Documente Academic
Documente Profesional
Documente Cultură
Cursul 12
2015
Anca Ignat
p( x ) a0 ( x x1 )( x x2 ) ( x xn ),a0 0
Metoda lui Laguerre propune construirea unui ir de numere care s
convearg la una din rdcinile polinomului p.
Considerm derivata polinomului p:
1
1
1
p '( x ) p( x )
x
x
x
x
x
x
1
2
n
Avem:
d
1
1
1
p( x )
ln | p( x ) |
G( x )
dx
x x1 x x2
x x n p( x )
d2
1
1
1
2 ln | p( x ) |
2
2
2
dx
( x x1 )
( x x2 )
( x xn )
p '( x ) p( x ) p ''( x )
H ( x)
2
p( x )
2
yk xi b i 2, , n .
2
p '( yk ) n 1
G ( yk )
p( y k ) a
b
2
p '( yk ) p( yk ) p ''( yk )
n1
H ( yk )
2 2
2
a
b
p( yk )
Rezolvm acest sistem n raport cu a i obinem:
a
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
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 )
Interpolare numeric
x0
x1
x2
... xn-1
y0
y1
y2
... yn-1
xn
yn
pi ( x ) ci ( x x0 ) ( x xi 1 )( x xi 1 ) ( x xn ),
ci ,i 0, , n
7
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
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
9
(1)
ln ( x ) ai pi ( x )
i 0
yk ln ( xk )a0 p0 ( xk ) ak pk ( xk ) an pn ( xk )
a0 0 ak 1 an 0 ak ak yk
Prin urmare un polinom de grad n care ndeplinesc condiiile de
interpolare (1) este:
( x x0 ) ( x xi 1 )( x xi 1 ) ( x xn )
ln ( x ) yi pi ( x ) yi
( xi x0 ) ( xi xi 1 )( xi xi 1 ) ( xi xn )
i 0
i 0
n
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).
Demonstraie: Presupunem c mai exist un polinom qn care
ndeplinete condiiile (1):
q n ,q( xi ) yi ,i 0, , n
Fie polinomul p(x)=ln(x)-q(x) n.
p( xk ) ln ( xk ) q( xk ) yk yk 0,k 0, , n
Polinomul p are ca rdcini toate nodurile de interpolare.
Polinomul p este polinom de grad cel mult n i are (n+1) rdcini
distincte (xi xj, i j). Acest polinom nu poate fi dect polinomul
identic nul:
12
p( x ) ln ( x ) q( x ) 0x,ln ( x ) q( x )x
Polinomul ln este unicul care satisface (2).
Fie wn+1 polinomul de grand (n+1) care are ca rdcini nodurile de
interpolare:
wn1 ( x ) ( x x0 )( x x1 ) ( x xn ) n1
Avem:
n
i 0
j 0
ji
j 0
jk
wn1 ( x ) ( x x j ); wn1 ( xk ) ( xk x j )
Putem rescrie polinomul ln i astfel:
13
wn1 ( x )
1
ln ( x ) [ yi
]
x xi ( wn1 ( xi ))'
i 0
(3)
(4)
(5)
(6)
f ( n1) ( x ) 0 c( n 1)! f ( n1) ( x ) c( n 1)!
f ( x ) ln ( x )
( n 1)!
wn1 ( x )
( n 1)!
adic am obinut relaia (3).
16
x0 x k
(1)
Demonstraie: Exerciiu.
17
( 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 )
Ne intereseaz s gsim o formul de trecere rapid de la polinomul
de interpolare pe k noduri la cel care are un nod n plus. Deoarece
polinomul de grad cel mult k:
q( x ) lk ( x , x0 , x1 , , xk , f ) lk 1 ( x , x0 , x1 , , xk 1 , f ) k
lk ( x , x0 , x1 , , xk , f ) lk 1 ( x , x0 , x1 , , xk 1 , f ) A ( x x j )
j 0
18
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
19
(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)
20
Dac nmulim relaia (2) cu (x-xk) iar relaia (5) cu (x-x0) i scdem
aceste relaii obinem:
( x0 xk )lk ( x , x0 , x1 , , xk , f ) ( x xk )lk 1 ( x , x0 , x1 , , xk 1 , f )
k
( 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
A x0 , x1 , , xk f
numit diferen divizat de ordin k a funciei f pe nodurile
x0 , x1 , , xk .
Vom nlocui n formula (2) lk-1(x, x0,, xk-1, f) cu:
21
lk 1 ( x , x0 , , xk 1 , f ) lk 2 ( x , x1 , , xk 1 , f )
x0 , x1 , , xk 1 f
k 1
(x x )
j
j 1
k 1
(x x )
l 1
x0 , , xk 1 f
k 1
k 1
( x x ) x , , x ( x x )
x1 , , xk f
j 1
j 0
k 1
( x x ) x , , x ( x x ) 0
l 1
Putem scrie:
22
l 1
( 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
x xn
(6)
23
(7)
Propoziie
k
x0 , x1 , , xk f
i 0
yi
k
(x
j 0
ji
xj)
yi
i 0 wn 1 ( xk ) '
x0 , x1 f
x0 x1 x1 x0
x1 x0
24
(8)
x0 , x1 , , xk 1 f
x k 1 x0
k 1
(
xk 1 x0 i 1
yi
k 1
( xi x j )
j 1
ji
25
i 0
yi
k
(x
j 0
ji
)
xj )
x k 1 x0
y0
k
(x
j 0
j 0
[
i 1
yi
k
(x
j 1
ji
k 1
y0
( x0 x j )
xj )
j0
j0
k 1
i 0
k 1
j 0
j k 1
yi
(x
j 0
ji
k 1
xj )
xj )
yk 1
k 1
(x
j 1
j k 1
k 1
xj )
1
1
(
)]}
x i x k 1 x i x0
yk 1
( xk 1 x j )
i 1
k 1
yi
(x
j 0
ji
xj)
ln ( x ) y0 x0 , x1 f ( x x0 ) x0 , x1 , x2 f ( x x0 )( x x1 )
x0 , x1 , , xn f ( x x0 ) ( x xn1 )
27
28
Pas1PaskPasn
x0 y0
x1 y1 x0 , x1 f
x2 y2 x1 , x2 f
xk yk xk 1 , xk f x0 , x1 , , xk f
dd [i ,0] yi ,i 0, , n;
fork 1, , n
fori 0, , n k
dd [i 1, k 1] dd [i , k 1]
dd [i , k ]
xi k xi
fori n, , k
yi yi 1
yi
xi xi k
30
y0 , x0 , x1 f , x0 , x1 , x2 f ,, x0 , x1 , , xn f
( yk x0 , x1 , , xk f , k=0,...,n).
Interpolare Newton pe noduri echidistante
Pp. c nodurile de interpolare sunt echidistante:
xi x0 i h , i 0,1,..., n
n relaia de mai sus fie se d h distana ntre 2 noduri succesive, fie
se precizeaz primul i ultimul nod, x0 i xn i h se calculeaz:
( x n x0 )
h
n
.
31
f ( x i 1 ) f ( x i ) yi 1 yi
xi , xi 1 f
( xi 1 xi )
h
Se introduce noiunea de diferen finit de ordinul 1:
f ( x ) f ( x h) f ( x )
Pornind de la aceast definiie se pot introduce i diferene finite de
ordin superior:
2 f ( x ) ( f ( x )) ( f ( x h) f ( x ))
f ( x 2 h ) 2 f ( x h) f ( x )
i n general se pot introduce recursiv diferenele finite de ordin k:
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
32
f ( xi 1 ) f ( xi ) f ( xi )
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
( xi 2 xi )
2h2
33
( x x0 ) ( x xk 1 ) ( x0 t h x0 ) ( x0 t h x0 ( k 1)h)
hk t ( t 1) ( t k 1)
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!
Aceast relaie poart numele de formula lui Newton progresiv pe
noduri echidistante.
2
35
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!
36
Funcii spline
Fie nodurile:
cu
xi a , b ,i 0,1, , n,
a x0 x1 x2 xn1 xn b
S ( x ) Pi ( x ) pentru x [ xi , xi 1 ] i 0,..., n 1
P0 ( x ), x [ x0 , x1 ],
P ( x ), x [ x , x ],
1
2
1
P2 ( x ), x [ x2 , x3 ],
S( x)
Pn 2 ( x ), x [ xn 2 , xn1 ],
Pn1 ( x ), x [ xn1 , xn ].
37
x xi
x xi
x xi
x xi
S ( xi ) yi ,i 0, , n.
innd seam c polinoamele Pi(x) sunt polinoame de gradul 1 i
S(x) este continu vom avea condiiile:
Pi ( xi ) yi ,
Pi ( xi 1 ) yi 1 i 0, , n 1,
P ( x )polinom de gradul1.
i
Din aceste condiii rezult:
x xi
xi 1 x
Pi ( x )
yi 1
yi ,i 0, , n 1
xi 1 xi
xi 1 xi
S ( xk ) Pk 1 xk Pk xk yk ,k 1, , n 1,
S x0 P0 ( x0 ) y0 , S xn Pn1 xn yn .
39
'
''
3(
n
1)
condi
ii
de
continuitate
pentru
S
(
x
),
S
(
x
)
i
S
( x )
nnodurile x ,i 1, , n 1,
i
42
Vom nota:
S ( xi ) ai ,i 0, n.
innd seama de faptul c funcia SC[a,b] este o funcie liniar
pe fiecare din intervalele [xi, xi+1] rezult c:
43
x xi
xi 1 x
S ( x )
ai 1
ai , x [ xi , xi 1 ],i 0, , n 1
hi
hi
hi xi 1 xi ,i 0, , n 1
iar din
S ( x ) S ( x )dx,S ( x ) S ( x )dx
rezult:
x xi
S( x)
6hi
ai 1
6hi
ai bi x ci ,
x [ xi , xi 1 ],bi , ci , i 0, n 1,
x xi
P ( x)
i
xi 1 x
6hi
ai 1
xi 1 x
6hi
ai bi x ci ,
bi , ci , i 0, n 1,
44
Avem:
x x0
P ( x )
0
2h0
a1
x1 x
2h0
a0 b0
x x n 1
xn x
Pn1 ( x )
an
an1 bn1
2hn1
2hn1
2
y1 y0
da
2h0 a0 h0 a1 6
h0
(1)
hn1
hn1
hn1
yn yn 1
Pn1 ( xn )
an bn1
a n 1
an
db
2
6
6
hn1
yn yn 1
hn1 an1 hn1 an 6 d b
h
n 1
(2)
x x i 1
( x)
2hi 1
x xi
P ( x )
i
2hi
ai
ai 1
xi x
2hi 1
ai 1 bi 1 ,
xi 1 x
2hi
ai bi ,
hi 1
yi yi 1 hi 1
Pi1 ( xi )
ai
a i a i 1
hi 1
2
6
hi
yi 1 yi hi
Pi( xi ) ai
ai 1 ai
hi
2
6
sau
yi 1 yi yi yi 1
( hi 1 hi ) ai hi ai 1 6
,i 1, , n 1.
hi 1
hi
48
(3)
y1 y0
2h0 a0 h0 a1 6
da
h0
yi 1 yi yi yi 1
i 1, , n 1
( hi 1 hi )ai hi ai 1 6
hi 1
hi
y n yn 1
hn1 an1 hn1 an 6 d b
n 1
49
h0 0
00
0
0
2 h0
2(
h
h
)
0
0
0
0
0
1
1
0
h1 2( h1 h2 )h2 0
0
0
H
2hn1
00000hn1
y1 y0
6 h da
y y y y
i
i 1
f 6 i 1
i
i 1, , n 1
hi 1
hi
y
y
n 1
6 db n
hn1
50
x0
x1
x2
... xn-1
y0
y1
y2
... yn-1
xn
yn
f(xi) = yi , i=0,...,n
f(x) Sf (x; a0, a1, ..., am )
Sf (x; a0, a1, ..., am ) = amxm + am-1xm-1 + + a1x + a0
51
min{ S f ( xr ; a0 , a1 ,..., am ) yr
r 0
; a0 , a1 ,..., am } (LSP)
g : m 1 ,
g (a0 , a1 ,..., am )
g ( a0 , a1 ,..., am )
a
r 0
n
S
r 0
( xr ; a0 , a1 ,..., am ) yr
x ak x a1 xr a0 yr
m
r
k
r
g
(a0 , a1 ,..., am ) 2 am xrm ak xrk a1 xr a0 yr xrk
a k
r 0
g
(a0 , a1 ,..., am ) 0 , k 0,1,..., m
a k
n
r 0
a0 x a1 x
r 0
k
r
r 0
k 1
r
a m 1 x
r 0
k m 1
r
k
y
x
r r , k 0,..., m
r 0
n
am x
r 0
km
r
yr xrk ,
r 0
k 0,..., m
Constantele { a0, a1, ..., am } sunt soluia sistemului liniar:
Ba z ,
B ( m 1)( m 1) , B (bkj )km, j 0 , z ( m 1) z ( zk )km 0
n
bkj xrk j ,
r 0
zk yr xrk ,
r 0
53
k , j 0,..., m