Taller de Análisis Numérico

Algorithms and convergence

Heetae Kim

Ingeniería Civil Industrial

Universidad de Talca

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

Algoritmos

Son los procesos de aproximación:

• Un algoritmo corresponde a un grupo de pasos ambiguos que desde una

entrada (input) de datos produce una respuesta en un tiempo finito.

• Los algoritmos computacionales son implementados a través de software

que pueden resolver problemas matemáticos, arrojando resultados
numéricos aproximados.

• A pesar de ser aproximados, los resultados obtenidos pueden tener un alto

(y creciente) grado de precisión.

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

Seudocódigo

• Metodología simple para describir un algoritmo de forma explicita.

• Uso del lenguaje natural.

• Lo usaremos para describir los métodos del ramo.

• Esto incluye:
‣ Entrada (Input)
‣ Salida (Output)
‣ Pasos (Steps)
‣ Condiciones (Conditions)

∑x i
= x1 + x2 +!+ x N
i=1

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

Ejemplo

• Un algoritmo para calcular

N

∑x i = x1 + x2 +!+ x N
i=1
cuando n y los números x1, x2, …, xn son dados, se puede escribir de la
siguiente maneras:

INPUT N, x1, x2, …, xn .

∑
N
OUTPUT SUMA=
xi
xi .

STEP 1 Set SUMA = 0. (Initialize accumulator)

STEP 2 For i = 1, 2, …, N (loop)
Set SUMA = SUMA + xi. (Add the next term.)
STEP 3 OUTPUT (SUMA);
STOP.

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

Convenciones

• Un punto (.) indica el fin de un paso

• Un punto y coma (;) separa tareas dentro de un paso
• Las variables y elementos conocidos pueden ser con mayúscula.
• Los comentarios son en cursiva.
• Las descripciones en lenguaje natural.

INPUT N, x1, x2, …, xn .

∑
N
OUTPUT SUMA=
xi
xi .

STEP 1 Set SUMA = 0. (Initialize accumulator)

STEP 2 For i = 1, 2, …, N (loop)
Set SUMA = SUMA + xi. (Add the next term.)
STEP 3 OUTPUT (SUMA);
STOP.

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

Estabilidad de los algoritmos

• Si un cambio pequeño en las entradas produce un cambio pequeño en las

salidas se dice que los algoritmos son estables.

• Si producen grandes cambios (O que no puedan ser determinados) entonces

se dice que son inestables.

• Si un algoritmo es estable solo por un grupo particular de elementos se dice

que es condicionalmente estable.

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

Estabilidad de los algoritmos

• Si En ≈ CnE0,
donde C es una constante independiente de n,entonces se dice que el
crecimiento del error es lineal.

• Si En ≈ CnE0
para un C> 1, entonces el crecimiento del error se le llama exponencial.
1.3 Algorithms and Convergence 35

Figure 1.12
En

Unstable
Unstable exponential
exponential error growth
growth
n
En ! C E0

E0 > 0: Error inicial

En: Magnitud del error
después de n operaciones Stable
Stable linear
linear errorgrowth
growth
E n ! CnE 0

E0

1 2 3 4 5 6 7 8 n

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

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Heetae Kim, Ingeniería Civil Industrial
n+
n+ 1 1
Taller de Análisis Numérico
n+ 1n+ 3 n+ 3 n+ 3
xample 2 Suppose that, for n≥ 1,
Tazas de convergencia
n+ 1 n+ 3
αn = and α̂n = .
n2 n3
Ejemplo : ¿Cual es la taza de convergencia de las siguientes secuencias?
Both limn→∞ αn = 0 and limn→∞ α̂n = 0, but the sequence {α̂n} converges to this limit
much faster than the sequence {αnn}.+Using
1 five-digit rounding
! +3
narithmetic we have the values
a =
shown in Table 1.7. Determine
n rates Y
2 of convergence
a =
forn these two
3 sequences.
n n
Table 1.7
n 1 2 3 4 5 6 7

αn 2.00000 0.75000 0.44444 0.31250 0.24000 0.19444 0.16327

α̂n 4.00000 0.62500 0.22222 0.10938 0.064000 0.041667 0.029155

• Ambas secuencias convergen a 0 pero a!n es mas “rápida”.

ther ways
wth of • Define the sequences βnn+=11/nand
Entonces:
Solution n + nβ̂n =2n
an − 0 =
1
1/n2 . Then
= 2 ⋅≤ = O
⎛ 1⎞
=
ns, some of n2n+ 1 n2 n+ nn2 n ⎜⎝ n ⎟⎠
1
both above |αn −0| = ≤ = 2 · = 2βn
ce or ! n + 3 n + 3n 4n
n2 n2 n 1 ⎛ 1⎞
eration. and
an − 0 = 3 ≤ = 3 = 4⋅ 2 = O⎜ 2 ⎟
nalyzes
n n 3
n n ⎝n ⎠
le [CLRS], n+ 3 n+ 3n 1
tal que: |α̂n −0| = ≤ = 4 · = 4β̂n.
mation. n3 n3 n2
⎛ 1⎞ ! ⎛ 1⎞
an = 0 + O ⎜ ⎟ y an = 0 + O ⎜ 2 ⎟
⎝ n⎠ ⎝n ⎠
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Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico
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Tazas de convergencia de funciones

• Este método también puede ser aplicado a las formulas.

• Supoga F(h) con lim F(h) = L y G(h) con lim G(h) = 0.

h→0 h→0

Si K existe tal que | F(h) − L | ≤ K | G(h) | ,

para un h pequeño entonces: F(h) = L + O(G(h)) .

• En general para las comparaciones usamos la forma de G(h) = hp.

Heetae Kim, Ingeniería Civil Industrial Taller de Análisis Numérico

 1.3
Ejemplo
an interval that contains the true value. Unfortunately, a
for reasonable implementation.
• Calcule el tercer polinomio de la serie de Taylor de cos h:

Rates 1of2 Convergence

1 4
cos h = 1− h + h cos ξ (h)
2 24
Since iterative techniques involving sequences are often
brief
Para un numero ξ(h) entre ) y discussion
h. of some terminology used to describe th
In general, we would like the technique to converge as
Esto implica que, definition
1 2 is 1used to compare the convergence rates of
cos h + h = 1+ h cos ξ (h)
4

2 24
∞
Definition⎛ 1.18 1 Suppose⎞ {β
1 n } n=1 is a4 sequence
1 4 known to converge to
⎜⎝ cos h + 2 number
h ⎟ −1 =
2
cos ξ (h) h ≤ h
⎠ 24 a positive constant
α. If 24 K exists with

|αn −α| ≤ K|βn|, for la

De este resultado,
then we say that {αn}∞ n=1 converges to α with rate, or o
1
cosexpression is O(h
h + h 2 = 1+ read4 )“big oh of βn”.) It is indicated by wr
2

Although Definition 1.18 permits {αn}∞ n=1 to be co

Heetae Kim, Ingeniería Civil Industrial
{βn}∞Taller
, inde Análisis Numérico
nearly every situation we use