Figura 1. Números .........................................................................................................................................

4
Figura 2. Problema prototípico ..................................................................................................................... 6
𝒙𝒑 = 𝟏
.................................................................................................................................................................... 25
 .............................................. 55

................................................ 20
Tabla 2. Iteraciones hasta la convergencia ................................................................................................. 48
Tabla 3. Iteraciones ..................................................................................................................................... 50
Tabla 4. Iteraciones ..................................................................................................................................... 53
Tabla 5. Iteraciones ..................................................................................................................................... 54
Figura 1. Números
 100º 100º 100º
50º T1 T2 T3 50º
50º T4 T5 T6 50º
50º T7 T8 T9 50º
0º 0º 0º

T1 T9
Figura 2. Problema prototípico
 1

2𝑥 + 𝑦 = 10

2𝑥 + 𝑦 = 10
𝑥 + 3𝑧 = 40

𝑥 𝑦 𝑧
 2𝑥 + 1𝑦 = 10
𝑥 + 3𝑧 = 40
𝑥 + 𝑦 + 2𝑧 = 30

𝑥 = 4, 𝑦 = 2, 𝑧 = 12
 𝐴𝑥 = 𝑏

2 1 0 𝑥 10
[1 0 3] [𝑦] = [40]
1 1 2 𝑧 30

𝑡
𝑥 = (4,2,12)

ℝ
𝑛 𝑚 𝑛 × 𝑚)

𝑎1,1 … 𝑎1,𝑚
𝐴=| ⋮ ⋱ ⋮ |
𝑎𝑛,1 … 𝑎𝑛,𝑚

𝑖 𝑗 𝑎𝑖𝑗

(𝑛 × 𝑚)
𝐴 = [𝑎𝑖𝑗 ]𝑛×𝑚 𝑡. 𝑞. 1 ≤ 𝑖 ≤ 𝑛, 1 ≤ 𝑗 ≤ 𝑚
 ℝ
{+,∙}

𝑋, 𝑌 𝑛×𝑚

𝑋+𝑌 =𝑌+𝑋
(𝑋 + 𝑌) + 𝑍 = 𝑋 + (𝑌 + 𝑍)

∃0 𝑡. 𝑞. 0 + 𝑋 = 𝑋 + 0
𝑋 − 𝑋 = 𝑋 + (−𝑋) = 0
(𝑎 + 𝑏)𝑋 = 𝑎𝑋 + 𝑏𝑋

𝑎(𝑋 + 𝑌) = 𝑎𝑋 + 𝑎𝑌
𝑎(𝑏𝑋) = (𝑎𝑏)𝑋

𝐴 = [𝑎𝑖𝑗 ]𝑛𝑥𝑚 , 𝐵 = [𝑏𝑖𝑗 ]𝑛𝑥𝑚 𝛼∈ℝ

𝐴, 𝐵
𝐴 = 𝐵 ⟺ 𝑎𝑖𝑗 = 𝑏𝑖𝑗 𝑝𝑎𝑟𝑎 1 ≤ 𝑖 ≤ 𝑛, 1 ≤ 𝑗 ≤ 𝑚

𝐴, 𝐵
𝐴 + 𝐵 = [𝑎𝑖𝑗 + 𝑏𝑖𝑗 ]𝑛×𝑚 𝑝𝑎𝑟𝑎 1 ≤ 𝑖 ≤ 𝑛, 1 ≤ 𝑗 ≤ 𝑚

𝛼𝐴
𝐴 𝛼
 𝛼𝐴 = 𝛼 ∙ [𝑎𝑖𝑗 ]𝑛×𝑚 = [𝛼 ∙ 𝑎𝑖𝑗 ]𝑛×𝑚 𝑝𝑎𝑟𝑎 1 ≤ 𝑖 ≤ 𝑛, 1 ≤ 𝑗 ≤ 𝑚

𝐴 + 𝛼𝐵

𝐴 + 𝛼𝐵 = [𝑎𝑖𝑗 + 𝛼𝑏𝑖𝑗 ]𝑛×𝑚 𝑝𝑎𝑟𝑎 1 ≤ 𝑖 ≤ 𝑛, 1 ≤ 𝑗 ≤ 𝑚

𝐴 = [𝑎𝑖𝑘 ]𝑛×𝑝 𝐵 = [𝑏𝑘𝑗 ]𝑝×𝑚 1 ≤ 𝑖 ≤ 𝑛, 1 ≤

𝑗≤𝑚 1≤𝑘≤𝑝

𝐶 = 𝐴𝐵
𝑝

𝐶 = [𝑎𝑖𝑘 ]𝑛×𝑝 ∙ [𝑏𝑘𝑗 ]𝑝×𝑚 = [𝑐𝑖𝑗 ]𝑛×𝑚 = ∑ 𝑎𝑖𝑘 𝑏𝑘𝑗 = 𝑎𝑖1 𝑏1𝑗 + 𝑎𝑖2 𝑏2𝑗 + ⋯ + 𝑎𝑖𝑝 𝑏𝑝𝑗
𝑘=1

1 ≤ 𝑖 ≤ 𝑛, 1 ≤ 𝑗 ≤ 𝑚

𝑖 − é𝑠𝑖𝑚𝑎 𝑗 − é𝑠𝑖𝑚𝑎

3 0 2 2 1 8 3
𝐴 = [1 2 0 ] 𝐵 = [0 1] 𝐶 = 𝐴𝐵 = [2 3]
0 1 1 1 0 1 1

𝑐2,1 = ∑3𝑘=1 𝑎𝑖𝑘 𝑏𝑘𝑗 = 𝑎𝑖1 𝑏1𝑗 + 𝑎𝑖2 𝑏2𝑗 + 𝑎𝑖3 𝑏3𝑗 =

𝑎2,1 𝑏1,1 + 𝑎2,2 𝑏2,1 + 𝑎2,3 𝑏3,1 = 1 ∙ 2 + 2 ∙ 0 + 0 ∙ 1 = (1,2,0) ∙ (2,0,1) = 2

 𝟎

0 = [0𝑖𝑗 ]𝑛×𝑚

𝑰𝒏 1
𝑛×𝑛
𝐼𝑛 = [1𝑖𝑖 ]𝑛×𝑛

𝐼𝑛 𝐴 = 𝐴 𝐴𝑛×𝑝
𝐵𝐼𝑛 = 𝐵 𝐵𝑚×𝑛

𝐴 = [𝑎𝑖𝑗 ]𝑛×𝑛

𝐴
𝑖=𝑗
𝑑𝑖𝑎𝑔(𝐴) = {𝑎1,1 , 𝑎2,2 , 𝑎3,3 , … , 𝑎𝑛,𝑛 }

𝐴 = [𝑎𝑖𝑗 = 0]𝑛×𝑛 𝑖>𝑗 𝐴

𝑎1,1 … 𝑎𝑛,𝑛
𝐴=[ 0 𝑎2,2 ⋮ ]
0 0 𝑎3,3
 𝐴 = [𝑎𝑖𝑗 = 0]𝑛×𝑛 𝑖≤𝑗 𝐴

𝑎1,1 = 0 0 0 0
𝑎2,1 𝑎 2,2 = 0 0 0
𝐴= 𝑎𝑖𝑗
⋮ ⋱ 0
𝑎
[ 𝑛,𝑛 … 𝑎 𝑛,𝑛−1 𝑎𝑛,𝑛 = 0]

𝐴
𝐵
𝐴𝐵 = 𝐼

𝐵 𝐴

𝐴 𝐴−1
(𝐴−1 )−1 = 𝐴

𝐴 𝐵

(𝐴𝐵)−1 = 𝐵 −1 𝐴−1

𝐴 = [𝑎𝑖𝑗 ]𝑛×𝑚 𝐴𝑡

𝐴𝑇 = [𝑎𝑗𝑖 ]𝑚×𝑛
 𝐴

𝐴 𝑀 𝐴𝑀 = 𝑀𝐴 = 𝐼
det(𝐴) = 0
𝐴) < 𝑛

𝐴𝑧 = 0
𝑡𝑟(𝐴)

±𝑘 1≤𝑘≤
𝑑𝑖𝑚 − 1 𝐷 𝑑𝑖𝑎𝑔(𝐷, 𝑘) = [𝑑𝑖,𝑖+𝑘 ]
𝑘>0 𝑘<0 𝑑𝑖𝑎𝑔(𝐷, 𝑘) = [𝑑𝑖+𝑘,𝑖 ]
𝐶 𝐷 (3 × 3)
(1) 2𝑥 + 1𝑦 = 10
(2) 𝑥 + 3𝑧 = 40
(3) 𝑥 + 𝑦 + 2𝑧 = 30

𝑧 (2) 𝑦

(4) 𝑦 = 10 − 2𝑥
40 − 𝑥
(5) 𝑧 =
3
𝑦 𝑧 𝑥

80 − 2𝑥
(6) 𝑥 + 10 − 2𝑥 + = 30
3

(7) 3𝑥 + 30 − 6𝑥 + 80 − 2𝑥 = 90

𝑥
20
(8) 𝑥 = =4
5
(8) (4) (5)
(9) 𝑦 = 2
(10) 𝑧 = 12
 𝛼 ∈ ℝ, 𝛼 ≠ 0

𝑒𝑐1: 𝑤 + 𝑥 + 3𝑧 = 4
𝑒𝑐2: 2𝑤 + 𝑥 − 𝑦 + 𝑧 = 1
𝑒𝑐3: 3𝑤 − 𝑥 − 𝑦 + 2𝑧 = −3
𝑒𝑐4: − 𝑤 + 2𝑥 + 3𝑦 − 𝑧 = 4

 𝑒𝑐 2 −2 ∙ 𝑒𝑐1
𝑒𝑐1
−2 ∙ 𝑒𝑐1 = −2𝑤 − 2𝑥 − 6𝑧 = −8
 𝑒𝑐2
𝑒𝑐2∗ : 0𝑤 − 𝑥 − 𝑦 − 5𝑧 = −7
 𝑤 𝑒𝑐3
−3 ∙ 𝑒𝑐1
 −3 ∙ 𝑒𝑐1 = −3𝑤 − 3𝑥 − 9𝑧 = −12
 𝑒𝑐3
𝑒𝑐3∗ : 0𝑤 − 4𝑥 − 𝑦 − 7𝑧 = −15

𝑒𝑐4∗ : 0𝑤 + 3𝑥 + 3𝑦 + 2𝑧 = 8
𝑤

𝑒𝑐1: 𝑤 + 𝑥 + 3𝑧 = 4
𝑒𝑐2 : − 𝑥 − 𝑦 − 5𝑧 = −7
𝑒𝑐3 : − 4𝑥 − 𝑦 − 7𝑧 = −15
𝑒𝑐4 : 3𝑥 + 3𝑦 + 2𝑧 = 8
𝑥 −4 ∙ 𝑒𝑐2

−4 ∙ 𝑒𝑐2 : 4𝑥 + 4𝑦 + 20𝑧 = 28
𝑒𝑐3
𝑒𝑐3∗ : 3𝑦 + 13𝑧 = 13
𝑥 𝑒𝑐2 3
𝑒𝑐4
3 ∙ 𝑒𝑐2 : − 3𝑥 − 3𝑦 − 15𝑧 = −21

𝑒𝑐4∗ : − 13𝑧 = −13

 𝑒𝑐1 : 𝑤 + 𝑥 + 3𝑧 = 4
𝑒𝑐2 : − 𝑥 − 𝑦 − 5𝑧 = −7
𝑒𝑐3 : 3𝑦 + 13𝑧 = 13
𝑒𝑐4 : − 13𝑧 = 29
𝑗 − é𝑠𝑖𝑚𝑎 (𝑗 > 𝑖)
𝑖 − é𝑠𝑖𝑚𝑎
𝑖 − é𝑠𝑖𝑚𝑎𝑠 𝑖 − é𝑠𝑖𝑚𝑎

𝑒𝑐1: 𝑤 + 𝑥 + 0𝑦 + 3𝑧 = 4
𝑒𝑐2: − 𝑥 − 𝑦 − 5𝑧 = −7
𝑒𝑐3: 3𝑦 + 13𝑧 = 13
𝑒𝑐4: − 13𝑧 = −13

𝑒𝑐4

𝑒𝑐4 𝑒𝑐1.

{𝑤 = −1, 𝑥 = 2, 𝑦 = 0, 𝑧 = 1}

1 1 0 3 𝑤 4
[ 2 1 −1 1 ] [ ] = [ 1]
𝑥
3 −1 −1 2 𝑦 −3
−1 2 3 −1 𝑧 4
 1 1 0 3 𝑤 4
[ 0 −1 −1 −5] [ 𝑥 ] = [ −7 ]
0 0 3 13 𝑦 13
0 0 0 −13 𝑧 −13

𝒗 𝑉/𝐾
𝑉
𝜑: 𝑉 ⟶ ℝ+

𝜑(𝒗) = 0 ⟺ 𝒗 = 𝟎 𝑐𝑜𝑛 𝟎 ∈ 𝑉
𝜆 ∈ 𝐾. 𝜑(𝜆𝒗) = |𝜆| 𝜑(𝒗)
𝜑(𝒗𝟏 + 𝒗𝟐 ) ≤ 𝜑(𝒗𝟏 ) + 𝜑(𝒗𝟐 )
 ‖∙‖
𝒙 ∈ 𝑅𝑛
1
2 1
‖𝒙‖2 = (∑|𝑥𝑖 |2 ) = (𝑥12 + ⋯ + 𝑥𝑛2 )2
𝑖=1

1
𝑛 𝑝 1
‖𝒙‖𝑝 = (∑|𝑥𝑖 |𝑝 ) = (𝑥1𝑝 + ⋯ + 𝑥𝑛𝑝 )𝑝 𝑝 ≥ 1
𝑖=1

𝑝=2

 𝑝=1

 𝑝=2
 𝑝=∞

lim ‖𝒙‖𝑝 = max |𝑥𝑖 |

𝑝→∞ 1≤𝑖≤𝑛
 𝑥 ∈ ℝ𝑛
‖𝑥‖1 ≥ ‖𝑥‖2 ≥ ‖𝑥‖∞

𝑝=2 𝑝=1

|𝑥| + |𝑦| = 𝑘
𝑦 =1−𝑥 𝑦=
1+𝑥 −𝑦 = −1 − 𝑥 – 𝑦 = −1 + 𝑥
𝑝=∞

‖𝒙‖𝒑 = 𝟏
 𝑝
𝑝=1 𝑝=
∞

ℝ3

‖𝐴𝒙‖
‖𝐴𝑛×𝑛 ‖ = max
𝐱≠0 ‖𝒙‖

𝒙 ∈ ℝ𝑛 ‖𝒙‖
𝐴𝒙 𝐴
𝒙, ℝ𝑛 ‖𝐴‖
‖𝐴𝒙‖
𝒙
 ‖𝐴‖1 = max ∑|𝑎𝑖𝑗 |
𝑗
𝑖=1

‖𝐴‖∞ = max ∑|𝑎𝑖𝑗 |

𝑖
𝑗=1

𝜆 𝑑𝑒𝑡(𝐴 − 𝜆𝐼) = 0
𝐴𝑡 𝐴

1
‖𝐴‖2 = (𝜌(𝐴𝑇 𝐴))2 = 𝜎𝑀𝐴𝑋 (𝐴)
 𝜌(𝐴) = max{|𝜆|: 𝑑𝑒𝑡(𝐴 − 𝜆𝐼) = 0}

𝜎𝑀𝐴𝑋 (𝐴) 𝐴

1
𝑚 𝑚 2
2 1
‖𝐴‖2𝐹 = (∑ ∑|𝑎𝑖𝑗 | ) = 𝑡𝑟(𝐴𝑇 𝐴)2
𝑖=1 𝑗=1

𝑡𝑟(𝐴)

𝐴 𝐵
‖𝐴‖ > 0 𝐴≠0
‖𝛼𝐴‖ |𝛼| ∙ ‖𝐴‖ 𝛼∈ℝ
‖𝐴 + 𝐵‖ ≤ ‖𝐴‖ + ‖𝐵‖
‖𝐴𝐵‖ ≤ ‖𝐴‖ ∙ ‖𝐵‖
‖𝐴𝒙‖ ≤ ‖𝐴‖‖𝒙‖ 𝒙

1 4 1 1 0.2 0.03
𝐴 = [2 6 0] , 𝐵 = [ 0.2 0.2 0.03]
0 7 1 0.03 0.03 0.03
 ‖𝐴‖1 = max{1 + 2,4 + 6 + 7,1 + 1} = max{3,17,2} =
17 ‖𝐴‖∞ = max{1 + 4 + 1,2 + 6,7 + 1} = max {6,8,8} = 8

‖𝐴‖𝐹 = √(1 + 4) + (16 + 26 + 49) + (1 + 1) =

√5 + 101 + 2 = √108 = 10.392

‖𝐴‖1 = max{1 + 0.2 + 0.03, 0.2 + 0.2 + 0.03, 0.03 + 0.03 + 0.03}
= max{1.23, 0.43, 0.09} = 1.23
‖𝐴‖∞ = max{1 + 0.2 + 0.03, 0.2 + 0.2 + 0.03,0.03 + 0.03 + 0.03}
= max{1.23, 0.43, 0.09} = 1.23

‖𝐴‖𝐹 = √(12 + 0.22 + 0.032 ) + (0.22 + 0.22 + 0.032 ) + 3(0.032 )

= √1 + 3 ∗ 0.22 + 5 ∗ 0.032 + √1 + 3(0.04) + 5(0.009909)

𝐴𝒙 = 𝑏
 𝑏 𝛿𝑏
𝒙 ̂
𝒙

𝐴𝒙 = 𝑏 ̂ = 𝑏 + 𝛿𝑏
𝐴𝒙
̂ − 𝒙) = 𝛿𝑏
𝐴(𝒙

̂ − 𝒙) = 𝐴−1 𝛿𝑏
(𝒙

̂ − 𝒙‖ = ‖𝐴−1 𝛿𝑏‖ ≤ ‖𝐴−1 ‖ ∙ ‖𝛿𝑏‖

‖𝒙

‖𝑏‖ = ‖𝐴𝒙‖ ≤ ‖𝐴‖ ∙ ‖𝒙‖

1 ‖𝐴‖
≤
‖𝒙‖ ‖𝑏‖

‖𝒙
̂ − 𝒙‖ ‖𝛿𝑏‖
≤ ‖𝐴‖ ∙ ‖𝐴−1 ‖
‖𝒙‖ ‖𝑏‖
 ‖𝐴‖ ∙ ‖𝐴−1 ‖

𝜅(𝐴) = ‖𝐴‖ ∙ ‖𝐴−1 ‖

𝜅≫1 𝐴

𝜅(𝐶) 𝐴 1, 2, ∞ y F
𝜅(𝐴) = {31.167, 14.391, 15.333, 15.945}

𝐵 𝜅(𝐵) =
{413.21, 354.47, 413.21, 358.30}
 𝐴𝑚,𝑛 𝒙𝒏,𝟏 = 𝑏𝑛,1

𝒙
𝒙 𝑏

𝑀
𝑀𝐴 = 𝐼
𝑀𝐴𝒙 = 𝑀𝑏

𝒙 = 𝑀𝑏

𝒙
𝐴
𝒙 𝑏
 𝑀

𝑎11 𝑥1 = 𝑣1

𝑛
𝑎21 𝑥1 + 𝑎12 𝑥2 = 𝑣2
⋮
𝑎𝑛1 𝑥1 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 = 𝑣𝑛
 𝐴

𝑙11 0 … 0
𝑙 𝑙22 … 0
𝐿 = [ 21 ]
⋮ ⋮ ⋱ ⋮
𝑙𝑛1 𝑙𝑛2 … 𝑙𝑛𝑛

𝑖<𝑗 𝑙𝑖𝑗 = 0 𝐿

𝑙𝑖𝑖 = 0
 𝐿𝒙 = 𝑏

𝑏 = (𝑏1 , … , 𝑏𝑛 )𝑇 𝒙

𝑏1
𝑥1 =
𝑙11
𝑛

𝑥𝑖 = (𝑏𝑖 − ∑ 𝑙𝑖𝑗 𝑥𝑗 )⁄𝑙𝑖𝑖 , 𝑖 = 2, … , 𝑛

𝑗=𝑖+1

𝒙,

𝑢11 𝑢12 … 𝑢1𝑛

0 𝑢22 … 𝑢2𝑛
𝑈= [ ⋱ ⋮ ]
⋮ 0
0 0 0 𝑢𝑛𝑛

𝑖>𝑗 𝑢𝑖𝑗 = 0 𝑈

𝑢𝑖𝑖 = 0
 𝑈𝒙 = 𝑏

𝑏 = (𝑏1 , … , 𝑏𝑛 )𝑇 𝒙

𝑏𝑛
𝑥𝑛 =
𝑢𝑛𝑛
𝑛

𝑥𝑖 = (𝑏𝑖 − ∑ 𝑢𝑖𝑗 𝑥𝑗 )⁄𝑢𝑖𝑖 , 𝑖 = 𝑛 − 1, … ,1

𝑗=1

𝑒𝑐1 : 𝑎11 𝑥1 + ⋯ + 𝑎1𝑗 𝑥𝑗 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1

𝑒𝑐2 : 𝑎21 𝑥1 + ⋯ + 𝑎2𝑗 𝑥𝑗 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
⋮
𝑒𝑐𝑁 : 𝑎𝑛1 𝑥1 + ⋯ + 𝑎𝑛𝑗 𝑥𝑗 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 = 𝑏𝑛

𝐴𝒙 = 𝑏
𝐴

𝑈𝒙 = 𝑐

𝑖 − 𝑒𝑠𝑖𝑚𝑎 𝑏𝑗 − é𝑠𝑖𝑚𝑎
𝜆
𝑒𝑐𝑖 ← 𝑒𝑐𝑖 + 𝜆𝑒𝑐𝑗

𝜆 𝑒𝑐𝑖
𝑒𝑐𝑗 𝑗>𝑖

𝐴∗ 𝑈

𝑢11 𝑢12 … 𝑢1𝑛

0 𝑎𝑖𝑖 … 𝑎𝑖𝑛
𝐴∗ = [ ⋮ 𝑎𝑗𝑖 ⋱ 𝑎𝑗𝑛 ]
⋮ ⋮ ⋮ ⋮

𝑎𝑘𝑖 = 0 𝑎𝑖𝑖
0 = 𝑎𝑗𝑖 + 𝜆 𝑎𝑖𝑖
 𝑎𝑗𝑖
𝜆𝑖 = −
𝑎𝑖𝑖

𝐴 𝑏

𝑈𝒙 = 𝑐

𝑈𝒙 = 𝑏
𝒙

𝑒𝑐1 : 𝑥1 + 𝑥2 + 3𝑥4 = 4
𝑒𝑐2 : 2𝑥1 + 𝑥2 − 𝑥3 + 𝑥4 = 1
𝑒𝑐3 : 3𝑥1 − 𝑥2 − 𝑥3 + 2𝑥4 = −3
𝑒𝑐4 : − 𝑥1 + 2𝑥2 + 3𝑥3 − 𝑥4 = 4

1 1 0 3 𝑤 4
2 1 −1 1 𝑥
[ ] [ 𝑦 ] = [ 1]
3 −1 −1 2 −3
−1 2 3 −1 𝑧 4
 𝑒𝑐1
2 3 1
𝜆𝑖 ∈ {− 1 , − 1 , 1} , 𝑖 = 2,3,4 𝑒𝑐2 ←

𝑒𝑐2 − 2𝑒𝑐1 𝑒𝑐3 ← 𝑒𝑐3 − 3𝑒𝑐1 𝑒𝑐4 ← 𝑒𝑐4 + 𝑒𝑐1

1 1 0 3 𝑤 4
0 −1 −1 −5 𝑥 −7
[ ][ ] = [ ]
0 −4 −1 −7 𝑦 −15
0 3 3 2 𝑧 8

𝜆𝑖 ∈ {−4,3}
𝑒𝑐2 𝑒𝑐3 ← 𝑒𝑐3 − 4𝑒𝑐2 𝑒𝑐4 ← 𝑒𝑐4 +
3𝑒𝑐2

1 1 0 3 𝑤 4
0 −1 −1 −5 𝑥 −7
[ ][ ] = [ ]
0 0 3 13 𝑦 13
0 0 0 −13 𝑧 −13

{𝑤, 𝑥, 𝑦, 𝑧}
−13
𝑧= = 1,
−13
𝑦 = 13 − (13 ∙ 1) = 0,
𝑥 = (−7 − (−1 ∙ 0 − 5 ∙ 1))⁄−1 = 2,
𝑤 = (4 − (1 ∙ 2 + 0 ∙ 0 + 3 ∙ 1))⁄1 = −1.

𝒙 = (𝑥1 , 𝑥2 , 𝑥3 )
𝑒𝑐1 : 4𝑥1 − 2𝑥2 + 𝑥3 = 11
 𝑒𝑐2 : − 2𝑥1 + 4𝑥2 − 2𝑥3 = −16
𝑒𝑐3 : 𝑥1 − 2𝑥2 + 4𝑥3 = 17

4 −2 1 𝑥1 11
[−2 4 −2] [𝑥2 ] = [−16]
1 −2 4 𝑥3 17

𝑒𝑐1
1 1
𝜆𝑖 ∈ {2 , 4}

4 −2 1 𝑥1 11
[0 3 −1.5] [𝑥2 ] = [−10.5]
0 −1.5 3.75 𝑥3 14.25

−1.5 1
𝑒𝑐2 𝜆=− =2
3

𝑒𝑐3 ← 𝑒𝑐3 + 𝜆𝑒𝑐2

4 −2 1 𝑥1 11
[0 3 −1.5] [𝑥2 ] = [−10.5 ]
0 0 3 3 𝑥 9

𝑥3 = 3,
𝑥2 = (−10.5 + 1.5 ∙ 3)⁄3 = −2,
𝑥1 = (11 − (−2 ∙ −2 + 1 ∙ 3))⁄4 = 1

𝐴 𝑏 𝒙
 𝐴 = 𝐿𝑈 𝐿
𝑈
 𝑥3

𝑣 × 10−17

𝑓̂
𝑥 (0) 𝑚+1

𝑥 (𝑚+1) = 𝑓̂(𝑥 (𝑚) )

 𝑚>𝑀
‖𝑥 (𝑚+1) – 𝑥 (𝑚) ‖ < 𝜀 𝜀
0<𝜀≪1
‖𝑥 (𝑚+1) – 𝑥 (𝑚) ‖⁄‖𝑥 (𝑚+1) ‖ < 𝜀

𝑥𝑖

(𝑚+1) (𝑚)
𝑥𝑖 = (𝑏𝑖 − ∑ 𝑎𝑖𝑗 𝑥𝑗 )⁄𝑎𝑖𝑖 , 𝑖 = 1, … , 𝑛
𝑗≠𝑖

𝑖 − é𝑠𝑖𝑚𝑎
𝒙(𝒎+𝟏)

𝑎11 𝑥1 + ⋯ + 𝑎1𝑗 𝑥𝑗 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1

𝑎21 𝑥1 + ⋯ + 𝑎2𝑗 𝑥𝑗 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
 ⋮
𝑎𝑛1 𝑥1 + ⋯ + 𝑎𝑛𝑗 𝑥𝑗 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 = 𝑏𝑛

𝑥_𝑖
1
𝑥1 = ∙ (𝑏1 − 𝑎12 𝑥2 − ⋯ − 𝑎1𝑗 𝑥𝑗 − ⋯ − 𝑎1𝑛 𝑥𝑛 )
𝑎11
1
𝑥2 = ∙ (𝑏2 − 𝑎21 𝑥1 − ⋯ − 𝑎2𝑗 𝑥𝑗 − ⋯ − 𝑎2𝑛 𝑥𝑛 )
𝑎22
⋮
1
𝑥𝑛 = ∙ (𝑏𝑛 − 𝑎𝑛1 𝑥1 − ⋯ − 𝑎𝑛𝑗 𝑥𝑗 − ⋯ − 𝑎𝑛𝑛−1 𝑥𝑛−1 )
𝑎𝑛𝑛

5𝑥1 − 2𝑥2 + 3𝑥3 = −1

−3𝑥1 + 9𝑥2 + 𝑥3 = 2
2𝑥1 − 𝑥2 − 7𝑥3 = 3

1
𝑥1 = ∙ (−1 + 2𝑥2 − 3𝑥3 )
5
1
𝑥2 = ∙ (2 + 3𝑥1 − 𝑥3 )
9
1
𝑥3 = − ∙ (3 − 2𝑥1 + 𝑥2 )
7

𝒙(𝟎) = (0,0,0)
 (1) 1
𝑥1 = ∙ (−1 + 2 ∙ 0 − 3 ∙ 0) = −0.200
5
(1) 1
𝑥2 = ∙ (2 + 3 ∙ 0 − 0) ≈ 0.222
9
(1) 1
𝑥3 = − ∙ (3 − 2 ∙ 0 + 0) ≈ −0.429
7

𝒙𝟏 𝒙𝟐 𝒙𝟐 𝒆𝒓𝒓𝒐𝒓𝒓𝒆𝒍 𝒊𝒈𝒖𝒂𝒍
 Tabla 2. Iteraciones hasta la convergencia

𝒙(𝟏𝟖) 𝑚 = 19

𝒙 = (0.186,331, −0.423)

10𝑥1 + 𝑥2 + 𝑥3 = 12
𝑥1 + 10𝑥2 + 𝑥3 = 12
𝑥1 + 𝑥2 + 10𝑥3 = 12

1
𝑥1 = ∙ (12 − 𝑥2 − 𝑥3 )
10
1
𝑥2 = ∙ (12 − 𝑥1 − 𝑥3 )
10
 1
𝑥3 = ∙ (12 − 𝑥1 − 𝑥2 )
10

𝒙(𝟎) = (0,0,0)

(1) 1
𝑥1 = ∙ (12 − 0 − 0) = 1.2
10
(1) 1
𝑥2 = ∙ (12 − 0 − 0) = 1.2
10
(1) 1
𝑥3 = ∙ (12 − 0 − 0) = 1.2
10
 Tabla 3. Iteraciones

𝒙(𝟏𝟏) = (0.186,0.331, −423)

𝐶 𝐴
‖𝐼 − 𝐶𝐴‖ < 1

𝑔(𝒙) = 𝒙 − 𝐶𝑓(𝒙)

𝑓(𝒙) = 𝐴𝒙 − 𝑏
𝑔(𝒙) = 𝒙 − 𝐶(𝐴𝒙 − 𝑏) = 𝐶𝑏 + (𝐼 − 𝐶𝐴)𝒙

𝑔(𝒙) − 𝑔(𝒚) = (𝐼 − 𝐶𝐴)(𝒙 − 𝒚)

‖𝑔(𝒙) − 𝑔(𝒚)‖ ≤ ‖𝐼 − 𝐶𝐴‖ ∙ ‖𝒙 − 𝒚‖

𝑔
 𝐶
𝐷−1 𝐷 = 𝑑𝑖𝑎𝑔(𝐴) 𝐶 = 𝐿𝐴 + 𝐷
𝐿𝐴 𝐴

‖𝐼 − (𝐿 + 𝐷)−1 𝐴‖ ≤ ‖𝐼 − 𝐷−1 𝐴‖ < 1

𝒙(𝒎+𝟏) = 𝒙(𝒎) + (𝐿 + 𝐷)−1 (𝑏 − 𝐴𝒙(𝒎) )

(𝐿 + 𝐷)𝒙(𝒎+𝟏) = (𝐿 + 𝐷)𝒙(𝒎) + (𝑏 − 𝐴𝒙(𝒎) )
(𝐿 + 𝐷)𝒙(𝒎+𝟏) = (𝐿 + 𝐷 − 𝐴)𝒙(𝒎) + 𝑏
𝐷𝒙(𝒎+𝟏) = −𝐿𝑥 (𝑚+1) − 𝑈𝑥 (𝑚) + 𝑏 ; 𝑈 = 𝐿 + 𝐷 − 𝐴

−𝑈𝑥 (𝑚)

(𝑚+1) (𝑚+1) (𝑚)

𝑥𝑖 = (− ∑ 𝑎𝑖𝑗 𝑥𝑗 − ∑ 𝑎𝑖𝑗 𝑥𝑗 + 𝑏𝑖 )⁄𝑎𝑖𝑖
𝑗<𝑖 𝑗>𝑖
 𝒙

𝐴𝒙 = 𝑏

𝒙(𝟎)

(1) 1
𝑥1 = ∙ (−1 + 2 ∙ 0 − 3 ∙ 0) = −0.200
5

𝑥1 𝑥2
(1) 1
𝑥2 = ∙ (2 − 3 ∙ 0.200 − 0) ≈ 0.156
9

𝑥3 𝑥1
𝑥2
(1) 1
𝑥3 = − ∙ (3 + 2 ∙ 0.200 + 0.156) ≈ −0.508
7
 𝒎 𝒙𝟏 𝒙𝟐 𝒙𝟐 𝒆𝒓𝒓𝒐𝒓𝒓𝒆𝒍 𝒊𝒈𝒖𝒂𝒍

Tabla 4. Iteraciones

(0.186,0.331, −0.423)

𝒎 𝒙_𝟏 𝒙_𝟐 𝒙_𝟐 𝒆𝒓𝒓𝒐𝒓_𝒓𝒆𝒍 𝒊𝒈𝒖𝒂𝒍

Tabla 5. Iteraciones

(1,1,1)
 𝑋 = {1.7, 1.6, 2.8, 5.6, 1.3, 2.2, 1.3, 1.1, 3.2, 1.5, 5.2, 4.6, 5.8, 3.0}
𝑌 = {3.7, 3.9, 6.7, 9.5, 3.4, 5.6, 3.7, 2.7, 5.5, 2.9, 10.7, 7.6, 11.8, 4.1}

𝑦 = 1.6699𝑥 + 0.96447
 𝑚 (𝑡𝑖 , 𝑦𝑖 )
𝑛
𝝓 = (𝜙1 , … , 𝜙𝑛 )

𝑓(𝑡, 𝑥) = 𝑥1 𝜙1 (𝑡) + ⋯ + 𝑥𝑛 𝜙𝑛 (𝑡)

2
min ∑(𝑦𝑖 − 𝑓(𝑡𝑖 , 𝑥))
𝑖=1

𝜙𝑖

𝑛 𝑚
𝜙𝑖 (𝑡)
𝑚×𝑛

𝐴𝒙 = 𝑏

𝐴𝒙 ≈ 𝑏
 𝐴𝑥 − 𝑏 = 𝑟

𝑟
‖𝑟‖22 = 𝑟 𝑇 𝑟
‖𝑟‖22 = (𝑏 − 𝐴𝒙)𝑇 (𝑏 − 𝐴𝒙) = 𝑏 𝑇 𝑏 − 2𝒙𝑇 𝐴𝑇 𝑏 + 𝒙𝑻 𝐴𝑇 𝐴𝒙

𝒙
𝜕
(𝑏 2 − 2𝑥𝑖 𝑎𝑗𝑖 𝑏𝑖 + (𝑎∗ )2𝑖𝑗 𝑥𝑖2 ) = 0 ; 𝑎𝑗𝑖 𝑎𝑖𝑗 = 𝑎∗
𝜕𝑥𝑖

2(𝑎∗ )2𝑖𝑗 𝑥𝑖 − 2(𝑎𝑗𝑖 𝑏𝑖 ) = 0

𝐴𝑡 𝐴𝒙 = 𝐴𝑡 𝑏

𝒙
 𝑦 = 𝑚𝑥 + 𝑏

𝜎02
(𝑦𝑖 )

𝑦𝑖 = 𝑏0 ∙ 1 + 𝑏1 ∙ 𝑥1𝑗 + ⋯ + 𝑏𝑛 ∙ 𝑥𝑛𝑗 + 𝜖𝑖
𝑦̂𝑖

𝜖𝑖 = (𝑦𝑖 – 𝑦̂𝑖 )2

1 𝑥11 … 𝑥1𝑛 𝑏0
1 𝑥21 … 𝑥2𝑛 𝑏
𝑌̂ = [ ][ 1 ]
⋮ ⋮ ⋮ ⋮ ⋮
1 𝑥𝑚1 … 𝑥𝑚𝑛 𝑏𝑛−1
𝜖
𝑦1 − 𝑦̂1
𝑦 − 𝑦̂2
𝜖=[ 2 ] = 𝑌 − 𝑌̂
⋮
𝑦𝑛 − 𝑦̂𝑛
 𝜖 = 𝑌 − 𝑋𝑏
𝜎 2 = 𝝐2 = ‖𝝐‖𝑇 ∙
‖𝝐‖
𝑟(𝑏)
𝑟(𝑏) = ‖𝝐‖𝑡 ∙ ‖𝝐‖

𝑟(𝒃) = (𝑌 − 𝑋𝒃)𝑇 (𝑦 − 𝑋𝒃)

𝜕 𝜕(𝑌 − 𝑋𝒃)𝑇 (𝑌 − 𝑋𝒃)

𝑟(𝒃) = =0
𝜕𝑏 𝜕𝑏
𝜕
𝑟(𝒃) = −𝑋 𝑇 𝑌 − 𝑋 𝑇 𝑌 + 2𝑋 𝑇 𝑋𝑏 = 0 ⇒ 𝑋 𝑇 𝑋𝒃 = 𝑋 𝑇 𝑌
𝜕𝑏
𝑋𝑇 𝑋
(𝑋 𝑇 𝑋)−1 𝒃 = (𝑋 𝑇 𝑋)−1 𝑋 𝑇 𝑌
𝒃
𝒃 = (𝑋 𝑇 𝑋)−1 𝑋 𝑇 𝑌