Chuong2 HPTTuyenTinh

Chng 2: H Phng Trnh Tuyn Tnh
Nguyn c Ngha, V Vn Thiu, Trnh Anh Phc

1 B
mn Khoa Hc My Tnh, Vin CNTT & TT, Trng i Hc Bch Khoa H Ni.
Ngy 4 thng 12 nm 2012
Trnh Anh Phc ( B mn Khoa Hc My Tnh, Vin CNTT Tnh &ton TT, khoa Trng hci Hc Bch Khoa Ngy H 4 Ni. thng ) 12 nm 2012
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Gii thiu
1 2 3 4 5 6 7 8
Th no l h phng trnh tuyn tnh ? V d 3 chiu Ma trn hon v v ma trn tam gic Phn tch LU Vai tr ca phn t tr Hiu ng ca sai s lm trn H xc nh ti v s iu kin ca ma trn Gii h phng trnh tuyn tnh bng phn tch ma trn
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H phng trnh tuyn tnh

nh ngha
a11 x1 + a12 x2 + + a1n xn = b1 a21 x1 + a22 x2 + + a2n xn = b2 am1 x1 + am2 x2 + + amn xn = bm K hiu A = (aij ) vi i = 1, , m v j = 1, , n l ma trn h s A. b = (b1 , b2 , , bm )T l vect v phi. x = (x1 , x2 , , xn )T l vect bin. ta c th vit li h phng trnh tuyn tnh di dng ma trn Ax = b
Trnh Anh Phc ( B mn Khoa Hc My Tnh, Vin CNTT Tnh &ton TT, khoa Trng hci Hc Bch Khoa Ngy H 4 Ni. thng ) 12 nm 2012 3 / 68
V d 1 :
Xt h phng trnh tuyn tnh c Ma trn h s A = 3 2 1 1 1 1 0.2 0.8
Vec t v phi l b =
th h c nghim duy nht x =
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V d 2 :
Xt h phng trnh tuyn tnh c Ma trn h s A = 1 0 3 0 1 5
1 2 1 3t th h c v s nghim x = 2 + 5t vi mi t R. t Vec t v phi l b =
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V d 3 :
Xt h phng trnh tuyn tnh c 1 0 Ma trn h s A = 0 1 3 4 1 Vec t v phi l b = 2 3 th h v nghim.
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i vi h phng trnh tuyn tnh c th xy ra

m = n : h vung (s phng trnh bng s n, thng c nghim duy nht) m < n : h thiu (s phng trnh t hn s n s, h thng v s nghim) m > n : h d (s phng trnh nhiu hn s n s, h thng v nghim)
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Gii h phng trnh tuyn tnh

H phng trnh vung
Ax = b trong A Rnn cn x v b l cc vec t Rn
Gii h phng trnh vung

Nu ma trn A khng suy bin (singular) th nghim duy nht ca phng trnh l x = A1 b
Matlab
x=inv(A)*b
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V d 4 :
Gii h phng trnh A = (7) v b = (21) hay phng trnh 7x = 21
Cch 1 : Gii trc tip php chia x = 21/7 = 3 Cch 2 : Nghch o 71 ri nhn vi 21 s dn n x = 71 21 = 0.142857 21 = 2.99997 R rng cch 1 tt hn cch 2, thm na cch 2 cn c khi lng tnh ton ln hn khi xc nh nghch o 71 .
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Nhn xt
Ngay c trong li gii tng qut, khi ta xt h gm nhiu phng trnh th vic gii n thng l to ra li gii trc tip m khng qua tnh gi tr nghch o A1 . Chng hn cc cch gii : Phn tch LU (LU Factorization) Phn tch Cholesky (Cholesky Factorization) Phn r QR (QR Decomposition)
Trnh Anh Phc ( B mn Khoa Hc My Tnh, Vin CNTT Tnh &ton TT, khoa Trng hci Hc Bch Khoa NgyH 4 thng Ni. )12 nm 2012
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Ton t chia ma trn trong Matlab

Nu A l ma trn bt k v B l ma trn c s hng ging A th li gii ca h phng trnh AX = B th ta dng php chia tri X = A\B . Cn li gii ca h phng trnh XA = B th ta dng php chia phi X = B /A.
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V d 5 : Chia tri
A=[3 2;1 -1];b=[-1;1]; x = A\b; x = 0.2000 -0.8000
V d 6 : Chia phi
AA=A;bb=b; xx = bb/AA; xx = 0.2000 -0.8000
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Cc nh lng c bn khi gii h phng trnh vung
nh thc (Determinant) xc nh hnh thc nghim (v nghim hoc v s nghim, hay nghim duy nht). Vt (Trace) l tng cc phn t ng cho chnh. Hng (Rank) l s dng hay ct c lp tuyn tnh ln nht ca ma trn.
Matlab
D=det(A) T=trace(A) R=rank(A)
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nh l Kronecker-Capelli
H phng trnh tuyn tnh Ax = b c nghim khi v ch khi rank (A) = rank (Ab)
V d 7 : cng hng
A=[1 2 3; 4 5 6; 8 10 12]; b=[5;6;12]; rA=rank(A); rAb=rank([Ab]) rA = 2 rAb = 2
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Gii h phng trnh tuyn tnh vung
Cc tnh hung xy ra khi c gi tr nh thc khi gii Ax = b

H phng trnh c nghim duy nht nu det (A) = 0. Khi det (A) = 0 h phng trnh c th c v s nghim hoc v nghim (Ta c th p dng nh l Kronecker-Capelli xc nh r n v nghim hay v s nghim). Khi det (A) = 0 th tn ti ma trn nghch o ca A v A c gi l ma trn khng suy bin. Khi det (A) = 0 th nghch o A1 khng tn ti v A c gi l ma trn suy bin.
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V d 8 :
A1=[-1 1; -2 2];b1=[1 ; 0]; % h v nghim x1 = A1\b1, D1 = det(A1) Warning : Matrix is singular to working precision. x1 = Inf Inf D1=0
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V d 9 :
A2=[-1 1; -2 2];b2=[1 ; 2]; % h v s nghim x2 = A2\b2 Warning : Matrix is singular to working precision. x2 = -1 0
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V d 3 chiu
Cho h phng trnh cp 3 sau : 7 10 7 0 x1 3 2 6 x2 = 4 6 x3 5 1 5 ta vit li di dng h phng trnh tuyn tnh 10x1 7x2 =7
3x1 + 2x2 + 6x3 = 4 5x1 x2 + 5x3 = 6
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V d 3 chiu (tip)
H phng trnh tuyn tnh 10x1 7x2 =7 (1) (2) (3)
3x1 + 2x2 + 6x3 = 4 5x1 x2 + 5x3 = 6 ta tin hnh gii Kh x1 (1) 0.3 + (2) v (1) 0.5 (3)
H s 10 ca n x1 trong (1) c gi l phn t tr, cc h s -0.3 v 0.5 c gi l nhn t.
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V d 3 chiu (tip)
H phng trnh tuyn tnh sau khi kh x1 10x1 7x2 =7 (4) (5) (6)
0.1x2 + 6x3 = 6.1 2.5x2 + 5x3 = 2.5 ta tip tc gii Kh x2 do phn t tr ca x2 trong (5) l -0.1 c tr tuyt i nh, ta tin hnh i ch hai phng trnh (5) v (6) ri mi tin hnh kh x2 . Vic lm ny gi l php xoay
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V d 3 chiu (tip)
H phng trnh tuyn tnh sau khi thc hin php xoay 10x1 7x2 =7 (7) (8) (9)
2.5x2 + 5x3 = 2.5 0.1x2 + 6x3 = 6.1 ta tip tc gii Kh x2 (8) 0.04 + (9)
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V d 3 chiu (tip)
H phng trnh tuyn tnh sau khi thc hin php kh x2 10x1 7x2 =7 6.2x3 = 6.2 ta tip tc gii T phng trnh (12) x3 = 1. thay x3 vo (11) th 2.5x2 + 5 (1) = 2.5 x2 = 1. thay x2 vo (10) th 10x1 7 (1) = 7 x1 = 0. (10) (11) (12)
2.5x2 + 5x3 = 2.5
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Cc ma trn L,U,P
Ton b cch gii va trnh by c th c gi gn trong cc 1 0 0 10 7 0 1 L = 0.5 1 0 , U = 0 2.5 5 , P = 0 0.3 0.04 1 0 0 6.2 0 Vi L l ma trn cha cc nhn t U l ma trn h s cui cng P l ma trn hon v m t php xoay th chng ta c LU = PA
Trnh Anh Phc ( B mn Khoa Hc My Tnh, Vin CNTT Tnh &ton TT, khoa Trng hci Hc Bch Khoa NgyH 4 thng Ni. )12 nm 2012 24 / 68
ma trn sau 0 0 0 1 1 0
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Ma trn hon v
Ma trn hon v l thu c t ma trn n v I bng cch hon v cc hng ca n. Vi ma trn hon v : P 1 = P T Php nhn PX dng hon v hng ma trn X Php nhn XP dng hon v ct ma trn X
V d 10
0 0 P = 0 1 1 0 0 0 0 0 1 0 0 1 0 0
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V d 10 (tip)
0 0 P = 0 1 Dng rt gn trong Matlab p = [2 4 3 1] 1 0 0 0 0 0 1 0 0 1 0 0
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Ma trn tam gic
Ma trn X Rnn l ma trn tam gic trn nu xij = 0 X i < j ngha l c dng x11 x12 x1n 0 x22 x2n X = . . . .. . . . . . . . 0 0 xnn
Khi ma trn ny c cc phn t ng cho chnh xii = 1 i = 1, , n th c gi l ma trn tam gic trn n v. nh thc ma trn tam gic trn khc khng khi v ch khi tt c cc phn t nm trn ng cho chnh l khc khng. nh ngha tng t ta c ma trn tam gic di v ma trn tam gic di n v.

Ma trn tam gic
Vic gii h phng trnh ma trn tam gic u d dng. Ta gii h phng trnh hng cui cng c n s cui, sau ln lt thay vo cc phng trnh trn tm ra cc n s cn li.
V d 11 :
Gii h phng trnh tam gic trn Ux = b x = zeros(n,1); for k = n:-1:1 x(k) = b(k)/U(k,k); i=(1:k-1); b(i) = b(i) - x(k) * U(i,k); end
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V d 12 :
Gii h phng trnh tuyn tnh 3x1 + 4x2 + 5x3 = 7 2x2 3x3 = 8 5x3 = 11 % Chng trnh Matlab U=[3,4,5;0,2,-3;0,0,5]; b = [7;8;11];n=3;x=zeros(n,1); for k=n:-1:1 x(k) = b(k)/U(k,k); i=(1:k-1); b(i) = b(i) - x(k) * U(i,k); end;

Phn tch LU
Thut ton ph bin dng gii h phng trnh tuyn tnh vung c hai giai on Kh xui (Forward elimination) chnh l php chuyn ma trn vung v dng tam gic trn dng kh tng n s, vi nhn t, phn t tr tng thch kt hp php xoay.
- gm n 1 bc - ti bc k = 1, , n 1 nhn phng trnh th k vi nhn t ri tr cc phng trnh cn li kh n s xk .
Th ngc (Backward subtitution) gii phng trnh hng cui cng tm n cui cng, sau th ngc ln lt ln cc hng trn tm ra cc n cn li. (xem li v d 12)
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Phn tch LU (tip)

Gi Pk l cc ma trn hon v ti cc bc k = 1, , n 1 Gi Mk l cc ma trn tam gic di n v thu c bng cch chn cc nhn t c s dng bc k xung di v tr ng cho ca ct k ca ma trn n v. Gi U l ma trn tam gic trn thu c cui cng khi kt thc giai on kh xui. Qu trnh kh c vit li di dng ma trn nh sau U = Mn1 Pn1 M1 P1 A
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Phn tch LU (tip)
Phng trnh c th vit li tng ng nh sau L1 L2 Ln1 U = Pn1 P1 A trong Lk thu c t Mk bng cch hon v v i du cc nhn t di ng cho. Vy nu ta t L = L1 L2 Ln1 P = Pn1 P2 P1 th ta thu c cng thc ban u LU = PA
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V d 12 :
10 7 Quay li v d 3 chiu u tin, ta c A = 3 2 5 1 xc nh trong qu trnh kh xui l 1 0 0 1 0 P1 = 0 1 0 , M1 = 0.3 1 0 0 1 0.5 0 0 6 th cc ma trn 5
0 0 1
1 0 0 1 0 0 P2 = 0 0 1 , M2 = 0 1 0 0 1 0 0 0.04 1

V d 12 (tip):
Cc ma trn L1 ,L2 tng ng l 1 0 0 1 0 0 L1 = 0.5 1 0 , L2 = 0 1 0 0.3 0 1 0 0.04 1
Ch :
Khi tnh ton giai on kh, ta s tnh ton trc tip trn cc hng ca ma trn ch khng thc hin php nhn ma trn nh trn.
Phn tch LU
H thc LU = PA va trnh by c gi l phn tch LU hay phn r tam gic ca ma trn A.

Gii h phng trnh bng phn tch LU
Vi h phng trnh Ax = b vi ma trn A l khng suy bin ng thi PA = LU l phn tch LU ca A th h phng trnh c th c gii bi hai bc. Kh xui Gii h Ly = Pb tm y , do L l ma trn n v di nn y c th tm c nh php kh xui (t trn xung di). Th ngc Gii h Ux = y bng cch th ngc tm c x .
Vai tr ca phn t tr
Phn t tr
Cc phn t nm trn ng cho chnh ca ma trn U . Phn t tr th k l h s ca n xk trong phng trnh th k ti bc k ca giai on kh. Trong c hai bc kh xui v th ngc u cn chia cho phn t tr nn chng khng th c gi tr khng.
Trc gic :
h phng trnh gii ti nu phn t tr gn khng.
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Vai tr ca phn t tr
V d 13 :
Thay i cht t ti hng hai trong cc v d trn 7 10 7 0 x1 3 2.099 6 x2 = 3.901 5 1 5 x3 6 Nh vy, gi s mi tnh ton chnh xc n 4 ch s thp phn H s n x2 ti hng hai thay i t 2.000 thnh 2.099 ng thi v phi tng ng thay i t 4.000 thnh 3.901 mc ch l gi nguyn nghim (0, 1, 1)T ca h phng trnh.
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Vai tr ca phn t tr
V d 13 (tip) :
Bc u tin ca giai on kh 7 10 7 0 x1 0 0.001 6 x2 = 6.001 0 2.5 5 x3 2.5 tip tc thc hin kh d phn t tr d 0.001 l nh so vi cc h s khc ca ma trn m khng thc hin php xoay. Vy ta Nhn phng trnh hng th hai vi 2.5 103 ri cng vi hng th ba. V phi ca phng trnh ny, khi nhn 6.001 vi 2.5 103 th kt qu 1.50025 104 lm trn thnh 1.5002 104
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Vai tr ca phn t tr
V d 13 (tip) :
7 10 7 0 x1 6.001 6 0 0.001 x2 = 4 4 x3 1.5004 10 0 0 1.5005 10 tip tc ... Kt qu v phi phng trnh hai lm trn 1.5001 104 c cng vi 2.5 l v phi ca phng trnh th ba v li c lm trn. Vy phng trnh ba tr thnh 1.5005 104 x3 = 1.5004 104 gii ra ta c x3 = 1.5004 104 = 0.99993 1.5005 104
R rng, vi gi tr chnh xc ca n s x3 = 1 th gi tr gii c bi phng trnh ny cha ng ngi.

Vai tr ca phn t tr
V d 13 (tip) :
7 x1 10 7 0 6.001 6 x2 = 0 0.001 4 4 x3 1.5004 10 0 0 1.5005 10 tip tc ... i vi n s x2 0.001x2 + 6 (0.99993) = 6.001 nn x2 =
1.5103 1.0103
= 1.5
Cui cng th ln phng trnh u tm n x1 10x1 7 (1.5) = 7 suy ra x1 = 3.5

Vai tr ca phn t tr
V d 13 (tip) :
Nh vy khi khng thc hin php xoay chn phn t tr 7 10 7 0 x1 3 0.001 6 x2 = 6.001 5 2.5 5 x3 2.5 thay v c nghim (0, 1, 1)T ta li c nghim (0.35, 1.5, 0.99993)T .
V sao c s c ny ?
Sai s l do chng ta chn phn t tr qu nh. Vy ta nn chn phn t tr c tr tuyt i ln nht ti mi bc kh k .
Hiu ng ca sai s lm trn
Cch o s khc bit

Thng thng, khi thu c li gii x khc vi li gii ng x ta thng s dng hai cch o s khc bit Sai s : e = x x lch : r = b Ax V l thuyt nu A khng suy bin th hai i lng ny cng bng khng, tuy nhin khi tnh ton trong my tnh hai i lng ny khng ng iu.
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V d 14 :
Xt h phng trnh 0.780x1 + 0.563x2 = 0.217 0.913x1 + 0.659x2 = 0.254 Kh Gauss nh v d trc, p dng quy tc chn phn t tr ln nht tuy nhin mi tnh ton ch chnh xc n 3 ch s thp phn.
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V d 14 (tip):
tip tc .... Thc hin php xoay, 0.913 tr thnh phn t tr. 0.913x1 + 0.659x2 = 0.254 0.780x1 + 0.563x2 = 0.217 Tnh h s 0.780/0.913 = 0.854 Nhn h s 0.854 vi pt th nht ri tr i pt th hai. Ta c 0.913x1 + 0.659x2 = 0.254 0.001x2 = 0.001
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V d 14 (tip):
0.913x1 + 0.659x2 = 0.254 0.001x2 = 0.001 tip tc .... n x2 = 0.001/0.001 = 1.000 (chnh xc) Th ln pt trn, x1 = (0.254 0.659x2 )/0.913 = 0.443 Cui cng ta thu c nghim x = (0.443, 1.000)T
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V d 14 (tip):
o s khc bit, r rng nghim ng ca h x = (1, 1)T Sai s : e = x x = (1.433, 2)T lch : r = b Ax = = 0.217 (0.780(0.443) + 0.563(1.000)) 0.254 (0.913(0.443) + 0.659(1.000)) 0.000460 0.000541
R rng trong khi lch chp nhn c khi ta lm trn sai s 3 s thp phn sau du phy th sai s thm ch cn ln hn c li gii.
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Cc cu hi t ra khi c hin tng sai s khi lm trn

V sao lch li c gi tr nh ? V sao sai s li c gi tr qu ln ? nh thc ca h 0.780 0.659 0.913 0.563 = 106 gn khng c phi l nguyn nhn gy hin tng ny ?
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V d 14 (tip):
Thay gi thit lm trn vi 3 s thp phn thnh lm trn vi 6 s thp phn sau du phy, ta thu c h phng trnh sau khi kh Gauss 0.913000 0.659000 0.000000 0.000001 x1 x2 = 0.254000 0.000001
Ch , gi tr v phi ca pt th hai thay i. Thc t nghim gn ng cng l nghim chnh xc ca h 0.000001 = 1.000000 0.000001 0.254 0.659x2 x2 = = 1.000000 0.913 x1 =

Gii thch ti sao lch nh
lch ca phng trnh hai nh do ma trn gn suy bin det (A) = 106 dn n hai phng trnh gn nh ph thuc tuyn tnh. V th cp n (x1 , x2 ) tha mn phng trnh th nht cng tha mn phng trnh th hai Nu nh ta bit chc nh thc bng khng th ta khng cn phi quan tm n phng trnh th hai v mi nghim ca h phng trnh th nht u tha mn h phng trnh th hai.
Kt lun quan trng :

Khi ta ting hnh kh Gauss vi phn t tr ti i trn ct m bo cho lch r = b Ax l nh.
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H xc nh ti v s iu kin ca ma trn
Cc h s t khi c bit ti mt cch chnh xc
bi v i vi cc h phng trnh xut hin trong ng dng, cc h s thng c quy cho gi tr thc nghim nn gn vi sai s quan st. Nhiu h phng trnh khc c cc h s c tnh bi cc cng thc v v th chng c bit chnh xc ti sai s lm trn khi tnh ton theo cng thc cho. Ngay c i vi cc h phng trnh c ct gi chnh xc trong my tnh cng khng th trnh khi sai s (Xem li cc cch biu din s nguyn, s nguyn c du, s thc du phy ng trong gio trnh Tin hc i cng) Vy cu hi c t ra l : Nu c sai s trong biu din cc h s ca h phng trnh tuyn tnh th iu nh hng n li gii nh th no ? Hay khi gii Ax = b lm sao c th o c nhy ca x khi c thay i trong A, b ?
C mt vi nhn xt sau
Nu A suy bin th i vi b no x hoc v nghim hoc v s nghim. Trong trng hp A c inh thc nh th mt s thay i nh trong A v b c th dn s thay i ln trong li gii. Hy ngh n kch thc cc phn t tr v khi nim gn suy bin. Bi v nu cc php ton s hc c thc hin chnh xc th tt c cc phn t tr khc khng khi v ch khi ma trn khng suy bin. T rt ra khng nh sau :Nu cc phn t tr l nh th ma trn gn suy bin iu ngc li khng ng, hay ni cch khc c ma trn gn suy bin m cc phn t tr u khng nh.
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Chun vec t
nh ngha : Hm v : Rn R c gi l chun vec t (vector norm) trn Rn khi v ch khi
1 2 3
v (x ) 0 x Rn v v (x ) = 0 khi v ch khi x = 0 v (x ) = ||v (x ) x Rn , R v (x + y ) v (x ) + v (y ) x , y Rn y l bt ng thc tam gic.
Thng thng v (x ) c k hiu l ||x ||
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Chun vec t (tip)
Mt s chun thng dng ||x ||2 = ||x ||1 = ||x ||p = (
n 2 i =1 xi n i =1 |xi |
l (l2 ) hay chun Euclid
l (l1 ) l (lp )
||x || = max1i n |xi | l (l )

n 2 1/p i =1 xi )
Matlab
norm(x,p) dng cho lp cn vi p = 2 th hm n gin hn norm(x)
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Chun ma trn
nh ngha : Hm ||.|| : Rnn R c gi l chun ma trn nu ||A|| = max ||Ax || = max ||Ax || ||x ||
||x ||=1,x Rn
||x ||=1,x Rn
trong ||Ax || l chun ca vec t Ax . Tt nhin, ta c bt ng thc ||Ax || ||A|| ||x ||
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Chun ma trn (tip)

Cc tnh cht ca chun ma trn
1 2 3 4 5
||A|| 0;||A|| = 0 khi v ch khi A = 0. ||A|| = ||||||A||, R ||A + B || ||A|| + ||B || ||AB || ||A|| ||B || ||Ax || ||A||||x ||
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Chun ma trn (tip)
Cc chun vec t sinh ra cc chun ma trn tng ng Chun Euclid : ||A||2 = max||x ||2 =1 ||Ax ||2 Chun max "tng dng" : ||A|| = max||x || =1 ||Ax || = max1i n Chun max "tng ct" : ||A||1 = max||x ||1 =1 ||Ax ||1 = max1j n
n j =1 |aij | n i =1 |aij | n 2 i ,j =1 aij 1/2
Chun Frobenius : ||A||F = Tr (AT A)1/2 = Trong Matlab norm(A,p) trong p = 1, 2, inf
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S iu kin ca ma trn
nh ngha : S iu kin (condition number) cond(A), thng c k hiu l p (A), ca ma trn vung A tnh i vi mt chun ma trn p cho trc l s cond (A) = ||A|| ||A1 || trong , ta quy c cond (A) = khi A l suy bin. Bi v, ||A|| ||A
1
|| =
maxx =0
||Ax || ||x || ||Ax || minx =0 ||x ||
nn s iu kin o t s gia gin n ln nht v co hp ln nht m ma trn c th tc ng i vi mt vec t khc khng.
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S iu kin ca ma trn (tip)
S iu kin cho bit ma trn gn suy bin n mc no : ma trn cng ln cng gn suy bin (h phng trnh tng ng xc nh ti), tri li ma trn vi s iu kin cng gn 1 cng xa vi gn suy bin.
Ch :
nh thc ma trn khng l c trng tt cho tnh gn suy bin. Mc d khi det (A) = 0 th ma trn suy bin nhng ln hay nh ca nh thc khng cha thng tin v vic ma trn c gn suy bin hay khng. V d, cho ma trn det (In ) = n c th l s rt nh khi || < 1 nhng ma trn In li c iu kin tt vi cond (In ) = 1. Trong In l ma trn n v n chiu.
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Mt s tnh cht s iu kin ca ma trn
1 2 3 4 5 6
Vi mi ma trn A : cond (A) 1 Vi mi ma trn n v I : cond (I) = 1 Vi mi ma trn hon v P : cond (P ) = 1 Vi mi ma trn A v s thc khc khng : cond (A) = cond (A) Vi mi ma trn ng cho D = diag (di ) : cond (D ) =
max{di } min{di }
S iu kin c ngha quan trng trong vic nh gi tnh chnh xc ca li gii ca h phng trnh tuyn tnh.
Matlab vi s iu kin
cond(A,p) tnh p (A) vi p = 1, 2, inf condest(A) nh gi 1 (A) rcond(A) nh gi 1/1 (A)
nh gi sai s khi bit s iu kin ca ma trn
Gi x l li gii chnh xc ca Ax = b, cn x l li gii ca h Ax = b + b (ch ta ch coi b b nhiu cng). t x = x x , ta c b + b = Ax = A(x + x ) = Ax + Ax do Ax = b th vo suy ra x = A1 b.
b = Ax ||b|| ||A||||x || x = A1 b ||x || ||A1 ||||b|| Nhn hai bt ng thc (13) (14) v s dng nh ngha cond (A) = ||A||||A1 || ta c nh gi ||x || ||b|| cond (A) ||x || ||b||
(13) (14)
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nh gi sai s khi bit s iu kin ca ma trn (tip)
tip tc... ||x || ||b|| cond (A) ||x || ||b|| Vy s iu kin cho php ta xc nh kh nng bin i sai s tng i x || ||b || trong li gii |||| x || khi bit s thay i tng i trong v phi ||b || Khi cond (A) ln hay h gn suy bin th s bin i tng i ca v phi s p s thay i sai s tng ng trong li gii. Ngc li, khi cond (A) tin v 1 hay h c iu kin tt th s bin i tng ng ca v phi v li gii l nh nhau.
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nh gi sai s khi bit s iu kin ca ma trn (Kt lun)
Nu d liu vo c biu din gn ng vi chnh xc my tnh th nh gi sai s tng i ca li gii tnh c s cho bi cng thc: ||x x || cond (A) ||x ||
M
li gii tnh c s mt i mt qung log10 (cond (A)) ch s thp phn trong sai s tng i so vi chnh xc ca d liu.
Kt lun
H phng trnh tuyn tnh Ax = b l c iu kin ti nu cond (A) l ln, khi s thay i khng ln ca d liu c th dn n s thay i ln ca li gii.
V d 15 :
Xt h phng trnh 0.789x1 + 0.563x2 = 0.127 0.913x1 + 0.659x2 = 0.254 Kt qu khi dng Matlab A=[0.789 0.563;0.913 0.659]; fprintf(cond(A)=%d ; det(A)=%d ,cond(A),det(A)) cond(A) = 2.193219e+006 ; det(A)=1.000000e-006
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V d 16 :
Xt h phng trnh 4.1 2.8 9.7 6.6 x1 x2 = 4.1 9.7
y l h c iu kin ti do cond (A, 1) = 2494.4 ng thi nghim chnh xc ca h l x = (1, 0)T . Nu ta thay v phi b + b = (4.11, 9.70)T th nghim ca h s l x = (0.34, 0.97)T . Trong Matlab ta c A = [4.1 2.8; 9.7 6.6]; b = [4.1 ; 9.7]; b1=[4.11 ; 9.7]; x = (A \ b), x1 = (A \ b1) x=10 x1 = 0.3400 0.9700
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Gii h phng trnh tuyn tnh bng phn tch ma trn

Bi c thm v nh
Chng ta c th s dng nhiu phng php ngoi phn tch LU gii h phng trnh Phn tch Cholesky
Khi nim ma trn bn xc nh dng Nu A l ma trn xc nh dng th tn ti ma trn tam gic di dng L sao cho A = LLT Kh xui Ly = b, th ngc LT x = y
Phn r QR
Khi nim ma trn trc giao Phn r QR : nu A c hng n th tn ti A = QR Gii bi ton bnh phng ti thiu min{||Ax b||2 |x R} vy nghim x l im dng khi cc tiu ha bi ton trn.

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Chng 2: H Phng Trnh Tuyn Tnh

Nguyn c Ngha, V Vn Thiu, Trnh Anh Phc

Ngy 4 thng 12 nm 2012

H phng trnh tuyn tnh

H phng trnh tuyn tnh

th h c nghim duy nht x =

H phng trnh tuyn tnh

1 2 1 3t th h c v s nghim x = 2 + 5t vi mi t R. t Vec t v phi l b =

H phng trnh tuyn tnh

H phng trnh tuyn tnh

i vi h phng trnh tuyn tnh c th xy ra

Gii h phng trnh tuyn tnh

Gii h phng trnh vung

Gii h phng trnh tuyn tnh

Gii h phng trnh tuyn tnh

Gii h phng trnh tuyn tnh

Ton t chia ma trn trong Matlab

Gii h phng trnh tuyn tnh

Gii h phng trnh tuyn tnh

Gii h phng trnh tuyn tnh

Gii h phng trnh tuyn tnh vung

Cc tnh hung xy ra khi c gi tr nh thc khi gii Ax = b

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

3x1 + 2x2 + 6x3 = 4 5x1 x2 + 5x3 = 6

Gii h phng trnh tuyn tnh vung

H s 10 ca n x1 trong (1) c gi l phn t tr, cc h s -0.3 v 0.5 c gi l nhn t.

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

2.5x2 + 5x3 = 2.5

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Phn tch LU (tip)

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

Gii h phng trnh tuyn tnh vung

R rng, vi gi tr chnh xc ca n s x3 = 1 th gi tr gii c bi phng trnh ny cha ng ngi.

Cui cng th ln phng trnh u tm n x1 10x1 7 (1.5) = 7 suy ra x1 = 3.5

Hiu ng ca sai s lm trn

Cch o s khc bit

Hiu ng ca sai s lm trn

Hiu ng ca sai s lm trn

Hiu ng ca sai s lm trn

Hiu ng ca sai s lm trn

Hiu ng ca sai s lm trn

Cc cu hi t ra khi c hin tng sai s khi lm trn

Hiu ng ca sai s lm trn

Hiu ng ca sai s lm trn

Kt lun quan trng :

Hiu ng ca sai s lm trn

v (x ) 0 x Rn v v (x ) = 0 khi v ch khi x = 0 v (x ) = ||v (x ) x Rn , R v (x + y ) v (x ) + v (y ) x , y Rn y l bt ng thc tam gic.

Thng thng v (x ) c k hiu l ||x ||