Documente Academic
Documente Profesional
Documente Cultură
Cursul 11
2015
Anca Ignat
ai 1 x1 ai 2 x2 ain xn = bi
am 1 x1 am 2 x2 amn xn = bm
(1)
rang A = rang [A | b]
m < n - o infinitate de soluii
m n
- dac rang A = rang [A | b] soluii clasice
- dac rang A rang [A | b] soluii n sensul celor mai mici
ptrate
Vectorul reziduu:
r ( x ) b Ax m
min{ r ( x ) 2 b Ax 2 ; x n }
(LSP)
1 4
0
A 2 5 32 , b 0 , m 3, n 2
1
3 6
rang A = 2 rang [A | b] = 3
Sistemul:
x1 4 x2 0
2 x1 5 x2 0
(2)
3 x1 6 x2 1
nu are soluie clasic (nu exist x1 , x2 care s satisfac toate cele
3 ecuaii simultan). Vectorul reziduu are forma:
x1 4 x2
0 1 4
x1
r ( x ) b Ax 0 2 5 2 x1 5 x2
1 3 6 x2 1 3 x 6 x
1
2
min{( x1 4 x2 ) ( 2 x1 5 x2 ) 1 3 x1 6 x2 ; x1 , x2 }
2
13
x1
,
18
2
x2 ,
9
1
r( x)
6
range A { y m ; y a1 A1 a2 A2 an An , ai , i 1, n}
r ( x ) range( A)
sau echivalent
AT r ( x ) 0
AT Ax AT b
(3)
det AT A 0 rang A n
1 4
14 32
3
T
T
, A b
A 2 5 , A A
32 77
6
3 6
14 x1 32 x2 3
32 x1 77 x2 6
13
2
x1
, x2
18
9
Pseudo-inversa matricii A
Presupunem c A are rang A = n. Atunci pseudo-inversa poate fi
definit ca:
A A A
T
( A A I ?)
AT nm
1
14 32
1 2 3
A
*
32
77
4
5
6
A QR , Q mm matrice ortogonal , R mn ,
R nn
R
0( m n )n
10
i 1, n
A U V T , mn ,U mm , V nn
Se calculeaz SVD pentru matricea A=UVT;
Se calculeaz vectorul UTb;
Se rezolv sistemul diagonal w = UTb pentru w;
Soluia este x=Vw;
1), 2) sau 3) ? se recomand 2)
11
12
x ak , bk
ak 1 , bk 1 ak , bk
bk ak
bk 1 ak 1
2
Pentru primul interval vom considera: a0 a,b0 b,k 0 .
13
ak bk
c
14
bk ak ( k log 2
ba
15
16
x1 Oxtangentalagraficulfunciei f npunctul x0 , f ( x0 )
x2 Oxtangentalagraficulfunciei f npunctul x1 , f ( x1 )
f ( xk )
xk 1 xk
,k 0,1, 2,, x0 dat
f ( x k )
Formula de mai sus poate fi folosit doar dac la fiecare pas
f ( xk ) 0 . Dac la un pas avem f ( xk ) 0 putem calcula
cteva iteraii xk ( k k ) folosind f ( xk 1 ) .
18
Teorem de convergen
Fie f C 2 a , b , cu f (a ) f (b ) 0 , f ( x )0 i f ( x )0
x a , b . Dac alegem
apentru f (a ) f (a ) 0
x0
bpentru f (b ) f (b ) 0
19
20
Ecuaia dreptei ce trece prin punctele (a, f(a)) cu (b, f(b)) este:
y f (a )
xa
f (a ) f (b) a b .
cu y 0
f ( xk ) f ( x ) xk x
( xk ) xk f ( x )
f ( xk )( xk x ) xf
xk 1 xk
,
f ( xk ) f ( x )
f ( xk ) f ( x )
k 0,1, 2, , x0 dat
21
Teorem de convergen
Fie f C 2 a , b , cu f (a ) f (b ) 0 , f ( x )0 i f ( x )0
x a , b . Dac alegem
x ai x0 bpentru f (a ) f (a ) 0
x bi x0 apentru f (b ) f (b ) 0
atunci irul xk ;k 0 construit cu metoda falsei poziii este
monoton, mrginit deci convergent la unica soluie x* a ecuaiei
f(x)=0.
22
Metoda secantei
Presupunem c funcia f este continu, f C a , b i satisface
relaia f (a ) f (b) 0 . Vom construi un ir
xk
care s
xk 1 Oxdreapta ceunetepct. xk 1 , f ( xk 1 ) xk , f ( xk ) ,
k 1, 2,
23
cu y 0
f ( x k ) f ( x k 1 ) x k x k 1
f ( xk )( xk xk 1 )
xk 1 xk
f ( x k ) f ( x k 1 )
x k 1 f ( x k ) x k f ( x k 1 )
,
f ( x k ) f ( x k 1 )
k 1, 2,, x0 , x1 dai
24
Teorem de convergen
Fie x* o soluie a ecuiei f(x)=0. Pp. c f C 2 x * r , x * r ,
f ( x )0 i f ( x )0 x x * r , x * r . Atunci exist
25
P ( x ) a ( x x2 )2 b( x x2 ) c .
Constantele a, b i c se gsesc rezolvnd sistemul de ecuaii:
26
P ( x 0 ) a ( x 0 x 2 ) 2 b( x 0 x 2 ) c f ( x 0 )
P ( x1 ) a ( x1 x2 )2 b( x1 x2 ) c f ( x1 )
P ( x2 ) a ( x2 x2 )2 b( x2 x2 ) c c f ( x2 )
de unde obinem:
1 0
h1 h0
, b ah1 1 , c f ( x2 )
h0 x1 x0 , h1 x2 x1 ,
f ( x1 ) f ( x0 )
0
,
h0
27
f ( x2 ) f ( x1 )
1
h1
z1,2
2c
b b 2 4ac
x3 x2
2c
28
f1 ( x1 , x2 , , xn )0
f1
x1
f2
x2
f 2 ( x1 , x2 , , xn )0
F ( X )0F
, X
f n ( x1 , x2 , , xn )0
fn
xn
Fie matricea jacobian asociat funciei F (presupunem c
funciile fi sunt difereniabile):
29
f 1
f 1 f 1
x x x
n
2
1
f 2
f 2 f 2
xn ( x1 , x2 , , xn )
F ( X ) x1 x2
f
f
f
n n n
x x
2
n
1
Pentru a gsi soluia X* a sistemului de ecuaii neliniare F(X)= 0
se construiete un ir de vectori X ( k ) n astfel:
30
X (0) dat
X
( k 1)
(k )
(k )
F ( X
F ( X
(k )
(k )
) F ( X ( k ) ) X ( k ) ( k ) ,
) F ( X ( k ) ) n ,
k 0,1,
p '( x ) p( x )
x
x
x
x
x
x
1
2
n
Avem:
32
d
1
1
1
p( x )
G( x )
ln | p( x ) |
x x1 x x2
x x n p( x )
dx
d2
1
1
1
2 ln | p( x ) |
2
2
2
( x x1 )
( x x2 )
( x xn )
dx
p '( x ) p( x ) p ''( x )
H ( x)
2
p( x )
2
33
p '( yk ) p( yk ) p ''( yk )
n1
H ( yk )
2 2
2
a
b
p( yk )
34
max G ( yk ) ( n 1) nH ( yk ) G 2 ( yk )
n p( yk )
2
2
max p '( yk ) ( n 1) p '( yk ) n( n 1) p( yk ) p ''( yk )
yk 1 yk a yk
yk 1 yk
max G ( yk ) ( n 1) nH ( yk ) G 2 ( yk )
n p( yk )
2
max p '( yk ) ( n 1)2 p '( yk ) n( n 1) p( yk ) p ''( yk )
36
Interpolare numeric
x0
x1
x2
... xn-1
y0
y1
y2
... yn-1
xn
yn
37
38
Avem:
pi ( x ) ci ( x x0 ) ( x xi 1 )( x xi 1 ) ( x xn ),
ci ,i 0, , n
Constanta ci se determin din relaia pi ( xi ) = 1:
pi ( xi ) 1 ci ( xi x0 ) ( xi xi 1 )( xi xi 1 ) ( xi xn )
1
ci
( xi x0 ) ( xi xi 1 )( xi xi 1 ) ( xi xn )
39
Polinoamele pi au forma:
n
x xj
( x x0 ) ( x xi 1 )( x xi 1 ) ( x xn )
pi ( x )
)
(
( xi x0 ) ( xi xi 1 )( xi xi 1 ) ( xi xn ) j 0 xi x j
ji
i 0, , n
Propoziie
Polinoamele p0, p1,, pn formeaz o baz n n.
Demonstraie: Vom arta c cele n+1 polinoame sunt liniar
independente:
40
q( x ) a0 p0 ( x ) a1 p1 ( x ) an pn ( x )0,x
a0 a1 an 0
Vom face pe rnd x = x0, x = x1,, x = xn n polinomul q:
x x0 q( x0 ) a0 p0 ( x0 ) a1 p1 ( x0 ) an pn ( x0 )
a0 1 a1 0 an 0 a0 0a0 0
x x1q( x1 a1 0
x xk q( xk ) a0 p0 ( xk ) ak pk ( xk ) an pn ( xk )
a0 0 ak an 0 ak 0ak 0
x xn q( xn an 0
41
ln n ,ln ( xi ) yi ,i 0, , n
(1)
ln ( x ) ai pi ( x )
i 0
42
i 0
j 0
ji
yi (
x xj
xi x j
(2)
Propoziie
Polinomul ln dat de formula (2) este unicul polinom de grad n
care ndeplinete condiiile de interpolare (1).
45
Avem:
n
i 0
j 0
ji
j 0
jk
( x x )
w
(
x
)
(
x
x
)
w
(
x
)
n1
n1 k k j
j
wn1 ( x )
1
ln ( x ) [ yi
]
x xi ( wn1 ( xi ))'
i 0
46
Teorema restului
Fie f C n1 a , b i x a , b , x xi ,i 0, , n. Atunci
exist un punct y a , b , y y( x0 , x1 , , xn , x ) (punctul y
depinde de nodurile de interpolare xi i de punctul x ) astfel c
eroarea la interpolarea numeric este dat de:
f ( n1) ( y )
f ( x ) ln ( x )
wn 1 ( x )
( n 1)!
a = min{x0, x1,, xn}, b = max{x0, x1,, xn}.
F ( x ) : f ( x ) ln ( x ) cwn1 ( x )
47
(3)
f ( x ) ln ( x )
, x xi i ) wn1 ( x )0)
c
wn1 ( x )
(4)
F ( xi ) f ( xi ) ln ( xi )cwn1 ( xi ) yi yi c0 0,i 0, , n
Funcia F are (n+2) zerouri, x0 , x1 , , xn , x . Aplicnd succesiv
Teorema lui Rolle rezult c F are (n+1) zerouri, F are n
zerouri,, F(n+1) are 1 zero n intervalul [a,b]. Vom nota aceast
48
(5)
(6)
f ( n1) ( x ) 0 c( n 1)! f ( n1) ( x ) c( n 1)!
49
f ( n1) ( y ) f ( x ) ln ( x )
f ( n1) ( y )
c
wn1 ( x )
f ( x ) ln ( x )
( n 1)!
wn1 ( x )
( n 1)!
Atunci:
lk ( x , x0 , x1 , , xk , f )
( x xk )lk 1 ( x , x0 , x1 , , xk 1 , f ) ( x x0 )lk 1 ( x , x1 , x2 , , xk , f )
x0 x k
(1)
Demonstraie: Exerciiu.
Considerm urmtoarele probleme de interpolare pentru f:
( x0 , y0 ),( x1 , y1 ), ,( xk 1 , yk 1 ) lk 1 ( x , x0 , x1 , , xk 1 , f )
( x0 , y0 ),( x1 , y1 ), ,( xk , yk ) lk ( x , x0 , x1 , , xk , f )
51
lk ( x , x0 , x1 , , xk , f ) lk 1 ( x , x0 , x1 , , xk 1 , f ) A ( x x j )
j 0
52
lk ( xk , x0 , x1 , , xk , f ) lk 1 ( xk , x0 , x1 , , xk 1 , f )
k 1
(x
j0
xj)
k 1
A k 1
j 0
k 1
i 0
j 0
ji
k 1
(x
xj )
yk
( xk x j )
j 0
xk x j
y ( x
yk
(x
k 1
j 0
k 1
i 0
xj
xj)
yi
k 1
( xk xi ) ( xi x j )
j0
ji
53
(3)
A
i 0
yi
k
(x
j 0
ji
(4)
xj)
( x1 , y1 ),( x2 , y2 ), ,( xk , yk )lk 1 ( x , x1 , x2 , , xk , f )
( x0 , y0 ),( x1 , y1 ), ,( xk , yk )lk ( x , x0 , x1 , , xk , f )
vom avea, analog ca mai sus
k
lk ( x , x0 , x1 , , xk , f ) lk 1 ( x , x1 , x2 , , xk , f )B ( x x j )
j 1
(5)
54
( x x0 )lk 1 ( x , x1 , x2 , , xk , f ) ( A B ) ( x x j )
j 0
( A B ) ( x x j ) 0adic A B
j 0
55
k 1
(x x )
j 1
k 1
(x x )
l 1
Obinem:
k 1
k 1
( x x ) x , , x ( x x )
x0 , , xk 1 f
j 1
x1 , , xk f
j 0
k 1
( x x ) x , , x ( x x ) 0
l
l 1
l 1
Putem scrie:
( x x ) x , , x
k 1
j 1
x0 , , xk f
x1 , , xk f
k 1 f
k 1
( x x ) x x
j
j0
57
x xn
(6)
(7)
58
Propoziie
k
x0 , x1 , , xk f
i 0
yi
k
(x
j 0
ji
xj)
yi
i 0 wn 1 ( xk ) '
(8)
x0 , x1 f
x0 x1 x1 x0
x1 x0
x1 , x1 , , xk 1 f x0 , x2 , , xk f
x0 , x1 , , xk 1 f
x k 1 x0
k 1
(
xk 1 x0 i 1
yi
k 1
( xi x j )
i 0
j 1
ji
x k 1 x0
y0
k
(x
j 0
j 0
[
i 1
yi
k
(x
j 1
ji
xj )
60
(x
j 0
ji
xj )
yi
i
)
xj )
yk 1
k 1
(x
j 1
j k 1
k 1
xj )
1
1
(
)]}
x i x k 1 x i x0
k 1
y0
( x0 x j )
k 1
j0
j0
k 1
i 0
k 1
( xk 1 x j )
i 1
k 1
yi
(x
j 0
ji
xj)
yi
(x
j 0
ji
j 0
j k 1
yk 1
xj )
61
ln ( x ) y0 x0 , x1 f ( x x0 ) x0 , x1 , x2 f ( x x0 )( x x1 )
x0 , x1 , , xn f ( x x0 ) ( x xn1 )
62
Pas1Pask Pasn
x0 y0
x1 y1 x0 , x1 f
x2 y2 x1 , x2 f
xk yk xk 1 , xk f x0 , x1 , , xk f
64
fork 1, , n
fori n, , k
yi yi 1
yi
xi xi k
66
xi , xi 1 f
( xi 1 xi )
h
Se introduce noiunea de diferen finit de ordinul 1:
f ( x ) f ( x h) f ( x )
67
k f ( x ) ( k 1 f ( x )) k 1 f ( x h) k 1 f ( x ) .
Prin inducie dup k, se poate deduce formula de calcul a
diferenelor finite de ordin k folosind doar valorile funciei f:
k
k f ( x ) ( 1)k i C ki f ( x i h)
i 0
68
xi , xi 1 f
( xi 1 xi )
h
xi 1 , xi 2 f xi , xi 1 f 2 f ( x )
i
xi , xi 1 , xi 2 f
(x x )
2h2
i2
69
70
t ( t 1)
ln ( x ) ln ( x0 th) y0 f ( x0 )t f ( x0 )
2
t ( t 1) ( t k 1)
k
f ( x0 )
k!
t ( t 1) ( t n 1)
n
f ( x0 )
n!
2
71
t ( t 1)
ln ( x ) ln ( xn th) yn f ( xn1 )t f ( xn 2 )
2
t ( t 1) ( t k 1)
k
f ( xn k )
k!
t ( t 1) ( t n 1)
n
f ( x0 )
n!
2
73