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p(xi ) = yi i =1,..., n +1
x
yi
x x x x
x x x
p(x)
xi
GHO SEL - MA33A 4
1 1 1
GHO
x1 x2 x3
x2 1 x2 2 x2 3
xn 1 xn 2 xn 3
SEL - MA33A
a0 a1 a2 an
y1 y2 y3 y n1
5
n 1 x n 1 x 2 n 1 x n 1
yi
++ ++ ++ ++ + + + + + + + + ++ + + + + + + + ++ + + + ++ + + + + + +++ + + +
min [ yk ( 0 + 1 xk )]
0 , 1
k =1
xi
GHO SEL - MA33A 6
GHO
SEL - MA33A
Ecuaciones Normales:
a x 0 dx a x 1 dx a x dx a x dx
1 2 b b b b
bi + j +1 a i + j +1 ij = i + j +1
a x 2 dx a x n dx
b 3 x dx a
a0 a1 an
a x 0 f xdx a x 1 f xdx
a x
b
n 1
dx
b
GHO
b n 1 b
n 2
2n
a x dx a x dx a x dx SEL -MA33A x dx a
n
a x n f xdx
a0 a1 a2 a3
2/ 1/
sin(pi*x) v/s p 3(x)
1 0.8 /3 2 4 0.6 2 6 /3 0.4
0.2
GHO
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
91
f ( x) = sin( x)
GHO SEL - MA33A
p ( x) = ak xi
k =0
5,6
k
10
x f ( x) = 2 x +1
p ( x) = ak xi k
p ( x) = ak xi k
k =0
k =0 9
-4
-3
-2
-1
GHO
SEL - MA33A
11
cT x = ck xk
k =1
Ax b x0
Regin Factible
Ax b x0
x1
GHO SEL - MA33A
x2 Vrtices
12
. . .
GHO
13
(1)
b
b
(2)
14
SEL - MA33A
cond ( A) = A A
SEL - MA33A
15
Veamos un ejemplo:
A=
0.550 0.423 0.484 0.372 0.550 0.423
b=
x =
1 -1 -0.4536 0.89
A+A =
0.48 3 0.372
b=
x =
en las ecuaciones
SEL - MA33A
17
xn =
u n ( n +1) u nn u k ( n +1) u kj x j j = k +1
n
1 xk = u kk
k = ( n 1),...,1
Veamos un ejemplo.
GHO SEL - MA33A 18
(n - i)(2n - 2i + 6)
i=1 n
n-1
Parte 1
O(n3)
+
Parte 2
(2i - 1)
i=1
SEL - MA33A
O(n2)
20
GHO
(n - i)(2n - 2i + 6)
i=1
n-1
Parte 1
O(n3)
4i + n
i=1
SEL - MA33A
n-1
+
Parte 2
O(n2)
21
GHO
1 0 0 0 1 0
23
a n1 a n2 a nn
0 0 1
SEL - MA33A
det( A) = (1)
j =1
i+ j
SEL - MA33A
24
det( A) = akk
GHO SEL - MA33A
k =1
26
k =1
SEL - MA33A
27
1 mnn-1
GHO
unn
A = LU
SEL - MA33A
U
28
0 0
0 0 0 0
29
a 21 a 22 a 23 A 0 0
a 32 a 33 a 34 a 43 a 44 0
a nn 1 a nn
SEL - MA33A
1 u 12 0 0 0 1 0 0
0 1
0 0 0 1
l 32 l 33
u 23
l 43 l 44 0
u n 1n
l nn 1 l nn
GHO
U
SEL - MA33A 30
Paso 3:
GHO
l n n1 a n n1
l nn a nn l nn1 u n1 n
SEL - MA33A
l2 ik
k 1
i1
1/2
a ji
ljk l ik
k 1
i1
a nn
l2 nk
k 1
n1
1/2
l ii
35
SEL - MA33A
Factorizacin QR:
A = QR Q matriz ortogonal: QtQ = I (Gram-Schmidt) R = QtA Factorizacin SVD: Anxm = USVt Unxn , Vmxm matrices ortogonales Snxm matriz valores singulares (raz v.p. At*A)
GHO SEL - MA33A 36
n (k)
(k+1)
= F(x )
k0
(k)
(k)
+h
nn
,h
n
37
SEL - MA33A
En general se construyen B y h de la
siguiente forma: Sean M y N tales que: M es invertible y A = M N Entonces: -1 -1 Ax = b Mx = Nx + b x = M Nx + M b
nn
-1
-1
nn
se
si i = j si i j
39
SEL - MA33A
-1
-1
xi
GHO
(k )
n a x ( k 1) + b ij j i = 1 j j i 1 i n, k = 1, 2,3... = aii
SEL - MA33A 42
N = - up(A)
GHO
43
xi
(k )
i 1 (k ) a x ij j j =1 =
j =i +1
a x
ij
( k 1) j
aii
+bi 1 i n, k = 1, 2,3...
GHO
SEL - MA33A
44
xi ( k )
1 i n, k = 1,2,3...
GHO SEL - MA33A 45
Donde:
2 1 1T
1
GHO
Paso 0: x \ , g = Ax b, d = g
0 n 0 0 0
(g ) d Paso 1: = k t k (d ) Ad k +1 k k k Paso 2: x = x + d
k
GHO SEL - MA33A 47
k t
Mtodo del gradiente conjugado: k +1 k +1 Paso 3: g = Ax b k +1 t k ( g ) Ad k Paso 4: = k t k (d ) Ad k +1 k +1 k k Paso 5: d = g + d Si no hay errores de redondeo el mtodo
GHO
48
(k )
A A
b Ax b
(k )
49
Proposicin: Si xk es la iteracin k de un
mtodo iterativo para un SEL que tiene la forma: xk+1 = Txk + c y Ax = b Entonces: xk x ssi (T) < 1
53
Bibliografa
1) R. Burden & J. D. Faires, Anlisis Numrico, Sptima Edicin, Thomson Learning, 2002. 2) J. Stoer & R. Burlisch, Introduction to Numerical Analysis, Second Edition, Springer, 1992. 3) G. Hernndez O.: Apuntes de Clculo Numrico 2007
GHO SEL - MA33A 54