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7 ELAHIEJ @K 5K@ 6 K 15168 1 HA = A

8=H

) = OIA
6=> A @AI
 += ?K I K
  ! 

2= = / )61

HEGKA
!

=JE HAI
HEGKAI =FFH ?D I
! ! "

4AFH IA J=JE @ ?E = A =FFH ?D A @AI >HAI H A I =II ?E=JELEJ @AI F H=JE I =HEJD JEGKAI 2D AI @A ? FA I=JE @AI @EHA?JAI 4 I KJE @AI IOIJ AI JHE= CK =EHAI JD @A @A E E =JE @A /=KII AJ @ ? F IEJE LU - E E =JE =LA? HA?DAH?DA @A FEL J =JHE?AI JHE@E=C = AI E LAHIA @K A =JHE?A + IE@ H=JE IKH = FH ?EIE @AI JD @AI @EHA?JAI F KH AI IOIJ AI E =EHAI JD @AI EJ H=JELAI  = JD @A @A =? >E = JD @A @A /=KII 5AE@A ! + LAHCA ?A @AI JD @AI @A =? >E AJ @A /=KII 5AE@A " JD @A @K CH=@EA J F=I FJE = # JD @A @K CH=@EA J ? KCK -NAH?E?AI JD @A @A @E?D J EA  K @A = >EIIA?JE JD @A @A AMJ JD @A @A = I ?= JA JD @A @A = ? H@A JD @A @A F E J NA !# A JD H A @K F E J NA !# 2 E J NAI =JJH=?JEBI AJ H FK IEBI - ? HA FH F I @A = JD @A @A AMJ A ?=I @AI IOIJ AI JD @A @E JAHF =JE @A =CH= CA JD @A @AI @E HA ?AI @ELEI AI . H K A @AHHAKH 1 JAHF =JE @A 6?DA>O?DAL 1 JAHF =JE F=H E JAHL= AI  JD   ! " # $

5OIJ

AI E

=EHAI

# # $ % '     ! ! " # #

! ! !! !" !# !$ !% " " "! "" "#

AH I @A B

?JE

=EHAI

%

% % % & & & ' 

" )FFH NE =JE

F O

E= A

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! " # $ %

# 1 J CH=JE
# # $ $ $! $"

-NA F AI -L= K=JE @A AHHAKH

HEGKA

O=K @A 2A=

& !

&

$ -GK=JE

, HEL A K HEGKA JD @AI @-K AH -JK@A C H= A @AI JD @AI K F=I $ !  + IEIJ= ?A IJ=>E EJ ? LAHCA ?A JD @AI @A 4K CA KJJ= @ H@HA 2

I @E

HA JEA AI

!

! ! !! !! !"

4 B HA ?AI
8AHIE FH LEI EHA AH?E @A A IEC = AH AI AHHAKHI 

!$

 += ?K I K

HEGKAI =FFH ?D I

 > 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

  4AFH IA J=JE

@ ?E = A =FFH ?D A @AI

>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

HA =JELA @= I =FFH NE =JE

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

=II ?E=JELEJ @AI F H=JE

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

x + y = 8, 22317 0, 822 10 (x + y ) + z 8, 22432 0, 822 10 x + (y + z ) @


A

y + z = 0, 00749 0, 749 102 x + (y + z ) = 8, 22749 0, 823 10


=@@EJE AIJ @ ? =II ?E=JELA F=H IKEJA @AI AHHAKHI @=HH @E - C H= A @= I K A I =JE I @A H A I AHHAKH = = JA @= ?A JHA E E EI HIGK I A A FHA EAH AI JAH AI =O= J = F KI FAJEJA L= AKH =>I KA

 ! 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

HEGKA KJE EI GKE @ EJ JHA

"

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
#

=JHE?A A = (aij ) AIJ JHE= CK =EHA IKF HEAKHA IE

AJ JHE= CK =EHA E B HEAKHA IE

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

n 1 bi aij xj . xi = aii j =i+1


+AJ = C HEJD A AIJ =FFA JD @A @A HA J A A >HA @A K JEF E?=JE I AJ @A @ELEIE I ?AII=EHAI @= I ?AJ = C HEJD A AIJ @A n(n + 1)/2 AJ A >HA @=@@EJE I AJ @A I KIJH=?JE AIJ @A n(n 1)/2 @ ? = C HEJD A ?AIIEJA @A n2 FI

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)

= aij lik akj ,


A JI @A =

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

4A =HGKA 2 KH GKA = C HEJD A @A /=KII FKEIIA JAH E AH E B=KJ GKA J KI


AI JAH AI akk GKE ? HHAIF @A J =KN JAH AI @E=C GK =FFA A FEL JI I EA J KI
=JHE?A A A HA 1 A= 2 7 =
(k)

=KN ukk @A =

(k)

=JHE?A U AJ
@A

A B=EJ GKA = FEL J K I ?

=EJ A JH AI K AI A FH LEA J F=I =FF=HEJE =HGKA @= I ANA F A GKE IKEJ 2 3 1 2 3 4 5 1 A(2) = 0 0 8 9 0 6 12

+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 @
|ajj | >

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

det(A) = det(L) det(U ) = det(U ) =


k=1

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

=LA? HA?DAH?DA @A FEL J

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.

B=EJ =??AFJ=> A ?AJJA B EI ?E AIJ

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

AJ ?D= CA AI EC AI r AJ k A JHA A AI @AH EAH = C HEJD A @= I = ? = @A K

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

IE@ HA A ?=I F=HJE?K EAH A F=H a1 b2 0

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.

A ? J @A ?= ?K E?E AIJ @A 3(n 1) F H=JE I F KH = B=?J HEI=JE AJ @A 5n 4 F H=JE I F KH = IK>IJEJKJE F KH K A J J= A @A 8n 7 F H=JE I

#

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

Av(k) = e(k) , e(k) AIJ A LA?JAKH ? GKE AIJ 1

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

 $ + IE@ H=JE IKH = FH ?EIE IOIJ AI E =EHAI


1 O = @AI ?=I AI JD @AI GK

@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,

B AIJ = =JHE?A @EJ H=JE @A = JD @A EJ H=JELA @ FA @= J @A A AJ g AIJ K LA?JAKH @ FA @= J @A b JA I GKA x = B x + g.


J= J x = A1 b >JEA J g = (I B )A1 b @ ? ? F JA A J @ EA F=H = =JHE?A B - @ EII= J AHHAKH =K F=I k ? A = JD @A EJ H=JELA (2) AIJ

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 =

=JHE?A B H=JELAI AIJ >=I A IKH A A = P N P HA = =JHE?A P AIJ x(0) J= J @ !

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

P (x(k+1) x(k) ) = r(k) , r(k) = b Ax(k) AIJ A H IE@K FH ? @A JA ? A


EJ H=JE

k 0,
FAKJ C

" H= EIAH = HA =JE #

P (x(k+1) x(k) ) = k r(k) ,


=

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

HA =HGKA GKA IE AI A JI @E=C =KN @A A I J KI =EHA Ax = b AIJ GKEL= A J n 1 xi = bi aij xj , i = 1, . . . , n. aii


j =1,j =i

2 KH K A @

A E EJE= A x(0) ?D EIEA n 1 (k+1) xi = bi aii

?= ?K A x(k+1) F=H
(k) aij xj ,

i = 1, . . . , n.

j =1,j =i

+A = FAH AJ @E@A JE AH A IF EJJE C IKEL= J F KH A

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

=JHE?A @EJ H=JE

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)

,= I ?A ?=I A IF EJJE C @A A AIJ

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

JD @AI @A =? >E AJ @A /=KII 5AE@A

= 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)

K max xk xk =LA? 0 K < 1


k

?=H A AIJ @E=C H A IKH RN

= A IJHE?JA A J @ E = JA ,A F KI maxi |yi | = y = =E IE JH GKA


x(n+1) x

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

EA F IEJELA = HI =  5E A AIJ K A =JHE?A IO JHEGKA @ 5AE@A ? LAHCA  = JD @A @A =? >E F=I B H? A J


!

JD @A @A /=KII

"
+ @

JD @A @K CH=@EA J

F=I FJE =
JHEGKAI

IE@ H I = JD @A EJ H=JELA (5) =LA? k = 1 5E P AJ A I J IO EAI F IEJELAI = HI = K ?HEJ HA FJE = F KH A ?D EN @A k

k = z(k) = P 1 r(k) +AJJA CH=@EA J HIGKA P = I  LA?JAKHI x AJ y

r(k) , z(k) , Az(k) , z(k)

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

r(k) = b Ax(k) = A x x(k) = Ae(k) e(k) HAFH IA JA AHHAKH e(k+1) r


(k+1)

 J=FA k AJ @=KJHA F=HJ


= = e(k+1) () = I P 1 A e(k) , r(k) () Az(k) .
A

)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 =

r(k) , z(k) . Az(k) , z(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

K2 (P 1 A) 1 K2 (A) 1 << . K2 (P 1 A) + 1 K2 (A) + 1


"

JD @A @K CH=@EA J ?

KCK
P AJ A I @EJE k 0,
J IO JHEGKAI @ EAI F IA ?AJJA B EI ?E

7 A JD @A A ? HA F KI H=FE@A @= I A ?=I F IEJELAI AIJ ?A A @K CH=@EA J ? KCK FH ?

x(k+1) = x(k) + k p(k) ,


=LA? p(k) = z(k) k p(k1) 5 EJ x(0) K A @ A E EJE= A p(0) = z(0) FKEI F KH k 0

?= ?K A r(0) = b Ax(0) z(0) = P 1 r(0)

k =

r(k) , p(k) Ap(k) , p(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

! 2 KH GKA AI L= AKHI @A a A AIJ A A @ #

" ?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 )

5 EJ f : R R K A B ?JE @ A AJ x0 K F E J @ @H EJA y (x) GKE F=IIA F=H A F E J (xn , f (xn )) AJ GKE = ?

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


@ EJ xn+1 ? @EHA y (xn+1 ) = 0 A J= J A F E J A @ @KEJ GKA ?AJJA @H EJA E JAHIA?JA =NA 0x ?AIJ

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 0. f (b) f (a) @= I A ?=I ba

FAKJ FHA @HA F=H ANA F A q = f (x0 )  ?DAH?DA K

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 )

AJ K < 1 x1 = x2 -NEIJA ?A FKEIGKA AIJ K EFI?DEJ EA

d(xn+1 xn ) Kd(xn xn1 )

? 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

Kn = d(x1 x0 ) 0 GK= @ (n, p) . 1K

&

= 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) =

(x + t(x y ))(x y )dt


0 1

?
(y ) (x)

(x + t(x y ))(x y ) dt
0 1

(x + t(x y )) K xy .

(x y ) dt

!#

2 E J NAI =JJH=?JEBI AJ H FK IEBI


@A ? =IIA C 1 5 EJ [a, b]

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 2 @ |(x) | 1 2 M |x | I EJ A ? HA 2 M |(x) | 2=H H ?KHHA ?A @ @KEJ IK??AIIELA A J

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 ?

LAHCA AJ GKA AIJ @A


2

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

JD @A @K F E J NA AIJ @ H@HA p IIE


xn+1 x p l =LA? 0 < |l| < + (xn x)

5E p = 1 GK=@H=JEGKA

F=H A @A ?

LAHCA ?A E =EHA IE p = 2 = ?

LAHCA ?A AIJ @EJA

! $ - ? 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

|x0 | = IKEJA @ AIJ GK=@H=JEGKA

A 5E f C 2 f () = 0 AJ f () = 0 = HI E ANEIJA > 0 JA A GKA IE


EA @= I (7) ?
lim

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

' EJ H=JE

en+1 = xn+1 = () (xn ) = (n )en ,


=LA? n A JHA xn AJ AJ

xn+1 xn = xn + xn+1 = en en+1 = (1 (n ))en .


H IE n AIJ IK I= A J CH= @ (n ) () = 0 AJ @ ?

en xn+1 xn .
AHHAKH GK ? = J H= ?A N A AJ HIGKA  =@ FJA A ?HEJ HA (9) AIJ @ ? F KI FAJEJA GKA

!%
?

A ?=I @AI IOIJ


IE@ HA A IOIJ

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

f = (f 1 , f 2 ) LAKJ C H= EIAH @ EJ = =JHE?A =? >EA A @K


f1 x1 f2 x1 f1 x2 f2 x2

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 @

[Df (x(n) )](x(n+1) x(n) ) = f (x(n) ).


AI AI H IK J=JI GKA @= I A ?=I I?= =EHA I IA H= A =E IE = H I KJE @AI IOIJ =JHE?AI An = Df (x(n) ) J L= => AI @= I A ?=I LA?J HEA AI E =EHAI C KLAH I F=H @AI

" )FFH NE =JE

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 @E JAHF =JE

"
?

JD @A @E JAHF =JE


IE@ HA AI F O

@A =CH= CA
i, j = 0, . . . , n,
=

AI i i = 0, . . . , n @A @ACH n JA I GKA

i (xj ) = ij ,

ij = 1 IE i = j AJ ij = 0 IE i = j -NF E?EJA A J i (x) =


i=j

(x xj ) , (xi xj )

0 i n.

) HI A F O

A @E JAHF =JE

@A f =KN F E JI x0 , x1 , ldots, xn I ?HEJ


n

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

A A FH > A @E JAHF =JE p(xi ) = f (xi ) 0 i n =@ AJ K A AJ K A IAK A @ A F=H = B H K A (10)


A J 5E p(t) = a0 + a1 x + + an xn AI

FAKJ =KIIE L EH AI ?D IAI @E HA ? A ?EA JI @A p I J I KJE I @A 1 x0 xn 0 1 x1 xn 1 1 xN xn n

a0 f (x0 ) a1 f (x1 ) = an f (xn )

= =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

pk (x) pk1 (x) = f [x0 , x1 , . . . , xk ](x x0 ) . . . (x xk1 ).


+ A p0 (x) = f (x0 ) A @ @KEJ = B H K A
n

pn (x) = f (x0 ) +
k=1

f [x0 , x1 , . . . , xk ](x x0 ) . . . (x xk1 ).



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 ] =

f [x1 , . . . , xk ] f [x0 , . . . , xk1 ] . xk x0


A @E JAHF =JE

 

x1 , x2 , . . . , xk

IJH=JE

5E qk1 Pk1 AIJ A F O

@A f =KN F E JI

pk =

(x x0 )qk1 (x) (x xk )pk1 (x) . xk x0

>JEA J = B H K A (12) A

C= = J AI ? A ?EA JI @A xk @= I E@A JEJ FH ? @A JA

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 (x2 ) f (x1 ) f (x0 )

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 @

= 6)*[n] = 6)*[k ] + (x xk )uk+1 , 0 k < n,

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

1 n+1 (x)f (n+1) ( ) (n + 1)!

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).

+AJJA B ?JE I= K A A n + 2 F E JI @ 4 A E ANEIJA JA GKA g (n+1) ( ) = 0 H


n+1) p( = 0, n

? @=FH I K A ANJA IE
= (n + 1)!

@K JD H

A @A

n+1

(n+1)

= F=H ?

I GKA J g (n+1) ( ) = f (n+1) ( ) c(n + 1)! = 0 @

= 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

J F=I GKEHAF=HJEI E JAHF =JE

@A 6?DA

" " 1 JAHF =JE


@ EJ AI F O

@A 6?DA>O?DAL
AI @A 6?DA>O?DAL F=H

tn (x) = cos(n arccos x),


- A AJ IE

x [1, 1].
=

F IA = arccos x E A x = cos =LA? [0, ]

tn (x) tn+1 (x) + tn1 (x)


=B ?JE

cos(n),

= cos((n + 1)) + cos((n 1)) = 2 cos(n) cos = 2xtn (x).

tn IA ?= ?K A @

? F=H AI B H K AI @A H ?KHHA ?A

t0 (x) = 1,

t1 (x) = x,

tn+1 (x) = 2xtn (x) tn1 (x).


$

1 A H IK JA GKA tn AIJ K F O A @A @ACH n @ J A ? A ?EA J @EHA?JAKH AIJ 2n1 IE n 1 AI n H=?E AI @A tn I J @ AI F=H

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

x i ) = 1/2n tn+1 AIJ A F O A n+1 ( x) ? HHAIF = E?E (n+1) ba n+1 = 2 . 4

@= J

[1, 1]

+AJJA L= AKH AIJ F KI FAJEJA GKA AIJE =JE n+1 n! b a 2 e 4 n 4 n

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

" # 1 JAHF =JE

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

E JAHF A f|Ij F=H K F O >JEA J AIJ J pH n

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

HA F =?A f IKH [a, 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

?D EIEJ 0 = a AJ 1 = b AJ =EHA p1 GKE E JAHF A f =KN F E JI a, b

HA F =?A f IKH

p1 (x) =

(x a)f (b) (x b)f (a) . ba

>JEA J = B H K A IKEL= JA @EJA


b

JD @A @AI JH=F AI  H@HA 


(b a) f (a) + f (b) . 2

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

A @A >=IA @A =CH= CA i (x) =


j =i 1 1 n

f (x)dx
1 1

pl (x)dx = 2
i=0

i f (i )

=LA? i = =

1 2

1 1

i (x)dx 2=H IKEJA @A = IO ni = i ,

JHEA @AI F E JI i =KJ KH @A 0

ni (x) = i (x),

ni = i .
J E ?D= C I @ ? >JEA J

)FH I ?D= CA A J @A L=HE=> A AI ? A ?EA JI i I =B H KA


b n

f (x)dx
a

(b a)
i=0

i f (i ).
+ JAI @A H= C n AIJ @ H@HA A E F=EH =

5E f Pn = HI pn = f @ ? = JD @A @A AMJ n ,A F KI HIGKA f C ([1, 1]) AIJ K F O


1 n

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

5E n AIJ F=EH  H@HA @A = AIJ n + 1 IE n AIJ E F=EH  H@HA AIJ n


+A?E B=EJ GKA D H EI A ?=I n = 1 AI KJE EI AI GKA F KH n F=EH  n=1 JD @A @AI JH=F AI  H@HA 

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

JD @A @A 9A@@ A 0=H@O  H@HA %

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=

A IKFF IA GKA = C N +1 IKH [a, b] = HI


b

JD @A AIJ @ H@HA N 0 5E f AIJ @A ? =IIA


n

E (f ) =
a

f (x)dx (b a)
i=0

i f (xi ) =

1 N!

b a

KN (t)f (N +1) (t)dt,

KN AIJ K A B EA F=H

?JE

IKH [a, b] =FFA A

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

E (x g (x, t)) dt.

= B H K A @A 6=O H =LA? HAIJA E J CH= @


b

f (x) = pN (x) +
a

1 (N +1) (x t)N (t)dt. +f N!

A pN P N

= E (pN ) = 0 F=H DOF J IA @


b

E (f )

= =

E x
a b

1 (N +1) (x t)N (t)dt +f N! 1 (N +1) (x t)N (t) dt +f N!

E x
a b

=
a

1 (N +1) f (t) E x (x t)N + dt N!


b a

1 N!

KN (t)f (N +1) (t)dt.

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

IJ= JA L > 0 JA A GKA

A +=K?DO EFI?DEJ  5E f AIJ ? JE KA IKH R+ R AJ IE ANEIJA


|f (t, x1 ) f (t, x2 )| L|x1 x2 | x1 , x2 R, t > 0,

= HI A FH > A @A +=K?DO (14) =@ AJ K A I KJE J KJ t > 0 AJ A A AIJ K EGKA

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

=E JA = J (Dy )i K A =FFH NE =JE @A y (ti ) HA ?A EA FH CHAIIELA =FFH NE =JE

(Dy )P i =
 @E

y (ti+1 ) y (ti ) , h

i = 0, . . . , n 1;

HA ?A

EA H JH CH=@A =FFH NE =JE


(Dy )R i = y (ti ) y (ti1 ) , h i = 1 , . . . , n;

 @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

5E y C 2 (R) F KH J KJ t R E ANEIJA K @ LA FFA A J @A 6=O H

y (t) = y (ti ) + y (ti )(t ti ) +


 2 KH t = ti+1 >JEA J F KH = @E HA ?A

(Dy )P i = y (ti ) +
!

h y ( ), 2

?A GKE ?

@KEJ

K A AIJE =JE

@K JOFA

|y (ti ) (Dy )P i | Ch, C=1 2 maxt[ti ,ti+1 ] |y (t)|  2 KH t = ti1 >JEA J F KH = @E


HA ?A EA HAJH CH=@A

(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

y (ti ) 2 y (1 ) 3 h + h , 2 6 y (ti ) 2 y (2 ) 3 = y (ti ) y (ti )h + h h , 2 6 = y (ti ) + y (ti )h + (Dy )C i = y (ti ) + y (1 ) + y (2 ) 2 h , 12

AJ @

? AIJE =JE

IKEL= JA
2 |y (ti ) (Dy )C i | Ch ,

C=

1 6

maxt[ti1 ,ti+1 ] |y (t)|

,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

AHHAKH @A JH ?=JKHA AIJ @ H@HA 1 F KH AI B H K AI FH CHAIIELA AJ HAJH CH=@A AJ @ H@HA 2 F KH = B H K A ?A JH A

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 ). =

y (tn ) = f (tn , y (tn )).


=FFH ?DA = @ HEL A y (tn ) A KJE EI= J @AI I?D =I @A @ HEL=JE

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

AI JD @AI K F=I I I ?HEHA I KI = B H A

JD @AI @A H I KJE

yn+1 = yn + hn (tn , yn , hn ), AIJ K A B


?JE GK IKFF IAH= ? JE KA

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 )

en = y (tn+1 ) y (tn ) hn (tn , y (tn ), hn ).

@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

E F HJ= JA AIJ = IKEL= JA

,A

EJE @EJ GKA = AN=?JA y = IKEJA (yn ) L HE A

JD @A AIJ ?

LAHCA JA IE F KH J KJA I KJE

max |yn y (tn )| 0


n

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 @ ?

max |yn y (tn )| S


n

|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 @

LAHCA JA EA F=H = B ?JE

I I= I AI @

JHAH AI H IK J=JI IKEL= JI

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 +5 @A IJ=>E EJ  2 KH GKA =


A A y @A ?

JD @A I EJ IJ=> A E IK J GKA = IJ= JA

|(t, y1 , h) (t, y2 , h)| |y1 y2 |,

F KH J KJ t [0, T ] J KJ (y1 , y2 ) R2 J KJ h R ) HI ? IJ= JA @A IJ=>E EJ S = eT


JAH E A ?A F=H=CH=FDA =LA? K A @A EJE

FAKJ FHA @HA F KH

,A

EJE @EJ GKK AN=?JA y @K A GK=JE @E

JD @A 1 F=I AIJ @ H@HA p IE F KH J KJA I KJE HA JEA A


f AIJ @A ? =IIA C p

y = f (t, y )

E ANEIJA K A ?

IJ= JA C 0 JA A GKA AHHAKH @A ?


+1 |en | Chp n ,

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

y (t) = f (t, y (t)) A JHA tn AJ tn+1 y (tn+1 ) y (tn ) =


tn

f (t, y (t))dt.
= E F E?EJA IKEL= J =FFA

- KJE EI= J = B H K A @AI JH=F AI JH KLA A I?D I?D = @A +H= E? I K @K JH=F A

yn+1 yn =
+A I?D = AIJ E F E?EJA = JD @A @A 0AK

h [f (tn , yn ) f (tn+1 , yn+1 )], 2


A @E = J =

n 0.
E@A JE A

@A A HA @HA ANF E?EJA

yn+1 yn =

h [f (tn , yn ) f (tn+1 , yn + hf (tn , yn ))]. 2

+A @AKN JD @A I @ H@HA 2 F=H H=FF HJ h 5E KJE EIA = JD @A @K F E J E EAK JH KLA

, yn+ 1 ). yn+1 yn = hf (tn+ 1 2 2


!"

5E

=E JA = J

=FFH ?DA yn+ 1 F=H 2

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 ?

h (K1 + 2K2 + 2K3 + K4 ), 6

A IKEJ

K1 K2 K3 K4

= = = =

f (tn , yn ) h h f (tn + , yn + K1 ) 2 2 h h f (tn + , yn + K2 ) 2 2 f (tn+1 , yn + hK3 )

!#

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

HEGKA AJ GK=JE K AHE?= HEGKA

I @E

HA JEA AI 2HAIIAI

=JDA =JE?I 5FHEC AH

) = OIA K

=II

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