Onomatepnumo: . . . . . . . . .

A.M. . . . . . . . . . . . . . . . . . .; 'Etoc . . .

EPISTHMONIKOS UPOLOGISMOS I Extash Qeimerino examnou ktw ap ton kalokairin lio (4/7/07) EPILEGMENES APANTHSEIS 1) 'Oloi oi bajmo katatjentai sth Grammatea. 2) Parakaleste na klesete bibla, shmeiseic kai kinht. 3) Epiplon thc kllac prpei na epistryete ta jmata kajc kai la ta prqeira pou ja deqnoun thn prospjei sac, kajc 4) gia plrh bajm prpei na parousisete lo to sullogism sac, la ta bmata pou knete kajc kai ta endimesa apotelsmata. Na
diabsete prosektik tic ekfwnseic. 'Eqete 3 rec. Oi algrijmoi prpei na perigrfontai me safneia, p.q. pwc stic shmeiseic me MATLAB . KALH EPITUQIA!!! 1.

b. 30 = 5 6
(a) Na exhgsete poi aplopohsh gnetai sto upologistik montlo pou qrhsimopoisame sto mjhma tan lme ti o qrnoc ktleshc arijmhtikn prxewn gia dedomna pou brskontai dh stouc kataqwrhtc (kai den mac endiafrei o qrnoc twn metaforn) enai Tarj = arj , pou arj enai o qrnoc ektleshc miac arijmhtikc prxhc. Apnthsh. O qrnoc ektleshc lwn twn a.k.u. jewretai ti enai dioc en enai gnwst, p.q. ti o qrnoc gia thn ektlesh miac diareshc mpore na enai pol megalteroc ap to qrno pou qreizetai h jroish.

(b) O paraktw kdikac ekteletai se peribllon MATLAB pou trqei se PC sto upologistik tou tmmatoc sto forht sac. Ti apotlesma prokptei sto y an arqikopoisete x=realmin? Na dikaiologsete plrwc thn apnths sac.

y=x/2; if (y==0), y=2*x, else y=y+1; end

Apnthsh. Ta parapnw sustmata qrhsimopoion a.k.u. diplc akrbeiac IEEE kai uposthrzei thn upokanonikopohsh, epomnwc to y = x/2 tan x = realmin ja epistryei mh mhdenik arijm. Epomnwc, sth sunqeia ja ekteleste h epilog y = y+1. Epeid mwc to y = realmin/2, pou enai pol mikrtero tou yilon thc mhqanc, to apotlesma ja enai y = 1. (g) Na exhgsete me na pardeigma giat o paraktw isqurismc mpore na enai swstc: Uprqoun mhtra, stw A Rnn na ap aut, gia ta opoa h eplush tou grammiko sustmatoc Ax = b na kostzei O(n) arijmhtikc prxeic en h eplush tou Bx = b, pou B := An na stoiqzei O(n3 ) prxeic. Prosoq: Jewrome ti to B enai gnwst (opte den sunupologzoume to kstoc tou upologismo tou). Apnthsh. An to A enai tridiagnio, h lsh tou Ax = b kostzei = O(n) en to B ja enai pukn kai h lsh O(n3 ). Jewrome bbaia ti tan qrhsimopoiome to B den gnwrzoume ti prolje ap to An , giat tte ja mporosame na lsoume diadoqik ta x(0) := b, Ax(j) = x(j1) , j = 1, ..., n kai x := x(n) . Epeid kje lsh gnetai se O(n), qreizontai O(n2 ) prxeic. Kaltera akma an qrhsimopoiosame LU tou A (sthn eidik aut perptwsh mnon gia beltwsh thc stajerc).

(d) Gnwrzoume ti h psw mjodoc Euler gia thn eplush thc DE du = Au, pou A dt Rnn kai u Rn , enai eustajc gia kje epilog bmatoc t, se antjesh me thn emprc mjodo Euler. Na exhgsete giat parlh thn eustjeia, den endeknutai na qrhsimopoisoume pol meglo bma. Apnthsh. Sthn psw Euler gia to parapnw prblhma den parousizetai astjeia mia kai h fasmatik aktna tou mhtrou (I hA)1 ja enai mikrterh tou 1 gia opoiadpote epilog tou t > 0. 'Omwc, to sflma diakritopohshc gia to sqma enai O(t) (to dio kai sthn emprc Euler), epomnwc, na meglo bma ja odhgose se anloga meglo sflma diakripohshc. Shmeinoume pwc sthn emprc Euler den tjetai ttoio jma giat an lboume meglo t den ja prolboume kan na dome meglo sflma, h mjodoc ja pargei pol grgora skoupdia lgw astjeiac. (e) 'Estw ti gnwrzete ti uprqei dinusma z = 0 ttoio ste Az = 0. Na exhgsete pol sntoma giat tte ja enai pol dskolo na upologsete lsh tou sustmatoc Ax = b gia kpoio llo b. Apnthsh. Afo uprqei ttoio mh mhdenik dinusma, oi stlec tou A ja enai grammik exarthmnec, epomnwc h txh tou mhtrou ja enai mikrterh tou n kai epomnwc to mhtro den ja enai antistryimo. 2.

b. 30 = 6 5
(a) Na exhgsete me suntoma ti enai h psw anlush sflmatoc kai me poin trpo mpore na bohjsei sthn ektmhsh tou emprc sflmatoc upologismn se sustmata arijmhtikc kinhtc upodiastolc. Apnthsh. Biblo (en. 3.5) (b) Na dexete ti o algrijmoc Horner gia ton upologism thc timc enc poluwnmou enai psw eustajc. Upenjmish: O algrijmoc Horner upologzei thn tim enc poluwnmou p(x) := n j j=0 j x anadromik. Gia pardeigma, sthn perptwsh tou n = 3, antistoiqe ston upologism

((3 x + 2 )x + 1 )x + 0
Apnthsh. Biblo (en. 3.5) (g) Na dexete me safneia pc ja beltiwntan h psw eustjeia an h platfrma sac eqe entol FMA. Apnthsh. Akolouje mesa ap th suzthsh sto biblo sqetik me tic idithtec thc FMA (na sflma an prxh tpou + . (d) 'Estw ti gnwrzete ek twn protrwn ti oi suntelestc tou poluwnmou enai loi mh arnhtiko. Na exhgsete (an uprqe h epilog) an ja tan kaltera na upologsete thn tim tou gia arnhtik gia jetik tim tou x. Apnthsh. Gia jetik diti meinetai h pijanthta katastrofikc apaloifc, dhl. to apotlesma na enai pol mikr en oi prostijmenoi pargontec megloi se apluth tim, kti pou odhge se pol meglo sqetik dekth katstashc. (e) Ddontai x Rn , y Rm , pou gnwrzoume ti n > 1, m 1 all den isqei kat' angkh ti m = n. Epiplon, la ta stoiqea twn x, y enai arijmo kinhtc upodiastolc. Na aitiologsete plrwc ton isqurism ti opoiosdpote algrijmoc upologismo tou xy den mpore genik na apodeiqte ti enai psw eustajc.

Apnthsh. H apnthsh sto biblo, en. 4.2.2 ('Enac algrijmoc upologismo exwteriko ginomnou den mpore na enai psw eustajc giat den uprqoun arket stoiqea sthn esodo gia na rxoume ta sflmata kat tic prxeic) ( ) Uprqei perptwsh na mporsoume na apodexoume psw eustjeia gia genik dedomna all eidikc timc twn m, n (entc twn parapnw periorismn). Apnthsh. An oi diastseic to epitrpoun, p.q. an m = 1 opte enai profanc, mia kai prkeitai gia pollaplasiasm diansmatoc me bajmwt kai geniktera an mn m + n, p.q. m = 2, n = 2. 3. kai ti sto tloc, ta stoiqea tou A qoun antikatastaje me ta paraktw: 8 1 6 1 5 7 1 2 2 1 2 2

b. 24 = 3 8 'Estw ti qei qrhsimopoihje paragontopohsh QR enc mhtrou A R43

a) 'Estw ti b = [5, 15, 0, 30] . Me bsh mnon aut ta stoiqea, na upologsete th lsh tou argminxR3 b Ax 2 gia to arqik (kai gnwsto proc to parn) A. b) Na upologsete to arqik mhtro A qwrc na upologsete mesa to Q. g) Na upologsete to Q. Prosoq: Gia plrh bajm ja prpei na lsete to (a) pwc zhttai ap thn ekfnhsh, dhl. qwrc na qrhsimopoisete to apotlesma tou (b). Omowc, to (b) prpei na luje prin to (g). Apnthsh. Prosxte ti h distash tan A R43 , epomnwc qreisthkan 3 anaklastc gia na nw trigwniopoisoun to mhtro. Stic jseic tou A epistrfontai, sto men nw trigwnik mroc to nw trigwnik tmma tou (nw trigwniko) R R43 , en sto ktw trigwnik uprqei h plhrofora gia thn anasnjesh twn dianusmtwn Householder. Eidiktera:

u1 = [1, 1, 1, 1] , u2 = [0, 1, 2, 2] , u3 = [0, 0, 1, 2]

en oi anaklastc ja enai thc morfc Hj = I 2 u
uj uj j uj

pou enai orjognioi kai summetriko

(sth sunqeia, autc oi idithtec qrhsimopoiontai qwrc na anafermaste eidik). Tte epeid h eukledeia nrma diathretai met ap orjogniouc metasqhmatismoc, pwc oi anaklastc Hj , isqei ti

b Ax = H3 H2 H1 b Rx .
Prosxte tra ti gia touc upologismoc twn H3 H2 H1 b mporome na axiopoisoume thn eidik morf twn Hj , kajc gia opoiodpote dinusma, stw g , Hj g = g u 2u uj (uj g). Akoloujntac aut th mjodo (tsi den kataskeuzoume to A kai to Q, all ote ta Hj kai loi oi upologismo gnontai me prsbash sta uj ), ta bmata ed enai ta aklouja:
j j

:= H3 (H2 (H1 b)) = [5, 215/9, 202/9, 64/9] b

Qrhsimopointac psw antikatstash, lnoume to Rx = . Prosxte ti h teleutaa b gramm tou R enai lo 0, kai to telik sflma ja enai o teleutaoc roc tou , dhl. b minxR3 Rx = 64/9. 'Oso gia to bltisto x ja enai h akribc lsh tou nw trigwb niko (tetragwniko) R1:3,1:3 x = 1:3 , pou enai x = [257/40, 164/15, 101/9] . b Gia ton upologism tou A qrhsimopoiome pli tic idithtec twn Hj an stlh tou R, dhl. to ti 2 A:,j = H1 (H2 (H3 R:,j )) = H1 (H2 (R:,j u R:,j )), j = 1, 2, 3 u1 u1 1 3

k.o.k. opte

4 7/9 283/90 4 11/4 83/30 A= 4 22/9 397/90 . 4 22/9 649/90

Tloc upologzoume an stlh kai pli

Q:,j = H1 (H2 (H3 (:, j)))

qrhsimopointac to ti

H3 (:, j) = ej
kai qoume

2 2 u3 u3,j = ej u3 u3,j 5 u3 u3

1/2 1/18 11/90 77/90 1/2 5/6 1/30 7/30 . Q= 1/2 7/18 59/90 37/90 1/2 7/18 67/90 19/90
PROSOQH: Sta parapnw h seir me thn opoa gnontai oi prxeic qei shmasa kai bohj sthn taqterh eplush. Prosxte epshc ti h ekfnhsh den zht poujen ton meso upologism twn Hj . 4. kai ti sto tloc, ta stoiqea tou A qoun antikatastaje me ta paraktw: 5 15 5 2 15 0 2 2 15 1 1 3

b. 24 = 3 8 'Estw ti qei qrhsimopoihje paragontopohsh QR enc mhtrou A R43

a) 'Estw ti b = [5, 15, 0, 30] . Me bsh mnon aut ta stoiqea, na upologsete th lsh tou argminxR3 b Ax 2 gia to arqik (kai gnwsto proc to parn) A. b) Na upologsete to arqik mhtro A qwrc na upologsete mesa to Q. g) Na upologsete to Q. Prosoq: Gia plrh bajm ja prpei na lsete to (a) pwc zhttai ap thn ekfnhsh, dhl. qwrc na qrhsimopoisete to apotlesma tou (b). Omowc, to (b) prpei na luje prin to (g). Apnthsh. Prosxte ti h distash tan A R43 , epomnwc qreisthkan 3 anaklastc gia na nw trigwniopoisoun to mhtro. Stic jseic tou A epistrfontai, sto men nw trigwnik mroc to nw trigwnik tmma tou (nw trigwniko) R R43 , en sto ktw trigwnik uprqei h plhrofora gia thn anasnjesh twn dianusmtwn Householder. Eidiktera:

u1 = [1, 2, 2, 1] , u2 = [0, 1, 2, 2] , u3 = [0, 0, 1, 3]

en oi anaklastc ja enai thc morfc Hj = I 2 u
uj uj j uj

pou enai orjognioi kai summetriko

(sth sunqeia, autc oi idithtec qrhsimopoiontai qwrc na anafermaste eidik). Tte 4

epeid h eukledeia nrma diathretai met ap orjogniouc metasqhmatismoc, pwc oi anaklastc Hj , isqei ti

b Ax = H3 H2 H1 b Rx .
Prosxte tra ti gia touc upologismoc twn H3 H2 H1 b mporome na axiopoisoume thn eidik morf twn Hj , kajc gia opoiodpote dinusma, stw g , Hj g = g u 2u uj (uj g). Akoloujntac aut th mjodo (tsi den kataskeuzoume to A kai to Q, all ote ta Hj kai loi oi upologismo gnontai me prsbash sta uj ), ta bmata ed enai ta aklouja:
j j

:= H3 (H2 (H1 b)) = [4, 3, 33, 6] b

Qrhsimopointac psw antikatstash, lnoume to Rx = . Prosxte ti h teleutaa gramm b tou R enai lo 0, kai to telik sflma ja enai o teleutaoc roc tou , dhl. minxR3 b b Rx = 6. 'Oso gia to bltisto x ja enai h akribc lsh tou nw trigwniko (tetragwniko) R1:3,1:3 x = 1:3 , pou enai x = [4/5, 1/5, 11/5] . b Gia ton upologism tou A qrhsimopoiome pli tic idithtec twn Hj an stlh tou R, dhl. to ti

A:,j = H1 (H2 (H3 R:,j )) = H1 (H2 (R:,j

k.o.k. opte

2 u R:,j )), j = 1, 2, 3 u1 u1 1

4 3 4 2 14 3 . A= 2 14 0 1 7 15
Tloc upologzoume an stlh kai pli

Q:,j = H1 (H2 (H3 (:, j)))

kai qoume

4/5 3/5 0 0 2/5 8/15 1/3 2/3 . Q= 2/5 8/15 2/15 11/15 1/5 4/15 14/15 2/15
PROSOQH: Sta parapnw h seir me thn opoa gnontai oi prxeic qei shmasa kai bohj sthn taqterh eplush. Prosxte epshc ti h ekfnhsh den zht poujen ton meso upologism twn Hj . 5.

b. 16
Endiafrei h eplush thc SDE (sunoriak prblhma 2 shmewn) me thn exc morf

d d2 u(x) + 2 u(x) + x2 u(x) = x 2 dx dx

sto disthma x [1, 2]. Gnwrzoume ti u(1) = 0, u(2) = 1. Na diakritopoisete me peperasmnec kentrismnec diaforc qrhsimopointac n = 4 eswterik kai isapqonta shmea sto 5

parapanw disthma kai na gryete to ssthma twn exissewn pou prokptei, dhl. AU = F . H apnths sac prpei na periqei thn telik morf gia ta stoiqea twn A, F , (arijmoc kai qi metablhtc!). Apnthsh. To plgma ja periqei ta eswterik shmea {xj = 1 + jh|j = 1, ..., 4} pou h = (2 1)/(4 + 1) = 1/5 Antikajistome tic proseggseic

d2 Ui1 + 2Ui Ui+1 d Ui+1 Ui1 u(x) , u(x) , 2 2 dx h dx 2h

opte lambnoume tic paraktw exisseic

1 2 1 1 1 + 2 )Ui1 + ( 2 + (1 + ih)2 )Ui + ( 2 )Ui+1 = 1 + ih h h h h h

gia i = 1, ..., 4. Prosxte ti enai protimtero (gia dik sac eukola stic prxeic, qi qrin orjthtac) na afsete to 1/h2 ston paronomast, kajc 1/h2 = 25. Ap tic sunoriakc sunjkec U0 = u0 = 0, U5 = u(1) = 1, ja qoume gia tic akraec exisseic ti

1286 6 U1 20U2 = x1 + 30U0 = 25 5

kai

30U3 +

1331 109 U4 = x4 + 20U5 = . 25 5

6 5 7 5 8 5 109 5

Entlei ta zhtomena stoiqea enai ta aklouja: 1286 20 0 0 25 30 1299 20 0 25 , F = A= 1314 0 30 25 20 1331 0 0 30 25 6.

b. 16
Endiafrei h eplush thc SDE (sunoriak prblhma 2 shmewn) me thn exc morf

x2

d2 d u(x) + 2x u(x) + u(x) = x dx2 dx

sto disthma x [1, 2]. Gnwrzoume ti u(1) = 0, u(2) = 1. Na diakritopoisete me peperasmnec kentrismnec diaforc qrhsimopointac n = 4 eswterik kai isapqonta shmea sto parapanw disthma kai na gryete to ssthma twn exissewn pou prokptei, dhl. AU = F . H apnths sac prpei na periqei thn telik morf gia ta stoiqea twn A, F , (arijmoc kai qi metablhtc!). Apnthsh. To plgma ja periqei ta eswterik shmea {xj = 1 + jh|j = 1, ..., 4} pou h = (2 1)/(4 + 1) = 1/5 Antikajistome tic proseggseic

d2 Ui1 + 2Ui Ui+1 d Ui+1 Ui1 u(x) , u(x) , dx2 h2 dx 2h xi x2 2x2 xi x2 + i )Ui1 + ( 2i + 1)Ui + ( i )Ui+1 = xi h h2 h h h2
6

opte prokptoun oi paraktw exisseic

gia i = 1, ..., 4. Prosxte ti enai protimtero (gia dik sac eukola stic prxeic, qi qrin orjthtac) na afsete to 1/h2 ston paronomast, kajc 1/h2 = 25. Ap tic sunoriakc sunjkec U0 = u0 = 0, U5 = u(1) = 1, gia tic akraec exisseic ja qoume ti

73U1 30U2 = 6/5 + 42U0 = 6/5

kai

90U3 + 163U4 = 9/5 + 72U5 = 9/5 + 72 = 369/5.

Entlei ta zhtomena stoiqea enai ta aklouja: 73 30 0 0 56 99 42 0 , F = A= 0 72 129 56 0 0 90 163

6 5 7 5 8 5 369 5