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> AJ @A ?AJJA IA?JE AIJ @A AJJHA A LE@A ?A AI FHE ?EF= AI @E ?K J I E AI = FH=JEGKA @AI ?= ?K I K HEGKAI IKH H@E =JAKH
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>HAI H A I
= ?=F=?EJ EHA @K H@E =JAKH J= J EA E AIJ ?AII=EHA @A HAFH IA JAH AI >HAI H A I I KI B H A =FFH ?D A = J=JE = F KI KJE EI A AIJ = HAFH IA J=JE =LA? LEHCK A JJ= JA IE x AIJ K >HA H A F IA
m bp ,
b AIJ = >=IA @A K H=JE m = = JEIIA AJ p ANF I= J AI ?= ?K I I J C H= A A J A A?JK I A >=IA b = 2 AI H IK J=JI = ?D I I J JH=@KEJI A >=IA 10 = = JEIIA m AIJ K >HA ?HEJ =LA? LEHCK A NA AJ F II @= J K >HA =NE K N @A ?DE HAI IEC E ?=JEBI E F I F=H = EHA @A H@E =JAKH
N
m = 0, a1 a2 . . . aN =
k=1
ak bk ,
@K
b 1 m < 1.
>HA H A AIJ @ ? @ A
= FH ?EIE F=H
x m bN = 1 = b1N . x m b ANF I= J p AIJ ? FHEI A JHA @AKN >HAI A JEAHI L p U ?A GKE LAKJ @EHA GKA AI >HAI H A I GKE FAKLA J JHA HAFH IA J I A =?DE A I J ? FHEI A JHA @AKN L= AKHI xmin AJ xmax xmin = bL1 |x| bU = xmax .
8 E?E A H IK = J = HAF=HJEJE @AI n F IEJE I @A EHA F KH = HAFH IA J=JE I @AI >HAI H A I @= I H@E =JAKH K A F IEJE F KH A IEC A N F IEJE I F KH AI ?DE HAI IEC E ?=JEBI AJ AI HAIJ= JAI n N 1 F IEJE I F KH ANF I= J = A ?HEJKHA FAKJ HAFH IA JAH @AI >HA @E HA JI @= I @AI >=IAI @E HA JAI 425, 33 A >=IA 10 HAFH IA JA A >HA x = 4 102 +2 10+5+3 101 +3 102 A >=IA 6 E HAFH IA JA A >HA y = 4 62 +2 6+5+3 61 +3 62 ,=KJHA F=HJ A A >HA FAKJ =L EH K >HA E @A ?DE HAI @= I K A >=IA AJ K >HA E E @= I K =KJHA >=IA x = 1/3 @ A x3 = 0, 1 A >=IA 3 AJ x10 = 0, 3 A >=IA 10
-NA F A
I =HEJD
JEGKAI
5KFF I I F=H ANA F A GKA AI H A I I EA J ?= ?K I =LA? N = 3 ?DE HAI IEC E ?=JEBI AJ =HH @EI = @ ?E = A = F KI FH ?DA 5 EA J
x = 8, 22 = 0, 82210,
y = 0, 00317 = 0, 317102 ,
!
z = 0, 00432 = 0, 432102 .
LAKJ ?= ?K AH = I (x + y ) + z @ A
A x+y+z
! 2D
AI @A ?
FA I=JE
I @A L= AKHI JH I L EIE AI FAKJ
HIGK JA JA @A A?JKAH @AI I KIJH=?JE =L EH @AI FAHJAI E F HJ= JAI @A FH ?EIE
-NA F A
LAKJ H I K@HA GK=JE x2 1634x + 2 = 0 A A A?JK= J AI ?= ?K I =LA? N = 10 ?DE HAI IEC E ?=JEBI >JEA J = 667487, = 816, 9987760, x1 = 817 + 1633, 998776, 0, 0012240. x2 = 817 L EJ GK = K A FAHJA @A 5 ?DE HAI IEC E ?=JEBI IKH x2 1?E A HA IE F A E IK J @ >IAHLAH GKA x1 x2 = 2 @ @A AIJ
x2 =
+AIJ @ ? = C HEJD A K
2 x1
1, 223991125 103 .
@E
"
5OIJ
=FFA A IOIJ B H A
AI E
A E
=EHAI
=EHA @ H@HA n n A JEAH F IEJEB K A ANFHAIIE @A =
Ax = b,
A = (aij ) 1 i, j n @ IEC A K A =JHE?A @A J=E A n n @A >HAI H A I K ? F ANAI b = (bi ) 1 i n K LA?JAKH ? A H A K ? F ANA AJ x = (xi ) 1 i n AIJ A LA?JAKH @AI E ? KAI @K IOIJ A = HA =JE FH ? @A JA GKEL=KJ =KN GK=JE I
n
aij xj = bi ,
j =1
i = 1, . . . , n.
= AJ K IE = 6D +H=
=JHE?A A AIJ @EJA H CK E HA K IE CK E HA IE detA = 0 = ANEIJA ?A E?EJ @A = I KJE x F KH E F HJA GKA LA?JAKH b @ IE AJ IAK A A J =JHE?A =II ?E A =K IOIJ A E =EHA AIJ H CK E HA HEGKA A J IE A AIJ IE CK E HA = I KJE AIJ @ A F=H = B H K A @A AH det(Ai ) xi = , i = 1, . . . , n, det(A)
Ai AIJ = =JHE?A >JA KA A HAF = = J = i A? A @A A F=H A LA?JAKH b +AFA @= J =FF E?=JE @A ?AJJA B H K A AIJ E =??AFJ=> A F KH = H I KJE FH=JEGKA @AI IOIJ AI ?=H I ? J AIJ @A H@HA @A (n + 1)! =JE C F E J FAH=JE I FI - B=EJ A ?= ?K @A ?D=GKA @ JAH E = J F=H = B H K A
n
det(A) =
(1)
( ) i=1
ai,(i)
=I A AIJ JA @KA J KJAI AI FAH KJ=JE I IKH n > AJI HAGKEAHJ n! FI 2=H AN= F A IKH K H@E =JAKH A A?JK= J 109 FI F=H IA? @A E B=K@H=EJ 9, 6 1047 = AI F KH H I K@HA K IOIJ A E =EHA @A IAK A A J 50 GK=JE I 1 B=KJ @ ? @ LA FFAH @AI = C HEJD AI = JAH =JELAI =LA? K ? J H=EI => A ,= I AI IA?JE I IKEL= JAI F KIEAKHI JD @AI I J = = OI AI =FFA A JD @A @A H I KJE @EHA?JA @K IOIJ A E =EHA K = C HEJD A GKE IE H@E =JAKH B=EI=EJ @AI ?= ?K I AN=?JI @ AH=EJ = I KJE A K >HA E @ F H=JE I 1 ANEIJA =KIIE @AI JD @AI EJ H=JELAI GKE ? IEIJA J ? IJHKEHA K A IKEJA @A LA?JAKHI xn ? LAHCA= J LAHI = I KJE x
JD @AI @EHA?JAI
2 KH H I K@HA Ax = b ?DAH?DA ?HEHA A = LU L AIJ K A =JHE?A JHE= CK =EHA E B HEAKHA =LA? @AI 1 IKH = @E=C = A U AIJ K A =JHE?A JHE= CK =EHA IKF HEAKHA = H I KJE @A Ax = b AIJ = HI H= A A =KN H I KJE I IK??AIIELAI @AI IOIJ AI ?DA I Ly = b AJ U x = y
7 A
4 I KJE
@AI IOIJ
aij = 0
AI JHE= CK =EHAI
i, j : 1 j < i n
#
aij = 0
i, j : 1 i < j n.
5KEL= J ?AI ?=I A IOIJ A H I K@HA AIJ @EJ IOIJ A JHE= CK =EHA IKF HEAKH K E B HEAKH 5E = =JHE?A A AIJ H CK E HA AJ JHE= CK =EHA = HI ? A det(A) = aii A @ @KEJ GKA aii = 0 F KH J KJ i = 1, . . . , n 5E A AIJ JHE= CK =EHA E B HEAKHA =
x1 = b1 /a11 ,
AJ F KH i = 2, 3, . . . , n
i1 1 xi = bi aij xj . aii j =1
+AJ = C HEJD A AIJ =FFA JD @A @A @AI?A JA 5E A AIJ JHE= CK =EHA IKF HEAKHA =
xn = bn /ann ,
AJ F KH i = n 1, n 2, . . . , 2, 1
JD @A @A E E =JE
@A /=KII AJ @ ?
F IEJE
LU
5 EJ A = (aij ) K A =JHE?A IE CK E HA n n = C HEJD A @A /=KII AIJ A (1) (1) IKEL= J F IA A = A ?AIJ @EHA aij = aij F KH i, j = 1, . . . , n F KH k = 1, . . . , n ?= ?K A
lik = aij
) = @A ?A FH ? @
aik
(k)
akk
(k)
,
(k )
i = k + 1 , . . . , n;
(k)
(k+1)
i = k + 1, . . . , n.
=JHE?A U I J@ EI F=H
AI
uij = aij ,
J= @EI GKA AI A JI @A = =JHE?A L I J AI JAH AI lij A CA @H I F=H = C HEJD A @A /=KII A ? J @A ?AJJA JD @A @A B=?J HEI=JE AIJ @A H@HA @A 2n3 /3 FI - B=EJ F KH F=IIAH @A A(k) A(k+1) @E A J KJI AI A A A JI @A A(k) I=KB AI FHA E HAI k EC AI AJ AI FHA E HAI k ? AI GKE A ?D= CA J $
(i)
F=I F KH ?D=GKA A J @A A(k+1) E B=KJ B=EHA K A K JEF E?=JE AJ K A I KI JH=?JE = @ ? 2(n k )2 F H=JE I B=EHA )K J J= F KH B=>HEGKAH A(n) E B=KJ n1 n1 (n 1)n(2n 1) 2n3 2(n k )2 = 2 j2 = 2 . 6 3 j =1
k=1
=KN ukk @A =
(k)
=JHE?A U AJ
@A
+AFA @= J
= B=?J HEI=JE LU @A = =JHE?A ?=HH A A @A J=E A n F=H = JD @A @A /=KII ANEIJA IE AJ IAK A A J IE AI I KI =JHE?AI FHE ?EF= AI Ai = (ahk ) h, k = 1, . . . , i I J IE CK E HAI +AJJA FH FHE J AIJ I=JEIB=EJA A F=HJE?K EAH @= I AI ?=I GKE IKELA J A AIJ K A =JHE?A IO JHEGKA @ EA F IEJELA A AIJ K A =JHE?A @E=C = A @ E = JA IJHE?JA F=H EC AI ?AIJ @EHA F KH J KJ i = 1, . . . , n
n
2H F IEJE
|aii | >
j =1,j =i
|aij |.
! A AIJ K A =JHE?A F KH J KJ j = 1, . . . , n
@E=C
=A @
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E = JA IJHE?JA F=H ?
n
AI ?AIJ
@EHA
|aij |.
i=1,j =i
5E A AIJ
IE CK E HA I= B=?J HEI=JE
LU AIJ K EGKA
=JHE?A ?=HH A
/H=?A = B=?J HEI=JE LU FAKJ ?= ?K AH A @AJAH E = J @K A =LA? O(n3 ) FAH=JE I LK GKA
n
ukk ,
FKEIGKA A @AJAH E = J @K A =JHE?A JHE= CK =EHA AIJ A FH @KEJ @AI JAH AI @E=C =KN = ? = @A )6 )* @AJ) ANF EJA ?A FH ? @
!
- E E =JE
5E =K ? KHI @A = C HEJD A @ E E =JE @A /=KII JH KLA K FEL J K J=FA k A FH ? @ I=HH JA FAKJ = HI FAH KJAH = EC A k =LA? = EC A r > k = =JHE?A GKE FAH KJA AI EC AI k AJ r @K A =JHE?A GKA ? GKA AIJ = %
=JHE?A GKE = @AI A JI C=KN 1 F=HJ KJ IKH = @E=C = A I=KB prr = pkk = 0 AJ @AI A JI C=KN 0 F=HJ KJ =E AKHI I=KB prk = pkr = 1 1 1 0 ... 0 0 ... 0 ... 1 ... k P (k,r) = ... 1 ... 0 ... r n 0 0 ... 0 1 => KJEJ = HI = B=?J HEI=JE @K A KLA A =JHE?A ?AIJ @EHA
LU = P A, P AIJ A FH @KEJ @A J KJAI AI =JHE?AI @A FAH KJ=JE @AI EC AI GK = KJE EI AI 5KFF I I @ ? GK = JH KL K A B=?J HEI=JE @K JOFA P A = LU ) HI A = Pb LA?JAKH x I KJE @K IOIJ A Ax = b L HE A C= A A J P Ax = b b +A @AKNE A IOIJ A I ?HEJ LU x = b , ? ? A =KF=H=L= J H I KJ F=H AJ U x = y Ly = b
5E K FEL J AIJ JH I FAJEJ I= I F KH =KJ= J JHA K A FH ? @ @ E E =JE A I=HH JA F=I =EI A H IK J=J FAKJ JHA A J=?D @AHHAKHI ? IE@ H=> AI ? A L= A L EH @= I ANA F A ?E @AII KI 5 EJ K FAJEJ >HA H A AJ ? IE@ H I A IOIJ A @A @AKN GK=JE I @AKN E ? KAI
x+y x+y
2=H E E =JE IKEL= J I= I HA?DAH?DA @A FEL J
= =
1, 2.
KI >JA I A IOIJ A GKEL= A J
x+y 1 1 y
=@ ?E
= =
1, 1 2 .
@E=JA A J = L= AKH @A y
y=
2=H IK>IJEJKJE >JEA J x
12 1 1y
1.
x=
-II=O J A I =E JA = J E E =JE
0.
AI EC AI @= I A IOI
=FH I =L EH ?D= C
x+y x+y
&
= =
2, 1.
A A FH ? @ @ E E =JE L= A J IKEL= J
GKA FH ? @A
A J ?
@KEJ =K IOIJ
A GKE
x+y (1 )y
GKE @ALEA J A JJ= JI
= 2, = 12 ,
x+y y
= I KJE J KJ
= 2, = 1.
x = 1 AJ y = 1.
K AHHAKH GK B=EI=EJ =LA? = FHA E HA E E =JE LA =EJ @A ?A GK @ELEI=EJ >HA F=H A FAJEJ FEL J ?A GKE = F E A ? IE@ H=> A A J AI AHHAKHI
= C HEJD A @A @ ? F IEJE @A /=KII =LA? FEL J=JE F=H EC AI FAH KJA @AKN EC AI @A = =JHE?A A(k) ?D=GKA F=I @A = @ ? F IEJE = GKA (k) A J @E=C = A akk @A = =JHE?A FAH KJ A I EJ =NE = A L= AKH =>I KA 2H ?EI A J =K F=I k @A = @ ? F IEJE JH KLA E @AN r =LA? r k JA GKA (k) (k) |ark | = max |ask |
sk
CE?EA
)6 )*
E F
A JA ?A
"
@ ?
=JHE?AI JHE@E=C
= AI
= =JHE?A A AIJ IE CK E HA AJ JHE@E=C =A
c1 a2 bn
cn1 an
,= I ?A ?=I AI =JHE?AI L AJ U @A = B=?J HEI=JE LU @A A I J @AI =JHE?AI >E@E=C = AI @A = B H A 1 c1 0 1 0 2 1 2 . L= U = , cn1 0 n 1 0 n AI ? A ?EA JI i AJ i FAKLA J JHA ?= ?K I F=H AI HA =JE I
1 = a1 , 2 1 = b2 2 =
b2 , 2 c1 + 2 = a2 2 = a2 2 c1 , . . . 1
'
1 = a1 , i =
bi , i = ai i ci1 , i1
i = 2, . . . , n.
+AJ = C HEJD A AIJ ? K I KI A @A = C HEJD A @A 6D =I AJ A >HA @ F H=JE I A A?JK AI AIJ @A H@HA @A n )LA? = C HEJD A @A 6D =I H I K@HA K IOIJ A JHE@E=C = Ax = f HALEA J H I K@HA 2 IOIJ AI >E@E=C =KN Ly = f AJ U x = y =LA?
Ly = f Ux = y
y1 = f1 , yi = fi i yi1 , yn yi ci xi+1 xn = , xi = , n i
i = 2, . . . , n, i = n 1, . . . , 1.
#
E LAHIA @K A
=JHE?A
AI @A
5E A AIJ K A =JHE?A n n IE CK E HA J I v(1) , . . . , v(n) AI ? 1 1 (1) I= =JHE?A E LAHIA A E A A = (v , . . . , v(n) ) 1 = HA =JE AA = I IA JH=@KEJ F=H AI n IOIJ AI IKEL= JI
1 k n,
A =O= J J KI AI
A JI 0 I=KB ?A KE IKH = EC A k
e(k)
1 = 1 k . 0 n
7 A B EI ? KAI AI =JHE?AI L AJ U GKE B=?J HEIA J = =JHE?A A H I K@HA AI n IOIJ AI (1) C KLAH I F=H = A =JHE?A A ? JA n3 F H=JE I 5E = =JHE?A A AIJ JHE= CK =EHA = I KJE >HKJA @A ?A IOIJ A I=L HA E A ?EA J FKEIGKA A1 = >A=K? KF @A JH AI K AI - A AJ A IOIJ A FHA?A@A J GKEL=KJ
A(j ) vj = 1j , A(j ) AIJ = I KI =JHE?A FHE ?EF= A @ H@HA j vj = (v1j , . . . , vjj )T AJ 1j = (0, 0, . . . , 0, 1)T I J @AI LA?JAKHI @A CKAKH j
@AI
JD @AI @EHA?JAI F KH AI
=H?DA J F=I JH F >EA
LEA J @A L EH A
EJE @ EJ A ? @EJE A A J @K A =JHE?A M IO JHEGKA @ EA F IEJELA ? A A H=FF HJ A JHA = L= AKH =NE = A AJ = L= AKH E E = A @A IAI L= AKHI FH FHAI E A
K2 (M ) = max (M ) . min (M )
FAKJ JHAH GKA F KI A ? @EJE A A J @A = =JHE?A AIJ CH= @ F KI = I KJE @K IOIJ A E =EHA >JA KA F=H K A JD @A @EHA?JA FAKJ JHA =K L=EIA 2=H ANA F A ? IE@ H I K IOIJ A E =EHA
Ax = b.
5E H I KJ ?A IOIJ A =LA? K H@E =JAKH ?=KIA @AI AHHAKHI @=HH @EI A JH KLA F=I = I KJE AN=?JA =EI K A I KJE =FFH ?D A x I=JJA @ I EH JH I FH ?DA @A x 6 KJAB EI = HI ?A GKA = I KJE x FAKJ JHAH = HA =JE IKEL= JA r xx K2 (A) x b
r AIJ A H IE@K r = b Ax = J = H A AK? E@EA A @K LA?JAKH HA =HGKA GKA IE A ? @EJE A A J @A A AIJ CH= @A = @EIJ= ?A x x A JHA = I KJE AN=?JA AJ ?A A ?= ?K A K HEGKA A J FAKJ JHA JH I CH= @A A IE A H IE@K AIJ JH I FAJEJ )LA? )6 )* FAKJ ?= ?K AH A ? @EJE A A J @K A =JHE?A =LA? = ? = @A ? @
JD @AI EJ H=JELAI
E@ A @AI JD @AI EJ H=JELAI AIJ @A ? IJHKEHA K A IKEJA @A LA?JAKHI x(k) GKE ? LAHCA LAHI A LA?JAKH x I KJE @K IOIJ A Ax = b
x = lim x(k) .
k
E J H J @AI JD @AI EJ H=JELAI ? F=H AI =KN JD @AI @EHA?JAI AIJ @ JHA IE F AI FH CH= AH AJ @A ?AIIEJAH E I @A F =?A A EHA - HAL= ?DA A JA FI @A ?= ?K AIJ I KLA J F KI C 7 A IJH=J CEA AIJ @A ? IE@ HAH = HA =JE @A H ?KHHA ?A E =EHA
x(k+1) = B x(k) + g,
e(k) = x x(k) ,
>JEA J = HA =JE @A H ?KHHA ?A ? e(k) = B (k) e(0) , k = 0, 1, . . .
e(k) = B e(k1) , AJ @
@ JHA GKA limk e(k) = 0 F KH J KJ e(0) AJ @ ? F KH J KJ x(0) IE AJ IAK A A J IE (B ) < 1 (B ) AIJ A H=O IFA?JH= @A = =JHE?A B @ E ? A (B ) = max |i (B )|,
AJ i (B ) I
J AI L= AKH FH FHAI @A =
7 A JA?D EGKA C H= A F KH ? IJHKEHA @AI JD @AI EJ K A @ ? F IEJE IF EJJE C @A = =JHE?A A I KI = B H AJ N I J @AI =JHE?AI @ JAH E AH =LA? P IE CK E =FFA A =JHE?A @A FH ? @EJE A A J 2 KI FH ?EI A J FAKJ ?= ?K AH x(k) F KH k 1 A H I L= J A IOIJ A
P x(k+1) = N x(k) + b,
k 0.
+ =EHA A J = I KJE AN=?JA x I=JEIB=EJ P x = N x + b AJ @ ? Ax = b A IOIJ A (3) FAKJ JHA ?HEJ C= A A J I KI = B H A (2) =LA? B = P 1 N AJ g = P 1 b 7 A HA =JE @A H ?KHHA ?A GKEL= A JA (3) AIJ = IKEL= JA
k 0,
FAKJ C
k 0,
= E JH @KEJ K F=H= JHA k GKE FAKJ JHA @E HA J ?D=GKA EJ H=JE k @=?? HAH = ? LAHCA ?A +AJJA JD @A AIJ @EJA @A 4E?D=H@I AI HA =JE I (3) (4) AJ (5) JHA J GK @ EJ H I K@HA K IOIJ A E =EHA @A =JHE?A P ?D=GKA EJ H=JE @ ? P @ EJ JHA JA A GKA = H I KJE @K IOIJ A =EJ K ? J H=EI => A 2=H ANA F A F KHH= ?D EIEH P @E=C = A K JHE= CK =EHA
E
JD @A @A =? >E
A IOIJ A
2 KH K A @
?= ?K A x(k+1) F=H
(k) aij xj ,
i = 1, . . . , n.
j =1,j =i
A D E F
=
= : : :
DEF @E=C = A @A A
JHE= CK =EHA E B HEAKHA =LA? @AI 0 IKH = @E=C JHE= CK =EHA IKF HEAKHA =LA? @AI 0 IKH = @E=C @A = JD @A @A =? >E AIJ @ A F=H
(k) (k+1)
=A =A
BJ = D1 (E + F ) = I D1 A.
= C HEJD A @A =? >E ?AIIEJA A IJ ? =CA @AI @AKN LA?JAKHI xj AJ xj
=
2 KH ?AJJA
JD @A @A /=KII 5AE@A
JD @A = i 1 n 1 (k+1) (k ) = bi aij xj aij xj , aii j =1 j =i+1
xi
(k+1)
i = 1, . . . , n.
1 I ?HEJ =KIIE
x(k+1) = (D E )1 b + F x(k)
P = D E,
AJ = =JHE?A @EJ H=JE =II ?E A AIJ
N = F,
BGS = (D E )1 U.
= C HEJD A @A /=KII 5AE@A A ?AIIEJA GKK LA?JAKH @A IJ ? =CA x(k) J= J HA F =? F=H x(k+1) =K ? KHI @A EJ H=JE 1 AIJ A C H= F KI H=FE@A GKA = C HEJD A @A =? >E @ ? FH B H=> A
LAHCA ?A @AI
= AI H IK J=JI IKEL= JI 5E A AIJ K A =JHE?A @E=C = A @ E = JA IJHE?JA F=H EC AI = HI AI JD @AI @A =? >E AJ @A /=KII 5AE@A I J ? LAHCA JAI
x = I KJE
IJH=JE
@K IOIJ
KI FH KL I = F=HJEA ? A E =EHA =
xi
(n+1)
?AH = J =
(n)
JD @A @A =? >E 5 EJ
xi =
1 aii
aik xk xk
k=i
?
max xi
i (n+1)
xi
1 aii
|aik | max xk xk
k=i (n) k
(n)
AIJ K A
K x(n) x
?A GKE FH KLA = ? LAHCA ?A 2 4A =HGKA A FH=JEGKA = IJHE?JA @ E = ?A AIJ F=I E @EIFA I=> A =HCA IK J F KH = F KF=HJ @AI =JHE?AI E LAHIE> AI
E
C= EJ
JD @A @A /=KII
"
+ @
JD @A @K CH=@EA J
F=I FJE =
JHEGKAI
k 0,
JD @A AIJ =FFA A @K CH=@EA J FH ? @EJE @K = J F=H x, y A FH @KEJ I?= =EHA A JHA AI
=
IJH=JE
,K A F=HJ
)E IE A J= J =LA? A = H A LA?J HEA A EIIKA @K FH @KEJ I?= =EHA x, y Ax, y ?AIJ @EHA x A = Ax, x 1/2 JEHA GKA
e(k+1)
2 A
= =
Ae(k+1) , e(k+1) = r(k+1) , e(k+1) r(k) , e(k) r(k) , P 1 Ae(k) + Az(k) , e(k) + 2 Az(k) , P 1 Ae(k) .
=E JA = J
?D EIE ?
A A k GKE
d e(k+1) d
E E EIA e(k+1)
2 A =k
?AIJ
@EHA
= 0.
>JEA J @
?
k =
2
FAKJ @ JHAH GKA = IKEJA x(k) LAHCA LAHI x HIGKA k AJ @
k
A F=H =
JD @A @K CH=@EA J
x(k+1) x
- C H=
K2 (P 1 A) 1 K2 (P 1 A) + 1
=L EH
x(0) x
A,
k 0,
$
?D EIEJ P @A B=
K2 (P 1 A) << K2 (A).
- ? I GKA ?A
JD @A @K CH=@EA J ?
KCK
P AJ A I @EJE k 0,
J IO JHEGKAI @ EAI F IA ?AJJA B EI ?E
k =
x(k+1) = x(k) + k p(k) r(k+1) = r(k) k Ap(k) z(k+1) = P 1 r(k+1) Ap(k) , z(k+1) k+1 = Ap(k) , p(k) p(k+1) = z(k+1) k p(k) .
,= I ?A ?=I = B H K A (6) @ALEA J
(k+1)
K2 (P 1 A) 1 K2 (P 1 A) + 1
x(0) x
A,
k 0.
! -NAH?E?AI
-NAH?E?A
LAKJ H I K@HA A IOIJ 1 1 1 A= 2 2 5 4 6 8 A E =EHA Ax = b 1 AJ b= 2 5
F=H = JD @A @ E E =JE @A /=KII = 8 HE AH GKA = C HEJD A @A /=KII I= I FEL JE C A FAKJ F=I JHA AN ?KJ KIGK=K > KJ > 6H KLAH K A =JHE?A @A FAH KJ=JE P JA A GKA = =JHE?A P A I EJ B=?J HE I=> A ? += ?K AH = B=?J HEI=JE LU @A = =JHE?A P A @ 4 I K@HA A IOIJ A E =EHA Ax = b A HA F = = J P A F=H LU AJ A KJE EI= J AI = C HEJD AI @A IK>IJEJKJE FH CHAIIELA AJ H JH CH=@A
-NAH?E?A
5 EJ
2 KH K A =JHE?A GKA ? GKA A JHAH GKA (A) A F KH J KJA H A =JHE?EA A , AH ANFHAIIE @A A IKFF IA A IO JHEGKA @ EA F IEJELA JHAH GKA (A) = A 2
1 a A= a 1 a a
a a 1
EA F IEJELA
" ?HEHA = =JHE?A J @A EJ H=JE @A =? >E # 2 KH GKA AI L= AKHI @A a = JD @A @A =? >E ? LAHCA J A A $ ?HEHA = =JHE?A G @A EJ H=JE @A /=KII 5AE@A % += ?K AH (G) 2 KH GKA AI L= AKHI @A a ?AJJA JD @A ? LAHCA J A A F KI LEJA GKA ?A A @A =? >E
-NAH?E?A ! 5 EJ A K A
=JHE?A @ ?
A= E
F KH H I K@HA Ax = b FH F IA =
F I A A A=DEF F D JD @A
D E x(k+1) =
1 D+F
x(k) + b R .
@A Ax = b
= 8 HE AH GKA IE = JD @A ? LAHCA A A ? LAHCA LAHI K A I KJE > , AH = =JHE?A @EJ H=JE L @A ?AJJA JD @A ? += ?K AH det(L ) @ - @ @KEHA GKA (L ) |1 | + ? KIE
-NAH?E?A "
IE@ HA =
=JHE?A 3 A = 1 0
1 3 1
0 1 3
IA @ A C= A A J K LA?JAKH b @A R3 . JA x K EGKA I KJE @K IOIJ A Ax = b = JHAH GKA = JD @A @A =? >E F KH H I K@HA A IOIJ A E =EHA Ax = b AIJ E?E ? LAHCA JA > 5 EJ xn A nE A EJ H @A = JD @A @A =? >E A F=HJ= J @A x0 = 0 , JAH E AH = =JHE?A @EJ H=JE M @A = JD @A @A =? >E ?AIJ = =JHE?A GKE L HE A xn+1 x = M (xn x) ? += ?K AH AI L= AKHI FH FHAI @A A. - @ @KEHA AI L= AKHI FH FHAI @A M. , JAH E AH s A @K A @A = F KI FAJEJA L= AKH FH FHA A @K A @A A, AJ S A @K A @A = F KI CH= @A L= AKH FH FHA A @K A @A M. 8 HE AH GKA S < 1 |u| @ IEC A = H A AK? E@EA A KIKA A @K LA?JAKH @ JHAH GKA |x| 1 s |b| u @= I R3 n A JHAH GKA |xn x| Ss |b|
$
AH I @A B
?JE
=EHAI
5 EJ f : BAH Rp Rp ?DAH?DA x JA GKA f (x) = 0 KI IKFF IAH I GKK OA K A JK@A CH=FDEGKA K A H=EI FDOIEGKA K JD H A E JKEJE K = ?D= ?A KI J FAH EI @A L EH GKA x J=EJ K EGKA I KJE @= I KI IKFF IAH I =KIIE GKA f AIJ =K E I ? JE KA IKH . - C H= AI JD @AI @A H I KJE @A f (x) = 0 I J @AI JD @AI EJ H= JELAI - AI ? IEIJA J ? IJHKEHA K A IKEJA xn ? LAHCA JA A F KI H=FE@A A J F IIE> A LAHI x
!
JD @A @A @E?D J
EA K @A = >EIIA?JE
+AJJA JD @A AIJ KJE EI A F KH ?= ?K AH AI H I @K A B ?JE ? JE KA f : R R 5E ANEIJA a, b a < b =LA? f (a)f (b) < 0 I=EJ = HI GKE ANEIJA =K E I K H x @A f @= I E JAHL= A (a, b) ) HI F IA a0 = a b0 = b I0 = (a0 , b0 ) AJ x0 = (a0 + b0 )/2 2 KH n 1 ?D EIEJ A I KI E JAHL= A In = (an , bn ) @A E JAHL= A In1 = (an1 , bn1 ) @A = B= IKEL= JA = I EJ xn1 = (an1 + bn1 )/2 > IE f (xn1 ) = 0 = HI x = xn1 AJ = JD @A JAH E A ? IE f (xn1 ) = 0 = HI IE f (an1 ) f (xn1 ) < 0 F IA
an = an1 ,
IE f (xn1 ) f (bn1 ) < 0 F IA
bn = xn1 ;
an = xn1 ,
@ @ EJ In = (an , bn )
bn = bn1 ;
HA? A ?A @K F E J =
=KC A JA k @A 1 AJ
JD @A @A
AMJ
? IE@ HA = A FA JA f (xn )
xn+1 = xn
f (xn ) , f (xn )
n 0.
%
!!
JD @A @A = I ?= JA
,= I ?AHJ=E AI IEJK=JE I = @ HEL A @A f AIJ JH I ? F EGK A K AE F I IE> A ANF E?EJAH A FAKJ = HI KJE EIAH JA A GKA A = JD @A @A AMJ E@ A AIJ @A HA F =?AH f F=H A J=KN @=??H EIIA A J @A f IKH K FAJEJ E JAH L= A xn xn1 xn+1 = xn f (xn ) , n 0. f (xn ) f (xn1 ) JAH= GKA = C HEJD A EJ H=JEB A FAKJ @ @AKN L= AKHI =FFH ?D AI x0 , x1 @A x % =HHAH GKA IE @EIF IA @ @A
!"
+AJJA AMJ
JD @A @A = ? H@A
JD @A AIJ >JA KA A HAF = = J f (xn ) F=H K q N @= I = B H K A @A
xn+1 = xn
f (xn ) , q
K >EA q =
H @= I E JAHL= A [a, b]
!#
JD @A @A F E J NA
=EHA f (x) = 0 = B ?JE
7 FH ? @ C H= F KH JH KLAH AI H=?E AI @K A GK=JE E ? IEIJA A = JH= IB H AH A K FH > A GKEL= A J x = (x) =KNE E=EHA : [a, b] R @ EJ =L EH = FH FHE J IKEL= JA
= () IIE f () = 0.
!#
A JD H
A @K F E J NA
5 EJ (E, d) K AIF=?A JHEGKA ? F AJ AJ : E E K A =FF E?=JE ? JE KA @EJ GKA E AIJ K F E J NA @A IE () = @EJ GKA AIJ ? JH=?J= JA IE AIJ EFI?DEJ EA A @A H=FF HJ K < 1 ?AIJ @EHA IE ANEIJA K < 1 JA GKA
x, y, E,
d((x) (y )) Kd(x y ).
6D H A 5 EJ : E E K A =FF E?=JE ? JH=?J= JA @K AIF=?A JHEGKA ? F AJ @= I KE A ) HI =@ AJ K F E J NA K EGKA E ,A F KI F KH J KJ F E J E EJE= x0 E = IKEJA EJ H A {xn } @ EA F=H xn+1 = (xn ) ? LAHCA LAHI
, IJH=JE
7 E?EJ I EA J x1 AJ x2 @AKN I KJE I =
d(x1 x2 ) Kd(x1 x2 )
? I
d(xn+1 xn ) K n d(x1 x0 )
&
+= ?K
=E JA = J F KH p > n
p
xk xk1 = xp xn
k=n+1
F=H (8)
>JEA J
p
d(xp xn )
k=n+1
K k1 d(x1 x0 ) K n d(x1 x0 )
k=0
Kk
&
= IKEJA {xn } AIJ @ ? @A +=K?DO @= I E @ ? ? LAHCA JA @= I E ,A F KI I EJ = E EJA @A ?AJJA IKEJA F=H ? JE KEJ @A () = @ ANEIJA ?A @K F E J NA 2
1 AIJ E F HJ= J @A @EIF IAH @K ?HEJ HA FH=JEGKA =IIKH= J GKK A B K EFI?DEJ EA A =LA? K < 1
?JE
AIJ
6D H
[a, b]
A 5 EJ K A B ?JE @E AHA JE=> A IKH [a, b] R 5E (x) K F KH J KJ x @= I [a, b] = HI AIJ K EFI?DEJ EA A IKH [a, b] , IJH=JE 5 EA J x AJ y @= I [a, b] 2KEIGKA A IAC A J [x, y ] AIJ E ? KI @= I
=
1
(y ) (x) =
?
(y ) (x)
(x + t(x y ))(x y ) dt
0 1
(x + t(x y )) K xy .
(x y ) dt
!#
5 EJ [a, b] R AJ : [a, b] [a, b] K A =FF E?=JE K F E J NA @A FAKJ @EIJE CKAH JH EI ?=I | ()| < 1
5 EJ K JA GKA | ()| < K < 1 2=H ? JE KEJ @A E ANEIJA K E JAHL= A E = [ h, + h] IKH AGKA | | K @ ? AIJ ? JH=?J= JA @A H=FF HJ K IKH E = ?AII=EHA A J (E ) E AJ F=H ? I GKA J
x0 E,
n+
lim xn = .
@EJ GKA AIJ K F E J NA =JJH=?JEB ,= I ?A ?=I = ? LAHCA ?A @A = IKEJA {xn } AIJ =K E I ANF A JEA A A J H=FE@A |xn | K n |x0 | +=I F=HJE?K EAH | ()| = 0 5KFF I I @A F KI GKA C 2 AJ GKA | | M IKH E 6=O H @ A = B H K A @A
(x)
= () + (x ) () + = 1 + (c)(x )2 , 2
(x )2 (c) 2! c ], x[,
1 2 M |x
1 M |xn | 2 |xn |
'
1 M |x0 | 2 2 M
2n
,
2n
1 M |x0 | 2
= ? LAHCA ?A AIJ @ ? E?E ANJH= H@E =EHA A J H=FE@A +A FD A AIJ =FFA ? LAHCA ?A GK=@H=JEGKA AJ AIJ = HI =FFA F=HB EI F E J NA IKFAH=JJH=?JEB
| ()| > 1
1 ANEIJA = HI K L EIE =CA [ h, + h] JA GKA
x [ h, + h] \ {},
|(x) | > |x |.
@EJ = HI GKA AIJ K F E J NA H FK IEB ,= I ?A ?=I AIJ @A IEC A ? IJ= J =K L EIE =CA @A @ ? E ANEIJA h > 0 JA GKA = HAIJHE?JE |[h,+h] =@ AJJA K A =FF E?=JE H ?EFH GKA 1 @ EA IKH ([ h, + h]) GKE AIJ K E JAHL= A ? JA = J () = GK=JE (x) = x FAKJ IA H ?HEHA x = 1 (x) =K L EIE =CA @A AJ ? A (1 ) () = 1 1/ () A F E J AIJ K F E J NA =JJH=?JEB F KH ! | ()| = 1 AIJ E?E @= I K ?=I @ KJAKN ? A A IKEL= JI @= I AIGKA I = 0 () = 1 JHA J AI @AKN ANA F AI
-NA F A (x) = sin x x [0, /2] = E?E sin x < x F KH J KJ x ]0, /2] 2 KH J KJ x0 ]0, /2] = IKEJA {xn } AIJ IJHE?JA A J @ ?H EI I= JA E H A @ ? ? LAHCA JA LAHI l = sin l @ l = 0 -NA F A
x>0 (x) = sinh x x [0, +] + L EJ GKA A F E J NA 0 AIJ H FK IEB
A sinh x > x F KH J KJ
- C H= = JD @A @K F E J NA GK= @ A A ? LAHCA AIJ K A JD @A @ H@HA +AIJ @EHA GKA A CH I ?D=GKA EJ H=JE AHHAKH AIJ K JEF E A F=H K ? A ?EA J F KI FAJEJ GKA K 8 E?E K ? F KI FH ?EI
2H F IEJE
5KFF I ? =IIA C 2 = HI
I GKA =
JD @A @K F E J NA ?
xn+1 x = (x)(xn x) + O( xn x )
A F=HJE?K EAH A @E A IE
K @AIF=?A IE xn = x
xn+1 x (x). xn x
KI I
AI ?
@KEJI
=@
EJE
IKEL= JA
,A
EJE
7 A
5E p = 1 GK=@H=JEGKA
F=H A @A ?
LAHCA ?A E =EHA IE p = 2 = ?
! $ - ? HA
= JD @A @A
FH F I @A =
AMJ AIJ K A
JD @A @A
f (x) . f (x)
AMJ
?JE
JD @A @A F E J NA F KH = B
(x) = x
5 EJ K H F KH = B ?JE
HA =HGKA GKA () = 0
HIGKA f () = 0
6D H
LAHCA LAHI ,A F KI = ?
LAHCA ?A
xn+1 f () . = (xn )2 2f ()
EJE
@EJ GKA K
H @A f AIJ @A AJ
K JEF E?EJ p p N IE
f (p) () = 0.
f () = . . . = f (p1) () = 0
4A =HGKA 5E f () = 0 = ? LAHCA ?A @A =
A J E =EHA ? IE@ HA = HI =
JD @A @A
JD @A @A AMJ AMJ @E A
AIJ IAK A
xn+1 = xn p
=LA? p = K JEF E?EJ @A
f (xn ) , f (xn )
n0
3K= @ B=KJ E JAH E AH AI EJ H=JE I @A = C HEJD A @A AMJ 7 > ?HEJ HA @=HH J AIJ A ? JH A @A E ?H A J AI EJ H=JE I I=?D LA J @ I GKA
|xn+1 xn | < n
AIJ K A J = H= ?A N A - B=EJ IE JA en = xn AHHAKH
en xn+1 xn .
AHHAKH GK ? = J H= ?A N A AJ HIGKA =@ FJA A ?HEJ HA (9) AIJ @ ? F KI FAJEJA GKA
!%
?
AI
I E =EHAI IKEL= J
A @A @AKN GK=JE
f1 (x1 , x2 ) = 0, f2 (x1 , x2 ) = 0.
+A IOIJ A FAKJ I ?HEHA I KI = B H A f = 0 = JD @A @A AMJ ?A ?=I 2 KH ?A = LA?JAKH f
Df (x = (x1 , x2 )) =
) HI = JD @A @A AMJ F KH IOIJ AI (0) (0) x(0) = (x1 , x2 ) ?= ?K A F KH n 0
.
=EHAI I ?HEJ
J= J @
F O
E= A
AI B ?JE I AI F KI B=?E AI L= KAH K HEGKA A J I J AI F O AI 1 AIJ @ ? E F HJ= J @A I=L EH =FFH NE AH K A B ?JE =H>EJH=EHA F=H @AI F O AI ,= I = IKEJA @ IEC AH= F=H Pn AIF=?A LA?J HEA @AI B ?JE I F O AI IKH R ? A ?EA JI H A I @A @ACH E B HEAKH K C= n = @ ? @E Pn = n + 1 5 EJ f C 0 ([a, b]) AJ x0 , x1 , . . . , xn [a, b] n + 1 F E JI @EIJE ?JI n 0 AIJ K >HA A JEAH ?DAH?DA K F O A p @A @ACH n JA GKA
p(xi ) = f (xi ),
@= I A ?=I = H =JEB JA p = pn AJ @A f =KN F E JI x0 , x1 , . . . , xn
0 i n.
=FFA A pn A F O
"
?
@A =CH= CA
i, j = 0, . . . , n,
=
AI i i = 0, . . . , n @A @ACH n JA I GKA
i (xj ) = ij ,
(x xj ) , (xi xj )
0 i n.
) HI A F O
pn (x) =
i=0
f (xi )(x).
JHA =E JA = J GKA pn AIJ A IAK F O A @A @ACH n E JAHF = J f =KN F E JI xi 5 EJ A A AJ qn (x) K =KJHA F O A @E JAHF =JE ) HI = qn (xi ) pn (xi ) = 0, i = 0, . . . , n. , ? qn pn AIJ K F O E A IKEJ GKA qn = pn @ = A JD H A IKEL= J A @A @ACH n GKE I= K A K n + 1 F E JI @EIJE ?JI K E?EJ @K F O A E JAHF = J - ? ? KIE
6D H
I KJE
= =JHE?A @A ?A IOIJ A E =EHA AIJ K A =JHE?A @A 8= @AH @A @A @ JAH E = J i<j (xi xj ) = 0 ?=H AI F E JI xi I J @EIJE ?JI = H I KJE @A ?A !
IOIJ A ? @KEJ >EA IKH K EGKA F O A @E JAHF =JE @A f +AFA @= J IE JA JA @A H I K@HA ?A IOIJ A K HEGKA A J CH ?A = JD @A LU =LA? K I= I FEL J=CA AI H IK J=JI >JA KI J HEA L EH =LA? = I KJE AN=?JA AHHAKH FAKJ =JJAE @HA IKEL= J = =?DE A =LA? =GKA A JH=L=E A F KIEAKHI ?A J=E AI @A E EAHI A IOIJ A @A 8= @AH @A =FF=HJEA J = ?= J C HEA DAKHAKIA A J F KJ J H=HA @AI IOIJ AI E =EHAI = ? @EJE I =FFA A =E IE K IOIJ A F KH AGKA K A FAJEJA AHHAKH IKH AI ? A ?EA JI K A IA? @ A >HA A JH= A K A AHHAKH E F HJ= JA IKH = I KJE @K IOIJ A 1 AIJ F IIE> A @A I=L EH IE K IOIJ A Ax = b AIJ >EA K = ? @EJE A ? =EII= J I J ? @EJE A A J @ E F=H
cond(A) = A
A1
AIJ K A H A =JHE?EA A GKA ? GKA = J K KHI cond(A) 1 AJ F KI ?A >HA AIJ CH= @ F KI = H I KJE @K IOIJ A AIJ @E ?E A 5E F=H ANA F A i xi = 2 0, i = 0, . . . , 20 = cond(A) = 356551625901350880 2=H =E AKHI cond(A) = 1 IIE A AIJ K A =JHE?A HJD C = A A1 = AT AI IOIJ AI E =EHAI AI EAKN ? @EJE I I J @ ? ?AKN @= I AIGKA I E JAHLEA J K A =JHE?A HJD C = A
"
JD @A @AI @E
HA ?AI @ELEI AI
5 EJ pk A F O A @E JAHF =JE @A f =KN F E JI x0 , x1 , . . . , xk @ IEC A F=H f [x0 , x1 , . . . , xk ] A ? A ?EA J @EHA?JAKH @K F O A pk ) HI pk pk1 AIJ K F O A @A @ACH k I= K = J =KN F E JI x0 , x1 , . . . , xk1 AJ =@ AJJ= J f [x0 , x1 , . . . , xk ] F KH ? A ?EA J @EHA?JAKH 2=H IKEJA
pn (x) = f (x0 ) +
k=1
2 KH L= KAH AI ? A ?EA JI f [x0 , x1 , . . . , xk ] KJE EIA K A HA?KHHA ?A IKH A >HA k @A F E JI xi A >IAHL= J GKA f [x0 ] = f (x0 ) 2 KH k 1 =
f [x0 , x1 , . . . , xk ] =
x1 , x2 , . . . , xk
IJH=JE
@A f =KN F E JI
pk =
>JEA J = B H K A (12) A
FKEI
) C HEJD A FH=JEGKA
H= CA AI L= AKHI @A f (xi ) @= I K J=> A=K 6)* @E A ?A J=> A=K A n J=FAI IK??AIIELAI A FH ? @= J F=H E @E?AI "
@ ?H EII= JAI 6=> A=K -J=FA 6)*[n] f (xn ) 6)*[n 1] f (xn1 ) 6)*[n 2] f (xn2 ) 6)*[2] 6)*[1] 6)*[0] -J=FA -J=FA f [xn1 , xn ] f [xn2 , xn1 , xn ] f [xn2 , xn1 ]
... ...
-J=FA n f [x0 , . . . , xn ]
f [x1 , x2 ] f [x0 , x1 ]
f [x0 , x1 , x2 ]
) EIIKA @A = n A J=FA = ?=IA 6)*[k ] ? JEA J A ? A ?EA J f [x0 , . . . , xk ] AJ FAKJ KJE EIAH = B H K A (11) ? IJHKEJ pn F=H H ?KHHA ?A @AI?A @= JA H C A @A 0 H AH
un uk
GKE @
A u0 = pn (x)
" ! . H K A @AHHAKH
6D H A 5 EA J x0 , x1 , . . . , xn n + 1 F E JI @EIJE ?JI @= I [a, b] AJ I EJ f C n+1 ([a, b]) ) HI F KH J KJ x [a, b]
f (x) pn (x) = n+1 (x) =
i (x
xi ) [a, b]
IJH=JE 5E x = xi = n+1 (xi ) = 0 J KJ F E J ? LEA J 5E x AIJ @EIJE ?J @AI F E JI xi I EJ pn+1 (t) A F O A @E JAHF =JE @A f =KN F E JI x, x0 , . . . , xn+1 2=H ? IJHK?JE f (x) pn (x) = pn+1 (x) pn (x) H A F O A pn+1 pn AIJ @A @ACH n + 1 AJ I= K A =KN n + 1 F E JI x0 , . . . , xn+1 =@ ?
pn+1 (t) pn (t) = cn+1 (t), c R.
IE@ H
I =B
?JE
g (t) = f (t) pn+1 (t) = f (t) pn (t) cn+1 (t).
? @=FH I K A ANJA IE
= (n + 1)!
@K JD H
A @A
n+1
(n+1)
= F=H ?
= L= AKH @A c 2
- FHA = J = > H A IKF HEAKHA @A = L= AKH =>I KA @AI @AKN B H K A @AHHAKH >JEA J A F=HJE?K EAH
A >HAI @= I =
f pn
1 n+1 (n + 1)!
#
f (n+1) .
+A = JHA GKA = J=E A @A AHHAKH @E JAHF =JE f (x) pn (x) @ FA @ = B EI @A = GK= JEJ f (n+1) GKE FAKJ JHA CH= @A IE f I?E A JH F LEJA AJ @A = GK= JEJ n+1 GKE AIJ E A = HAF=HJEJE @AI F E JI xi @= I E JAHL= A [a, b] ,= I A ?=I F=HJE?K EAH AI @KI I J GKEHAF=HJEI = A H IK J=J IKEL= J
f pn
1 4(n + 1)
ba n
n+1
f (n+1) .
, IJH=JE FAKJ JHAH GKA A =NE K @A |n+1 (x)| AIJ =JJAE J J K KHI @= I K @A @AKN E JAHL= AI ANJH AI [x0 , x1 ] K [xn1 , xn ] FHA @ = HI x [x0 , x1 ] =KJHA ?=I AIJ IE E =EHA =
|(x x0 )(x x1 )| (x1 x0 )2 h2 = 4 4
J h = (b a)/n ,A F KI F KH J KJ i > 1
|(x xi )| ih.
?
x[a,b]
max
|(x xi )|
i
h2 n! 2h3h . . . nh = 4 4
ba n
n+1
@
=?
? KIE
2
A IAK B=EJ GKA
4A =HGKA
1 n 4(n + 1) lim
E F EGKA F=I GKA f pn JA @ LAHI @A 4K CA 4A @AI 1 JAHF =JE >O?DAL 1 JAHF =JE =LA? F E JI GKE A I F=H E JAHL= AI
ba n
n+1
=0
H GK= @ n L EH A FD
@A 6?DA
@A 6?DA>O?DAL
AI @A 6?DA>O?DAL F=H
x [1, 1].
=
cos(n),
tn IA ?= ?K A @
? F=H AI B H K AI @A H ?KHHA ?A
t0 (x) = 1,
t1 (x) = x,
x i = cos
2i + 1 ] 1, 1[, 2n
0 i n 1.
AI F E JI x i I J H F=HJEI IO JHEGKA A J =KJ KH @A 0 x ni = x i @A B= F KI @A IA =K L EIE =CA @A 1 AJ 1 2 KH IA H= A AH K E JAHL= A [a, b] GKA ? GKA KJE EIAH= A ?D= CA A J @A L=HE=> A IKEL= J a+b ba + x i . xi = 2 2 AF O A n+1 AIJ @ F=H
n
n+1 (x) =
n x i=0 (
(x xi ) =
i=0
ba 2
(n+1) n
( xx i )
i=0
@= J
[1, 1]
ba e
n+1
!
>JA KA F KH n+1 =LA? @AI F E JI xi GKE@EIJ= JI IKHJ KJ HIGKA n AIJ =IIA CH= @ A H=FF HJ A JHA AI @AKN AIJ @A H@HA O( n (e/4)n+1 ) GKE JA @ LAHI 0 GK= @ n =FFH NE =JE (13) HAF IA IKH = B H K A @A 5JEH E C n! 2n (n/e)n
F=H E JAHL= AI
5 EA J x0 = a < x1 < . . . < xN = b @AI F E JI GKE @ELEIA J E JAHL= A I = [a, b] @= I K A H K E @E JAHL= AI Ij = [xj , xj +1 ] @A CKAKH H
H=
5KH ?D=GKA I KI E JAHL= A Ij F O A F=H H?A=KN GK
ba . N
A @A @ACH n A
6D H
A 5E f C (n+1) (I ) = HI
f (x) pH n (x) H (n+1) f (n+1) . 4(n + 1)nn+1
# 1 J CH=JE
HEGKA
b
I KD=EJA @EIF IAH @K OA @ L= KAH K HEGKA A J I (f ) = a f (t)dt f AIJ K A B ?JE ? JE KA IKH K E JAHL= A [a, b] =LA? a < b - A AJ @= I @A >HAKIAI =FF E?=JE I ?AJJA E J CH= A A IA H= A F=I @AI B ?JE I IE F AI AJ A IE ?AIJ A ?=I ?DAH?DA K A JD @A IE F A AJ KJE EI=> A @= I A ?=I C H= 2 KH ?A = KI ?DAH?DAH I K A =FFH NE =JE @A I (f ) J A J (f ) I KI = B H A
n
J (f ) = (b a)
i=0
i f (i )
n
J @= I E JAHL= A [a, b] AJ i=0 i = 1 AI i I J =FFA I AI F E JI @E J CH=JE AJ AI ? A ?EA JI i AI F E@I @E J CH=JE
AI F E JI i I
,A EJE @EJ GKK JD @A @A GK=@H=JKHA AIJ @ H@HA N IE = B H K A =FFH ?D A AIJ AN=?JA F KH J KJ f PN AJ E AN=?JA F KH =K E I K f PN +1
>IAHLAH= GKA AI B H K AI I J J K KHI AN=?JAI F KH f (x) = 1 n DOF JD IA i=0 i = 1 2=H E =HEJ A AI I J @ ? AN=?JAI =K f P0 ?=KIA @A E I F KH
# -NA F AI
= 7 IAK F E J ?D EIEJ K IAK F E J [a, b] AJ F=H A F O A @A @ACH 0 p0 (x) = f ( ) = = HI
b
f (x)dx
a
(b a)f ( ).
8 E?E AI ?D EN F KI ? KH= JI =a JD @A @AI HA?J= C AI C=K?DA H@HA 0 =b JD @A @AI HA?J= C AI @H EJA H@HA 0 b = a+ JD @A @K F E J E EAK H@HA 1 2 > 1 JAHF =JE [a, b] F=H = B ?JE
=EHA
HA F =?A f IKH
p1 (x) =
f (x)dx
a
>
JD @AI @A
AMJ
+ JAI
?D EIEJ n + 1 F E JI GKE@EIJ= JI
i = a + i
&
ba . n
2 KH @ JAH E AH = B H K A @A GK=@H=JKHA A J=EHA IA H= A F=H ?D= 2 CA A J @A L=HE=> A E JAHL= A [1, 1] IK>@ELEI F=H AI F E JI i = 1 + i n AF O A @E JAHF =JE @K A B ?JE f C ([1, 1]) AIJ @ F=H
n
pn (x) =
i=0
f (i )i (x), x j i j
=@ ?
i AIJ A F O
f (x)dx
1 1
pl (x)dx = 2
i=0
i f (i )
=LA? i = =
1 2
1 1
ni (x) = i (x),
ni = i .
J E ?D= C I @ ? >JEA J
f (x)dx
a
(b a)
i=0
i f (i ).
+ JAI @A H= C n AIJ @ H@HA A E F=EH =
f (x)dx = 0 = 2
1 i=0
i f (i ).
5E n AIJ F=EH AI B H K AI I J @ ? A ? HA AN=?JAI F KH f (x) = xn+1 AJ F KI C H= A A J F KH f Pn+1 F=H E =HEJ @ JHA A B=EJ A H IK J=J IKEL= J GKA KI =@ AJJH I
2H F IEJE
JD @A @A
JD @AI @A
AMJ
AMJ
+ JAI @A H= C n
+ JAI A I J
0 = 1 =
n=2 JD @A @A 5E FI H@HA !
1 2
0 = 2 =
n=4 JD @A @A *
1 , 6
1 =
2 3
A 8E =H?A=K H@HA #
0 = 4 =
7 , 90
1 = 3 =
'
16 , 45
2 =
2 15
n=6
0 = 6 =
41 , 840
1 = 5 =
9 , 35
2 = 4 =
9 , 280
3 =
34 . 105
2 KH n 8 E =FF=H= J @AI ? A ?EA JI i < 0 ?A GKE = F KH A AJ @A HA @HA AI B H K AI >A=K? KF F KI IA IE> AI =KN AHHAKHI @=HH @EI AI JD @AI @A AMJ + JAI A I J @ ? KJE EI AI A FH=JEGKA GKA @= I AI 4 ?=I ?E @AIIKI
#
6D H
-L= K=JE
@A AHHAKH
O=K @A 2A=
E (f ) =
a
f (x)dx (b a)
i=0
i f (xi ) =
1 N!
b a
KN AIJ K A B EA F=H
?JE
O=K @A 2A=
=II ?E
JD @A
KN (t) = E x (x t)N + ,
t [a, b].
?JE
, IJH=JE >IAHLA @=> H@ GKA IE g : (x, t) g (x, t) AIJ K A B E JACH=> A IKH [a, b] I A JD H A @A .K>E E E F EGKA F=H =E AKHI
E x
I
g (x, t)dt
=
I
f (x) = pN (x) +
a
A pN P N
E (f )
= =
E x
a b
E x
a b
=
a
1 N!
2
@ @KEJ = = H=JE
E (f )
1 f (N +1) N!
|KN (t)|dt.
!
$ -GK=JE
I @E
HA JEA AI
? IE@ HA K A B ?JE ? JE KA f : R+ R R 2 KH y0 R @ ?DAH?DA y : t R+ y (t) R GKE I=JEIB=EJ A FH > A IKEL= J =FFA FH > A @A +=K?DO y (t) = f (t, y (t)) IE t > 0 " y (0) = y0 .
K A?
6D H
C >= A ?AIJ
@EHA F KH
$ , HEL A K
HEGKA
5 EJ y : [a, b] R @A ? =IIA C 1 AJ a = t0 , t1 , . . . , tn = b n + 1 @KI AGKEH F=HJEI @= I [a, b] JA h = (b a)/n = @EIJ= ?A A JHA @AKN @KI ? I ?KJEBI = @ HEL A y (ti ) AIJ @ A F=H
y (ti )
= = =
y (ti + h) y (ti ) , h0+ h y (ti ) y (ti h) lim , h0+ h y (ti + h) y (ti h) lim . h0+ 2h lim
=FFA A
5 EJ @E
(Dy )P i =
@E
y (ti+1 ) y (ti ) , h
i = 0, . . . , n 1;
HA ?A
@E
HA ?A
EA ?A JH A =FFH NE =JE
(Dy )C i = y (ti+1 ) y (ti1 ) , 2h i = 1 , . . . , n 1. A JHA ti AJ t JA GKA y ( ) (t ti )2 . 2
EA FH CHAIIELA = A
(Dy )P i = y (ti ) +
!
h y ( ), 2
?A GKE ?
@KEJ
K A AIJE =JE
@K JOFA
(Dy )R i = y (ti )
?A GKE ? @KEJ K A AIJE =JE @K JOFA
h y ( ), 2
|y (ti ) (Dy )R i | Ch, C=1 2 maxt[ti1 ,ti ] |y (t)| 2 KH t = ti+1 AJ t = ti1 =LA? K @ LA FFA A J @ H@HA 2 IE y C 3 y (ti+1 ) y (ti1 )
>JEA J
AJ @
? AIJE =JE
IKEL= JA
2 |y (ti ) (Dy )C i | Ch ,
C=
1 6
,A
@E
HA ?AI
EJE
= @E HA ?A |y (ti ) (Dy )P i | AJ ?A AI ? HHAIF @= JAI =KN =KJHAI EAI AIJ =FFA A AHHAKH @A JH ?=JKHA =K F E J ti
JD @AI @-K AH
>HAI H A I
5 EA J 0 = t0 < t1 < . . . < tn < tn+1 < . . . K A IKEJA @A AGKEH F=HJEI JA h = tn+1 tn JAH= F=H
yn K A =FFH NE =JE
,= I A FH > A @A +=K?DO (14) F KJ t = tn
@A y (tn ). =
HEGKA
5?D
= @-K AH FH CHAIIEB
yn+1 yn h y0 .
= f (tn , yn ) F KH n = 0, 1, 2, . . .
5?D
= @-K AH H JH CH=@A
yn+1 yn h y0 .
= f (tn+1 , yn+1 )
F KH n = 0, 1, 2, . . .
$ ! -JK@A C
H= A @AI
J AI
JD @AI
K F=I
K HEGKA GKE FAKLA J
JD @AI @A H I KJE
0 n < N,
$! ,A
AHHAKH
+ EJE
IEIJ= ?A IJ=>E EJ
AHHAKH @A ?
LAHCA ?A
K A I KJE AN=?JA y AIJ
IEIJ= ?A en HA =JELA
=@ ?
en = y (tn+1 ) yn+1 ,
0 n < N,
A IKFF I= J yn = y (tn )
@EJ GKA = JD @A AIJ ? IEIJ= JA IE F KH J KJA I KJE AN=?JA y = I A @AI AHHAKHI @A ? IEIJ= ?A HA =JELAI y I EJ n |en | JA @ LAHI 0 GK= @ h =N JA @ LAHI 0
7 A =KJHA JE B @= A J= A AIJ = JE @A IJ=>E EJ @= I = FH=JEGKA A ?= ?K H ?KHHA J @AI F E JI yn AIJ A J=?D @AHHAKHI @=HH @EI n 2 KH GKA AI ?= ?K I I EA J IEC E ?=JEBI E AIJ E @EIFA I=> A GKA = FH F=C=JE @A ?AI AHHAKHI HAIJA ? JH => A
EJE @EJ GKA = JD @A AIJ IJ=> A IE ANEIJA K A ? JA A GKA F KH J KJAI IKEJAI (yn ) ( yn ) @ EAI F=H ,A
yn+1 = yn + hn (tn , yn , hn ), y n+1 = y n + hn (tn , y n , hn ) + n , 0 n < N, 0 n < N,
IJ= JA S 0
=EJ
max |y n yn | S
n
|y 0 y0 | +
n
|n |
7 A @AH E HA
JE
,A
JD @A AIJ ?
GK= @ y0 y (0) AJ h =N 0
2 I Iy n = y (tn ) 2=H @A EJE @AHHAKH @A ? IEIJ= ?A =
y n+1 = y n + hn (tn , y n , hn ) + en .
5E = JD @A AIJ IJ=> A @A ? IJ= JA S AHHAKH C >= A AIJ @ ?
|y0 y (0)| +
n
|en | .
!!
+ H
KI
=EHA 5E =
JD @A AIJ IJ=> A AJ ?
IEIJ= JA A A AIJ ? JD @A
1 F=I @
I I= I AI @
6D H
AIJ ?
IEIJ= JA IIE
A + 5 @A ?
IEIJ= ?A
(t, y, 0) = f (t, y ),
(t, y ) R+ R.
6D H
B ?JE
I EJ EFI?DEJ EA
,A
y = f (t, y )
E ANEIJA K A ?
IEIJ= ?A HA =JELA
y L HE A
0 n < N.
$"
5E
JD @AI @A 4K CA
E J CHA GK=JE
KJJ= @ H@HA 2
>JEA J
tn+1
f (t, y (t))dt.
= E F E?EJA IKEL= J =FFA
yn+1 yn =
+A I?D = AIJ E F E?EJA = JD @A @A 0AK
n 0.
E@A JE A
yn+1 yn =
5E
=E JA = J
1 yn+ 1 = yn + f (tn , yn ), 2 2
JH KLA =
JD @A @-K AH
@E A
1 tn+ 1 , yn + f (tn , yn ) . 2 2
yn+1 yn = hf
AI JD @AI @A B= E A @AI JD F KI ? F EGK AI IKEL= JA GKE AIJ
0AK AJ @-K AH @E A I J @AI ?=I F=HJE?K EAHI @= I = @AI @A 4K CA KJJ= @ H@HA 2 1 ANEIJA @=KJHAI JD @AI ? A F=H ANA F A = JD @A @A 4K CA KJJ= @ H@HA 4 >JA KA A ? IE@ H= J = JD @A @E J CH=JE @A 5E FI
yn+1 = yn +
AI Ki I ?= ?K I ?
A IKEJ
K1 K2 K3 K4
= = = =
!#
4 B HA ?AI
2 ,A =E O ) = OIA K K ELAHIEJ=EHAI @A /HA > A 3K=HJAH E 5=?? = 5= AHE 5?D=J
I @E
HA JEA AI 2HAIIAI
) = OIA K
=II
!$