 = 14 .
e f

0.100,

0.101,

0.110,

0.111

e = 1, 0, 1, 2 M :

, 4 ...

. . .. . .

, 0 .

, 4 ...

. . .. . .

(1/4, 0)
(1/4, 0).
, .
.

, 4 ...

10


M (, t, L, U )

x = (0.d1d2d3 . . . dtdt+1 ) k = q k .
() t,
.
: M x;

, 4 ...

11


M (, t, L, U )

x = (0.d1d2d3 . . . dtdt+1 ) k = q k .
() t,
.
: M x;
x
/ M
fl(x) M . .

|x f l(x)| |x y|,

, 4 ...

y M

11


M (, t, L, U )

x = (0.d1d2d3 . . . dtdt+1 ) k = q k .
() t,
.
: M x;
x
/ M
fl(x) M . .

|x f l(x)| |x y|,

y M

x0, x00,
x, :
, 4 ...

11

() x0
dt+1 x,
.

x0 = (0.d1d2d3 . . . dt) k ,
() x00
(0.00 . . . 01) = t t
x, .

x00 = (0.d1d2d3 . . . dt) + t k ,


, 4 ...

12

. . . . . .
() :

1 0
1 kt
00
|x x | = |x f l(x)| |x x | = ,
2
2
0

1
0.d1 q < 1,

, 4 ...

()

() |x| = q k k1

13

. . . . . .
() :

1 0
1 kt
00
|x x | = |x f l(x)| |x x | = ,
2
2
0

1
0.d1 q < 1,

()

() |x| = q k k1

x M

|f l(x) x| 1 |x0 x00| 1 1t


|x|
2 |x|
2

(1)

(1) .
() .
, 4 ...

13

. . . . . .
(rounding) f l(x)
x
t x .

, 4 ...

14

. . . . . .
(rounding) f l(x)
x
t x .
(chopping) x
, x0 (. .
).

|f l(x) x|
1t
|x|

, 4 ...

(2)

14

. . . . . .
(rounding) f l(x)
x
t x .
(chopping) x
, x0 (. .
).

|f l(x) x|
1t
|x|

(2)

= 10 t = 5 x = (.a1a2a3a4a5a6 )10k ,

f l(x) = x00 = ((.a1a2a3a4a5) + 105)10k (, a6 5)


f l(x) = x0 = (.a1a2a3a4a5)10k (, a6 < 5 )

, 4 ...

14

|f l(x) x|
u,
|x|

(
u=

1 1t
2
1t

u =

, 4 ...

15

|f l(x) x|
u,
|x|

(
u=

1 1t
2
1t

u =

f l(x) x
=  = f l(x) = x(1 + ),  = (x), || u << 1
x

f l(x) x.

, 4 ...

15

|f l(x) x|
u,
|x|

(
u=

1 1t
2
1t

u =

f l(x) x
=  = f l(x) = x(1 + ),  = (x), || u << 1
x

f l(x) x.
,
,


.
, 4 ...

15


x R f l(x) M (, t, L, U )

x 7

, 4 ...

H/Y(u,M)

7 f l(x)

16


x R f l(x) M (, t, L, U )

x 7

H/Y(u,M)

7 f l(x)

? , ,

? {+, , , }

, 4 ...

16


x R f l(x) M (, t, L, U )

x 7

H/Y(u,M)

7 f l(x)

? , ,

? {+, , , }
x, y R f l(x), f l(y) M (, t, L, U )

x ? y 7

H/Y(u,M)


7 z f l f l(x) ? f l(y)

|z x ? y|
=|
|x ? y|
, 4 ...


f l f l(x) ? f l(y) x ? y|
|x ? y|
16


M (10, 5, 10, 10) x, y R

x = 5891.26 f l(x) = 0.58913 104


z t=5
}| {
y = 0.0773414 f l(y) = 0. 77341 4 101 = 0.77341 101

, 4 ...

17


M (10, 5, 10, 10) x, y R

x = 5891.26 f l(x) = 0.58913 104


z t=5
}| {
y = 0.0773414 f l(y) = 0. 77341 4 101 = 0.77341 101
z }| {
4
f l(x) +
f
l(y)
=
0.
58913
77341

10


z = f l f l(x) + f l(y) = 0.58913 104 ( /)

, 4 ...

17


M (10, 5, 10, 10) x, y R

x = 5891.26 f l(x) = 0.58913 104


z t=5
}| {
y = 0.0773414 f l(y) = 0. 77341 4 101 = 0.77341 101
z }| {
4
f l(x) +
f
l(y)
=
0.
58913
77341

10


z = f l f l(x) + f l(y) = 0.58913 104 ( /)

x + y = 5891.3373414(6= z 6= f l(x + y) 6= f l(x) + f l(y))

, 4 ...

17


M (10, 5, 10, 10) x, y R

x = 5891.26 f l(x) = 0.58913 104


z t=5
}| {
y = 0.0773414 f l(y) = 0. 77341 4 101 = 0.77341 101
z }| {
4
f l(x) +
f
l(y)
=
0.
58913
77341

10


z = f l f l(x) + f l(y) = 0.58913 104 ( /)

x + y = 5891.3373414(6= z 6= f l(x + y) 6= f l(x) + f l(y))


a = 1, b = 3 105, c = 3 105
(a + b) + c = 1!
a + (b + c) = 1.0001
, 4 ...

17


M (10, 5, 10, 10)
x = 4 105(x M )

f l(1 + x) = f l(1.00004) = 0.100004 101 = 1, .

, 4 ...

18


M (10, 5, 10, 10)
x = 4 105(x M )

f l(1 + x) = f l(1.00004) = 0.100004 101 = 1, .


1+ x=1

!!!

x R 0 < x < 5 105.

, 4 ...

18


M (10, 5, 10, 10)
x = 4 105(x M )

f l(1 + x) = f l(1.00004) = 0.100004 101 = 1, .


1+ x=1

!!!

x R 0 < x < 5 105.


x R 0 < x < u = 12 1t. ! 1 + x = 1

,
(eps)

, 4 ...

18

eps 1
1 + eps > 1

eps 12 eps

, 4 ...

19

eps 1
1 + eps > 1

eps 12 eps

MATLAB = 2, t = 53 eps = 2.2204e 016.

, 4 ...

19

eps 1
1 + eps > 1

eps 12 eps

MATLAB = 2, t = 53 eps = 2.2204e 016.


:
. x + 1 = x;

, 4 ...

19

, 4 ...



xy 7

H/Y(u,M)


7 z f l f l(x)f l(y)

|z xy|
3u + 4u2
|xy|
u << 1 u2 << u
(
).

, 4 ...



xy 7

H/Y(u,M)


7 z f l f l(x)f l(y)

|z xy|
3u + 4u2
|xy|
u << 1 u2 << u
(
).


|z x/y|
z = fl

3u.
f l(y)
|x/y|
 f l(x) 

, 4 ...

-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)

|x + y|
|x + y|


, 4 ...

-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)

|x + y|
|x + y|


 x, y |x + y| = |x| + |y|
2u, . .

, 4 ...

-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)

|x + y|
|x + y|


 x, y |x + y| = |x| + |y|
2u, . .
 x, y x y
2u (|x|+|y|)
||x||y|| .

, 4 ...

-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)

|x + y|
|x + y|


 x, y |x + y| = |x| + |y|
2u, . .
 x, y x y
2u (|x|+|y|)
||x||y|| .
: x = 451852000 y = 45185100

x + y = 1000

, 4 ...

-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)

|x + y|
|x + y|


 x, y |x + y| = |x| + |y|
2u, . .
 x, y x y
2u (|x|+|y|)
||x||y|| .
: x = 451852000 y = 45185100

x + y = 1000

M (10, 5, 10, 10) :

z = f l(f l(x) + f l(y)) = 0


, 4 ...

: x = .45142708 y = .45115944

x + y = .26764 103

, 4 ...

: x = .45142708 y = .45115944

x + y = .26764 103
M (10, 5, 10, 10) :

z = f l(f l(x)+f l(y)) = f l(.45143.45116) = 0.00027 = .27000103


2u = 104

|z (x + y)|
| | =
= 88 104
|x + y|
.451
=
.
,
,
().

, 4 ...

: x = .45142708 y = .45115944

x + y = .26764 103
M (10, 5, 10, 10) :

z = f l(f l(x)+f l(y)) = f l(.45143.45116) = 0.00027 = .27000103


2u = 104

|z (x + y)|
| | =
= 88 104
|x + y|
.451
=
.
,
,
().
z x :
, 4 ...

|| = |x z| 21 10d z x d ()

| | = |x z|/|x| 5 10k z x k ()

, 4 ...

|| = |x z| 21 10d z x d ()

| | = |x z|/|x| 5 10k z x k ()

: x = 0.028254 z = 0.028271

|| = | 0.000017| = 0.17 104 0.5 104 = z


.

, 4 ...

|| = |x z| 21 10d z x d ()

| | = |x z|/|x| 5 10k z x k ()

: x = 0.028254 z = 0.028271

|| = | 0.000017| = 0.17 104 0.5 104 = z


.

| | 0.602 103 5 103 = z


.

, 4 ...

|| = |x z| 21 10d z x d ()

| | = |x z|/|x| 5 10k z x k ()

: x = 0.028254 z = 0.028271

|| = | 0.000017| = 0.17 104 0.5 104 = z


.

| | 0.602 103 5 103 = z


.
: x = 28.254 z = 28.271

|| = | 0.017| = 0.17 101 0.5 101 = z


.

, 4 ...

|| = |x z| 21 10d z x d ()

| | = |x z|/|x| 5 10k z x k ()

: x = 0.028254 z = 0.028271

|| = | 0.000017| = 0.17 104 0.5 104 = z


.

| | 0.602 103 5 103 = z


.
: x = 28.254 z = 28.271

|| = | 0.017| = 0.17 101 0.5 101 = z


.

| | 0.602 103 5 103 = z .


, 4 ...

:
.
: M (10, 10, L, U )

z=
7892 = 0.8883692926 102

7892 7891

7891 = 0.8883130079 102

z = 0.5628470000 102

, 4 ...

:
.
: M (10, 10, L, U )

z=

7892 = 0.8883692926 102

7892 7891

7891 = 0.8883130079 102

z = 0.5628470000 102

xy
y=

x y

z = 0.56284768294 102

, 4 ...

, 4 ...

Sn = 1 +

n
X
k=1

, 4 ...

1
k2 + k

Sn = 1 +

n
X
k=1

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

S999 = 1.999, S9999 = 1.9999.

, 4 ...

Sn = 1 +

n
X
k=1

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

S999 = 1.999, S9999 = 1.9999.


1

(
S0 = 1,
1
Sk = Sk1 + k(k+1)
,

, 4 ...

k = 1, 2 . . . , n

Sn = 1 +

n
X
k=1

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

S999 = 1.999, S9999 = 1.9999.


1

(
S0 = 1,
1
Sk = Sk1 + k(k+1)
,

, 4 ...

k = 1, 2 . . . , n

S0 =

1
n(n+1) ,

1
Sk = Sk1 + (nk)(nk+1)
,

S = S
n
n1 + 1

, 4 ...

k = 1, . . . , n 1,

S0 =

1
n(n+1) ,

1
Sk = Sk1 + (nk)(nk+1)
,

S = S
n
n1 + 1

k = 1, . . . , n 1,

M (10, 10, L, U )

n
99
999
9999

1
1.990000003
1.999000003
1.999899972

2
1.9900000000
1.999000000
1.999900000

2 1;

, 4 ...

sN =

s 1 = a1 ,

sk = sk1 + ak ,

PN

i=1 ai

k = 2, 3, . . . , N

ai M

s1 = a1,

sk = f l(
sk1 + ak ) = (
sk1 + ak )(1 + k ),

|k | u

|
sN sN |
N

u =: N u
|sN |
|sN |
= |s2| + |s3| + + |sN | ( )

N = ()
.

, 4 ...

sN =

s 1 = a1 ,

sk = sk1 + ak ,

PN

i=1 ai

k = 2, 3, . . . , N

ai M

s1 = a1,

sk = f l(
sk1 + ak ) = (
sk1 + ak )(1 + k ),

|k | u

|
sN sN |
N

u =: N u
|sN |
|sN |
= |s2| + |s3| + + |sN | ( )

N = ()
.
1 N n
( !)
2 N 21 log n
( ).
, 4 ...

ai ;
sk >> sN (
) N >>.

, 4 ...

ai ;
sk >> sN (
) N >>.
: ex x >> 1

sN

N 1
x2
x
=1x+
+ (1)N 1
2!
(N 1)!

sN ex, N x,
N . .....

, 4 ...

ai ;
sk >> sN (
) N >>.
: ex x >> 1

sN

N 1
x2
x
=1x+
+ (1)N 1
2!
(N 1)!

sN ex, N x,
N . .....
x = 100 e100 0, s2 = 99, s3 = 4901, s4 = 161766.

, 4 ...

ai ;
sk >> sN (
) N >>.
: ex x >> 1

sN

N 1
x2
x
=1x+
+ (1)N 1
2!
(N 1)!

sN ex, N x,
N . .....
x = 100 e100 0, s2 = 99, s3 = 4901, s4 = 161766.
M (10, 5, L, U ) N = 25 x = 5.5

e5.5 .0002636 e5.5 .0040867.


x = 100 !!
, 4 ...


:
()

.
.
(
) () .

, 4 ...

10


:
()

.
.
(
) () .

, 4 ...

10


: ex Taylor

sN

x2
=1x+

2!

, 4 ...

11


: ex Taylor

sN

x2
=1x+

2!

.
,

1
1
sN = x =
x2
e
1 + x + 2! +
.

, 4 ...

11


: ex Taylor

sN

x2
=1x+

2!

.
,

1
1
sN = x =
x2
e
1 + x + 2! +
.
ex, x

ex = em+f

z }|y {
= (em)ef =(e1+f /m)m,

m = , 0 f < 1,

y [0, 2).
, 4 ...

11

Z
In =

xnex1dx,

n = 1, 2, 3 . . .

, 4 ...

12

Z
In =

xnex1dx,

n = 1, 2, 3 . . .

In > 0 n 1,

In+1 < In

, 4 ...

1
n+1

(0,1)

In 0, n

12


:
1

xnex1dx,

In =

n = 1, 2, 3 . . .

In > 0 n 1,

In+1 < In

1:

(
I1 =

1
n+1

(0,1)

In 0, n

1
e

In = 1 nIn1,

n = 2, 3, . . .

2:

(
Im,

m > n ( )

In1 = (1 In)/n,

n = m, . . . k

I9
M (10, 6, L, U ) :
, 4 ...

12

n 1()
1
2
3
..
9

.367879
.264242
.207274
..
-.068480

n
2()
(m =)20
.00000
19
18
..
=9

.05000
.05000
..
.0916123

1, m, .
, n

, 4 ...

13

n 1()
1
2
3
..
9

.367879
.264242
.207274
..
-.068480

n
2()
(m =)20
.00000
19
18
..
=9

.05000
.05000
..
.0916123

1, m, .
, n
1: n = (1)n1n!1, ()
1 4.4 107 9 = 9!1 0.16
1
1
1
2: k = (1)mk k+1

k+2
m m

20 1/21 9 0.15 101420

, 4 ...

()

13

()

.

, 4 ...

14

()

.
:
, .
.

, 4 ...

14

()

.
:
, .
.


() .

, 4 ...

14

()

.
:
, .
.


() .


(
Ax = b, A Rnn).
, 4 ...

14


: () (x 2)6 ,
x = 2 ( 6).

(x 2)6 = 106

, 4 ...

15


: () (x 2)6 ,
x = 2 ( 6).

(x 2)6 = 106

1 2ik/6
xk = 2 + e
,
10

k = 0, 1, 2, . . . , 5

106 101
(|xk 2| = 1/10).

, 4 ...

15

, 4 ...

16


;
Ariane 5. 4 1996
().
40 .
.
500,000,000.
Intel Pentium Bug. 30 1994
...
Pentium.

. 20

6 .
10,000,000.
Patriot. 25 1991,
Patriot
Scud 28 ...
100. Patriot .
, 4 ...

16

/ EURO.
/
1 . French National Council for the
Consumer
supermarkets 500,000 EUR.
ROSAT. 1991
- Manchester
.
, ,
.
.
4 3
.
( 3000 ).
20 . 25 1983,
524.811. 3
. 1098.892 .
. 5 1992
Schleswig - Holstein .
, 4 ...

17


5% .
5% 4.97%.
.

.

, 4 ...

18

, 4 ...

. 2:

f (x) = 0
f (x) x.

, 4 ...

. 2:

f (x) = 0
f (x) x.


(.. 4.)
, 4 ...


.
x? f (x?) = 0.


[a, b] ()
x?.
 ,
.

, 4 ...


.
x? f (x?) = 0.


[a, b] ()
x?.
 ,
.
I R
C(I) I ,

C(I) = {f |f : I R, f }
C n(I) = {f |f C(I) : f
, 4 ...

n I}
2

Bolzano

: f (x) C[a, b] f (a) f (b) < 0
x? (a, b) f (x?) = 0.

, 4 ...

Bolzano

: f (x) C[a, b] f (a) f (b) < 0
x? (a, b) f (x?) = 0.

[a, b]
x?, .
 , ,
()
x1, x2, . . .


{xn}, n = 0, 1, 2 . . . x?.
 x?
.
, 4 ...


(. f (x) C[a, b]
f (a)f (b) < 0) (a, b) () .

[a, b]

c0 = (a0 + b0)/2 = (a + b)/2


f (c0) = 0 x? = c0
f (a0)f (c0) < 0:

 , x? (a0, c0)
a1 = a0 b1 = c0, [a1, b1]
.

 f (a0)f (c0) > 0 (c0, b0)


a1 = c0 b1 = b0
, 4 ...

, 4 ...


[a0, b0], [a1, b1], . . . , [an, bn]

a0 a1 a2 . . . b0
b0 b1 b2 . . . a0

f (an) f (bn) 0,

n = 0, 1, 2, . . .

1
bn an = (bn1 an1)
2

{an} , .
{bn} , .

b0 a0 b a
bn an =
= n
n
2
2

, 4 ...

. . . . . .

lim bn lim an = lim 2n(b0 a0) = 0

x? = lim bn = lim an
n

f (an) f (bn) 0 f (x)

[f (x?)]2 0
., x? f .

, 4 ...

. . . . . .

lim bn lim an = lim 2n(b0 a0) = 0

x? = lim bn = lim an
n

f (an) f (bn) 0 f (x)

[f (x?)]2 0
., x? f .
[an, bn],
xn x? [an, bn] .,

an + bn
xn = cn =
2
, 4 ...

: f C[a, b] f (a)f (b) < 0, {xn}


. , xN = x?
N , xn x?, n , x? (a, b) f (x) = 0.

ba
|x xn| n .
2
?

, 4 ...

( )

(1)

: f C[a, b] f (a)f (b) < 0, {xn}


. , xN = x?
N , xn x?, n , x? (a, b) f (x) = 0.

ba
|x xn| n .
2
?

( )

(1)

|x? xn| 
(1) n

ba

n
2

, 4 ...

h log(b a) log 2 i
log 2
8

n [an, bn]
x? f (x) = 0.
( ).

f (x)
.


(b a)/2n
.

f (x) (
)


[a, b]

, 4 ...

, 4 ...

10


f (x) [a, b] f (a)f (b) < 0

d=ba
1 d d/2
|d| , a, b x? [a, b]

c = (a + b)/2, f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?

f (c)f (a) > 0 a c, f (a) f (c)


b c, f (b) f (c)
1

, 4 ...

11


f (x) [a, b] f (a)f (b) < 0

d=ba
1 d d/2
|d| , a, b x? [a, b]

c = (a + b)/2, f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?

f (c)f (a) > 0 a c, f (a) f (c)


b c, f (b) f (c)
1
.

, 4 ...

11


:
1. |f (c)| <
2. |d| 
3. |f (c)| < |d| .

, 4 ...

12

()

|f (c)| <
= 12 10k ( ).
c
< f (c) < , f (c) = 0.

= x?.
, 4 ...

13

()

|d| 
 , c
 < d < , |xn+1 xn| .

, 4 ...

14

()

|d| 
 , c
 < d < , |xn+1 xn| .


|xn+1 xn|
,
|xn+1|

, 4 ...

xn+1 6= 0

14

,
c f (c) .
 u
. , t
,  21 10t+2.
xn |xn+1 xn| 0,

, 4 ...

15

,
c f (c) .
 u
. , t
,  21 10t+2.
xn |xn+1 xn| 0,

|f (c)| <
, 4 ...

|d| 
15


i = 1, Nmax

d=ba
1 d d/2
|d| , a, b x? [a, b]

c = a + (b a)/2, f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?

sgn(f (a)) = sgn(f (b)) a c, f (a) f (c)


b c, f (b) f (c)

ii+1
1

, 4 ...

16

, 4 ...

17


f (x) = x3 2x 5 = 0, [2, 3] 1 (;)
x? = 2.0945524815423.
a = 2, b = 3,  = 106
:
n

c(= xn)

f (c)

1
2
3
4
5
...
18
19

2.0000000
2.0000000
2.0000000
2.0000000
2.0625000
...
2.0945511
2.0945511
2.0945511

3.0000000
2.5000000
2.2500000
2.1250000
2.1250000
...
2.0945587
2.0945549
2.0945530

2.5000000
. 2.2500000
2.1250000
2.0625000
1.0937500
...
2.0945549
2.0945530
2.0945520

0.5000000
0.2500000
0.1250000
0.0625000
0.0312500
...
0.0000038
0.0000019

5.6250000
1.8906250
0.3457031
-0.3513184
-0.0089417
...
0.0000381
0.0000167

19

d 12 d = 12 19 107 < 106.

, 4 ...

18

ba
|x xn| n
2
?

n
< 105.

ba
5
5
10 n >
16.6
n
2
log10 2
., n = 17

, 4 ...

19

, 4 ...

20

3 106 [1, 2]
.

, 4 ...

21

3 106 [1, 2]
.

x = 3 x2 = 3 x2 3 = 0 = f (x)
?

f (1) = 2 f (2) = 1 x =

3 [1, 2].

ba
| 3 xn| n 106 2n > 106
2
 ln 10 
n>6
20 .
ln 2

, 4 ...

21

(Regular Falsi)
,
c
.

., f (x) C[a, b]
f (a)f (b) < 0.
x?, ,
x0 (a, f (a))
(b, f (b)) x

, 4 ...

22

a0 = a, b0 = b
(a0, f (a0)) (b0, f (b0))

y f (b0) f (a0) f (b0)


=
x b0
a0 b0
, 4 ...

(2)
23


(2) y = 0 x = x0

b0 a0
a0f (b0) b0f (a0)
x0 = b0 f (b0)
=
f (b0) f (a0)
f (b0) f (a0)
f (a0) f (b0) < 0 0
x0 .

anf (bn) bnf (an)


xn+1 =
,
f (bn) f (an)

, 4 ...

n = 0, 1, 2 . . .

24


(2) y = 0 x = x0

b0 a0
a0f (b0) b0f (a0)
x0 = b0 f (b0)
=
f (b0) f (a0)
f (b0) f (a0)
f (a0) f (b0) < 0 0
x0 .

anf (bn) bnf (an)


xn+1 =
,
f (bn) f (an)

n = 0, 1, 2 . . .

[a1, b1], [a2, b2], [an, bn]


( ) ,
|bn an| =
6 |bn1 an1|/2.

, 4 ...

24


i = 1, Nmax
1d=ba
|d| , a, b x? [a, b]

af (b)bf (a)
c = f (b)f (a) , f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?

sgn(f (a)) = sgn(f (b)) a c, f (a) f (c)


b c, f (b) f (c)

ii+1
1

, 4 ...

25

, 4 ...

26


( ) ()
.
?
1: {xn}
n=0 x .
c p

|xn+1 x?|
lim
= c 6= 0
n |xn x?|p
{xn}
n=0 p (),
( ) c.
p = 1 = c < 1.
n >> n = xn x?

|n+1| c|n|p
( : )
, 4 ...

27

... ...
2: {xn}
n=0 ()
, C < 1

|xn+1 x?| C|xn x?|,

n >>

() p > 1, C > 0

|xn+1 x?| C|xn x?|p,

n N

p = 2, 3 .

, 4 ...

28

... ...
2: {xn}
n=0 ()
, C < 1

|xn+1 x?| C|xn x?|,

n >>

() p > 1, C > 0

|xn+1 x?| C|xn x?|p,

n N

p = 2, 3 .
:

|xn+1 x?| 1
lim
=
?
n |xn x |
2

, 4 ...

28

, 4 ...


( ) ()
.
?
1: {xn}
n=0 x .
c p

|xn+1 x?|
lim
= c 6= 0
n |xn x?|p
{xn}
n=0 p (),
( ) c.
p = 1 = c < 1.
n >> n = xn x?

|n+1| c|n|p
( : )
, 4 ...

... ...
2: {xn}
n=0 ()
, C < 1

|xn+1 x?| C|xn x?|,

n >>

() p > 1, C > 0

|xn+1 x?| C|xn x?|p,

n N

p = 2, 3 .

, 4 ...

... ...
2: {xn}
n=0 ()
, C < 1

|xn+1 x?| C|xn x?|,

n >>

() p > 1, C > 0

|xn+1 x?| C|xn x?|p,

n N

p = 2, 3 .
:

|xn+1 x?| 1
lim
=
?
n |xn x |
2

, 4 ...

-
f (x) = 0 x = (x)
.

, 4 ...

-
f (x) = 0 x = (x)
.
:

f (x) = 3x2 x = 0 x = 3x2 (x)

: x? (x)
(fixed point) x? = (x?).
x? = (x?) f (x?) = 0 x? f (x).

, 4 ...

-
f (x) = 0 x = (x)
.
:

f (x) = 3x2 x = 0 x = 3x2 (x)

: x? (x)
(fixed point) x? = (x?).
x? = (x?) f (x?) = 0 x? f (x).
x0 {xn}
n=0 ..

xn = (xn1),

n = 0, 1, 2,

limn xn = x? f (x).
(x) : x? = lim xn = lim (xn1) = (lim xn1) = (x?)
, 4 ...


: ( )
g : [a, b] [a, b] (. ,
g([a, b]) [a, b]) [a, b] () .

, 4 ...


: ( )
g : [a, b] [a, b] (. ,
g([a, b]) [a, b]) [a, b] () .

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].

0(x) = ln 2 2x < 0, () .

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].

0(x) = ln 2 2x < 0, () .
([0, 1]) = [ 21 , 1] [0, 1] &
[0, 1].

, 4 ...

. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].

0(x) = ln 2 2x < 0, () .
([0, 1]) = [ 21 , 1] [0, 1] &
[0, 1].

.
, 4 ...

. . . . . .
: : [a, b] R
Lipschitz, L 0 ..

|(x) (y)| L|x y|,

, 4 ...

x, y [a, b].

. . . . . .
: : [a, b] R
Lipschitz, L 0 ..

|(x) (y)| L|x y|,

x, y [a, b].

L < 1, [a, b].

, 4 ...

. . . . . .
: : [a, b] R
Lipschitz, L 0 ..

|(x) (y)| L|x y|,

x, y [a, b].

L < 1, [a, b].


C 1[a, b] Lipschitz

L = max |0(x)|
axb

, 4 ...

. . . . . .
: : [a, b] R
Lipschitz, L 0 ..

|(x) (y)| L|x y|,

x, y [a, b].

L < 1, [a, b].


C 1[a, b] Lipschitz

L = max |0(x)|
axb


....
, 4 ...

Banach
: : [a, b] [a, b] L(< 1).
[a, b] , .

1x? [a, b] .. x? = (x?).

, 4 ...

Banach
: : [a, b] [a, b] L(< 1).
[a, b] , .

1x? [a, b] .. x? = (x?).


, x0 [a, b] {xn}
n=0 xn = (xn1),
(, n, xn [a, b]) x?.

, 4 ...

Banach
: : [a, b] [a, b] L(< 1).
[a, b] , .

1x? [a, b] .. x? = (x?).


, x0 [a, b] {xn}
n=0 xn = (xn1),
(, n, xn [a, b]) x?.

|n| = |xn x?| Ln|x0 x?| Ln max(x0 a, x0 b),


(1)
n
L
|n| = |xn x?|
|x1 x0|, ( ) (2)
1L
L
?
|xn xn1| ( ). (3)
|n| = |xn x |
1L
(5) (6) |xn xn1| Ln1|x1 x0|.
, 4 ...


x?
x0 [a, b]

xn = (xn1), n = 1, 2, . . .

, 4 ...


x?
x0 [a, b]

xn = (xn1), n = 1, 2, . . .
xn x?

, 4 ...


x?
x0 [a, b]

xn = (xn1), n = 1, 2, . . .
xn x?

, 4 ...

: xn = (xn1) (x) = 2x
x? [0, 1];

, 4 ...

: xn = (xn1) (x) = 2x
x? [0, 1];
(x) = 2x [0, 1]
([0, 1] [0, 1],

L = max |0(x)| = max |2x ln 2| = ln 2 0.693< 1


0x1

0x1

xn+1 = 2xn x0 [a, b]


x? , . f (x) = x 2x = 0.

, 4 ...

: xn = (xn1) (x) = 2x
x? [0, 1];
(x) = 2x [0, 1]
([0, 1] [0, 1],

L = max |0(x)| = max |2x ln 2| = ln 2 0.693< 1


0x1

0x1

xn+1 = 2xn x0 [a, b]


x? , . f (x) = x 2x = 0.
:
(, );

, 4 ...

f (x) = x3 2x2 1 = 0 x? [2, 3].


xn+1 = 2 + 1/x2n x0 [2, 3] x?;

, 4 ...

10

f (x) = x3 2x2 1 = 0 x? [2, 3].


xn+1 = 2 + 1/x2n x0 [2, 3] x?;
(x) = 2 + 1/x2 [2, 3].

, 4 ...

10

f (x) = x3 2x2 1 = 0 x? [2, 3].


xn+1 = 2 + 1/x2n x0 [2, 3] x?;
(x) = 2 + 1/x2 [2, 3].
0(x) = 2/x3 [2, 3], (3) = 2 + 1/9

(2) = 2 + 1/4

, 4 ...

10

f (x) = x3 2x2 1 = 0 x? [2, 3].


xn+1 = 2 + 1/x2n x0 [2, 3] x?;
(x) = 2 + 1/x2 [2, 3].
0(x) = 2/x3 [2, 3], (3) = 2 + 1/9

(2) = 2 + 1/4

(x) [2 + 1/9, 2 + 1/4] [2, 3],

, 4 ...

x [2, 3]

10

f (x) = x3 2x2 1 = 0 x? [2, 3].


xn+1 = 2 + 1/x2n x0 [2, 3] x?;
(x) = 2 + 1/x2 [2, 3].
0(x) = 2/x3 [2, 3], (3) = 2 + 1/9

(2) = 2 + 1/4

(x) [2 + 1/9, 2 + 1/4] [2, 3],

x [2, 3]

( 00(x))

1
| (x)| = | 2/x |
x [2, 3] ()
4
0

(x) = .
x0 [2, 3] x? [2, 3]

, 4 ...

10

f (x) = x2 x 2 2 -1.
x? = 2 .

, 4 ...

11

f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)

, 4 ...

11

f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)

2
() (x) = x 2
() (x) = 2 + x
() (x) = 1 + 2/x

, 4 ...

() (x) = x

x2x2
,m
m

6= 0

11

f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)

2
() (x) = x 2
() (x) = 2 + x
() (x) = 1 + 2/x

() (x) = x

x2x2
,m
m

6= 0

() 0(x) = 2x |0(x)| < 1 () x ( 21 , 12 ),


2
/ ( 12 , 12 ).

, 4 ...

11

f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)

2
() (x) = x 2
() (x) = 2 + x
() (x) = x

() (x) = 1 + 2/x

x2x2
,m
m

6= 0

() 0(x) = 2x |0(x)| < 1 () x ( 21 , 12 ),


2
/ ( 12 , 12 ).

1
%
(x) =
2 2+x

0
x > 0 (x) > 0 0 (x) 1/ 8 < 1 ()

()

, 4 ...

11

f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)

2
() (x) = x 2
() (x) = 2 + x
() (x) = x

() (x) = 1 + 2/x

x2x2
,m
m

6= 0

() 0(x) = 2x |0(x)| < 1 () x ( 21 , 12 ),


2
/ ( 12 , 12 ).

1
%
(x) =
2 2+x

0
x > 0 (x) > 0 0 (x) 1/ 8 < 1 ()

0 x 2 2 + x 2 ([0, 2]) = [(0), (2)] [0, 2]


()

, 4 ...

11

f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)

2
() (x) = x 2
() (x) = 2 + x
() (x) = x

() (x) = 1 + 2/x

x2x2
,m
m

6= 0

() 0(x) = 2x |0(x)| < 1 () x ( 21 , 12 ),


2
/ ( 12 , 12 ).

1
%
(x) =
2 2+x

0
x > 0 (x) > 0 0 (x) 1/ 8 < 1 ()

0 x 2 2 + x 2 ([0, 2]) = [(0), (2)] [0, 2]


x [0, k], k 2 (x) C[0, k] ,
()

xn+1 = 2 + xn x? = 2.
, 4 ...

11


x0 = 0 [0, k],

xn+1 =

2 + xn ,

k 2,

n = 1, 2, . . .

x1 =
x2 =
x3 =
x4 =
x5 =
..

2 = 1.41421

2 + x1 = 3.41421 1.

2 + x2 = 3.84776 1.96157

2 + x3 = 3.96157 1.99037

2 + x4 = 3.99037 1.99759
..

x? = 2.
, 4 ...

12

:
(, );

, 4 ...

13

:
(, );

;
.

|n| = |xn x?| Ln|x0 x?| Ln max(x0 a, x0 b),


(4)
n
L
|n| = |xn x?|
|x1 x0|, ( ) (5)
1L
L
?
|n| = |xn x |
|xn xn1| ( ). (6)
1L

, 4 ...

13

:
(, );

;
.

|n| = |xn x?| Ln|x0 x?| Ln max(x0 a, x0 b),


(4)
n
L
|n| = |xn x?|
|x1 x0|, ( ) (5)
1L
L
?
|n| = |xn x |
|xn xn1| ( ). (6)
1L

(4): : [a, b] [a, b] Lipschitz

|xn x?| = |(xn1) (x?)|


L|xn1 x?| Ln|x0 x?|
, 4 ...

13


(6)

|xn+1 x?| L|xn x?|,

L<1

{xn}

, 4 ...

14


(6)

|xn+1 x?| L|xn x?|,

L<1

{xn}
.
.
n [xn, x?], ..

xn+1 x? = (xn) (x?) = 0(n)(xn x?)

, 4 ...

14


(6)

|xn+1 x?| L|xn x?|,

L<1

{xn}
.
.
n [xn, x?], ..

xn+1 x? = (xn) (x?) = 0(n)(xn x?)


, xn x? n x? 0

|n+1|
|xn+1 x?|
0 ?
lim
= lim
=

(x )
n |n|
n |xn x?|

0(x?) 6= 0, . |0(x?)| L < 1,


{xn} xn+1 = (xn) .
, 4 ...

14

, 4 ...

15

f (x) C 1[a, b] f 0(x) 6= 0 x? f (x) = 0.


(x) = x + g(x)f (x), g(x)
.

, 4 ...

16

f (x) C 1[a, b] f 0(x) 6= 0 x? f (x) = 0.


(x) = x + g(x)f (x), g(x)
.
0(x?) = 0,

0(x?) = 1 + g 0(x)f (x) + f 0(x)g(x)

, 4 ...

16

f (x) C 1[a, b] f 0(x) 6= 0 x? f (x) = 0.


(x) = x + g(x)f (x), g(x)
.
0(x?) = 0,

0(x?) = 1 + g 0(x)f (x) + f 0(x)g(x)


x = x?

0(x?) = 0 = 1 + f 0(x?)g(x?), ( f (x?) = 0)


1
g(x?) = f 0(x
? )
( )

1
g(x) = 0
f (x)

, 4 ...

16

f (x) C 1[a, b] f 0(x) 6= 0 x? f (x) = 0.


(x) = x + g(x)f (x), g(x)
.
0(x?) = 0,

0(x?) = 1 + g 0(x)f (x) + f 0(x)g(x)


x = x?

0(x?) = 0 = 1 + f 0(x?)g(x?), ( f (x?) = 0)


1
g(x?) = f 0(x
? )
( )

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

f (xn)
xn+1 = xn 0
f (xn)
, 4 ...

16

|xn x?| L|xn1 x?|


= 21 10k ( )
(8)

L
|xn+1 x |
,
1L
?

: xn
n = N ..

|xN +1 xN | <

, 4 ...

17


x0 (x)
1 n = 1, Nmax

xn (xn1)
|xn xn1| , xn, N = n, x? = xn

nn+1
1

, 4 ...

18

, 4 ...

Newton-Raphson (NR)
.

(
)

, 4 ...

f (x) C 2[a, b] f 0(x) 6= 0 x? f (x) = 0.


xn x? |xn x?| .
Taylor ( ) f (x) xn x = x?

1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?

xn x?.

, 4 ...

f (x) C 2[a, b] f 0(x) 6= 0 x? f (x) = 0.


xn x? |xn x?| .
Taylor ( ) f (x) xn x = x?

1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?

xn x?.

0 f (xn) + (x? xn)f 0(xn)

, 4 ...

f (x) C 2[a, b] f 0(x) 6= 0 x? f (x) = 0.


xn x? |xn x?| .
Taylor ( ) f (x) xn x = x?

1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?

xn x?.

f (xn)
0 f (xn) + (x xn)f (xn) x = xn 0
f (xn)
?

, 4 ...

f (x) C 2[a, b] f 0(x) 6= 0 x? f (x) = 0.


xn x? |xn x?| .
Taylor ( ) f (x) xn x = x?

1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?

xn x?.

f (xn)
0 f (xn) + (x xn)f (xn) x = xn 0
f (xn)
?

NR

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

, 4 ...

n = 0, 1, 2, . . .


f (xn, f (xn))

y = f (xn) + (x xn)f 0(xn)


y = 0 ( x )

f (xn)
x = xn 0
f (xn)

, 4 ...

f (x) C 2[a, b] f 0(x?) 6= 0 NR


00
f
(x)f
(x)
0
0 ?
(x) =

(x ) = 0 < 1
0
2
(f (x))

, 4 ...

f (x) C 2[a, b] f 0(x?) 6= 0 NR


00
f
(x)f
(x)
0
0 ?
(x) =

(x ) = 0 < 1
0
2
(f (x))


, xn n = N ..
|xN +1 xN | <
|x? xn+1|
.

, 4 ...

: f (x) = x3 2x 5 = 0
x? = 2.09455148 . . .. = 5 106
(. ),

x0 = 0 N = 18, . |x19 x18| < ,


x0 = 0

, 4 ...

: f (x) = x3 2x 5 = 0
x? = 2.09455148 . . .. = 5 106
(. ),

x0 = 0 N = 18, . |x19 x18| < ,


x0 = 0

x0 = 2 N = 7,

, 4 ...

: f (x) = x3 2x 5 = 0
x? = 2.09455148 . . .. = 5 106
(. ),

x0 = 0 N = 18, . |x19 x18| < ,


x0 = 0

x0 = 2 N = 7,
( )
x0
, 4 ...

NR
: x? f (x)
f (x) C[x? d, x? d], d > 0. I
x?, .. x0 I {xn}
NR x?.

|n+1|
|xn+1 x?|
|f 00(x?)|
lim
= lim
=
=M
2
?
2
0
?
n |n|
n |xn x |
2|f (x )|

(1)

. . ( f 00(x?) 6= 0
.)

, 4 ...

NR
: x? f (x)
f (x) C[x? d, x? d], d > 0. I
x?, .. x0 I {xn}
NR x?.

|n+1|
|xn+1 x?|
|f 00(x?)|
lim
= lim
=
=M
2
?
2
0
?
n |n|
n |xn x |
2|f (x )|

(1)

. . ( f 00(x?) 6= 0
.)
x0
(9)

M 2n

21

22

2n

|n+1|
|M n+1| |M n| |M n1| |M 0|
1
lim |n+1| 0 |M 0| < 1 I |x? x0| < M

, 4 ...

NR
: x? f (x)
f (x) C[x? d, x? d], d > 0. I
x?, .. x0 I {xn}
NR x?.

|n+1|
|xn+1 x?|
|f 00(x?)|
lim
= lim
=
=M
2
?
2
0
?
n |n|
n |xn x |
2|f (x )|

(1)

. . ( f 00(x?) 6= 0
.)
x0
(9)

M 2n

21

22

2n

|n+1|
|M n+1| |M n| |M n1| |M 0|
1
lim |n+1| 0 |M 0| < 1 I |x? x0| < M
x0 M , M x0
x? NR .
, 4 ...

NR

, 4 ...

f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .

, 4 ...

f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .

, 4 ...

f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .

.
: f (x) = x2 x? = 0 ,

1
x2n
= xn
xn+1 = xn
2xn 2

, 4 ...

xn+1 x? 1
=

( )
?
xn x
2

f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .

.
: f (x) = x2 x? = 0 ,

1
x2n
= xn
xn+1 = xn
2xn 2

xn+1 x? 1
=

( )
?
xn x
2

, 4 ...

f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .

.
: f (x) = x2 x? = 0 ,

1
x2n
= xn
xn+1 = xn
2xn 2

xn+1 x? 1
=

( )
?
xn x
2

;
x?.

, 4 ...

m
: x? m f (x)
f (x) = (x x?)mh(x) x 6= x?, limxx? h(x) 6= 0.

, 4 ...

m
: x? m f (x)
f (x) = (x x?)mh(x) x 6= x?, limxx? h(x) 6= 0.
: x? f (x) C m[a, b] m

f (x?) = f 0(x?) = = f (m1)(x?) = 0,

, 4 ...

f (m)(x?) 6= 0

m
: x? m f (x)
f (x) = (x x?)mh(x) x 6= x?, limxx? h(x) 6= 0.
: x? f (x) C m[a, b] m

f (x?) = f 0(x?) = = f (m1)(x?) = 0,

f (m)(x?) 6= 0

: f (x) C 2[a, b] x? [a, b] m


NR x?.

xn+1 x?
1
lim
=1
?
n xn x
m
. m 6= 1 .
, 4 ...

NR m

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

n = 0, 1, 2, . . .

x0 p = 2. ()

, 4 ...

10

NR m

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

n = 0, 1, 2, . . .

x0 p = 2. ()
NR m 1

f (xn)f 0(xn)
xn+1 = xn 0
,
2
00
[f (xn)] f (xn)f (xn)

n = 0, 1, 2, . . .

x0 p = 2
,
f 00(xn). ()
, 4 ...

10

NR
: :
(1) f (x) C 2[a, b]
(2) f (a) f (b) < 0
(3) f 0(x) 6= 0
(4) f 00(x) [a, b]
(5) c [a, b] |f 0(x)|
| ff0(c)
(c) | b a,
x0 [a, b] NR
x? f (x) [a, b].
, 4 ...

11

 (1) (2) f (x)


[a, b].
 (3) f ( f 0(x) > 0)
( ( f 0(x) < 0) [a, b] .
 (4) f ( f 00(x) > 0) .
 (5) x0 [a, b] x1 [a, b],
x0 a b.

, 4 ...

12

: f (x) = x3 2x 1 x [1, 2].


NR ()
.

, 4 ...

13

: f (x) = x3 2x 1 x [1, 2].


NR ()
.
. :

f C 2[1, 2] f 0(x) = 3x2 2 f 00(x) = 6x.


f (1) f (2) = (2) 3 < 0.
f 0(x) 6= 0 f 00(x) > 0 x [1, 2].

, 4 ...

13

: f (x) = x3 2x 1 x [1, 2].


NR ()
.
. :

f C 2[1, 2] f 0(x) = 3x2 2 f 00(x) = 6x.


f (1) f (2) = (2) 3 < 0.
f 0(x) 6= 0 f 00(x) > 0 x [1, 2].
(5) b a = 2 1 = 1 f 0(1) < f 0(2)
|f (1)/f 0(1)| = 2 > 1, NR () [1, 2].

, 4 ...

13

: f (x) = x3 2x 1 x [1, 2].


NR ()
.
. :

f C 2[1, 2] f 0(x) = 3x2 2 f 00(x) = 6x.


f (1) f (2) = (2) 3 < 0.
f 0(x) 6= 0 f 00(x) > 0 x [1, 2].
(5) b a = 2 1 = 1 f 0(1) < f 0(2)
|f (1)/f 0(1)| = 2 > 1, NR () [1, 2].
[ 32 , 2]
5
f ( 32 )f (2) < 0 |f ( 32 )/f 0( 32 )| = 30
< 1.

, 4 ...

13

: f (x) = x3 2x 1 x [1, 2].


NR ()
.
. :

f C 2[1, 2] f 0(x) = 3x2 2 f 00(x) = 6x.


f (1) f (2) = (2) 3 < 0.
f 0(x) 6= 0 f 00(x) > 0 x [1, 2].
(5) b a = 2 1 = 1 f 0(1) < f 0(2)
|f (1)/f 0(1)| = 2 > 1, NR () [1, 2].
[ 32 , 2]
5
f ( 32 )f (2) < 0 |f ( 32 )/f 0( 32 )| = 30
< 1.
NR x0 [ 23 , 2].
, 4 ...

13

: f (x) = x2 c, x > 0 c > 0

. NR c x0 > 0.

, 4 ...

14

: f (x) = x2 c, x > 0 c > 0

. NR c x0 > 0.
. :
(1) (2) [a, b]

0<a<

c<b

(3) (4)
f 0(x) = 2x 6= 0, f 00(x) = 2 > 0 x [a, b].

, 4 ...

14

: f (x) = x2 c, x > 0 c > 0

. NR c x0 > 0.
. :
(1) (2) [a, b]

0<a<

c<b

(3) (4)
f 0(x) = 2x 6= 0, f 00(x) = 2 > 0 x [a, b].
, (5) ( |f 0(a)| < |f 0(b)|)

f (a)
c a2
| 0 |=
ba
f (a)
2a
b > 12 (a + ac ).
NR
, 4 ...

c x 0 > 0.
14

: f (x) = xk c, x > 0 c > 0

. NR k c x0 > 0

3
x0 8.

, 4 ...

15

: f (x) = xk c, x > 0 c > 0

. NR k c x0 > 0

3
x0 8.

17 x0 = 4

x1 = 4.12
x2 = 4.123106
x3 = 4.1231056256177
x4 = 4.123105625617660549821409856
x4 28 .
.

, 4 ...

15

: f (x) = xk c, x > 0 c > 0

. NR k c x0 > 0

3
x0 8.

17 x0 = 4

x1 = 4.12
x2 = 4.123106
x3 = 4.1231056256177
x4 = 4.123105625617660549821409856
x4 28 .
.
(100 .).
, 4 ...

15

, 4 ...

: 1/c .
NR c > 0 1/c.

1/e x0 = 0.3  = 106.

, 4 ...

: 1/c .
NR c > 0 1/c.

1/e x0 = 0.3  = 106.
NR-

f (xn)
xn+1 = xn
,
g

n = 0, 1, 2, . . .

f 0(x) (.. g = f 0(x0))


(x) = x f (x)
g g ..
.

, 4 ...


NR ,
x0 x? f 0(x).
NR f 0(xn) n. f

.

.

.

, 4 ...


NR ,
x0 x? f 0(x).
NR f 0(xn) n. f

.

.

.
() f 0(xn)

f (xn) f (xn1)
f (xn)
xn xn1
0

.
, 4 ...


f C[a, b] x1, x0

f (xn)(xn xn1)
xn+1 = xn
,
f (xn) f (xn1)

, 4 ...

n = 0, 1, 2, . . .


f C[a, b] x1, x0

f (xn)(xn xn1)
xn+1 = xn
,
f (xn) f (xn1)

, 4 ...

n = 0, 1, 2, . . .

: x? f (x) f (x)C 2(a, b)


f 0(x) 6= 0, f 00(x) 6= 0. I x? I , ..
x1, x0 I {xn}
x?.

p = (1 + 5)/2 1.62.

, 4 ...

: x? f (x) f (x)C 2(a, b)


f 0(x) 6= 0, f 00(x) 6= 0. I x? I , ..
x1, x0 I {xn}
x?.

p = (1 + 5)/2 1.62.

f f 0.

x1, x0 .
f 0 NR
f (xn) . (
f 0
f
.)

NR .
, 4 ...

NR
:

xy = z 2 + 1
xyz + y 2 = x2 + 2
ex + z = ey + 3
X = [x, y, z]T;

, 4 ...

NR
:

xy = z 2 + 1
xyz + y 2 = x2 + 2
ex + z = ey + 3
X = [x, y, z]T;

f1(x1, x2, . . . , xN ) = 0
f2(x1, x2, . . . , xN ) = 0
..

..

..

fN (x1, x2, . . . , xN ) = 0
, 4 ...

NR
2 - [x?1 , x?2 ]T

f1(x1, x2) = 0
f2(x1, x2) = 0
Taylor

f1
f1
?
+ (x2 x2)
+ ...
= 0 = f1(x1, x2) +
x1 )
x1
x2
f2
f2
? ?
?
?
f2(x1 , x2 ) = 0 = f2(x1, x2) + (x1 x1)
+ (x2 x2)
+ ...
x1
x2
f1(x?1 , x?2 )

(x?1

"
J(x1, x2)
J(x1, x2) =

f1
x1
f2
x1

f1
x2
f2
x2

#
.

 





J(x1, x2)

x?1
x?2

, 4 ...

x1
x2

h1
= J(x1, x2)
h2

f1(x1, x2)
f2(x1, x2)


(1)

(10) (.. Gauss) J1

h1
h2


= J

, 4 ...

f1(x1, x2)
f2(x1, x2)

= J1F(x1, x2)

(2)

(10) (.. Gauss) J1

h1
h2


= J

"

, 4 ...

(n+1)

x1
(n+1)
x2

f1(x1, x2)
f2(x1, x2)
#

"
=

(n)

x1
(n)
x2

= J1F(x1, x2)

"
+

(n)

h1
(n)
h2

(2)

(10) (.. Gauss) J1

h1
h2


= J

"

(n+1)

x1
(n+1)
x2

f1(x1, x2)
f2(x1, x2)
#

"
=

(n)

x1
(n)
x2

= J1F(x1, x2)

"
+

(n)

h1
(n)
h2

(2)

, X(0) NR
(n)
(n)
X(n+1) = X(n) J1
(X
)

F(X
),
n

n = 0, 1, 2, . . .

fi
xj ,

1 i, j N X = [x1, x2, . . . , xN ]T,


F = [f1, f2, . . . , fn] X, F RN .

Jn = J(X(n)), Jij =

, 4 ...

(10) (.. Gauss) J1

h1
h2


= J

"

(n+1)

x1
(n+1)
x2

f1(x1, x2)
f2(x1, x2)
#

"
=

(n)

x1
(n)
x2

= J1F(x1, x2)

"
+

(n)

h1
(n)
h2

(2)

, X(0) NR
(n)
(n)
X(n+1) = X(n) J1
(X
)

F(X
),
n

n = 0, 1, 2, . . .

fi
xj ,

1 i, j N X = [x1, x2, . . . , xN ]T,


F = [f1, f2, . . . , fn] X, F RN .

Jn = J(X(n)), Jij =

||H(n+1)|| = ||X(n+1) X(n)|| = 10k


, 4 ...

NR

X(0) = [x(0), y (0)]T = [1, 1]T.


f1(x, y) = x3 3xy 2 + 1 = 0
f2(x, y) = 3x2y y 3 = 0

, 4 ...

NR

X(0) = [x(0), y (0)]T = [1, 1]T.


f1(x, y) = x3 3xy 2 + 1 = 0
f2(x, y) = 3x2y y 3 = 0

J(x, y)
"
#

J=
J

f1
x
f2
x

f1
y
f2
y

1
=
det(J)

, 4 ...

3x 3y
6xy
2

3x 3y
6xy

6xy
3x2 3y 2

6xy
3x2 3y 2

, det(J) = 9(x2+y 2)2 6= 0

J1
0

1
=
36

0 6
6 0

NR

X(0) = [x(0), y (0)]T = [1, 1]T.


f1(x, y) = x3 3xy 2 + 1 = 0
f2(x, y) = 3x2y y 3 = 0

J(x, y)
"
#
f1
x
f2
x

J=
J

f1
y
f2
y

(1)


=

2/3
5/6

3x 3y
6xy

1
=
det(J)
(1)

3x 3y
6xy

=X

(0)

J1
0

6xy
3x2 3y 2

6xy
3x2 3y 2
F(X

(0)

),

, det(J) = 9(x2+y 2)2 6= 0

J1
0

F(X

1
=
36
(0)

)=

0 6
6 0

1
2

, 4 ...

, 4 ...


.
{xn} xn = (xn1)
x? .

|xn+1 x?|
lim
= C,
n |xn x?|

0 < C < 1.

{b
xn} , .. n >>

xn+1 x? xn+2 x?

?
?
xn x
xn+1 x

2
2
x
x

x
(x

x
)
n+2
n
n+1
n
n+1
x? = xn
x? =
xn+2 2xn+1 + xn
xn+2 2xn+1 + xn

, 4 ...


.
{xn} xn = (xn1)
x? .

|xn+1 x?|
lim
= C,
n |xn x?|

0 < C < 1.

{b
xn} , .. n >>

xn+1 x? xn+2 x?

?
?
xn x
xn+1 x

2
2
x
x

x
(x

x
)
n+2
n
n+1
n
n+1
x? = xn
x? =
xn+2 2xn+1 + xn
xn+2 2xn+1 + xn
Aitken 2
xn = xn+1 xn ( )
2xn = (xn+1 xn) = xn+1 xn = xn+2 2xn+1 + xn
, 4 ...

-Aitken 2

(xn)2
x
bn = xn 2
xn
{b
xn} x? {xn}.

, 4 ...

10

-Aitken 2

(xn)2
x
bn = xn 2
xn
{b
xn} x? {xn}.
Steffensen
Aitken

, 4 ...

10

-Aitken 2

(xn)2
x
bn = xn 2
xn
{b
xn} x? {xn}.
Steffensen
Aitken
(x) . [a, b].

xn = (xn1) x?,

x1 = (x0), x2 = (x1) Aitken.

, 4 ...

10

Steffensen
x0, Nmax,  (x)
1 n = 1, Nmax

x1 = (x0)
x2 = (x1)
(x0)2
x
x0 2x
0
|
x x0| , x, N = n, x? = x

x0 x

nn+1
1

, 4 ...

11

P (x) = anxn + an1xn1 + a1x + a0 nth .


.

.

, 4 ...

12

P (x) = anxn + an1xn1 + a1x + a0 nth .


.

.
: P (x) nth ,
n 1 a, 0, a1, . . . , an R(C). P (x)
.

, 4 ...

12

P (x) = anxn + an1xn1 + a1x + a0 nth .


.

.
: P (x) nth ,
n 1 a, 0, a1, . . . , an R(C). P (x)
.
: P (x) = 0 x1, x2, . . . , xk
m1, m2, . . . , mk

k
X

mi = n ..

i=1

P (x) = an(x x1)m1 (x x2)m2 (x xk )mk


Horner.
, 4 ...

12

Muller (1956)
.

Muller
P (x) = a(x x2)2 + b(x x2) + c
(x0, f (x0)), (x1, f (x1)), (x2, f (x2)).
a, b, c P (x0) = f (x0), P (x1) = f (x1),
P (x2) = f (x2) x3 P (x).
, 4 ...

13

Muller: a, b, c

f (x0) = a(x0 x2)2 + b(x0 x2) + c


f (x1) = a(x1 x2)2 + b(x1 x2) + c
f (x2) = a 02 + b 0 + c
c = f (x2)
(x0 x2)2[f (x1) f (x2)] (x1 x2)2[f (x0) f (x2)]
b =
(x0 x2)(x1 x2)(x0 x1)
(x1 x2)[f (x0) f (x2)] (x0 x2)[f (x1) f (x2)]
a =
(x0 x2)(x1 x2)(x0 x1)

, 4 ...

14

Muller: a, b, c

f (x0) = a(x0 x2)2 + b(x0 x2) + c


f (x1) = a(x1 x2)2 + b(x1 x2) + c
f (x2) = a 02 + b 0 + c
c = f (x2)
(x0 x2)2[f (x1) f (x2)] (x1 x2)2[f (x0) f (x2)]
b =
(x0 x2)(x1 x2)(x0 x1)
(x1 x2)[f (x0) f (x2)] (x0 x2)[f (x1) f (x2)]
a =
(x0 x2)(x1 x2)(x0 x1)
x3 ( x2) ( 2 )

2c
2c

x3 x2 =
x3 = x2
2
b b 4ac
b + sgn(b) b2 4ac

, 4 ...

14

Muller: a, b, c

f (x0) = a(x0 x2)2 + b(x0 x2) + c


f (x1) = a(x1 x2)2 + b(x1 x2) + c
f (x2) = a 02 + b 0 + c
c = f (x2)
(x0 x2)2[f (x1) f (x2)] (x1 x2)2[f (x0) f (x2)]
b =
(x0 x2)(x1 x2)(x0 x1)
(x1 x2)[f (x0) f (x2)] (x0 x2)[f (x1) f (x2)]
a =
(x0 x2)(x1 x2)(x0 x1)
x3 ( x2) ( 2 )

2c
2c

x3 x2 =
x3 = x2
2
b b 4ac
b + sgn(b) b2 4ac
x0 = x1

x1 = x2 x2 = x3

, 4 ...

14

Muller
x0, x1, x2, , Nmax.
1 n = 1, Nmax

h1 = x1 x0, h2 = x2 x1
1 = (f (x1) f (x0))/h1
2 = (f (x2) f (x1))/h2;
d = (2 1)/(h2 + h1)
b = p
2 + h2 d
D = b2 4f (x2)d %
|b D| < |b + D|
E = b + D
E = b D
h = 2f (x2)/E
x = x2 + h
|h| <  x, N = i, x? = x

x0 x 1 , x 1 x2 x3 x
nn+1
1
, 4 ...

15

: f (x) = ex + 1 ( ,
x? = i) x0 = 1, x1 = 0, x2 = 1.

, 4 ...

16

: f (x) = ex + 1 ( ,
x? = i) x0 = 1, x1 = 0, x2 = 1.
P (x) = a(x + 1)2 + b(x + 1) + c

c = f (x2) = 1 + 1/e 1.3679


b =
=
a =
=

(x0 x2)2[f (x1) f (x2)] (x1 x2)2[f (x0) f (x2)]


(x0 x2)(x1 x2)(x0 x1)
4(1 1/e) (e 1/e)
0.0890
2
(x1 x2)[f (x0) f (x2)] (x0 x2)[f (x1) f (x2)]
(x0 x2)(x1 x2)(x0 x1)
(e 1/e) 2(1 1/e)
0.5431
2

, 4 ...

16

: f (x) = ex + 1 ( ,
x? = i) x0 = 1, x1 = 0, x2 = 1.
P (x) = a(x + 1)2 + b(x + 1) + c

c = f (x2) = 1 + 1/e 1.3679


(x0 x2)2[f (x1) f (x2)] (x1 x2)2[f (x0) f (x2)]
b =
(x0 x2)(x1 x2)(x0 x1)
4(1 1/e) (e 1/e)
=
0.0890
2
(x1 x2)[f (x0) f (x2)] (x0 x2)[f (x1) f (x2)]
a =
(x0 x2)(x1 x2)(x0 x1)
(e 1/e) 2(1 1/e)
=
0.5431
2
x = x3 x2
x3 x2 = x 3 + 1 =

2c

0.0820 + 1.5849i x3 1.0820 + 1.5849i


2
b + b 4ac

, 4 ...

16

.... :

a 0.2157 + 0.1094i , b 0.0343 + 0.5563i,

, 4 ...

c 0.9952 + 0.3389i

17

, 3 ..., 2008

. 3:
(.. )
{xi} (.. )
f . f
.

, 3 ..., 2008

. 3:
(.. )
{xi} (.. )
f . f
.
, (xi, yi), i = 0, 1, 2, . . . , n,
n + 1 xi y
p(x) ..
p(xi) = f (xi), i = 0, 1, 2, . . . , n.

, 3 ..., 2008

. 3:
(.. )
{xi} (.. )
f . f
.
, (xi, yi), i = 0, 1, 2, . . . , n,
n + 1 xi y
p(x) ..
p(xi) = f (xi), i = 0, 1, 2, . . . , n.

, 3 ..., 2008


()

x
y

x0 x1
y0 y1

xn
yn

n + 1

: pn(x),
n ..

pn(xi) = yi(= f (xi)),

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

pn(x) ( ).

, 3 ..., 2008


()

x
y

x0 x1
y0 y1

xn
yn

n + 1

: pn(x),
n ..

pn(xi) = yi(= f (xi)),

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

pn(x) ( ).

, 3 ..., 2008

;
, .



Weierstrass: f C[a, b] > 0
P [a, b] ..

||f P|| = max |f (x) P| < x [a, b]


axb

, 3 ..., 2008

;
, .



Weierstrass: f C[a, b] > 0
P [a, b] ..

||f P|| = max |f (x) P| < x [a, b]


axb

, 3 ..., 2008


( Lagrange): {xi}n
i=0 R n + 1
{yi}n
i=0 R.
p n ( p Pn) ..
p(xi) = yi, i = 0, 1, . . . , n.

, 3 ..., 2008


( Lagrange): {xi}n
i=0 R n + 1
{yi}n
i=0 R.
p n ( p Pn) ..
p(xi) = yi, i = 0, 1, . . . , n.
: p(x) = a0 + a1x + anxn a0, a1, . . . , an.
p(xi) = yi, i = 0, 1, . . . , n (n + 1)
(n + 1) .

Va=y

1
1
1
:
1

x20
x21

x0

x1

:
:
:
:
xn x2n

xn0
xn1
xnn

a0
a1
a2
:
an

y0
y1
y2
:
yn

(1)

V Vandermonde.

, 3 ..., 2008


( Lagrange): {xi}n
i=0 R n + 1
{yi}n
i=0 R.
p n ( p Pn) ..
p(xi) = yi, i = 0, 1, . . . , n.
: p(x) = a0 + a1x + anxn a0, a1, . . . , an.
p(xi) = yi, i = 0, 1, . . . , n (n + 1)
(n + 1) .

Va=y

1
1
1
:
1

x20
x21

x0

x1

:
:
:
:
xn x2n

xn0
xn1
xnn

a0
a1
a2
:
an

y0
y1
y2
:
yn

(1)

V Vandermonde.
(1) (;)
, 3 ..., 2008


Lagrange
x0, x1, . . . , xn
n Li(x)

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


Li(x) =
(xi x0)(xi xj ) (xi xi1)(xi xi+1) (xi xn)
n
Y
(x xj )
=
(xi xj )
j=0
j6=i

x0, x1, . . . , xi1, xi+1


 , . . . , xn, .

Li(xj ) = ij =

, 3 ..., 2008

1 i=j
0 i=
6 j


Lagrange
x0, x1, . . . , xn
n Li(x)

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


Li(x) =
(xi x0)(xi xj ) (xi xi1)(xi xi+1) (xi xn)
n
Y
(x xj )
=
(xi xj )
j=0
j6=i

x0, x1, . . . , xi1, xi+1


 , . . . , xn, .

Li(xj ) = ij =

1 i=j
0 i=
6 j

L0, . . . , Ln Lagrange
, 3 ..., 2008

Lagrange
n n

p(x) =

n
X

yiLi(x) ( Lagrange)

i=0

, 3 ..., 2008

Lagrange
n n

p(x) =

n
X

yiLi(x) ( Lagrange)

i=0

f (x) .. f (xi) = yi, i = 0, 1 . . . , n


Lagrange

p(x) =

n
X

f (xi)Li(x) (2)

i=0

p(x) (2) n,
{xi}n
i=0 f (xk ) x = xk
k = 0, 1, 2, . . . , n.
, 3 ..., 2008

(9, 5), (4, 2), (1, 2), (7, 9)


3
Lagrange 5L1, 2L2, (2)L3, 9L4

p3(x) 4 .
Lagrange 0 3.

, 3 ..., 2008

: Lagrange
x0 = 1.5, x1 = 0.75, x2 = 0, x3 = 0.75, x4 = 1.5
f (x) = tan(x).

, 3 ..., 2008

: Lagrange
x0 = 1.5, x1 = 0.75, x2 = 0, x3 = 0.75, x4 = 1.5
f (x) = tan(x).
f (x0) = 14.1014, f (x1) = 0.931596, f (x2) =
0, f (x3) = 0.931596, f (x0) = 14.1014.

, 3 ..., 2008

: Lagrange
x0 = 1.5, x1 = 0.75, x2 = 0, x3 = 0.75, x4 = 1.5
f (x) = tan(x).
f (x0) = 14.1014, f (x1) = 0.931596, f (x2) =
0, f (x3) = 0.931596, f (x0) = 14.1014.
Lagrange
L0(x) =
L1(x) =
L2(x) =
L3(x) =
L4(x) =

x x1
x 0 x1
x x0
x 1 x0
x x0
x 2 x0
x x0
x 3 x0
x x0
x 4 x0

x x2
x0 x 2
x x2

x1 x 2
x x1

x2 x 1
x x1

x3 x 1
x x1

x4 x 1

, 3 ..., 2008

x x3
x0 x 3
x x3

x1 x 3
x x3

x2 x 3
x x2

x3 x 2
x x2

x4 x 2

x x4
x0 x4
x x4

x1 x4
x x4

x2 x4
x x4

x3 x4
x x3

x4 x3

1
x(2x 3)(4x 3)(4x + 3)
243
8
=
x(2x 3)(2x + 3)(4x 3)
243
3
=
(2x + 3)(4x + 3)(4x 3)(2x 3
243
8
=
x(2x 3)(2x + 3)(4x + 3)
243
1
=
x(2x + 3)(4x 3)(4x + 3)
243
=

. . . . . .
1 
p(x) =
f (x0)x(2x 3)(4x 3)(4x + 3)
243
8f (x1)x(2x 3)(2x + 3)(4x 3)
+ 3f (x2)(2x + 3)(4x + 3)(4x 3)(2x 3)
8f (x3)x(2x 3)(2x + 3)(4x + 3)

+ f (x4)x(2x + 3)(4x 3)(4x + 3)
= 4.834848x3 1.477474x.

, 3 ..., 2008

. . . . . .
1 
p(x) =
f (x0)x(2x 3)(4x 3)(4x + 3)
243
8f (x1)x(2x 3)(2x + 3)(4x 3)
+ 3f (x2)(2x + 3)(4x + 3)(4x 3)(2x 3)
8f (x3)x(2x 3)(2x + 3)(4x + 3)

+ f (x4)x(2x + 3)(4x 3)(4x + 3)
= 4.834848x3 1.477474x.

, 3 ..., 2008

, 3 ..., 2008


f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y

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

(a, b),

, 3 ..., 2008


f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y

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

(a, b),

n
Y
||f (n+1)||

.
||f (x) p(x)|| max (x xi)
axb
(n + 1)!
i=0

||g|| = max |g(x)|


axb

, 3 ..., 2008

: f (x) C 2[a, b]
. px(x)
x = a x = b.

, 3 ..., 2008

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

, 3 ..., 2008

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

||f (x) p1(x)||

, 3 ..., 2008

1
max |(x a)(x b)| ||f (2)||
2 axb

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

||f (x) p1(x)||
=

, 3 ..., 2008

1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

||f (x) p1(x)||
=

, 3 ..., 2008

1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8

:
p2 f (x) = sin(x)

x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||

, 3 ..., 2008



max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2

:
p2 f (x) = sin(x)

x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||
=



max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2
3
1
3

1 0.031
3! 288

()

, 3 ..., 2008

Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.

, 3 ..., 2008

Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.

sin(x0) = sin(x1) = 3/2 sin(x2) = sin(x3) = 3/2.

, 3 ..., 2008

Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.

sin(x0) = sin(x1) = 3/2 sin(x2) = sin(x3) = 3/2.


Lagrange, 3 ,
L0(x) =

(x + 3 )(x 3 )(x 2
9(x + 3 )(x 3 )(x 2
3 )
3 )
=
4 3
(x0 + 3 )(x0 3 )(x0 2
)
3

L1(x) =

2
2

2
(x + 2
)(x

)(x

)
9(x
+
)(x

)(x

3
3
3
3
3
3 )
2

2 =
2 3
(x1 + 3 )(x1 3 )(x1 3 )

L2(x) =

2
(x + 2
9(x + 2
3 )(x + 3 )(x 3 )
3 )(x + 3 )(x 3 )
2

2 =
2 3
(x2 + 3 )(x2 + 3 )(x2 3 )

L3(x) =

(x + 2
)(x
+
)(x

)
9(x
+
)(x
+
)(x

3
3
3
3
3
3)
2

=
4 3
(x3 + 3 )(x3 + 3 )(x3 3 )

, 3 ..., 2008

Lagrange
p(x) =
=

3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2

9 3

2
2

2
(x
+
)(x

)(x

2(x
+
)(x

)(x

)
3
8
3
3
3
3
3
3

2

2
2

2(x + )(x + )(x ) + (x + )(x + )(x )


3
3
3
3
3
3

, 3 ..., 2008

Lagrange
p(x) =
=

3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2

9 3

2
2

2
(x
+
)(x

)(x

2(x
+
)(x

)(x

)
3
8
3
3
3
3
3
3

2

2
2

2(x + )(x + )(x ) + (x + )(x + )(x )


3
3
3
3
3
3

p(x)

, 3 ..., 2008


3
Y

3
Y

1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||

3
3
Y

Y
1
1


|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0

, 3 ..., 2008


3
Y

3
Y

1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||

3
3
Y

Y
1
1


|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0

|sin(x) p(x)| ( )

, 3 ..., 2008


3
Y

3
Y

1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||

3
3
Y

Y
1
1


|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0

|sin(x) p(x)| ( )

0.
, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.

, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.
x0, x1, x2

1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x

h = x1 x0 = x2 x1 x0 x x2



1

1
x
||e p2(x)||
max (x x0)(x x1)(x x2) e
3! x[1,1]|

, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.
x0, x1, x2

1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x

h = x1 x0 = x2 x1 x0 x x2



1

1
x
||e p2(x)||
max (x x0)(x x1)(x x2) e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h

(x x0)(x x1)(x x2) x3 xh2


w(x) =
=
6
6

, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.
x0, x1, x2

1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x

h = x1 x0 = x2 x1 x0 x x2



1

1
x
||e p2(x)||
max (x x0)(x x1)(x x2) e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h

(x x0)(x x1)(x x2) x3 xh2


w(x) =
=
6
6
max w(x)
2
2
3x

h
w0(x) =
=0
6
, 3 ..., 2008

x = h/ 3
7

(x x )(x x )(x x )

h3



0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3

3
h
||ex p2(x)|| e 0.174h3
9 3

, 3 ..., 2008

(x x )(x x )(x x )

h3



0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3

3
h
||ex p2(x)|| e 0.174h3
9 3

k .

h3
1 k
e 10
2
9 3

, 3 ..., 2008

s
r
3 9 3
3 2.87

.
h
k
k
2e10
10


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

, 3 ..., 2008


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

, 3 ..., 2008

a0 = y0


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

p(x1) = y1

, 3 ..., 2008

a0 = y0
y1 a0
a1 =
x1 x0


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

p(x1) = y1

p(x2) = y2

, 3 ..., 2008

a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

p(x1) = y1

p(x2) = y2

p(x3) = y3

, 3 ..., 2008

a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0
a3 =


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.

, 3 ..., 2008

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

, 3 ..., 2008

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

, 3 ..., 2008

1
a0 =
2

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

p(2.5) = 2/5

, 3 ..., 2008

1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

p(2.5) = 2/5

p(4) = 1/4

, 3 ..., 2008

1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
 2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

p(2.5) = 2/5

p(4) = 1/4

1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
 2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20

p2(x) = 0.5 0.2(x 2) + 0.05(x 2)(x 2.5) = 0.05x2 0.425x + 1.15


, 3 ..., 2008

10

( f (x) = 1 + x3)

xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .

, 3 ..., 2008

11

( f (x) = 1 + x3)

xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .

x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.

, 3 ..., 2008

11

( f (x) = 1 + x3)

xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .

x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.

x(x 1)
p2(x) = 1 + 1 x + 6
2
p2(1.5) = 4.75.
, 3 ..., 2008

11

Lagrange

, 3 ..., 2008

12

Lagrange

Lagrange
xn+1
Lagrange Li, .

, 3 ..., 2008

12

Lagrange

Lagrange
xn+1
Lagrange Li, .

an+1,
.

yi.

, 3 ..., 2008

12

Lagrange

Lagrange
xn+1
Lagrange Li, .

an+1,
.

yi.

x (
) Lagrange

ai O(n) Horner (. . 1).

, 3 ..., 2008

12


f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i

0(x0)(f ) = f (x0)
0
0

(x
)(f
)

(x0)(f ) f (x1) f (x0)


1
1
(x0, x1)(f ) =
=
x1 x0
x1 x0

..

..

..

i1(x1, x2, . . . xi)(f ) i1(x0, x1, . . . xi1)(f


(x0, x1, . . . xi)(f ) =
xi x0
i

i(x0, x1, . . . xi)(f ) i f


x0, . . . , xi.

, 3 ..., 2008

13


f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i

0(x0)(f ) = f (x0)
0
0

(x
)(f
)

(x0)(f ) f (x1) f (x0)


1
1
(x0, x1)(f ) =
=
x1 x0
x1 x0

..

..

..

i1(x1, x2, . . . xi)(f ) i1(x0, x1, . . . xi1)(f


(x0, x1, . . . xi)(f ) =
xi x0
i

i(x0, x1, . . . xi)(f ) i f


x0, . . . , xi.

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)

, 3 ..., 2008

13

() a0, a1, . . . , an

ai = i(x0, x1, . . . xi)(f ),

, 3 ..., 2008

i = 0, . . . , n

14

() a0, a1, . . . , an

ai = i(x0, x1, . . . xi)(f ),

i = 0, . . . , n

x0 f (x0) &
1(x0, x1)(f ) &
2(x0, x1, x2)(f )

x1 f (x1) %
1(x1, x2)(f ) %
x2

2(x1, x2, x3)(f )

f (x2)
1(x2, x3)(f )

x3

f (x3)

..

..

3(x0, x1, x2, x3)(f )


..

..

..

a0 = f (x0), a1 = 1(x0, x1)(f ), a2 = 2(x0, x1, x2)(f )

, 3 ..., 2008

14

f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.

, 3 ..., 2008

15

f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.
xi f (xi)

2 3
3 2
5 6
, 1(x0, x1).

(2) (3) (2) (3) 1


1(x0, x1) =
=
= 1,
x1 x0
32
1

2 3 &
1
3 2 %
5

1(x1, x2),
, 3 ..., 2008

15

6 (2) 8
(x1, x2) =
= = 4,
53
2
1

1
3 2 &

.
4

5 6%
2(x0, x1, x2)
41 3
2
= = 1,
(x0, x1, x2) =
52 3

2 3
1&
3 2

4%
5
, 3 ..., 2008

6
16

p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f

, 3 ..., 2008

17

p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f

,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3

, 3 ..., 2008

17

p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f

,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3
(p P3)
:

, 3 ..., 2008

17

3&
1/2 &

3/2 13/4 %

1/3 &
1/6 %

2
5/3 %

3
2/3

, 3 ..., 2008

5/3

18

3&
1/2 &

3/2 13/4 %

1/3 &
1/6 %

2
5/3 %

3
2/3

5/3

a0 = 0(x0)(f ) = 3
a1 = 1(x0, x1)(f ) = 1/2
a2 = 2(x0, x1, x2)(f ) = 1/3
a3 = 3(x0, x1, x2, x3)(f ) = 2

1
1
p3(x) = 3 + (x 1) + (x 1)(x 3/2)2(x 1)(x 3/2)x
2
3

, 3 ..., 2008

18

n
.
n
Y
||f (n+1)||

||f (x) p(x)|| max (x xi)


axb
(n + 1)!
i=0

Qn

xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!

n+1 =

i=0(x

[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)

, 3 ..., 2008

19

n
.
n
Y
||f (n+1)||

||f (x) p(x)|| max (x xi)


axb
(n + 1)!
i=0

Qn

xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!

n+1 =

i=0(x

[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)

f C[1, 1]
, 3 ..., 2008

lim ||f pn|| = 0

19

1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].

, 3 ..., 2008

20

1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].

, 3 ..., 2008

20

1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].

( Runge)

lim ||f pn|| =

n
, 3 ..., 2008

20

xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n

, 3 ..., 2008

21

xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n




Chebyshev xi = cos 2i+1


n+1 2 , i = 0, . . . , n

, 3 ..., 2008

21

xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n




Chebyshev xi = cos 2i+1


n+1 2 , i = 0, . . . , n

Chebyshev Tn+1

Tn+1 = cos((n + 1) arccos x),

x [1, 1]

n .
, 3 ..., 2008

21

Runge Chebyshev

f=

1
1+25x2

n = 17
n = 17 Chebyshev

, 3 ..., 2008

22

Runge Chebyshev

lim ||f pn|| = 0

, 3 ..., 2008

23

Runge Chebyshev

lim ||f pn|| = 0

:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,

lim ||f pn|| =

, 3 ..., 2008

23

Runge Chebyshev

lim ||f pn|| = 0

:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,

lim ||f pn|| =

. Faber
n
.

, 3 ..., 2008

23

, 3 ..., 2008


f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y

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

(a, b),

, 3 ..., 2008


f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y

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

(a, b),

n
Y
||f (n+1)||

.
||f (x) p(x)|| max (x xi)
axb
(n + 1)!
i=0

||g|| = max |g(x)|


axb

, 3 ..., 2008

: f (x) C 2[a, b]
. px(x)
x = a x = b.

, 3 ..., 2008

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

, 3 ..., 2008

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

||f (x) p1(x)||

, 3 ..., 2008

1
max |(x a)(x b)| ||f (2)||
2 axb

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

||f (x) p1(x)||
=

, 3 ..., 2008

1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8

: f (x) C 2[a, b]
. px(x)
x = a x = b.

f (b) f (a)
p1(x) = f (a) +
(x a)
ba

||f (x) p1(x)||
=

, 3 ..., 2008

1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8

:
p2 f (x) = sin(x)

x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||

, 3 ..., 2008



max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2

:
p2 f (x) = sin(x)

x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||
=



max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2
3
1
3

1 0.031
3! 288

()

, 3 ..., 2008

Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.

, 3 ..., 2008

Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.

sin(x0) = sin(x1) = 3/2 sin(x2) = sin(x3) = 3/2.

, 3 ..., 2008

Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.

sin(x0) = sin(x1) = 3/2 sin(x2) = sin(x3) = 3/2.


Lagrange, 3 ,
L0(x) =

(x + 3 )(x 3 )(x 2
9(x + 3 )(x 3 )(x 2
3 )
3 )
=
4 3
(x0 + 3 )(x0 3 )(x0 2
)
3

L1(x) =

2
2

2
(x + 2
)(x

)(x

)
9(x
+
)(x

)(x

3
3
3
3
3
3 )
2

2 =
2 3
(x1 + 3 )(x1 3 )(x1 3 )

L2(x) =

2
(x + 2
9(x + 2
3 )(x + 3 )(x 3 )
3 )(x + 3 )(x 3 )
2

2 =
2 3
(x2 + 3 )(x2 + 3 )(x2 3 )

L3(x) =

(x + 2
)(x
+
)(x

)
9(x
+
)(x
+
)(x

3
3
3
3
3
3)
2

=
4 3
(x3 + 3 )(x3 + 3 )(x3 3 )

, 3 ..., 2008

Lagrange
p(x) =
=

3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2

9 3

2
2

2
(x
+
)(x

)(x

2(x
+
)(x

)(x

)
3
8
3
3
3
3
3
3

2

2
2

2(x + )(x + )(x ) + (x + )(x + )(x )


3
3
3
3
3
3

, 3 ..., 2008

Lagrange
p(x) =
=

3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2

9 3

2
2

2
(x
+
)(x

)(x

2(x
+
)(x

)(x

)
3
8
3
3
3
3
3
3

2

2
2

2(x + )(x + )(x ) + (x + )(x + )(x )


3
3
3
3
3
3

p(x)

, 3 ..., 2008


3
Y

3
Y

1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||

3
3
Y

Y
1
1


|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0

, 3 ..., 2008


3
Y

3
Y

1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||

3
3
Y

Y
1
1


|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0

|sin(x) p(x)| ( )

, 3 ..., 2008


3
Y

3
Y

1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||

3
3
Y

Y
1
1


|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0

|sin(x) p(x)| ( )

0.
, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.

, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.
x0, x1, x2

1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x

h = x1 x0 = x2 x1 x0 x x2



1

1
x
||e p2(x)||
max (x x0)(x x1)(x x2) e
3! x[1,1]|

, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.
x0, x1, x2

1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x

h = x1 x0 = x2 x1 x0 x x2



1

1
x
||e p2(x)||
max (x x0)(x x1)(x x2) e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h

(x x0)(x x1)(x x2) x3 xh2


w(x) =
=
6
6

, 3 ..., 2008

f (x) = ex, x [1, 1]. h


f (x) p2(x) k
.
x0, x1, x2

1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x

h = x1 x0 = x2 x1 x0 x x2



1

1
x
||e p2(x)||
max (x x0)(x x1)(x x2) e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h

(x x0)(x x1)(x x2) x3 xh2


w(x) =
=
6
6
max w(x)
2
2
3x

h
w0(x) =
=0
6
, 3 ..., 2008

x = h/ 3
7

(x x )(x x )(x x )

h3



0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3

3
h
||ex p2(x)|| e 0.174h3
9 3

, 3 ..., 2008

(x x )(x x )(x x )

h3



0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3

3
h
||ex p2(x)|| e 0.174h3
9 3

k .

h3
1 k
e 10
2
9 3

, 3 ..., 2008

s
r
3 9 3
3 2.87

.
h
k
k
2e10
10


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

, 3 ..., 2008


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

, 3 ..., 2008

a0 = y0


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

p(x1) = y1

, 3 ..., 2008

a0 = y0
y1 a0
a1 =
x1 x0


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

p(x1) = y1

p(x2) = y2

, 3 ..., 2008

a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0


x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)
() a0, a1, a2, . . . , an

p(x0) = y0

p(x1) = y1

p(x2) = y2

p(x3) = y3

, 3 ..., 2008

a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0
a3 =


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.

, 3 ..., 2008

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

, 3 ..., 2008

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

, 3 ..., 2008

1
a0 =
2

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

p(2.5) = 2/5

, 3 ..., 2008

1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

p(2.5) = 2/5

p(4) = 1/4

, 3 ..., 2008

1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
 2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20

10


f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2

p2(x) = a0 + a1(x x0) + a2(x x0)(x x1)


() a0, a1, a2

p(2) = 1/2

p(2.5) = 2/5

p(4) = 1/4

1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
 2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20

p2(x) = 0.5 0.2(x 2) + 0.05(x 2)(x 2.5) = 0.05x2 0.425x + 1.15


, 3 ..., 2008

10

( f (x) = 1 + x3)

xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .

, 3 ..., 2008

11

( f (x) = 1 + x3)

xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .

x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.

, 3 ..., 2008

11

( f (x) = 1 + x3)

xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .

x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.

x(x 1)
p2(x) = 1 + 1 x + 6
2
p2(1.5) = 4.75.
, 3 ..., 2008

11

Lagrange

, 3 ..., 2008

12

Lagrange

Lagrange
xn+1
Lagrange Li, .

, 3 ..., 2008

12

Lagrange

Lagrange
xn+1
Lagrange Li, .

an+1,
.

yi.

, 3 ..., 2008

12

Lagrange

Lagrange
xn+1
Lagrange Li, .

an+1,
.

yi.

x (
) Lagrange

ai O(n) Horner (. . 1).

, 3 ..., 2008

12


f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i

0(x0)(f ) = f (x0)
0
0

(x
)(f
)

(x0)(f ) f (x1) f (x0)


1
1
(x0, x1)(f ) =
=
x1 x0
x1 x0

..

..

..

i1(x1, x2, . . . xi)(f ) i1(x0, x1, . . . xi1)(f


(x0, x1, . . . xi)(f ) =
xi x0
i

i(x0, x1, . . . xi)(f ) i f


x0, . . . , xi.

, 3 ..., 2008

13


f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i

0(x0)(f ) = f (x0)
0
0

(x
)(f
)

(x0)(f ) f (x1) f (x0)


1
1
(x0, x1)(f ) =
=
x1 x0
x1 x0

..

..

..

i1(x1, x2, . . . xi)(f ) i1(x0, x1, . . . xi1)(f


(x0, x1, . . . xi)(f ) =
xi x0
i

i(x0, x1, . . . xi)(f ) i f


x0, . . . , xi.

pn(x) = a0 + a1(x x0) + a2(x x0)(x x1) +


+ an(x x0)(x x1) (x xn1)

, 3 ..., 2008

13

() a0, a1, . . . , an

ai = i(x0, x1, . . . xi)(f ),

, 3 ..., 2008

i = 0, . . . , n

14

() a0, a1, . . . , an

ai = i(x0, x1, . . . xi)(f ),

i = 0, . . . , n

x0 f (x0) &
1(x0, x1)(f ) &
2(x0, x1, x2)(f )

x1 f (x1) %
1(x1, x2)(f ) %
x2

2(x1, x2, x3)(f )

f (x2)
1(x2, x3)(f )

x3

f (x3)

..

..

3(x0, x1, x2, x3)(f )


..

..

..

a0 = f (x0), a1 = 1(x0, x1)(f ), a2 = 2(x0, x1, x2)(f )

, 3 ..., 2008

14

f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.

, 3 ..., 2008

15

f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.
xi f (xi)

2 3
3 2
5 6
, 1(x0, x1).

(2) (3) (2) (3) 1


1(x0, x1) =
=
= 1,
x1 x0
32
1

2 3 &
1
3 2 %
5

1(x1, x2),
, 3 ..., 2008

15

6 (2) 8
(x1, x2) =
= = 4,
53
2
1

1
3 2 &

.
4

5 6%
2(x0, x1, x2)
41 3
2
= = 1,
(x0, x1, x2) =
52 3

2 3
1&
3 2

4%
5
, 3 ..., 2008

6
16

p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f

, 3 ..., 2008

17

p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f

,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3

, 3 ..., 2008

17

p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f

,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3
(p P3)
:

, 3 ..., 2008

17

3&
1/2 &

3/2 13/4 %

1/3 &
1/6 %

2
5/3 %

3
2/3

, 3 ..., 2008

5/3

18

3&
1/2 &

3/2 13/4 %

1/3 &
1/6 %

2
5/3 %

3
2/3

5/3

a0 = 0(x0)(f ) = 3
a1 = 1(x0, x1)(f ) = 1/2
a2 = 2(x0, x1, x2)(f ) = 1/3
a3 = 3(x0, x1, x2, x3)(f ) = 2

1
1
p3(x) = 3 + (x 1) + (x 1)(x 3/2)2(x 1)(x 3/2)x
2
3

, 3 ..., 2008

18

n
.
n
Y
||f (n+1)||

||f (x) p(x)|| max (x xi)


axb
(n + 1)!
i=0

Qn

xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!

n+1 =

i=0(x

[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)

, 3 ..., 2008

19

n
.
n
Y
||f (n+1)||

||f (x) p(x)|| max (x xi)


axb
(n + 1)!
i=0

Qn

xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!

n+1 =

i=0(x

[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)

f C[1, 1]
, 3 ..., 2008

lim ||f pn|| = 0

19

1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].

, 3 ..., 2008

20

1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].

, 3 ..., 2008

20

1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].

( Runge)

lim ||f pn|| =

n
, 3 ..., 2008

20

xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n

, 3 ..., 2008

21

xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n




Chebyshev xi = cos 2i+1


n+1 2 , i = 0, . . . , n

, 3 ..., 2008

21

xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n




Chebyshev xi = cos 2i+1


n+1 2 , i = 0, . . . , n

Chebyshev Tn+1

Tn+1 = cos((n + 1) arccos x),

x [1, 1]

n .
, 3 ..., 2008

21

Runge Chebyshev

f=

1
1+25x2

n = 17
n = 17 Chebyshev

, 3 ..., 2008

22

Runge Chebyshev

lim ||f pn|| = 0

, 3 ..., 2008

23

Runge Chebyshev

lim ||f pn|| = 0

:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,

lim ||f pn|| =

, 3 ..., 2008

23

Runge Chebyshev

lim ||f pn|| = 0

:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,

lim ||f pn|| =

. Faber
n
.

, 3 ..., 2008

23



11

, 3 ..., 2008

splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :

, 3 ..., 2008

splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :
00
1: s00
(x
)
:=
s
i
i
i , i.
( ),
S 00(x) .

, 3 ..., 2008

splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :
00
1: s00
(x
)
:=
s
i
i
i , i.
( ),
S 00(x) .
00
2:[ s00
(x)]

S
(x)
i
s00i (xi+1) := s00i+1



1
s00i (x) =
s00i (xi+1 x) + s00i+1(xi x)
hi

, 3 ..., 2008

splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :
00
1: s00
(x
)
:=
s
i
i
i , i.
( ),
S 00(x) .
00
2:[ s00
(x)]

S
(x)
i
s00i (xi+1) := s00i+1



1
s00i (x) =
s00i (xi+1 x) + s00i+1(xi x)
hi
3:[ si(x)] si(x) 2
s00
i (x)


1  00
si (xi+1 x)3 +s00i+1(xxi)3 +Ci(xxi)+Di(xi+1 x) (1)
si(x) =
6hi
, 3 ..., 2008

4:[ Ci, Di- ]


[xi, xi+1] si(xi) = yi si(xi+1) = yi+1
(3), ,
yi hi 00
Di = si
hi
6

yi+1 hi 00
Ci =
si+1
hi
6

[xi, xi+1]

 y
 y h s00 
00 
h
s
1  00
i
i+1
i
i
si (xi+1x)3+s00i+1(xxi)3 +
si(x) =
i+1 (xxi)+
i (xi+1x
6hi
hi
6
hi
6
(2)

, 3 ..., 2008

4:[ Ci, Di- ]


[xi, xi+1] si(xi) = yi si(xi+1) = yi+1
(3), ,
yi hi 00
Di = si
hi
6

yi+1 hi 00
Ci =
si+1
hi
6

[xi, xi+1]

 y
 y h s00 
00 
h
s
1  00
i
i+1
i
i
si (xi+1x)3+s00i+1(xxi)3 +
si(x) =
i+1 (xxi)+
i (xi+1x
6hi
hi
6
hi
6
(2)

5:[ si(x) ] (4)


 y
1
yi hi 00
i+1 hi 00
0
00
2
00
2
si(x) =
si (xi+1 x) +si+1(xi x) +
si+1 + si (3)
2hi
hi
6
hi 6
s0i(xi) = s0i1(xi)
s0i(xi)

z
}|i
{
1
hi 00
hi 00
= 6 si+1 3 si + (yi+1 yi)
hi

(4)

bi1

s0i1(xi) =

, 3 ..., 2008

hi1 00
6 si1

hi1 00
3 si +

}|
{
1
(yi yi1)

hi1

(5)

. . . 5 . . . s0i(xi) = s0i1(xi) (6)=(7)

hi1s00i1 + 2(hi + hi1)s00i + his00i+1 = 6(bi bi1),

i = 1, . . . , n 1 (6)

. (n 1) (n 1)

, 3 ..., 2008

. . . 5 . . . s0i(xi) = s0i1(xi) (6)=(7)

hi1s00i1 + 2(hi + hi1)s00i + his00i+1 = 6(bi bi1),

i = 1, . . . , n 1 (6)

. (n 1) (n 1)
6:[ () s00
i]

1
h0 u1 h1

h1 u2 h2

h2 u3 h3

... ...
...

hn3 un2 hn2

hn2 un1 hn1


1

s000
s001
s002
s003
...

s00n2
s00n2
s00n

0
v1
v2
v3
...

vn2
vn1
0

(7)

ui = 2(hi + hi1) vi = 6(bi bi1). (n + 1) (n + 1)


(9) (4)
si(x) [xi, xi+1].
, 3 ..., 2008

(
s0(x0) = f 0(x0),
0

s (xn) = f (xn)

(8)

(
s00(x0) = f 00(x0),
00

00

s (xn) = f (xn)

(9)


,
. (11)
2 (10)
(5).

, 3 ..., 2008

(
s0(x0) = f 0(x0),
0

s (xn) = f (xn)

(8)

(
s00(x0) = f 00(x0),
00

00

s (xn) = f (xn)

(9)


,
. (11)
2 (10)
(5).
,
, spline
,
, 3 ..., 2008

spline

xi
-1 0 1
f (xi) = yi 1 2 -1

, 3 ..., 2008

spline

xi
-1 0 1
f (xi) = yi 1 2 -1
(9)

0
1
s000

00
h0 u1 h1 s1 = v1
0
1
s002

(10)

h0, h1, b0, b1, u1, v1 h0 = h1 = 1,

b0 =

1
h0 (y1

y0) = 1, b1 =

1
h1 (y2

y1) = 3

u1 = 2(h0 + h1) = 4, v1 = 6(b1 b0) = 24.

, 3 ..., 2008

spline

xi
-1 0 1
f (xi) = yi 1 2 -1
(9)

0
1
s000

00
h0 u1 h1 s1 = v1
0
1
s002

(10)

h0, h1, b0, b1, u1, v1 h0 = h1 = 1,

b0 =

1
h0 (y1

y0) = 1, b1 =

1
h1 (y2

y1) = 3

u1 = 2(h0 + h1) = 4, v1 = 6(b1 b0) = 24.

, 3 ..., 2008

(10)

0
s000

00
s1 = 6
0
s002

, 3 ..., 2008

(10)

0
s000

00
s1 = 6
0
s002

(4)

 y
 y h s00 
00 
h
s
1  00
i
i+1
i
i
i+1
si(x) =
si (xi+1x)3+s00i+1(xxi)3 +

i (xi+1x
(xxi)+
6hi
hi
6
hi
6

, 3 ..., 2008

(10)

0
s000

00
s1 = 6
0
s002

(4)

 y
 y h s00 
00 
h
s
1  00
i
i+1
i
i
i+1
si(x) =
si (xi+1x)3+s00i+1(xxi)3 +

i (xi+1x
(xxi)+
6hi
hi
6
hi
6

S(x) =

(
s1(x) = (x + 1)3 + 3(x + 1) x 1,
s2(x) = (1 x)3 x + 3(1 x),

, 3 ..., 2008

x [1, 0]

x [0, 1]

spline

xi
1 2 3 4
f (xi) = yi 1 21 13 14

, 3 ..., 2008

spline

xi
1 2 3 4
f (xi) = yi 1 21 13 14
(9)

h0 u1 h1

h1 u2 h2

s000
s001
s002
s003

0
v1
v2
0

(11)

hi = h = 1

, 3 ..., 2008

spline

xi
1 2 3 4
f (xi) = yi 1 21 13 14
(9)

h0 u1 h1

h1 u2 h2

s000
s001
s002
s003

0
v1
v2
0

(11)

hi = h = 1

, 3 ..., 2008

s1(x) =
S(x) = s2(x) =

s (x) =
3

1
7
3
(x

1)
x [1, 2]

12
12 (x 1) + 1,
1
1
1
1
3
2
(x

2)
+
(x

2)

(x

1)
+
12
4
3
2,
1
1
(x

4)
+
x [3, 4]
12
4,

, 3 ..., 2008

x [2, 3]

s1(x) =
S(x) = s2(x) =

s (x) =
3

1
7
3
(x

1)
x [1, 2]

12
12 (x 1) + 1,
1
1
1
1
3
2
(x

2)
+
(x

2)

(x

1)
+
12
4
3
2,
1
1
(x

4)
+
x [3, 4]
12
4,

, 3 ..., 2008

x [2, 3]

spline

, 3 ..., 2008

Hermite

spline

spline 100

, 3 ..., 2008

10

spline 100

, 3 ..., 2008

10

spline
f C 4[a, b], := a = x0 < x1 < . . . < xn = b
S S3() spline (10)

h = max (xi xi1),


1in

h
.
M=
min1in(xi xi1)

Cm, m = 0, 1, 2, 3 ( f h) ..

||f (m) S (m)|| Cmh4m||f (4)||


5
,
C0 =
384

1
C1 = ,
24

, 3 ..., 2008

3
C2 = ,
8

n 1
1 o
C3 = max 2, (M + ) .
2
M

11

spline
f C 4[a, b], := a = x0 < x1 < . . . < xn = b
S S3() spline (10)

h = max (xi xi1),


1in

h
.
M=
min1in(xi xi1)

Cm, m = 0, 1, 2, 3 ( f h) ..

||f (m) S (m)|| Cmh4m||f (4)||


5
,
C0 =
384

1
C1 = ,
24

3
C2 = ,
8

n 1
1 o
C3 = max 2, (M + ) .
2
M

f C 4[a, b] spline O(h4)


O(h4m)
m.

, 3 ..., 2008

11

() ()
spline () spline,

, 3 ..., 2008

12

, 3 ..., 2008

13

. 4:
()
(data).

, 3 ..., 2008

14

. 4:
()
(data).


(--).
()
.

, 3 ..., 2008

14

. 4:
()
(data).


(--).
()
.


,
.

, 3 ..., 2008

14

. 4:
()
(data).


(--).
()
.


,
.

, 3 ..., 2008

14

(
) n ,

n .

, 3 ..., 2008

15

(
) n ,

n .

(, , ..)
n xi, i = 1, . . . , n n yi, i = 1, . . . , n.
f := f (x, a1, a2, . . . am)
( a1, a2, . . . am) .
, .

min

n h
X

i2
yi f (xi, a1, a2, . . . am) = min ||E||22

i=1

, 3 ..., 2008

15

(
) n ,

n .

(, , ..)
n xi, i = 1, . . . , n n yi, i = 1, . . . , n.
f := f (x, a1, a2, . . . am)
( a1, a2, . . . am) .
, .

min

n h
X

i2
yi f (xi, a1, a2, . . . am) = min ||E||22

i=1

E
E
= 0,
ai
, 3 ..., 2008

i = 1, . . . , m
15



p, ( ),
(xi, yi), i = 1, . . . , n, .

p(x) = ax + b

, 3 ..., 2008

16



p, ( ),
(xi, yi), i = 1, . . . , n, .

p(x) = ax + b
a b, .. E

E(a, b) =

n h
X

i2
yi (axi + b) ,

i=1

, 3 ..., 2008

16



p, ( ),
(xi, yi), i = 1, . . . , n, .

p(x) = ax + b
a b, .. E

E(a, b) =

n h
X

i2
yi (axi + b) ,

i=1

, 3 ..., 2008

16

E
=0
a
E
=0
b

, 3 ..., 2008

Pn h

i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0

17

E
=0
a
E
=0
b

Pn h

i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0

( )

n
X

x2i + b

i=1

n
X

xi =

i=1

n
X

xi + nb =

i=1


 P

n
2
x
Pni=1 i
i=1 xi

, 3 ..., 2008

Pn

i=1 xi

n
X
i=1
n
X

xiyi
yi

i=1



a
b

 Pn

xiyi
i=1
= Pn
i=1 yi

17


n
1X
(xi xj )2 6= 0
=
2 i,j=1
j6=i

()
n
n
n
h
i
X
X
X
1
a =
n
xiyi
xi
yi
i=1
i=1
i=1

b =

, 3 ..., 2008

n
h
X
1

i=1

x2i

n
X
i=1

yi

n
X
i=1

xiyi

n
X

xi

i=1

18

(xi, yi), i = 1, . . . , n
.
,
.

, 3 ..., 2008

19

(xi, yi), i = 1, . . . , n
.
,
.

Pn

i=1 xiyi

Pn

i=1 xi

Pn

i=1 yi

r = r

 P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2

, 3 ..., 2008

19

(xi, yi), i = 1, . . . , n
.
,
.

Pn

i=1 xiyi

Pn

i=1 xi

Pn

i=1 yi

r = r

 P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2
1 1.

,
.

, 3 ..., 2008

19

xi yi.
,
.

, 3 ..., 2008

20

(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.

, 3 ..., 2008

21

(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.

i

xi

yi

x2i

yi2

xiyi

1
2
3
4
5
6

1
2
3
4
5
6

0
3
5
8
10
13

1
4
9
16
25
36

0
9
25
64
100
169

0
6
15
32
50
78

21

39

91

367

181

, 3 ..., 2008

21

(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.

i

xi

yi

x2i

yi2

xiyi

1
2
3
4
5
6

1
2
3
4
5
6

0
3
5
8
10
13

1
4
9
16
25
36

0
9
25
64
100
169

0
6
15
32
50
78

21

39

91

367

181

91 21
21 6



a
b


=

181
39

a = 2.543, b = 2.4

r 2 = 0.998 ( ).
, 3 ..., 2008

21



12

, 3 ..., 2008



p, ( ),
(xi, yi), i = 1, . . . , n, .

p(x) = ax + b

, 3 ..., 2008



p, ( ),
(xi, yi), i = 1, . . . , n, .

p(x) = ax + b
a b, .. E

E(a, b) =

n h
X

i2
yi (axi + b) ,

i=1

, 3 ..., 2008



p, ( ),
(xi, yi), i = 1, . . . , n, .

p(x) = ax + b
a b, .. E

E(a, b) =

n h
X

i2
yi (axi + b) ,

i=1

, 3 ..., 2008

E
=0
a
E
=0
b

, 3 ..., 2008

Pn h

i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0

E
=0
a
E
=0
b

Pn h

i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0

( )

n
X

x2i + b

i=1

n
X

xi =

i=1

n
X

xi + nb =

i=1


 P

n
2
x
Pni=1 i
i=1 xi

, 3 ..., 2008

Pn

i=1 xi

n
X
i=1
n
X

xiyi
yi

i=1



a
b

 Pn

xiyi
i=1
= Pn
i=1 yi


n
1X
(xi xj )2 6= 0
=
2 i,j=1
j6=i

()
n
n
n
h
i
X
X
X
1
a =
n
xiyi
xi
yi
i=1
i=1
i=1

b =

, 3 ..., 2008

n
h
X
1

i=1

x2i

n
X
i=1

yi

n
X
i=1

xiyi

n
X

xi

i=1

(xi, yi), i = 1, . . . , n
.
,
.

, 3 ..., 2008

(xi, yi), i = 1, . . . , n
.
,
.

Pn

i=1 xiyi

Pn

i=1 xi

Pn

i=1 yi

r = r

 P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2

, 3 ..., 2008

(xi, yi), i = 1, . . . , n
.
,
.

Pn

i=1 xiyi

Pn

i=1 xi

Pn

i=1 yi

r = r

 P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2
1 1.

,
.

, 3 ..., 2008

xi yi.
,
.

, 3 ..., 2008

(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.

, 3 ..., 2008

(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.

i

xi

yi

x2i

yi2

xiyi

1
2
3
4
5
6

1
2
3
4
5
6

0
3
5
8
10
13

1
4
9
16
25
36

0
9
25
64
100
169

0
6
15
32
50
78

21

39

91

367

181

, 3 ..., 2008

(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.

i

xi

yi

x2i

yi2

xiyi

1
2
3
4
5
6

1
2
3
4
5
6

0
3
5
8
10
13

1
4
9
16
25
36

0
9
25
64
100
169

0
6
15
32
50
78

21

39

91

367

181

91 21
21 6



a
b


=

181
39

a = 2.543, b = 2.4

r 2 = 0.998 ( ).
, 3 ..., 2008


(xi, yi), i = 1, . . . , n
.

, 3 ..., 2008


(xi, yi), i = 1, . . . , n
.

y = AeBx

, 3 ..., 2008


(xi, yi), i = 1, . . . , n
.

y = AeBx

ln y = ln A + Bx = a + bx,

a = ln A, b = B

, ,

E(a, b) =

n h
X

n h
i2 X
i2
ln yi (ln A + Bxi) =
ln yi (a + bxi)

i=1


, 3 ..., 2008

i=1
E
a

= 0 E
b = 0
7

( )
na + b

n
X
i=1

xi + b

n
X
i=1
n
X
i=1

xi =
x2i =

n
X
i=1
n
X

ln yi
xi ln yi

i=1

a b A = ea B = b

, 3 ..., 2008

( )
na + b

n
X
i=1

xi + b

n
X
i=1
n
X
i=1

xi =
x2i =

n
X
i=1
n
X

ln yi
xi ln yi

i=1

a b A = ea B = b

, 3 ..., 2008

y = AeBx
y x = 0.3.

(0, 9.532), (0.25, 7.983), (0.4, 4.826), (0.5, 5.503)

, 3 ..., 2008

y = AeBx
y x = 0.3.

(0, 9.532), (0.25, 7.983), (0.4, 4.826), (0.5, 5.503)



i

xi

yi

ln yi

x2i

xi ln yi

1
2
3
4

0.00
.25
0.40
0.5

9.532
7.983
4.826
5.503

2.255
2.077
1.574
1.705

0.00
0.063
0.160
0.250

0.00
0.519
0.630
0.853

7.611

0.473

2.002

, 3 ..., 2008

1.15

y = AeBx
y x = 0.3.

(0, 9.532), (0.25, 7.983), (0.4, 4.826), (0.5, 5.503)



i

xi

yi

ln yi

x2i

xi ln yi

1
2
3
4

0.00
.25
0.40
0.5

9.532
7.983
4.826
5.503

2.255
2.077
1.574
1.705

0.00
0.063
0.160
0.250

0.00
0.519
0.630
0.853

7.611

0.473

2.002

1.15

a = 2.821 A = e2.821 A = 9.787,

B = b = 1.316

y = 9.787e1.326x.
x = 0.3

y(0.3) = 9.787e1.3260.3 = 9.787e0.395 = 6.595


, 3 ..., 2008

y = AxB

, 3 ..., 2008

10

y = AxB

ln y = ln A + B ln x = a + b
x,

a = ln A, b = B

, ,

E(a, b) =

n h
X

n h
i2 X
i2
ln yi (ln A + B ln xi) =
ln yi (a + bxi)

i=1

, 3 ..., 2008

i=1
E
a

= 0 E
b = 0

10

( )
na + b

n
X
i=1

ln xi + b

n
X

ln xi =

n
X

i=1
n
X

i=1
n
X

i=1

i=1

ln2 xi =

ln yi
ln xi ln yi

a b A = ea B = b

, 3 ..., 2008

11

( )
na + b

n
X
i=1

ln xi + b

n
X

ln xi =

n
X

i=1
n
X

i=1
n
X

i=1

i=1

ln2 xi =

ln yi
ln xi ln yi

a b A = ea B = b

, 3 ..., 2008

11

y = AxB
y x = 0.3.

(1, 2.87), (2, 4.51), (4, 6.11), (10, 9.43)

, 3 ..., 2008

12

y = AxB
y x = 0.3.

(1, 2.87), (2, 4.51), (4, 6.11), (10, 9.43)



i

xi

yi

ln xi

ln yi

ln2 xi

ln xi ln yi

1
2
3
4

1
2
4
10

2.87
4.51
6.11
9.43

0.000
0.693
1.386
2.303

1.054
1.506
1.810
2.244

0.000
0.480
1.922
5.302

0.000
1.044
2.509
5.167

4.382

6.614

7.704

8.720

, 3 ..., 2008

12

y = AxB
y x = 0.3.

(1, 2.87), (2, 4.51), (4, 6.11), (10, 9.43)



i

xi

yi

ln xi

ln yi

ln2 xi

ln xi ln yi

1
2
3
4

1
2
4
10

2.87
4.51
6.11
9.43

0.000
0.693
1.386
2.303

1.054
1.506
1.810
2.244

0.000
0.480
1.922
5.302

0.000
1.044
2.509
5.167

4.382

6.614

7.704

8.720

a = 1.098 A = e1.098 A = 2.997,

B = b = 0.508

y = 2.997x0.508.

, 3 ..., 2008

12

, 3 ..., 2008

13


Ax
y=
B+x

, 3 ..., 2008

1 B1 1
=
+
y Ax A

y = a
x+b

13


Ax
y=
B+x

1 B1 1
=
+
y Ax A

y = a
x+b


y = a + b ln x

, 3 ..., 2008

y = a + b
x

13


Ax
y=
B+x

1 B1 1
=
+
y Ax A

y = a
x+b


y = a + b ln x

y = a + b
x


.
, 3 ..., 2008

13

()

(xi, yi), i = 1, . . . , n p, k
( k << n), p(x) = a0 + a1x + a2x2 + + ak xk

, 3 ..., 2008

14

()

(xi, yi), i = 1, . . . , n p, k
( k << n), p(x) = a0 + a1x + a2x2 + + ak xk
a0, . . . ak , ..
E ,

E(a0, . . . , ak ) =

n h
X

i2
yi (a0 + a1xi + a2x2i + + ak xki ) ,

i=1

, 3 ..., 2008

14

()

(xi, yi), i = 1, . . . , n p, k
( k << n), p(x) = a0 + a1x + a2x2 + + ak xk
a0, . . . ak , ..
E ,

E(a0, . . . , ak ) =

n h
X

i2
yi (a0 + a1xi + a2x2i + + ak xki ) ,

i=1

k + 1
n


X
E
= 2
xji yi a0 a1xi ak xik = 0,
aj
i=1

j = 0, 1, . . . , k

() (k + 1) (k + 1)
.
, 3 ..., 2008

14

:
k
X
m=0

am

n
X

xj+m
=
i

i=1

, 3 ..., 2008

n
X

xj iyi,

j = 0, 1, . . . , k,

i=1

15

:
k
X

am

n
X

m=0

xj+m
=
i

i=1

n
X

xj iyi,

n
X

xi + a2

i=1

a0
a0

i=1
n
X

xi + a1
x2i + a1

n
X
i=1
n
X

i=1

x2i + a2
x3i + a2

i=1

a0

i=1

xki + a1

n
X
i=1

n
X

x2i + + ak

i=1
n
X
i=1
n
X

x3i + + ak
x4i + + ak

xk+1
+ a2
i

n
X
i=1
n
X

i=1

xki

xk+1
=
i
xk+2
=
i

i=1

...
n
X

n
X
i=1

i=1

...
n
X

i=1

a0n + a1
n
X

j = 0, 1, . . . , k,

xk+2
+ + ak
i

n
X
i=1
n
X
i=1
n
X

yi
xiyi
x2i yi

i=1

...
n
X
i=1

...

x2k
i

n
X

xki yi

i=1


a0, . . . ak
, 3 ..., 2008

15

, 3 ..., 2008

16

, 3 ..., 2008

16

, 3 ..., 2008

16

xi
yi

0.05
0.956

0.11

.15

0.31

0.46

0.52

0.890

0.832

0.717

0.571

0.539

, 3 ..., 2008

0.70
0.378

0.74
0.370

0.82
0.306

0.98
0.242

1.17
0104

17

xi
yi

0.05
0.956

0.11

.15

0.31

0.46

0.52

0.890

0.832

0.717

0.571

0.539

0.70
0.378

0.74
0.370

0.82
0.306

0.98
0.242

1.17
0104

xi

yi

x2i

x3i

x4i

xiyi

x2i yi

6.01

5.905

4.6545

4.1150

3.9161

2.1839

1.3347

1
2
3
4
5
6
7
8
9
10
11


, 3 ..., 2008

17

11a0 + 6.01a1 + 4.6545a2 = 5.9050


6.01a0 + 4.6545a1 + 4.1150a2 = 2.1839
4.6545a0 + 4.1150a1 + 3.9161a2 = 1.3357

a0 = 0.998,

a1 = 1.018,

a2 = 0.225.

(
2 )

p2(x) = 0.998 1.018x + 0.225x2.

, 3 ..., 2008

18



.

x1, x2

y = a + bx1 + cx2
(x1i, x2i, yi).

, 3 ..., 2008

19



.

x1, x2

y = a + bx1 + cx2
(x1i, x2i, yi).
a, b, c ..

, 3 ..., 2008

19



.

x1, x2

y = a + bx1 + cx2
(x1i, x2i, yi).
a, b, c ..

E(a, b, c) =

n h
X

i2
yi (a + bx1i + a2x2i) ,

i=1

, 3 ..., 2008

19



.

x1, x2

y = a + bx1 + cx2
(x1i, x2i, yi).
a, b, c ..

E(a, b, c) =

n h
X

i2
yi (a + bx1i + a2x2i) ,

i=1

E
= 0,
a

, 3 ..., 2008

E
= 0,
b

E
= 0.
c

19

an + b

n
X

x1i + c

i=1

a
a

n
X
i=1
n
X

x1i + b
x2i + b

i=1

n
X
i=1
n
X
i=1

x21i + c

n
X

x22i =

i=1
n
X

x1ix2i =

i=1

x1ix2i + c

n
X
i=1

x22i =

n
X
i=1
n
X
i=1
n
X

yi
x1iyi
x2iyi

i=1

, x1i x2i, i = 1, . . . , n
.

, 3 ..., 2008

20

an + b

n
X

x1i + c

i=1

a
a

n
X
i=1
n
X

x1i + b
x2i + b

i=1

n
X
i=1
n
X
i=1

x21i + c

n
X

x22i =

i=1
n
X

x1ix2i =

i=1

x1ix2i + c

n
X
i=1

x22i =

n
X
i=1
n
X
i=1
n
X

yi
x1iyi
x2iyi

i=1

, x1i x2i, i = 1, . . . , n
.

s
Ryx1x2 =

2 )2 + (r 2 )2 2(r 2 )2(r 2
2(r 2 )2
(ryx
)
yx
yx
x
x
yx1
1
2
1
1 2
1 (rx21x2 )2


.
, 3 ..., 2008

20

-

.
(X, || ||) Y X ,
x X . y Y

z Y

||x y|| ||x z||

x Y .

, 3 ..., 2008

21

-

.
(X, || ||) Y X ,
x X . y Y

z Y

||x y|| ||x z||

x Y .
:
.
Pn
n
: R , (x, y) = i=1 xiyi := (x, y)2
C[a, b], (f, g) =

Rb
a

f (x)g(x)dx

C[a, b]

||f ||22 =

f 2(x)dx

a
, 3 ..., 2008

21


f (x) C[a, b]
(.. Pn)

, 3 ..., 2008

22


f (x) C[a, b]
(.. Pn)

C[a, b], .
||E||22 =

[f (x) pn(x)]2dx min

, 3 ..., 2008

22


f (x) C[a, b]
(.. Pn)

C[a, b], .
||E||22 =

[f (x) pn(x)]2dx min

a
n

pn(x) = a0 + a1x + + anx =

Pn

i
a
x
,
i
i=0

E
= 0, j = 0, . . . , n. .,
aj
n
Z b
 Z b
X
ai
xi+j dx =
xj f (x)dx, j = 0, . . . , n
i=0


, 3 ..., 2008

22


n
X

ai(xi, xj ) = (f, xj ),

j = 0, . . . , n , .,

i=0

(x0, x0)a0 + (x1, x0)a1 + + (xn, x0)an = (f, x0)


(x0, x1)a0 + (x2, x1)a1 + + (xn, x1)an = (f, x1)
..

..

(x1, xn)a0 + (x2, xn)a1 + + (xn, xn)an = (f, xn)


G Gram.

, 3 ..., 2008

23


n
X

ai(xi, xj ) = (f, xj ),

j = 0, . . . , n , .,

i=0

(x0, x0)a0 + (x1, x0)a1 + + (xn, x0)an = (f, x0)


(x0, x1)a0 + (x2, x1)a1 + + (xn, x1)an = (f, x1)
..

..

(x1, xn)a0 + (x2, xn)a1 + + (xn, xn)an = (f, xn)


G Gram.
i = xi, i = 0, . . . , n Pn.

, 3 ..., 2008

23


n
X

ai(xi, xj ) = (f, xj ),

j = 0, . . . , n , .,

i=0

(x0, x0)a0 + (x1, x0)a1 + + (xn, x0)an = (f, x0)


(x0, x1)a0 + (x2, x1)a1 + + (xn, x1)an = (f, x1)
..

..

(x1, xn)a0 + (x2, xn)a1 + + (xn, xn)an = (f, xn)


G Gram.
i = xi, i = 0, . . . , n Pn.
p2 P2
f (x) = cos x, P2 [1, 1],
||f p2||.
, 3 ..., 2008

23

2 0 23
a0
0

2
0 3 0 a1 = 0
2
2
2
a
0
2
3
5
2
a0 =

15
,a
4 2 1

45
= 0, a2 = 4
2 ,

15
p2(x) = 2 (1 3x2).
4

, 3 ..., 2008

24

2 0 23
a0
0

2
0 3 0 a1 = 0
2
2
2
a
0
2
3
5
2
a0 =

15
,a
4 2 1

45
= 0, a2 = 4
2 ,

15
p2(x) = 2 (1 3x2).
4

||f p2|| =

Z

, 3 ..., 2008

(cos x p2(x))2dx

1/2

45 1/2
= 1 4
2


24

y = a00(x) + a11(x) + a22(x) + + ann(x)

, 3 ..., 2008

25

y = a00(x) + a11(x) + a22(x) + + ann(x)


i(x) = xi, i = 0, . . . , n
G Gram .

, 3 ..., 2008

25

y = a00(x) + a11(x) + a22(x) + + ann(x)


i(x) = xi, i = 0, . . . , n
G Gram .

, G = I .
i(x)i = 0, . . . , n.

, 3 ..., 2008

25

y = a00(x) + a11(x) + a22(x) + + ann(x)


i(x) = xi, i = 0, . . . , n
G Gram .

, G = I .
i(x)i = 0, . . . , n.
(i, j ) = 0, i 6= j ||i|| = 1, i.

, 3 ..., 2008

25

y = a00(x) + a11(x) + a22(x) + + ann(x)


i(x) = xi, i = 0, . . . , n
G Gram .

, G = I .
i(x)i = 0, . . . , n.
(i, j ) = 0, i 6= j ||i|| = 1, i.
( )

ai = (f, i)

, 3 ..., 2008

25

y = a00(x) + a11(x) + a22(x) + + ann(x)


i(x) = xi, i = 0, . . . , n
G Gram .

, G = I .
i(x)i = 0, . . . , n.
(i, j ) = 0, i 6= j ||i|| = 1, i.
( )

ai = (f, i)

Pn, G Gram ,
Pn
.
, 3 ..., 2008

25

,
Pn, Legendre.

, 3 ..., 2008

26

,
Pn, Legendre.
Legendre, Pn, (, )
[1, 1]

(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),

n1

P0(x) = 1 P1(x) = x.

, 3 ..., 2008

26

,
Pn, Legendre.
Legendre, Pn, (, )
[1, 1]

(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),

n1

P0(x) = 1 P1(x) = x.

1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8

, 3 ..., 2008

..

26

,
Pn, Legendre.
Legendre, Pn, (, )
[1, 1]

(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),

n1

P0(x) = 1 P1(x) = x.

1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8

, 3 ..., 2008

2
(Pi, Pi) =
,
2i + 1

i.

..

(1)

26

p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.

, 3 ..., 2008

27

p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.

Legendre

y = p2 = a00(x) + a11(x) + a22(x) = a0P0(x) + a1P1(x) + a2P2(x)

, 3 ..., 2008

27

p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.

Legendre

y = p2 = a00(x) + a11(x) + a22(x) = a0P0(x) + a1P1(x) + a2P2(x)


:

(Pi, Pi)ai = (f, Pi),

, 3 ..., 2008

i = 0, 1, 2

27

p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.

Legendre

y = p2 = a00(x) + a11(x) + a22(x) = a0P0(x) + a1P1(x) + a2P2(x)


:

(Pi, Pi)ai = (f, Pi),


i = 0, 1, 2
(1) Z
2i + 1 1
ai =
Pi(x) cos xdx,
i = 0, 1, 2
2
1

a0 = 0,
,

a1 = 0,

15
a2 =
2 2

15
y = p2(x) = 2 (1 3x2)
4
, 3 ..., 2008

27



13

, 3 ..., 2008

. 4:

, 3 ..., 2008

()
, ,
f , .

, 3 ..., 2008

()
, ,
f , .

(xi, yi) ()
xi x 6= xi.

, 3 ..., 2008

()
, ,
f , .

(xi, yi) ()
xi x 6= xi.

Taylor

.

, 3 ..., 2008

()
, ,
f , .

(xi, yi) ()
xi x 6= xi.

Taylor

.


(, spline ...)

, 3 ..., 2008

Taylor
f : R R x

f (x + h) f (x)
f (x) = lim
h0
h
0

, 3 ..., 2008

Taylor
f : R R x

f (x + h) f (x)
f (x) = lim
h0
h
0

f (x + h) f (x)
f (x)
,
h
0

, 3 ..., 2008

()

Taylor
f : R R x

f (x + h) f (x)
f (x) = lim
h0
h
0

f (x + h) f (x)
f (x)
, ()
h
Taylor f (x) C n[a, b] x
0

h2 00
2! f (x)

h2 00
2! f (x)

f (x + h) = f (x) + hf (x) +
f (x h) = f (x) hf (x) +

, 3 ..., 2008

h3 000
3! f (x)

h3 000
3! f (x)

+ +

hn (n)
(1) (1)
n! f

+ +

hn (n)
(2) (2)
n! f

Taylor
f : R R x

f (x + h) f (x)
f (x) = lim
h0
h
0

f (x + h) f (x)
f (x)
, ()
h
Taylor f (x) C n[a, b] x
0

h2 00
2! f (x)

h2 00
2! f (x)

f (x + h) = f (x) + hf (x) +
f (x h) = f (x) hf (x) +

h3 000
3! f (x)

h3 000
3! f (x)

+ +

hn (n)
(1) (1)
n! f

+ +

hn (n)
(2) (2)
n! f


f (x+h)f (x)
h 00

h
2! f (1)
h 00
= f (x)fh(xh) + 2!
f (2)

(1) f 0(x) =
(2)

f 0(x)

, 3 ..., 2008

( ) (3)
( )

(4)

Taylor
f : R R x

f (x + h) f (x)
f (x) = lim
h0
h
0

f (x + h) f (x)
f (x)
, ()
h
Taylor f (x) C n[a, b] x
0

h2 00
2! f (x)

h2 00
2! f (x)

f (x + h) = f (x) + hf (x) +
f (x h) = f (x) hf (x) +

h3 000
3! f (x)

h3 000
3! f (x)

+ +

hn (n)
(1) (1)
n! f

+ +

hn (n)
(2) (2)
n! f


f (x+h)f (x)
h 00

h
2! f (1)
h 00
= f (x)fh(xh) + 2!
f (2)

(1) f 0(x) =
(2)

f 0(x)

, 3 ..., 2008

( ) (3)
( )

(4)
3

(2) (1)
2
f
(x
+
h)

f
(x

h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12

(5)

, 3 ..., 2008

(2) (1)
2
f
(x
+
h)

f
(x

h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12

(5)

f (x) [a, b] xi = a + ih, i = 0, . . . , n

, 3 ..., 2008

(2) (1)
2
f
(x
+
h)

f
(x

h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12

(5)

f (x) [a, b] xi = a + ih, i = 0, . . . , n

f (xi+1) f (xi)
f (xi) =
+ O(h)
h
f (xi) f (xi1)
0
f (xi) =
+ O(h)
h
f (xi+1) f (xi1)
0
f (xi) =
+ O(h2)
2h
0

O()
Taylor.

, 3 ..., 2008

(2) (1)
2
f
(x
+
h)

f
(x

h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12

(5)

f (x) [a, b] xi = a + ih, i = 0, . . . , n

f (xi+1) f (xi)
f (xi) =
+ O(h)
h
f (xi) f (xi1)
0
f (xi) =
+ O(h)
h
f (xi+1) f (xi1)
0
f (xi) =
+ O(h2)
2h
0

O()
Taylor.

O hk , k 0 (h) = O(hk )
C R : |(h)| Chk .
, 3 ..., 2008

(1) (2) f 00(x)


2
f
(x
+
h)

2f
(x)
+
f
(x

h)
h
(4)
(4)
f 00(x) =

[f
(
)
+
f
(2)]
1
2
h
24

f (xi+1) 2f (xi) + f (xi1)


2
f (xi) =
+
O(h
)
2
h
00

(6)

(7)

( 3 ).

, 3 ..., 2008

(1) (2) f 00(x)


2
f
(x
+
h)

2f
(x)
+
f
(x

h)
h
(4)
(4)
f 00(x) =

[f
(
)
+
f
(2)]
1
2
h
24

f (xi+1) 2f (xi) + f (xi1)


2
f (xi) =
+
O(h
)
2
h
00

(6)

(7)

( 3 ).

(7) Taylor xi

f (xi+1) f (xi) h 00
f (xi) + O(h2)
f (xi) =
h
2
0

f (xi+1) f (xi) h f (xi+1) 2f (xi) + f (xi1)


2
f (xi) =
+
O(h
)

2
h
2
h
f (xi+1) f (xi1)
0
f (xi) =
+ O(h2)
2h
0

, 3 ..., 2008

,
x = 0.5
f (x) = 0.1x4 0.15x3 0.5x2 0.25x + 1.2, h = 0.5
h = 0.25 .

, 3 ..., 2008

,
x = 0.5
f (x) = 0.1x4 0.15x3 0.5x2 0.25x + 1.2, h = 0.5
h = 0.25 .
h = 0.5

xi1 = 0

f (xi1) = 1.2

xi = 0.5

f (xi) = 0.925

xi+1 = 1.0

f (xi+1) = 0.2

0.2 0.925
0.925 1.2
0
(.) f (0.5)
= 1.45, (.) f (0.5)
= 0.55
0.5
0.5
0

0.2 1.2
(.) f (0.5)
= 1.0
2 0.5
0

, 3 ..., 2008

f (xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =

f (xi+1) f (xi)
+ O(h)
(8)
h
f (xi+2) + 4f (xi) 3f (xi)
+ O(h2)
(9)
2h
f (xi+2) 2f (xi+1) + f (xi)
+ O(h)
(10)
2
h
f (xi+3) + 4f (xi+2) 5f (xi+1) + 2f (xi)
2
+
O(h
)
(11)
h2
f (xi+3) 3f (xi+2) + 3f (xi+1) f (xi)
+ O(h)
(12)
h3
3f (xi+4) + 14f (xi+3) 24f (xi+2) + 18f (xi+1) 5f (xi)
2
+
O(h
(13)
)
3
2h

, 3 ..., 2008


f 0(xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =

f (xi) f (xi1)
+ O(h)
(14)
h
3f (xi) 4f (xi1) + f (xi2)
+ O(h2)
(15)
2h
f (xi) 2f (xi1) + f (xi2)
+ O(h)
(16)
2
h
2f (xi) 5f (xi1) + 4f (xi2) f (xi3)
2
+
O(h
)
(17)
2
h
f (xi) 3f (xi1) + 3f (xi2) f (xi3)
+ O(h)
(18)
h3
5f (xi) 18f (xi1) + 24f (xi2) 14f (xi3) + 3f (xi4)
2
+
O(h
)(19)
3
2h

, 3 ..., 2008

f (xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =

f (xi+1) f (xi1)
+ O(h2)
2h
f (xi+2) + 8f (xi+1) 8f (xi1) + f (xi2
+ O(h4)
12h
f (xi+1) 2f (xi) + f (xi1)
2
)
+
O(h
2
h
f (xi+2) + 16f (xi+1) 30f (xi) + 16f (xi1) f (xi2
4
+
O(h
)
12h2
f (xi+2) 2f (xi+1) + 2f (xi1) f (xi2)
2
+
O(h
)
2h3
f (xi+3) + 8f (xi+2) 13f (xi+1) + 13f (xi1) 8f (xi2) + f (xi3
)+O
3
8h

, 3 ..., 2008

f (xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =

f (xi+1) f (xi1)
+ O(h2)
2h
f (xi+2) + 8f (xi+1) 8f (xi1) + f (xi2
+ O(h4)
12h
f (xi+1) 2f (xi) + f (xi1)
2
)
+
O(h
2
h
f (xi+2) + 16f (xi+1) 30f (xi) + 16f (xi1) f (xi2
4
+
O(h
)
12h2
f (xi+2) 2f (xi+1) + 2f (xi1) f (xi2)
2
+
O(h
)
2h3
f (xi+3) + 8f (xi+2) 13f (xi+1) + 13f (xi1) 8f (xi2) + f (xi3
)+O
3
8h

(9), (15), (16), (17), (21) (22)


h = 0.25.
, 3 ..., 2008


f C n+1[a, b] x0, x1, . . . , xn
. pn Pn {xi}n
i=0
x [a, b]
n
Y

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

pn(x) =

n
X

(a, b),

f (xi)Li(x) ( Langrange)

(26)

(27)

i=0

, 3 ..., 2008

10


f C n+1[a, b] x0, x1, . . . , xn
. pn Pn {xi}n
i=0
x [a, b]
n
Y

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

pn(x) =

n
X

(a, b),

f (xi)Li(x) ( Langrange)

(26)

(27)

i=0

(26)
n
X

Qn
h
i
(x

x
)
d
i
i=0
f 0(x) =
f (xi)L0i(x) +
f (n+1)() +
dx
(n + 1)!
i=0
Qn
i=0(x xi) d
+
[f (n+1)()]
(n + 1)! dx
, 3 ..., 2008

(28)
10

x x0, x1, . . . , xn
(28)
n
X

n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0

(29)

i6=j

, 3 ..., 2008

11

x x0, x1, . . . , xn
(28)
n
X

n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0

(29)

i6=j

xi (29)

Taylor,
. ()

, 3 ..., 2008

11

x x0, x1, . . . , xn
(28)
n
X

n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0

(29)

i6=j

xi (29)

Taylor,
. ()

(
) .

, 3 ..., 2008

11

x x0, x1, . . . , xn
(28)
n
X

n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0

(29)

i6=j

xi (29)

Taylor,
. ()

(
) .

splines
.
, 3 ..., 2008

11

/
Fourier

dT
= kC
dz z=0
z=0

q = , > 0 , W/m2,
k = 3.5 107m2/s
= 1800Kgr/m3
C = 840J/(Kgr o C)

, 3 ..., 2008

12

/
Fourier

dT
= kC
dz z=0
z=0

q = , > 0 , W/m2,
k = 3.5 107m2/s
= 1800Kgr/m3
C = 840J/(Kgr o C)

(dT /dz ) (z = 0) /
q
zi(cm)
0
1.25 3.75
Ti(oC) 13.5 12
10
, 3 ..., 2008

12

(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n

X
dT
0
= T (0) =
TiL0i(zi)

dz z=0
i=0

, 3 ..., 2008

13

(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n

X
dT
0
= T (0) =
TiL0i(zi)

dz z=0
i=0

L00(z)

2z z0 z2
2z z1 z2
0
L1(z) =
,
=
(z0 z1)(z0 z2)
(z1 z0)(z1 z2)

, 3 ..., 2008

L02(z)

2z z0 z1
=
(z2 z0)(z2 z1)

13

(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n

X
dT
0
= T (0) =
TiL0i(zi)

dz z=0
i=0

L00(z)

2z z0 z2
2z z1 z2
0
L1(z) =
,
=
(z0 z1)(z0 z2)
(z1 z0)(z1 z2)

L02(z)

2z z0 z1
=
(z2 z0)(z2 z1)

T 0(0) = 13.5

2(0) 1.25 3.75


2(0) 0 3.75
2(0) 0 1.25
+12
+10
(0 1.25)(0 3.75)
(1.25 0)(1.25 3.75)
(3.75 0)(3.75 1.25)

T 0(0) = 1.333333oC/cm = 133.3333oC/m

, 3 ..., 2008

13

(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n

X
dT
0
= T (0) =
TiL0i(zi)

dz z=0
i=0

L00(z)

2z z0 z2
2z z1 z2
0
L1(z) =
,
=
(z0 z1)(z0 z2)
(z1 z0)(z1 z2)

L02(z)

2z z0 z1
=
(z2 z0)(z2 z1)

T 0(0) = 13.5

2(0) 1.25 3.75


2(0) 0 3.75
2(0) 0 1.25
+12
+10
(0 1.25)(0 3.75)
(1.25 0)(1.25 3.75)
(3.75 0)(3.75 1.25)

T 0(0) = 1.333333oC/cm = 133.3333oC/m




q

= 70.56W/m2. (1W = 1J/s)


z=0

, 3 ..., 2008

13


(xi, f (xi))

w0f (x0) + w1f (x1) + + wnf (xn) f 0(xk ),


w0, w1, . . . , wn ( ),
.

, 3 ..., 2008

14


(xi, f (xi))

w0f (x0) + w1f (x1) + + wnf (xn) f 0(xk ),


w0, w1, . . . , wn ( ),
.

n.

, 3 ..., 2008

14


(xi, f (xi))

w0f (x0) + w1f (x1) + + wnf (xn) f 0(xk ),


w0, w1, . . . , wn ( ),
.

n.

pn(xk ) = w0pn(x0) + w1pn(x1) + + wnpn(xn)


Pn, i(x) = xi, i = 0, . . . , n
pn(x) = xi i = 0, . . . , n

, 3 ..., 2008

14

00(xk ) = w00(x0) + w10(x1) + + wn0(xn)


01(xk ) = w01(x0) + w11(x1) + + wn1(xn)
02(xk ) = w02(x0) + w12(x1) + + wn2(xn)
...

...

0n(xk ) = w0n(x0) + w1n(x1) + + wnn(xn)

(n + 1) (n + 1)
w0, w1, . . . , wn.

, 3 ..., 2008

15

00(xk ) = w00(x0) + w10(x1) + + wn0(xn)


01(xk ) = w01(x0) + w11(x1) + + wn1(xn)
02(xk ) = w02(x0) + w12(x1) + + wn2(xn)
...

...

0n(xk ) = w0n(x0) + w1n(x1) + + wnn(xn)

(n + 1) (n + 1)
w0, w1, . . . , wn.
w1, w1
w1f (x1) + w1f (x1)
, f 0(x0),
xi = x0 + ih, i = 1, 0, 1.

, 3 ..., 2008

15

00(xk ) = w00(x0) + w10(x1) + + wn0(xn)


01(xk ) = w01(x0) + w11(x1) + + wn1(xn)
02(xk ) = w02(x0) + w12(x1) + + wn2(xn)
...

...

0n(xk ) = w0n(x0) + w1n(x1) + + wnn(xn)

(n + 1) (n + 1)
w0, w1, . . . , wn.
w1, w1
w1f (x1) + w1f (x1)
, f 0(x0),
xi = x0 + ih, i = 1, 0, 1.

f (x) = p(x) = 1 f (x) = p(x) = x


, 3 ..., 2008

15

10 = 0 = w1 1 + w1 1
x0 = 1 = w1 x1 + w1 x1 = w1 (x0 h) + w1 (x0 + h)

w1 + w1 = 0
(w1 + w1)h = 1

w1 = w1 = h1 .
f (x1) f (x1)
( )
f (x0)
2h
0

, 3 ..., 2008

16

10 = 0 = w1 1 + w1 1
x0 = 1 = w1 x1 + w1 x1 = w1 (x0 h) + w1 (x0 + h)

w1 + w1 = 0
(w1 + w1)h = 1

w1 = w1 = h1 .

f (x1) f (x1)
( )
f (x0)
2h


 w0, w1, w2

w0f (x0) + w1f (x1) + w2f (x2) /h
, f 0(x0),
xi = x0 + ih, i = 0, 1, 2.
0

, 3 ..., 2008

16

(extrapolation) Richardson

.
: D q(h)
O(h)

D = q(h) + c1h + c2h2 + c3h3 + ,

h > 0,

ci
(30)

h
2

(30)

h
h2
h3
h
D = q( ) + c1 + c2 + c3 +
2
2
4
8

(31)

(31) (30) ( c1)

h h
 h
i
 h2

 h3

D = q( ) + q( ) q(h) + c2
h2 + c3
h3 + (32)
2
2
2
4
D O(h2)

, 3 ..., 2008

17

q1(h) = q(h)
 h
i
h h

q2(h) = q1( ) + q1( ) q1(h)


2
2
h2
3h3
D = q2(h) c2 c3

8
32

(33)

h h2 (33) ,
(33) ( c2)

q2( h2 ) q2(h) i
h
3h3
D = q2 ( ) +
+ c3
+
2
3
32
h

D O(h3)

q2( h2 ) q2(h) i
h
q3(h) = q2( ) +
2
3
h

, 3 ..., 2008

18

k = 2, 3, , . . . , m
O(hk )

2k1qk1( h2 ) qk1(h)
qk (h) =
2k1 1

, 3 ..., 2008

19

k = 2, 3, , . . . , m
O(hk )

2k1qk1( h2 ) qk1(h)
qk (h) =
2k1 1

h, O(h2k )

4k1qk1( h2 ) qk1(h)
qk (h) =
4k1 1

, 3 ..., 2008

19


f (x) = x ln x x0 = 2 h = 0.1 O(h4)
Richardson.

, 3 ..., 2008

20


f (x) = x ln x x0 = 2 h = 0.1 O(h4)
Richardson.
(
)

f (x0 + h) f (x0 h)
f (x0) =
+ O(h2)
2h
0

f (x0 + h) f (x0 h)
q1(h) =

2h
1 h
q1(0.1) =
(2.1) ln(2.1) (1.9) ln(1.9) = 1.692728
0.2

i
1h
q1(h/2) = f (x0 + h/2) f (x0 h/2)
h
h
i
1
q1(0.05) =
(2.05) ln(2.05) (1.95) ln(1.95) = 1.693043
0.1
, 3 ..., 2008

20

k = 2

4q1( h2 ) q1(h)
q2(h) =

41
4q1(0.05) q1(0.1)
= 1.693148
q2(0.1) =
3

, 3 ..., 2008

21

k = 2

4q1( h2 ) q1(h)
q2(h) =

41
4q1(0.05) q1(0.1)
= 1.693148
q2(0.1) =
3

f 0(2) = ln(2) + 1 = 1.693147


.

, 3 ..., 2008

21

, 3 ..., 2008

22

, 3 ..., 2008

23

, 3 ..., 2008

24



14

, 3 ..., 2008

. 4:

f (x)dx,

I(f ) =

[a, b] R f : [a, b] R.

, 3 ..., 2008

. 4:

f (x)dx,

I(f ) =

[a, b] R f : [a, b] R.

Rb

F f a f (x)dx = F (a) F (b). F


,
f .

, 3 ..., 2008

. 4:

f (x)dx,

I(f ) =

[a, b] R f : [a, b] R.

Rb

F f a f (x)dx = F (a) F (b). F


,
f .
I(f )
Qn+1

I(f ) Qn+1(f ) = w0f (x0) + w1f (x1) + + wnf (xn) =

n
X

wif (xi)

i=0

xi [a, b] wi ( R).

, 3 ..., 2008

(1)

I(f ) Qn+1(f ) =

n
X

wif (xi)

i=0

, 3 ..., 2008

I(f ) Qn+1(f ) =

n
X

wif (xi)

i=0

, 3 ..., 2008

Newton-Cotes
[a, b] R n + 1 ( )
xi = a + ih, i = 0, . . . , n h = (b a)/n.

Newton-Cotes .
Newton-Cotes .

, 3 ..., 2008

Newton-Cotes
[a, b] R n + 1 ( )
xi = a + ih, i = 0, . . . , n h = (b a)/n.

Newton-Cotes .
Newton-Cotes .
f (x) pn(x)

f (x) pn(x)
Z b
Z b
I(f ) =
f (x)dx
pn(x)dx
a

, 3 ..., 2008

Newton-Cotes
[a, b] R n + 1 ( )
xi = a + ih, i = 0, . . . , n h = (b a)/n.

Newton-Cotes .
Newton-Cotes .
f (x) pn(x)

f (x) pn(x)
Z b
Z b
I(f ) =
f (x)dx
pn(x)dx
a

Qn+1 ..

Z
Qn+1(f ) = I(pn) =

pn(x)dx
a

. .
Qn+1 n .
, 3 ..., 2008

( )
p1 f C[a, b] ( x0 = a, x1 = b).

x x0
x x1
+ f (x1)
p1(x) = f (x0)L0(x) + f (x1)L1(x) = f (x0)
x0 x1
x1 x0

, 3 ..., 2008

( )
p1 f C[a, b] ( x0 = a, x1 = b).

x x0
x x1
+ f (x1)
p1(x) = f (x0)L0(x) + f (x1)L1(x) = f (x0)
x0 x1
x1 x0

Z
f (x)dx

i
(b a) h
p1(x)dx = =
f (a) + f (b) = Q2(f )
2

, 3 ..., 2008

Z
Rn+1(f ) = I(f ) Qn+1(f ) = I(f ) I(pn) =

[f (x) pn(x)]dx
a

1
=
(n + 1)!

, 3 ..., 2008

Z
a

f (n+1)()

n
Y

(x xi)dx,

(a, b),

i=0

Z
Rn+1(f ) = I(f ) Qn+1(f ) = I(f ) I(pn) =

[f (x) pn(x)]dx
a

1
=
(n + 1)!

f (n+1)()

n
Y

(x xi)dx,

(a, b),

i=0

n = 1

1
R2(f ) =
2!

(x a)(b x)f 00()

(b a)3 00
R2(f ) =
f ()
12
, 3 ..., 2008

( )



[a, b]

, 3 ..., 2008



[a, b]

, 3 ..., 2008


[a, b] n , h = (b a)/n
[xi+1 xi] .

b=xn

I(f ) =

x1

f (x)dx =
a=x0

x2

xn

f (x)dx + +

f (x)dx +
x0

x1

f (x)dx
xn1

h1
i
1
QTn+1 = h f (x0) + f (x1) + + f (xn1) + f (xn)
2
2
.
, 3 ..., 2008


[xi, xi+1], i = 0, . . . , n

2

f C [a, b] (a, b)

T
|Rn+1
|

T
Rn+1

b a 2 00
=
h f ()
12

b a 2 00
h ||f || f C 2[a, b]

12

( h 0) . O(h2).

, 3 ..., 2008


[xi, xi+1], i = 0, . . . , n

2

f C [a, b] (a, b)

T
|Rn+1
|

T
Rn+1

b a 2 00
=
h f ()
12

b a 2 00
h ||f || f C 2[a, b]

12

( h 0) . O(h2).

n
k . ,
T
|Rn+1
|

, 3 ..., 2008

1
10k
2
8

I(f ) [0, 1]
x2
5
f (x) = e
.

, 3 ..., 2008

I(f ) [0, 1]
x2
5
f (x) = e
.
.
T
|Rn+1
|

b a 2 00
1

h ||f || 105
12
2

(2)

00

f (x) = 2(2x 1)e

x2

||f 00|| = max |f 00| = 2


x[0,1]

(2)

1
1 1
2 1 105
12 n
2

n > 183

, 184
.
, 3 ..., 2008

R4

I(f ) = 0 xe2xdx

. n
4 ;

, 3 ..., 2008

10

R4

I(f ) = 0 xe2xdx

. n
4 ;
I(f ) = 5216.926477.

, 3 ..., 2008

10



(
).

, 3 ..., 2008

11



(
).


, .

, 3 ..., 2008

11



(
).


, .

, 3 ..., 2008

11



(
).


, .

, 3 ..., 2008

11



(
).


, .

QTn+1 =

n
X
xi xi1
i=1

, 3 ..., 2008

[f (xi1) f (xi)]

11


R 4 2x
I(f ) = 0 xe dx [0, 4]
h1 = 2, h2 = 1, h3 = 0.5, h4 = 0.5 %
.

, 3 ..., 2008

12


R 4 2x
I(f ) = 0 xe dx [0, 4]
h1 = 2, h2 = 1, h3 = 0.5, h4 = 0.5 %
.

, 3 ..., 2008

12


R 4 2x
I(f ) = 0 xe dx [0, 4]
h1 = 2, h2 = 1, h3 = 0.5, h4 = 0.5 %
.

, 3 ..., 2008

12

() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b

, 3 ..., 2008

13

() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b

, 3 ..., 2008

13

() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b

Z
I(f ) =

Z
f (x)dx

, 3 ..., 2008

p2(x)dx =
a

Z bX
2

f (xi)Li(x)dx

a i=0

13

() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b

Z
I(f ) =

Z
f (x)dx

p2(x)dx =
a

Z bX
2

f (xi)Li(x)dx

a i=0

Z
Q3(f ) =
a

i
(b a) h 1
4 a+b
1
f (a) + f (
) + f (b)
p2(x)dx = =
2
3
3
2
3

, 3 ..., 2008

13

h = (b a)/2 Simpson 1/3

i
hh
Q3(f ) = f (x0) + 4f (x1) + f (x2)
3

, 3 ..., 2008

14

h = (b a)/2 Simpson 1/3

i
hh
Q3(f ) = f (x0) + 4f (x1) + f (x2)
3
Simpson 2
. f (x) = x3 . . . . . .

, 3 ..., 2008

14

h = (b a)/2 Simpson 1/3

i
hh
Q3(f ) = f (x0) + 4f (x1) + f (x2)
3
Simpson 2
. f (x) = x3 . . . . . .

I(x3) Q3(x3) =

Z
a

h
 a + b 3
i
b

a
x3dx
a3 + 4
+ b3 = = 0!
6
2

Simpson 1/3
( ) .

, 3 ..., 2008

14

Simpson 1/3
2

1
R3(f ) =
2!

Z
a

a+b
(x a)(x
)(b x)f (3)()
2

(b a)5 (4)
h5(b a) (4)
R3(f ) = 4
f () =
f ()
2 180
180

Simpson 1/3 3.

, 3 ..., 2008

15

Simpson 1/3
n ,
xi = a + ih, i = 0, 1, . . . , n Simpson 1/3
[x0, x2], [x2, x4], . . . , [xn2, xn].

, 3 ..., 2008

16

Simpson 1/3
n ,
xi = a + ih, i = 0, 1, . . . , n Simpson 1/3
[x0, x2], [x2, x4], . . . , [xn2, xn].

.
,
Simpson 1/3

h
i
h
QSn+1 = f (x0) + 4f (x1) + 2f (x2) + 4f (x3) + 4f (xn1) + f (xn)
3
, 3 ..., 2008

16

R4

I(f ) = 0 xe2xdx
Simpson 1/3 [0, 4] 3 5 %
.

, 3 ..., 2008

17

R4

I(f ) = 0 xe2xdx
Simpson 1/3 [0, 4] 3 5 %
.

, 3 ..., 2008

17

R4

I(f ) = 0 xe2xdx
Simpson 1/3 [0, 4] 3 5 %
.

, 3 ..., 2008

17

R4

I(f ) = 0 xe2xdx
Simpson 1/3
x0 = 0, x1 = 1.5, x2 = 3, x3 = 3.5, x4 = 4 % .

, 3 ..., 2008

18

R4

I(f ) = 0 xe2xdx
Simpson 1/3
x0 = 0, x1 = 1.5, x2 = 3, x3 = 3.5, x4 = 4 % .

, 3 ..., 2008

18

R4

I(f ) = 0 xe2xdx
Simpson 1/3
x0 = 0, x1 = 1.5, x2 = 3, x3 = 3.5, x4 = 4 % .

, 3 ..., 2008

18

Simpson 1/3
[xi, xi+2],

4

f C [a, b] (a, b)

S
|Rn+1
|

S
Rn+1

b a 4 (4)
=
h f ()
180

(b a) 4 (
h ||f 4)|| f C 4[a, b]

180

( h 0) . O(h4).

, 3 ..., 2008

19

Simpson 1/3
[xi, xi+2],

4

f C [a, b] (a, b)

S
|Rn+1
|

S
Rn+1

b a 4 (4)
=
h f ()
180

(b a) 4 (
h ||f 4)|| f C 4[a, b]

180

( h 0) . O(h4).

n
k . ,
S
|Rn+1
|

, 3 ..., 2008

1
10k
2
19



15

, 3 ..., 2008

() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3

, 3 ..., 2008

() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3

, 3 ..., 2008

() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3

Z
I(f ) =

Z
f (x)dx

, 3 ..., 2008

p3(x)dx =
a

Z bX
3

f (xi)Li(x)dx

a i=0

() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3

Z
I(f ) =

Z
f (x)dx

p3(x)dx =

Z bX
3

f (xi)Li(x)dx

a i=0

Simpson 3/8

i
3h h
f (x0) + 3f (x1) + 3f (x2) + f (x3)
Q3/8(f ) =
8
, 3 ..., 2008

Simpson 3/8
3

1
R3/8(f ) =
4!

(x x0)(x x1)(x x2)(x3 x)f (4)()

3h5 (4)
R3/8(f ) =
f ()
80

Simpson 3/8 3.

, 3 ..., 2008

R4

I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .

, 3 ..., 2008

R4

I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .
Simpson 1/3

, 3 ..., 2008

R4

I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .
Simpson 1/3

Simpson 3/8

, 3 ..., 2008

R4

I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .
Simpson 1/3

Simpson 3/8

, 3 ..., 2008

R1

I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.

, 3 ..., 2008

R1

I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.

, 3 ..., 2008

R1

I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.

Simpson 1/3

, 3 ..., 2008

Simpson 3/8

R1

I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.

Simpson 1/3

, 3 ..., 2008

Simpson 3/8

( ) ,
( )
. h = .25 ( )

, 3 ..., 2008

( ) ,
( )
. h = .25 ( )

, 3 ..., 2008

( ) ,
( )
. h = .25 ( )

: Simpson 1/3 ()

, 3 ..., 2008

Simpson 3/8 ()

( ) ,
( )
. h = .25 ( )

: Simpson 1/3 ()

, 3 ..., 2008

Simpson 3/8 ()


R 2 x
I(f ) = 0 (e sin(8x2/3) + 1)dx
Simpson 1/3 3/8 121 .

, 3 ..., 2008


R 2 x
I(f ) = 0 (e sin(8x2/3) + 1)dx
Simpson 1/3 3/8 121 .

Simpson 1/3
Simpson 3/8

, 3 ..., 2008

Newton-Cotes

.

xi = x0 + ih, i = 0, 1, . . . , n,

x0 = a + h,

ba
h=
n+2

Newton-Cotes

f (x)dx

I(f ) =
a

, 3 ..., 2008

Z bX
n

f (xi)Li(x)dx +

a i=0

Newton-Cotes

.

xi = x0 + ih, i = 0, 1, . . . , n,

x0 = a + h,

ba
h=
n+2

Newton-Cotes

f (x)dx

I(f ) =
a

Z bX
n

f (xi)Li(x)dx +

a i=0



, 3 ..., 2008

(), n = 0

, 3 ..., 2008

(), n = 0

a+b
Qm = (b a)f (
) = 2hf (x0)
2

, 3 ..., 2008

(), n = 0

a+b
Qm = (b a)f (
) = 2hf (x0)
2
(b a)3 00
h3 00
f () = f ()
: Rm =
24
3

, 3 ..., 2008

(), n = 0

a+b
Qm = (b a)f (
) = 2hf (x0)
2
(b a)3 00
h3 00
f () = f ()
: Rm =
24
3
()
n1
X


h
Qm
f xi +
n+1 = h
2
i=0

, 3 ..., 2008

(), n = 0

a+b
Qm = (b a)f (
) = 2hf (x0)
2
(b a)3 00
h3 00
f () = f ()
: Rm =
24
3
()
n1
X


h
Qm
f xi +
n+1 = h
2
i=0


3
(b

a)
2 00
: Rm
=

h
f ()
n+1
24
, 3 ..., 2008

n = 1

, 3 ..., 2008

n = 1

Qm
1

, 3 ..., 2008

(b a)
=
[f (x1) + f (x2)]
2

n = 1

Qm
1

(b a)
=
[f (x1) + f (x2)]
2

3
(b

a)
00
: Rm
=

f
()
1
108

, 3 ..., 2008

n = 1

Qm
1

(b a)
=
[f (x1) + f (x2)]
2

3
(b

a)
00
: Rm
=

f
()
1
108

, 3 ..., 2008

n = 2 Milne

, 3 ..., 2008

10

n = 2 Milne

Qm
2

(b a)
=
[2f (x1) f (x2) + 2f (x3)]
3

, 3 ..., 2008

10

n = 2 Milne

Qm
2

(b a)
=
[2f (x1) f (x2) + 2f (x3)]
3

, 3 ..., 2008

Rm
2

7(b a)5 (4)


f ()
=
23040

10

n = 2 Milne

Qm
2

(b a)
=
[2f (x1) f (x2) + 2f (x3)]
3

, 3 ..., 2008

Rm
2

7(b a)5 (4)


f ()
=
23040

10


I(f ) Qn+1

I(f ) Qn+1(f ) = w0f (x0) + w1f (x1) + + wnf (xn) =

n
X

wif (xi)

i=0

xi [a, b] wi ( R).

, 3 ..., 2008

(1)

11


I(f ) Qn+1

I(f ) Qn+1(f ) = w0f (x0) + w1f (x1) + + wnf (xn) =

n
X

wif (xi)

i=0

(1)

xi [a, b] wi ( R).
Qn+1
.
. f (x) = a0 + a1x + + anxn , n.

f (x)dx Qn+1(f ) = 0,

Rn =
a

, 3 ..., 2008

11


I(f ) Qn+1

I(f ) Qn+1(f ) = w0f (x0) + w1f (x1) + + wnf (xn) =

n
X

wif (xi)

i=0

(1)

xi [a, b] wi ( R).
Qn+1
.
. f (x) = a0 + a1x + + anxn , n.

f (x)dx Qn+1(f ) = 0,

Rn =
a


j (x) = xj , j = 0, 1, . . . , n
Z b
n

wixji =

i=0

, 3 ..., 2008

xj dx,

j = 0, . . . , n

(2)

11

. . .
n = 0 ,
b

f (x)dx w0f (x0)


a

x0 = a, x1 = b, h = b a, (4)

Z
w0 1 =

1dx

w0 = b a = h

()

Qo = (b a)f (a) = hf (x0)

, 3 ..., 2008

12

. . .
n = 1
,
Z
b

f (x)dx w0f (x0) + w1f (x1)


a

(4) j = 0, 1
b

Z
w0 1 + w1 1 =

1dx w0 + w1 = (b a)
a
Z b

w0x0 + w1x1 =
a

x2 b b2 a2
xdx w0x0 + w1x1 = =
2 a
2

w0 = w1 =

ba
2

ba
Q2 =
[f (a) + f (b)]
2
.
, 3 ..., 2008

13

, 3 ..., 2008

14


.
C

Z
a

h
f (x)dx = [f (a) + f (b)] + Cf (2)()
2

f (x) = x2
Z

h 2
x dx = (a + b2) + 2C
2
a
b3 a3 h 2
= (a + b2) + 2C
3
2
h3
C= .
12

, 3 ..., 2008

14

ROMBERG

(
(extrapolation) Richardson).
(k)

T0

(k+1)

h/2k , h = b a

(k)

2j
2
Tj1 Tj1
(k)
Tj =
,
2j
2 1

j = 1, 2, . . .

O(h2(j+1)), j = 1, 2 . . ..
j = 1 Simpson 1/3
h/2k+1.

, 3 ..., 2008

15



(0)
Q0

&
(0)

Q1 &
(1)

(0)

Q0 %

Q2

(0)

(1)

Q1 %
(1)

(2)

Q2

Q0

(2)

Q1
(3)
Q0

Q3
..

...

..

..

..

, 3 ..., 2008

16

R4

I(f ) = 0 xe2xdx
Romberg O(h10) %
.

, 3 ..., 2008

17

R4

I(f ) = 0 xe2xdx
Romberg O(h10) %
.

, 3 ..., 2008

17

R4

I(f ) = 0 xe2xdx
Romberg O(h10) %
.

17
.

, 3 ..., 2008

17

R4

I(f ) = 0 xe2xdx
Romberg O(h10) %
.

17
.
n
Simpson 1/3 ;
, 3 ..., 2008

17



16

, 3 ..., 2008

GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..

Qn =

n
X

wif (xi)

i=1

, 3 ..., 2008

GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..

Qn =

n
X

wif (xi)

i=1

Gauss xi
[a, b].

, 3 ..., 2008

GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..

Qn =

n
X

wif (xi)

i=1

Gauss xi
[a, b].

wi xi.

, 3 ..., 2008

GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..

Qn =

n
X

wif (xi)

i=1

Gauss xi
[a, b].

wi xi.
Gauss n
2n 1 (. 2n 1 ).

, 3 ..., 2008

Gauss ,
Gauss ( )
.

, 3 ..., 2008

Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,

, 3 ..., 2008

Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,

, 3 ..., 2008

Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,

[a, b]
n

b a

X
b

a
b
+
a
n(f ) =
Q
wif
xi +
2 i=1
2
2

, 3 ..., 2008

Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,

[a, b]
n

b a

X
b

a
b
+
a
n(f ) =
Q
wif
xi +
2 i=1
2
2

, 3 ..., 2008

Gauss [1, 1]
I(f ) Gauss Qn

I(f ) Qn(f ) =

n
X

wif (xi)

(1)

i=1

, 3 ..., 2008

Gauss [1, 1]
I(f ) Gauss Qn

I(f ) Qn(f ) =

n
X

wif (xi)

(1)

i=1

Qn
2n 1.
. f (x) = a0 + a1x + + a2n1x2n1 ,
Z 1
2n 1.

f (x)dx Qn(f ) = 0,

Rn =

, 3 ..., 2008

Gauss [1, 1]
I(f ) Gauss Qn

I(f ) Qn(f ) =

n
X

wif (xi)

(1)

i=1

Qn
2n 1.
. f (x) = a0 + a1x + + a2n1x2n1 ,
Z 1
2n 1.

f (x)dx Qn(f ) = 0,

Rn =


j (x) = xj , j = 0, 1, . . . , 2n 1

n
X

wixji =

i=1

, 3 ..., 2008

xj dx,

j = 0, . . . , 2n 1

(2)

Gauss [1, 1] n = 1
Q1 = w1f (x1)
.
(6) j = 0, 1

w1 1 =

1dx = 2

w1 = 2

(3)

xdx = 0

x1 = 0

(4)

1
Z 1

w 1 x1 =
1

, 3 ..., 2008

Gauss [1, 1] n = 1
Q1 = w1f (x1)
.
(6) j = 0, 1

w1 1 =

1dx = 2

w1 = 2

(3)

xdx = 0

x1 = 0

(4)

1
Z 1

w 1 x1 =
1

f (x)dx 2f (0)

( )

, 3 ..., 2008

Gauss [1, 1] n = 2
Q1 = w1f (x1) + w2f (x2)
. (6) j = 0, 1, 2, 3

w1 1 + w2 1 =

1dx = 2

w1 + w2 = 2

xdx = 0

w 1 x1 + w 2 x2 = 0

w1x1 + w2x2 =
1

w1x21 + w2x22 =

w1x21 + w2x22 =

x3dx = 0

w1x31 + w2x32 = 0

w1x31 + w2x32 =

2
3

x2dx = 0
1

, 3 ..., 2008

Gauss [1, 1] n = 2
Q1 = w1f (x1) + w2f (x2)
. (6) j = 0, 1, 2, 3

w1 1 + w2 1 =

1dx = 2

w1 + w2 = 2

xdx = 0

w 1 x1 + w 2 x2 = 0

w1x1 + w2x2 =
1

w1x21 + w2x22 =

w1x21 + w2x22 =

x3dx = 0

w1x31 + w2x32 = 0

w1x31 + w2x32 =

2
3

x2dx = 0
1

w1 = w2 = 1 x2 = x1 =

1
3

1
1
f (x)dx f ( ) + f ( )
3
3
1

, 3 ..., 2008

Gauss [1, 1] n = 3
Q1 = w1f (x1) + w2f (x2) + w3f (x3)
5 .

, 3 ..., 2008

Gauss [1, 1] n = 3
Q1 = w1f (x1) + w2f (x2) + w3f (x3)
5 .

(6) j = 0, 1, 2, 3, 4, 5
()

8
5
w1 = w3 = , w2 =
9
9
r
3
x1 = x3 =
, x2 = 0
5
, 3 ..., 2008

R4

I(f ) = 0 te2tdt
Gauss 2, 3 4 % .

, 3 ..., 2008

R4

I(f ) = 0 te2tdt
Gauss 2, 3 4 % .
[0, 4] [1, 1]

, 3 ..., 2008

R4

I(f ) = 0 te2tdt
Gauss 2, 3 4 % .
[0, 4] [1, 1]

Gauss 2

, 3 ..., 2008

R4

I(f ) = 0 te2tdt
Gauss 2, 3 4 % .
[0, 4] [1, 1]

Gauss 2

, 3 ..., 2008

Gauss 3

, 3 ..., 2008

Gauss 3

Gauss 4

, 3 ..., 2008

Gauss 3

Gauss 4

, 3 ..., 2008

Gauss, [1, 1]
Gauss-Legendre.

, 3 ..., 2008

Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.

, 3 ..., 2008

Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.

, Legendre, Pn,
(, ) [1, 1]
(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),

n1

P0(x) = 1 P1(x) = x.

, 3 ..., 2008

Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.

, Legendre, Pn,
(, ) [1, 1]
(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),

n1

P0(x) = 1 P1(x) = x.

1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8
, 3 ..., 2008

..

Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.

, Legendre, Pn,
(, ) [1, 1]
(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),

n1

P0(x) = 1 P1(x) = x.

1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8
, 3 ..., 2008

..



17

, 3 ..., 2008

. 5:
(..) (..)

, 3 ..., 2008

. 5:
(..) (..)

,
,
( ).

, 3 ..., 2008

. 5:
(..) (..)

,
,
( ).


.

.

, 3 ..., 2008

. 5:
(..) (..)

,
,
( ).


.

.


.. (
) .

, 3 ..., 2008

(..)
[a, b] R f : [a, b] R R.
:

, 3 ..., 2008

(..)
[a, b] R f : [a, b] R R.
:
y : [a, b] R, :



y 0(t) = f t, y(t) , a t b
y(a) = y0 ( )

(1)

y C 1[a, b] (1)
...

, 3 ..., 2008

(..)
[a, b] R f : [a, b] R R.
:
y : [a, b] R, :



y 0(t) = f t, y(t) , a t b
y(a) = y0 ( )

(1)

y C 1[a, b] (1)
...

(1) , [a, b],



.

, 3 ..., 2008

f (x, t)
S

S {(t, y) : a t b, < y < +}


Lipshitz S L(> 0), .

|f (t, y1) f (t, y2)| L|y1 y2|


(1) t [a, b].

, 3 ..., 2008

f (x, t)
S

S {(t, y) : a t b, < y < +}


Lipshitz S L(> 0), .

|f (t, y1) f (t, y2)| L|y1 y2|


(1) t [a, b].

.. (1)

() y t (a, b].

, 3 ..., 2008

f (x, t)
S

S {(t, y) : a t b, < y < +}


Lipshitz S L(> 0), .

|f (t, y1) f (t, y2)| L|y1 y2|


(1) t [a, b].

.. (1)

() y t (a, b].

[a, b] N
ti = a + ih,

i = 0, . . . , N,

h = (b a)/N ( )

y i y(ti), i = 1, . . . N .
, 3 ..., 2008

Euler
.. ...


.

, 3 ..., 2008

Euler
.. ...


.
(1)



y 0(t) = f t, y(t) , a t b
y(a) = y 0 ( )

(2)

[a, b] a = t0 < t1 < tN .


y 1, y 2, . . . , y N Euler h

y n+1 = y n + hf (tn, y n),

, 3 ..., 2008

n = 0, . . . , N 1 (3)

Euler

y n+1 = y n + hf (tn, y n),

n = 0, . . . , N 1

: .. (1) t = tn


y 0(tn) = f tn, y(tn)
y 0(tn)
(. )
n+1
n
y(t
)

y(t
)
0 n
y (t )
h

y n y(tn)

y n+1 y n
= f (tn, y n)
h
, 3 ..., 2008

Euler ( )

y 0 y(t),
y00 = f (t0, y 0) (t0, y 0)
y00 . (t1, y 1),
y10 = f (t1, y 1)
(t1, y 1) y10 (t2, y 2) ...

, 3 ..., 2008

, 3 ..., 2008

, 3 ..., 2008

, 3 ..., 2008

, 3 ..., 2008

, 3 ..., 2008

Euler
( )

n = y n y(tn)
:
(), .
(
).

, 3 ..., 2008

Euler
( )

n = y n y(tn)
:
(), .
(
).
:
(. ).
(.
).

, 3 ..., 2008

Euler
( )

n = y n y(tn)
:
(), .
(
).
:
(. ).
(.
).

= +

, 3 ..., 2008

. Euler
(tn, y(tn)) (.
y tn),
y n+1 :
y n+1

}|
hz

i{
n = y(tn) + hf tn, y(tn) y(tn+1),

(4)

Taylor y(tn+1)

i
i h
2
h
n = y(tn) + hf tn, y(tn) y(tn) + hy 0(tn) + y 00( n) ,
2
h

(5)

2
h
n = y 00( n)
2
. h 0 , O(h2).

, 3 ..., 2008

10

.
: ... (1) y C 2[a, b] .

y 0, y 1, . . . , y N Euler
h = (b a)/N ,


M
eL(ba) 1 h = Ch
max |y n y(tn)|
0nN
2L

(6)

L Lipshitz M = maxt[a,b] |y 00(t)|.

, 3 ..., 2008

11

.
: ... (1) y C 2[a, b] .

y 0, y 1, . . . , y N Euler
h = (b a)/N ,


M
eL(ba) 1 h = Ch
max |y n y(tn)|
0nN
2L

(6)

L Lipshitz M = maxt[a,b] |y 00(t)|.


O(h),
Euler .

, 3 ..., 2008

11

.
: ... (1) y C 2[a, b] .

y 0, y 1, . . . , y N Euler
h = (b a)/N ,


M
eL(ba) 1 h = Ch
max |y n y(tn)|
0nN
2L

(6)

L Lipshitz M = maxt[a,b] |y 00(t)|.


O(h),
Euler .

O(h).

, 3 ..., 2008

11

Euler
.. ()

(
y 0(t) = y,

< 0,

t [0, )

y(0) = 1 ( )

(7)

(7) y(t) = et ( t .)

, 3 ..., 2008

12

Euler
.. ()

(
y 0(t) = y,

< 0,

t [0, )

y(0) = 1 ( )

(7)

(7) y(t) = et ( t .)
tn = nh Euler

(
y n+1 = y n + hy n,
0

y =1

, 3 ..., 2008

n0

yn = (1 + h)n

(8)

12

Euler
.. ()

(
y 0(t) = y,

< 0,

t [0, )

y(0) = 1 ( )

(7)

(7) y(t) = et ( t .)
tn = nh Euler

(
y n+1 = y n + hy n,
0

y =1

n0

yn = (1 + h)n

(8)

t , t = nh, h 0 n

n
t
et,
y n = (1 + h)n = 1 +
n


, 3 ..., 2008

n .

12

. . . Euler
h. (8)
|y n| = |1 + h|n n .
tn = nh :

|y n| 0,

|1 + h| < 1,

|y n| = 1,

|1 + h| = 1,

|y n| , |1 + h| > 1,

, 3 ..., 2008

13

. . . Euler
h. (8)
|y n| = |1 + h|n n .
tn = nh :

|y n| 0,

|1 + h| < 1,

|y n| = 1,

|1 + h| = 1,

|y n| , |1 + h| > 1,
y n y(t) = et
|1 + h| < 1.

, 3 ..., 2008

13

. . . Euler
h. (8)
|y n| = |1 + h|n n .
tn = nh :

|y n| 0,

|1 + h| < 1,

|y n| = 1,

|1 + h| = 1,

|y n| , |1 + h| > 1,
y n y(t) = et
|1 + h| < 1.
1: .. (1)
h > 0, ,
y n 0 n .
I (, 0), ..
h I , .
, 3 ..., 2008

13

. . . Euler
Euler 0 < h < 2, .
I = (2, 0).

, 3 ..., 2008

14

. . . Euler
Euler 0 < h < 2, .
I = (2, 0).
|| >> 0 < h < 2
h y n
.

, 3 ..., 2008

14

. . . Euler
Euler 0 < h < 2, .
I = (2, 0).
|| >> 0 < h < 2
h y n
.

.. ()

(
y 0(t) = y,

C, Re < 0,

t [0, )

y(0) = 1,

(9)

y : [0, ] C y(t) = et

|y(t)| = e(Re)t 0,

, 3 ..., 2008

t .

14

. . . Euler
2: .. (1)
h > 0, ,
(9) y n |y n| 0 n .
S - {z C : Rez < 0}, ..
h S ,
.

, 3 ..., 2008

15

. . . Euler
2: .. (1)
h > 0, ,
(9) y n |y n| 0 n .
S - {z C : Rez < 0}, ..
h S ,
.

Euler

S = {z C : Re z < 0, |1 + z| < 1}
. |1 + z|
1 -1,
-.

, 3 ..., 2008

15

f : [0, ) R .
...

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

C, Re < 0,

y(0) = y0,

y(t) = f (t) + et[y(0) f (0)].

, 3 ..., 2008

t [0, )

(10)

(11)

16

f : [0, ) R .
...

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

C, Re < 0,

y(0) = y0,

y(t) = f (t) + et[y(0) f (0)].

t [0, )

(10)

(11)

f t
0
.
.. (10) ,
t,
t?,
t?, t
t? .
t? = 0.
, 3 ..., 2008

16

(11) t = nh ( )

y(tn+1) = f (tn+1) + eh[y(tn) f (tn)]

(12)

Euler ... (10) ()

y n+1 = y n + h[y n + f 0(tn) f (tn)]


= f (tn) + hf 0(tn) + (1 + h)[y n f (tn)]

(13)

(12) (13)

f (tn+1) = f (tn) + hf 0(tn) + O(h2)


|eh| < 1 Re < 0,
|1 + h| 1 h S .

, 3 ..., 2008

17

(11) t = nh ( )

y(tn+1) = f (tn+1) + eh[y(tn) f (tn)]

(12)

Euler ... (10) ()

y n+1 = y n + h[y n + f 0(tn) f (tn)]


= f (tn) + hf 0(tn) + (1 + h)[y n f (tn)]

(13)

(12) (13)

f (tn+1) = f (tn) + hf 0(tn) + O(h2)


|eh| < 1 Re < 0,
|1 + h| 1 h S .
(12) eh[y(tn) f (tn)], t 0,
(13) |1 + h|
.
, 3 ..., 2008

17


... (1), .

- -.

, 3 ..., 2008

18


... (1), .

- -.
Euler
y 0(tn)
(. )
n
n1
y(t
)

y(t
)
0 n
y (t )
h

y n y(tn)

y n y n1
= f (tn, y n)
h
Euler

y n+1 = y n + hf (tn+1, y n+1),


, 3 ..., 2008

n = 0, . . . , N 1

(14)

18

. . . Euler
() y n+1 (14)
(. . 2).
(x) = y n + f (tn+1, x) R
y n+1, ( )
xk+1 = (xk ) x0 = y n,
x? = y n+1.

, 3 ..., 2008

19

. . . Euler
() y n+1 (14)
(. . 2).
(x) = y n + f (tn+1, x) R
y n+1, ( )
xk+1 = (xk ) x0 = y n,
x? = y n+1.

(14) (9)
1
y n = (1h)
n.

-
|1 h| 1, Re 0.

Euler -.

, 3 ..., 2008

19


Euler

.

, 3 ..., 2008

20


Euler

.

y n+1
Newton-Raphson.

, 3 ..., 2008

20


Euler

.

y n+1
Newton-Raphson.

Euler , ,
, .
:

max |y n y(tn)| Ch

0nN

C h.

, 3 ..., 2008

20



18

, 3 ..., 2008


.
.. y 0 = f (t, y)

y(tn+1) y(tn) =

tn+1

f (t, y(t))dt.

(1)

tn

, 3 ..., 2008


.
.. y 0 = f (t, y)

y(tn+1) y(tn) =

tn+1

f (t, y(t))dt.

(1)

tn

(15) hf (tn, y(tn)) (.


) Euler.
(15) hf (tn+1, y(tn+1)) (.
) Euler.

, 3 ..., 2008


.
.. y 0 = f (t, y)

y(tn+1) y(tn) =

tn+1

f (t, y(t))dt.

(1)

tn

(15) hf (tn, y(tn)) (.


) Euler.
(15) hf (tn+1, y(tn+1)) (.
) Euler.

(15)




h
n
n
n+1
n+1
[f
t
,
y(t
)
+
f
t
,
y(t
) ] (. )
2

h

i
h
y n+1 = y n + f (tn, y n) + f tn+1, y n+1 ,
2
, 3 ..., 2008

n = 0, . . . , N 1 (2)

Heun (-)
.

n+1

h
= y + [f (tn, y n) + f (tn+1, y n+1)],
2
n

n = 0, . . . , N 1

y n+1 Euler, .

y n+1 = y n + hf (tn, y n)
(16) Heun

h

i
h
y n+1 = y n + f (tn, y n) + f tn+1, y n + hf (tn, y n) , n = 0, .., N 1
2

(3)

, 3 ..., 2008


Heun , .

max |y n y(tn)| Chp

0nN

C h p = 2.

, 3 ..., 2008


Heun , .

max |y n y(tn)| Chp

0nN

C h p = 2.

- Heun

-.

, 3 ..., 2008


Heun , .

max |y n y(tn)| Chp

0nN

C h p = 2.

- Heun

-.


, ( Euler)


h
h
y n+1 = y n +hf tn + , y n + f (tn, y n) , n = 0, .., N 1 (4)
2
2


, 3 ..., 2008

( )

y n (. y(tn)),
y n+1
[tn, tn+1].

, 3 ..., 2008

( )

y n (. y(tn)),
y n+1
[tn, tn+1].

, 3 ..., 2008

y 0 = y , y(0) = 1 [0, 4]
Euler h = 1 h = 0.25.

y = et.

, 3 ..., 2008

Runge-Kutta (RK)
.

, 3 ..., 2008

Runge-Kutta (RK)
.
.
.

, 3 ..., 2008

Runge-Kutta (RK)
.
.
.

RK
.

, 3 ..., 2008

Runge-Kutta (RK)
.
.
.

RK
.

RK
y n+1
y n.

, 3 ..., 2008

Runge-Kutta (RK)
RK ( q ) y n+1

y n+1 = y n + h

q
X

bif (tn,i, y n,i),

n = 0, . . . , N 1

(5)

i=1

:
bi : i = 1, . . . , q ,
tn,i = tn + ih, [tn, tn+1], i
.
y n,i : q ( ) y(tn,i)

y n,i = y n + h

q
X

aij f (tn,j , y n,j ),

i = 1, . . . q

(6)

j=1

ai,j

, 3 ..., 2008

i , bi ai,j , j = 1, . . . , q
[0, i].

, 3 ..., 2008

i , bi ai,j , j = 1, . . . , q
[0, i].

() ( Butcher) :

a11 a12
a21 a22

a1q
a2q

1
2

..

..

..

aq1 aq2
b1 b2

aqq
bq

..

, 3 ..., 2008

A
= T
b

i , bi ai,j , j = 1, . . . , q
[0, i].

() ( Butcher) :

a11 a12
a21 a22

a1q
a2q

1
2

..

..

..

aq1 aq2
b1 b2

aqq
bq

..

A
= T
b

aij = 0 i j ( y n,i
y n,j , i > j .)

, 3 ..., 2008

i , bi ai,j , j = 1, . . . , q
[0, i].

() ( Butcher) :

a11 a12
a21 a22

a1q
a2q

1
2

..

..

..

aq1 aq2
b1 b2

aqq
bq

..

A
= T
b

aij = 0 i j ( y n,i
y n,j , i > j .)
aij 6= 0 i j
q q (
),
.
, 3 ..., 2008

RK
(19) (20) k n,i = f (tn,i, y n,i)




P
q
n,j
n,i
n,i n

a
k
,
k
=
f
t
,
y
+
h

ij
j=1

i = 1, . . . , q,
(7)

y n+1 = y n + h Pq b k n,i
i=1 i

, 3 ..., 2008

RK
(19) (20) k n,i = f (tn,i, y n,i)




P
q
n,j
n,i
n,i n

a
k
,
k
=
f
t
,
y
+
h

ij
j=1

i = 1, . . . , q,
(7)

y n+1 = y n + h Pq b k n,i
i=1 i
aij = 0 i j . RK

n,1
n,1 n

k
=
f
(t
,y )

n,2
n,2 n
n,1

k
=
f
(t
,
y
+
ha
k
)

21

...




q1

k n,q = f tn,q , y n + h j=1 aqj k n,j

n,1
n

y
=
y

n,2
n
n,1 n,1

y = y + ha21f (t , y )

...

y n,q = y n + h Pq1 a f (tn,j , y n,j )


j=1 qj
(8)

, 3 ..., 2008

aij = 0 i < j . RK

n,1
n
n,1 n,1

y
=
y
+
ha
f
(t
,y )

11

n,2
n
n,1 n,1
n,2 n,2

y
=
y
+
ha
f
(t
,
y
)
+
ha
f
(t
,y )

21
22

(9)

..

y n,q = y n + h Pq a f (tn,j , y n,j )


j=1 qj

, 3 ..., 2008

10

RK
(I )

0 0
1
Euler

(
y n,1 = y n
y

, 3 ..., 2008

n+1

= y + hf (t , y

n,1

(10)

11

RK
(I )

0 0
1
Euler

(
y n,1 = y n
y

n+1

= y + hf (t , y

n,1

(10)

(II )

1 1
1

Euler
(

y n,1 = y n + hf (tn+1, y n,1)

, 3 ..., 2008

n+1

= y + hf (t

n+1

,y

n,1

(11)

11

(III )
1
2

1
2

(
y n,1 = y n + h2 f (tn + h2 , y n,1)
y

, 3 ..., 2008

n+1

= y + hf (t +

h n,1
)
2, y

(12)

12

(III )
1
2

1
2

(
y n,1 = y n + h2 f (tn + h2 , y n,1)
y

n+1

= y + hf (t +

h n,1
)
2, y

(12)

(IV )

0 0 0
1
1
2
2 1
1
2

1
2

n,1
n

y
=
y

h
i

y n,2 = y n + h2 f (tn, y n,1) + f (tn+1, y n,2)


h

y n+1 = y n + h f (tn, y n,1) + f (tn+1, y n,2)

(13)

, 3 ..., 2008

12

(IV )

1 2 1
1
2

1
2

(-)
RK,

R, , (p = 2). = 12 63 p = 3
( )/

, 3 ..., 2008

13

(IV )

1 2 1
1
2

1
2

(-)
RK,

R, , (p = 2). = 12 63 p = 3
( )/
(IV )
1
4

1
4

+
1
2

1
4

1
4
1
2

1
2

1
2

3
6 ,

RK, =

p = 4 ( ).
Gauss-Legendre i bi
Gauss-Legendre [0, 1].

, 3 ..., 2008

13

Runge-Kutta (RK)

(p = 4).
0

, 3 ..., 2008

1
2

0
0

0
0

0
0
0
1

1
6

1
3

1
3

1
2

0
0
0
0
1
6

0
1
2
1
2

14

Runge-Kutta (RK)

(p = 4).
0
1
2

0
0

0
0

0
0
0
1

1
6

1
3

1
3

1
2

0
0
0
0
1
6

0
1
2
1
2

n,1

k n,2
n,3

k n,4

= f (tn,1, y n) = f (tn, y n)
= f (tn,2, y n + ha21k n,1) = f (tn + h2 , y n + h 12 k n,1)
= = f (tn + h2 , y n + h 12 k n,2)
= = f (tn+1, y n + hk n,1)

, 3 ..., 2008

(14)

14

Runge-Kutta (RK)

(p = 4).
0
1
2

0
0

0
0

0
0
0
1

1
6

1
3

1
3

1
2

0
0
0
0
1
6

0
1
2
1
2

n,1

k n,2
n,3

k n,4

= f (tn,1, y n) = f (tn, y n)
= f (tn,2, y n + ha21k n,1) = f (tn + h2 , y n + h 12 k n,1)
= = f (tn + h2 , y n + h 12 k n,2)
= = f (tn+1, y n + hk n,1)

(14)

(21)
y n+1

1

1
1
1
= y n + h k n,1 + k n,2 + k n,3 + k n,4
6
3
3
6

, 3 ..., 2008

(15)

14

Runge-Kutta ,
...

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

t [0, 0.2],

y(0) = y 0 = 1 h = 0.05.

, 3 ..., 2008

15

Runge-Kutta ,
...

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

t [0, 0.2],

y(0) = y 0 = 1 h = 0.05.
N = (b a)/h = (0.2 0)/0.05 = 4
y 1

hk 0,1

0,2
hk
0,3

hk

hk 0,4

y
1
= hf (t0, y 0) = 1+t
0 = 1+0 = 1
= hf (t0 + h2 , y 0 + h 12 k 0,1) = 0.04637195
= = hf (t0 + h2 , y 0 + h 12 k 0,2) = 0.04654466
= = hf (t0 + h, y 0 + hk 0,1) = 0.04328938

(16)


1
1
1
y 1 = y 0 + k 0,1 + k 0,2 + k 0,3 + k 0,4 = 0.9534795
6
3
3
6
1

n = 1, 2, 3 y 2, y 3, y 4.

, 3 ..., 2008

15

Runge-Kutta
p
-.

, 3 ..., 2008

16

1
1
M (, t, L, U ).
() M .
0.0040332.

() x M x + 1 =
1, ;

() M (2, 5, 5, 5);

()
;

2
2
x3 2x 5 = 0
()[12] , , [2, 3]
(4 ).
105 ;

3
()[10] x0 = 3
x0 = 3.5 |xn+1 xn | 0.01.

4
()[8] xn+1 := (x3n 5)/2,
n = 1, 2, . . .. , ,
x0 [2, 3]; , ;

5
3
( Y ), , ( X )

X
Y

25
110

30
120

35
120

40
130

45
130

50
140

55
150

60
140

65
150

70
170

() [20] 80
.

6
() [15] spline S(x)
(Ai , Bi ) B A = 4.5.

7
4

Z
I=

ex dx,

Trapez(n) Simpson(n) ( )
Simpson . :
()[8] Trapez(n) n = 4.

8
()[10] Simpson(n) n = 4.

9
()[10] n Trapez(n)
T
, |R|, 5 106 ( Rn+1
= ba
h2 f 00 ()).
12

10
.

Jma 1
(a)[5] Jewrste to arijmhtik ssthma kinhtc upodiastolc, me snolo arijmn mhqanc to M (, t, L, U )
ttoio ste, = 2, t = 3, L = 1 kai U = 2. Na brejon kai na parastajon loi oi arijmo
mhqanc x M .

(b)[5] Ti onomzoume sflma stroggleushc sthn parstash twn arijmn kai stic prxeic kai poi
enai ta shmantik dekadik yhfa enc arijmo?

Jma 2
(a)[5]'Estw xk , xk+1 , xk+2 trec proseggseic thc rzac mac m grammikc exswshc f (x) = 0, oi
opoec prokuyan ap t qrsh trin arijmhtikn mejdwn (a), (b), (c). Dikaiologste poa ap tic
gnwstc mejdouc antistoiqe se kajna ap ta paraktw sqmata.
f(x)

f(x)

xk

x k+2

x k+1

f(x)

xk

(a)

xk

x k+1

x k+2
(b)

x k+2
(c)

x k+1

(a)[15] Gia thn lsh thc exswshc x+ln x = 0, thc opoac h apl rza enai kont sto 0.5 protenontai
oi paraktw epanalhptikc mjodoi:
(M 1) xn+1 := ln xn ,

(M 2) xn+1 := exn

(M 3) xn+1 :=

xn + exn
.
2

Poio apo touc parapnw tpouc kai giat mporon na qrhsimopoihjon? Poi enai h txh sgklishc
gia kje mjodo pou mpore na qrhsimopoihje?

Jma 3
(a)[6] Poia enai ta basik kritria pou prpei na lbei kapoioc upyh tou gia to an ja epilxei: (1)
poluwnumik parembol, (2) parembol me kubikc splines, (3) prosggish elaqstwn tetragnwn (grammik, poluwnumik, ekjetik, . . . ) gia prosarmog sta paraktw dedomna. Dste sugkekrimnec protseic gia kje omda dedomnwn.

5
(b)[15] Ta paraktw dedomna antistoiqon se shmea kai timc miac gnwsthc sunrthshc f (x).

xi
f (xi )

-1
-2

0
1

1
0

2
1

Qrhsimopointac poluwnumik parembol na upologiste h prth pargwgoc, f 0 (x), thc gnwsthc


sunrthshc sto x = 1.

6
(g)[14] Ddontai ta dedomna

xi
yi

1
0.5

2
1.7

3
3.4

4
5.7

Qrhsimopoiste thn mjodo twn elaqstwn tetragnwn gia na upologsete thn bltisth kamplh
thc morfc y(x) = AxB (A kai B gnwstoi) pou proseggzei ta parapnw dedomna.

Jma 4
(a)

[10] Ta paraktw dedomna antistoiqon se shmea kai timc miac gnwsthc sunrthshc f (x).
xi
f (xi )

0.1
-0.454

0.2
-1.584

0.3
-2.934

0.4
-3.904

0.6
-1.584

0.8
13.056

Efarmzontac katllhlo sunduasm twn kannwn oloklrwshc Simpson 1/3 kai 3/8 na upologiste
R 0.8
to oloklrwma 0.1 f (x)dx

8
(b)[15] (a) Kataskeuste me th mjodo aprosdiristwn suntelestn ton tpo oloklrwshc twn
Gauss-Legendre do shmewn kai (b) qrhsimopoiste ton gia na upologsete to oloklrwma

0.8

0.2

1
dt.
t2

Jma 5
[10]Gia to prblhma arqikn timn (PAT)
y 0 (t) = 15y(t),
y(0) = 1,

t [0, ]
(1)

(a) meletste thn eustjeia thc mejdou tou Euler gia to parapnw PAT kai (b) me bma h thc
epilogc sac (msa sthn perioq eustjeiac) upologste to y(0.4).

10
.

1
()[7] M = M ( =
10, t = 5, L = 10, U = 10) x = 5891.26 y = 0.0773414.
x+y ,
, x+y
.

()[5]

z = 7892 7891; ;

2
, , c

dc
= W Qc kV c.
dt

V = 106 m3 , Q = 105 m3 /, W = 106 gr/ k =


0.25m0.5 /gr0.5 /, c
. dc
= 0.
dt
()[10] c = (c)
c0 [2, 6]
;

c=

 W Qc 2
kV

c=

W kV
Q

3
()[15]
Newton-Raphson.

.

3

(p) 20

t
p

1
100

5
200

10
450

15
950

20
2000

.
5 .
()[15]
y = AteBt .

5
()[10] , ,
5 [5]
t = 15.

4
() [10]
. (m) , Simpson 1/3
Simpson 3/8.

t(min)
v(m/s)

1
5

2
6

3.25
5.5

4.5
7

6
8.5

7
8

8
6

9
7

9.5
7

10
5

7
()[14]
i(t) = 10et/T sin(2t/T ), 0 t T /2, T = .

T /2

i(t)2 dt

(1)

T = 1 (1) 15.41261. Gauss-Legendre 3


.

8
()[6] f
C 2 [a, b]
T
Rn+1
=

b a 2 00
h f ()
12


(1) Gauss-Legendre
() .

5
[15] ()

y 0 (t) = 1000y(t) + 3000 2000et ,


y(0) = 0,

t [0, ]
(2)

() Euler ()
h ( ) ()
Euler .

10

11

1
1
()[7] M =
M ( = 10, t = 5, L = 10, U = 10) x = 5891.26 y = 0.0773414.
x+y ,
, x+y
.

()[5]

z = 7892 7891; ;

2
2
.
( )

V = h2

(3R h)
3

()[10] R = 3m, V = 30m3 ;

3 Newton-Raphson
.

3
()[10] h = (h) () ;

r
h=

h3 + (3V /)
3R

4
()[10] -
Newton-Raphson (x? , y ? ),

(x 4)2 + (y 4)2 = 5
x2 + y 2 = 16.
[ :
(x0 , y0 ).]

5
3

t
y

0.75
1.2

2
1.95

3
2

4
2.4

6
2.4

8
2.7

8.5
2.6

y t = 10.
()[15]
t
y = A B+t
.

6
()[13] , ,
()

t
y

0.75
1.2

2
1.95

4
2.4

8
2.7

7
4
() [10] M ,
,
Z
t2

Qcdt,

M=
t1

Q = 0.3m3 /s
, c,

t(min)
0
1
4
6
8 12 16 20
c(mg/m3 ) 12 22 32 45 58 75 70 48
Newton-Cotes.

8
()[15] Gauss-Legendre 3

gm
c
c = 9.8, c = 12.5 m = 68.

10
0

(1 e(c/m)t )dt,

9
5
[15] ()

y 0 (t) = 4e0.8t 0.5y(t),


y(0) = 2,

t [0, 4]
(1)

Heun (-) y(4)


h = 1.

10

11

1
1
()[10] f (x) = x2 3, x [1.5, 2].
( 4 )
f (x) [1.5, 2], x0 = 2, x1 = 1.5
|x
xn |
 = n+1
< 102 .
|xn+1 |

xn1

f (xn1 )

xn

f (xn )

2.0000

1.0000

1.5000

-0.7500

xn+1

f (xn+1 )

2
()[13] (. ) Newton-Raphson
A.

Newton-Raphson xn+1 =

3
xn |
< 102
x0 = 2,  = |xn+1
|xn+1 |
4 .

xn

2.0000

xn+1

3
2
[12] f (x) = x3 4x xk = 1, 1, 2, 3.
Newton
Pn (x), (. n = 0, 1, 2, 3), f (x).

xk

f [xk ]

f [xk1 , xk ]

f [xk2 , xk1 , xk ] f [xk3 , xk2 , xx1 , xk ]

-1
1
2
3

P0 (x) =

P1 (x) =

P2 (x) =

P3 (x) =

f (x) Px (x) n 3;

4
3
(xk , yk ) :

(1,

0.7) (2,

1.7) (3,

3.4) (4,

6.7) (5,

12.6)

() [15] y = CxD , , y = CxD Y = AX + B .

C=

xk

yk

1
2
3
4
5

0.7000
1.7000
3.4000
6.7000
12.600

Xk

Yk

D=

5
()[15] Spline S(x) (xk , yk ).

6
4
, I =
Simpson 1/3 N = 2

Qs =

i
hh
f (x0 ) + 4f (x1 ) + f (x2 ) ,
3

Rb
a

f (x)dx,

x0 = a, x2 = b.

() [10] Simpson 1/3, QsN (f ), N = 2M

QsN (f )=

7
() [10] Simpson 1/3 N = 4

Z
I=
0

Iw

ex dx.

8
5
[15] ()
dy
dx

= xy 2 ,
y(1) = 1,

x [0, 1.5]

Euler y(1.5) h = 0.25


2 Runge-Kutta ( Euler)

h
yn+1 = yn + (k1 + k2 )
2
k1 = f (xn , yn )
k2 = f (xn+1 , yn + hk1 )
y(1.5) h = 0.25 2 .

10

1
1
( ).
[4](i) (25)10 = (?)2
() 100110
() 10011
() 11001
() 110010

[3](ii) (1101)2 = (?)10


() 3
() 13
() 15
() 26

[4](iii) M (, t, L, U ) M (2, 5, 10, 10)


;
() 0.03125
() 0.06250
() 0.01562
() 0.12500

[4](iv ) x = 0.028254 x
e = 0.028271 x, x
e
;
() 2
() 3
() 4
() 5

2
2
f (x) = x3 x 4 .
()[15] f (x) x? , 3
[a, b]
x? [a, b]
4 .

3
()[10] f (x) ( 4
) Newton-Raphson f (x),
x0
 = |xn+1 xn | < 104 .

n
0

xn

f (xn )

xn+1

f (xn+1 )

4
() [5] xn+1 = (xn ) x3n 4,
x? f (x).

n = 0, 1, 2, . . .

5
3
() [10] S(x) [0, 3],

s0 (x) = 1 + 4x x , x [0, 1]
S(x) = s1 (x) = 2x,
x [1, 2]

2
s2 (x) = 2 x + x ,
x [2, 3]
spline; .

6
() [15] , Pn (x),
, g(x)
x = 1.2

xi
1
1.5
1.75
2
g(xi ) 0.0000 0.4054 0.5596 0.6931

() [5] f () , , (),
g 0 (1.75) (i) 2 (ii) 3
.

7
4
(xi , yi ) :

(0,

2) (1,

5) (2,

10) (3,

18) (4,

37) (5, 70)

[15] y = eax+b ,
4
,

xi

yi

0
1
2
3
4

2
5
10
18
37

70

8
5
()[10] v(t)

(
2t,
x [1, 5],
v(t) =
2
5t + 3, x (5, 14].
() Simpson 1/3
( ) t = 2 t = 9

() 949.33
() 1039.7
() 1200.5
() 1350.5

9
() [10]

() 11.672
() 11.807
() 12.811
() 13.633

R 2.2
0.2

xex dx Gauss

10

You might also like