,

2007-2008, .
/
(-II)

.
,
, .

3 ,
. ,
,
.. .. , 5
, , 2006.

2008-2009.

2008


0:
0.1.
0.2. . .
1:
1.1.
1.2.
1.3.

1.4.
1.5.
1.6.
2: -
2.1.
2.2.
2.3.
2.4. Banach ( )
2.5.
2.6.
2.7. Newton-Raphson
2.8. ( )
3:
3.1.
3.2.
3.3.
3.4. Gauss
3.4.1. Gauss
3.5. A LU
3.6. Cholesky
3.7.
3.8.

3.8.1. Jacobi
3.8.2. Gauss-Seidel
3.8.3. (SOR)
3.9. .
4:
4.1
4.2
4.3
4.4
4.5. Runge
4.6. Hermite
4.7. splines
5:
5.1.
5.2.
5.3.
5.3.1. .
5.3.2. .
5.3.2. .
6:
6.1.
6.2.
6.3.
6.4. Simpson

1.
2. ,

, .
:
.
.
:
.
/
. ,
. :
( /
)
(
)
.
( ) (
) ,
.
.
H :
I. :
, .
II. :
(
)

:

()
( )

()

()

() ( ).

: I = f ( x )dx

f : [ a,b]

- .
:

(b a )
n

f x = a + k
k =0

ba

(b a )
n

n 1
ba

f
x
a
f x=a+k
2
=
+
(
)

+ f ( x = b )

k =1

n ( ).
:

? ( )

/ :

I. /,
-.
II. ,
.
III.
.
.

.
, ,
:
(a) : E = x x
(b) : RE =

x x
x

, x0

x x

.
, : RE = 100

x x
x

%, x 0

. :
?
.

RE =

x = 3. 1

x = 3.0 .

E = 3 . 1 3 . 0 = 0 .1 ,

3.1 3.0
= 0.032 = 3.2% .
3.1

RE =

100
10100

x = 10100 x = 10000 . E = 100

0.01 1%

x = 0.01 gr x = 0.015 gr . E = 0.005

RE =

0.005
= 0.5 = 50% .
0.01

 RE ,
E .
0.1.
:
I.

(.. g = 9.81
) .

II.

(round-off error)

.. = 3.14159 ,

1
= 0.333 ,
3

(truncation error)

..

ex = 1 + x +

x 2 x3
,
+ +
2 ! 3 !

.

,
.
0.2. .
.
(..

2 , ...) .
k .
x x k
k :

x x
x

0.5 10 k +1 , x 0

(*)

x :
I. : - k
.
II. : k + 1 . 5 ,
k 1 .
:
( ).
: = 3.14159265... 5
. ,
( 5)

: = 3.14159265 . = 3.1415
( 5)

: = 3.1415 9 265 . = 3.1416

'6 '

- E . = 0.926536 104

RE . = 0.294914 104 , . , (*), k = 5 .

-,

E . = 0.734641 105 RE . = 0.233958 105 . , (*),

k = 6 .
:
, E . E .
, RE . RE . .

K 1

1.1.
10-
. 10 0,1,2,...,9. ,
, . :

a N a N 1a N 2 a1a0 . a1a2a3 0 ai 1 , i = , ,N

:
,
,

N

= ak k = a0 + a1 + a2 2 + + a N N
k =0

= a k k = a1
k =1

+ a2

+ a3

, :
N

( a N a N 1 a1a0 .a1a2a3 ) = ak k 0 ak 1 , k = , N
k =

2 16 ( > 16 ,
). = 2 ,8,16 .
I. 10
n

( an an 1 a1a0 ) = ai i
i =0

Horner

II. x ( 0 < x < 1 ) 10

n

x = ( 0.a1a2 a3 a n ) = a k k
k =1

III. 10
( Horner)
IV. x 10

.

1 :

. 10
.
:

( 53473)8 = 3 + 7 81 + 4 82 + 3 83 + 5 84 = ( 22331)10

A ( ) =

a
k =0

a. :

A ( ) = a0 + a1 + a2 2 +

+ aN N

N N

N 1 N 1

10

2 1

1 0

N + ( N 1) + ( N 2 ) +

+1 = k =
k =1

N ( N + 1)
2

N 1

N ( N + 1)
N2 N
N 2 3N
+ N =
+ +N =
+
2
2
2
2
2

b. Horner:

A ( ) = a0 + a1 + ( a2 +

+ ( a N 1 + a N ) )

: N

( )

(a) O N 2 , (b) O ( N ) Horner

.

O ( )
: O ( N )

( )

O N 2 ?
:

p aN

i = N 1, 0 , 1

p ai + p

(a)

Fortran:

11

p = a(N )

Do i = N 1, 0 , 1

(b)

p = a ( i ) + p*

End do
(a), (b) 1 flop (floating point operation)
1flop: /
. flop
.
/
flops/ .
2 :
, 0 < x < 1 ,
10 . ,
,
.

: ( 0.11) 2 = 1

1
1
+ 1 2 = ( 0.5)10 + ( 0.25)10 = ( 0.75)10
1
2
2

3 :
10
. :

x = ( an ...a2a1a0 ) =

a
i

= an n + an 1 n 1 + ... + a1 1 + a0

i =0

Horner:

x = ... ( ( an + an 1 ) + an 2 ) + an 3 + ... + a0

12

 , a0 .
, a1 .

, an .
: 20910 =4.
.
(1) 4. 52
1, a0 = 1 .
(2) 52 4 13 0,
a1 = 0 .
(3) 13 4 3 1,
a2 = 1 . , 3 < = 4,
, a3 = 3 .
: 20910 = ( a3 a2 a1a0 ) 4 = 31014
4 :
x , 0 < x < 1 , 10
, x = (.a1a2 ...a n ) , :
, :

x = (.a1a2 ...a n ) =

i =

i =1

a 1

a 2

a 3

+ ... +

a n

, :

x = ( a1.a2 ...a n ) = a1 +

a2

a3

+ ... +

a n

n 1

a1

x (.a2 ...a n ) .
,
, .

13

 n x = ( a1a2 ...a n +1a n .) = a1 n 1 + a2 n 2 + ... + a n +1 1 + a n

. .
: 0.9062510
=2, . :
(1) 2. 1.8125,
1 0.8125, a1 = 1
(2) 0.8125 2.
1.625, 1 0.625,
a2 = 1 .
(3) 0.625 2.
1.25, 1 0.25,
a3 = 1 .
(4) 0.25 2. 0.5,
0 0.5,
a4 = 0 .
(5) 0.5 2. 1.0,
1 0,
a5 = 1 .
: 0.9062510 = (.a1a2 a3 ...a n )2 = .111012 .
a i ,
.
bits
.
,
0.9062510 , .

1.2.

14


( ) ,
, , 0 1 bits

2, = 2 . : 1 byte = 8 bits, 1 word = 1, 2, 4 bytes.
1 byte:
= 0

0 0 0 0 0 0 0 0
=

255 = 1 1 1 1 1 1 1 1 = 1 27 + 1 26 + 1 25 + 1 24 + 1 23 + 1 22 + 1 21 + 1 20
, n
:

2 2 2 2 2 = 2n
n

0 2n 1 . 1 byte
2 n = 28 = 256 .
, k 2n 1 1,2n 1 .

.
(floating point numbers),
:

x = ( .d1d 2d 3 ) e exp onent

mantissa

15

, ( = 2 )

0 d i 1 , i = 1,2 ,3,
d1 0 ,
.
1: ( 0.00598 )10 = 0.598 102
2:

(111.001)2 = 0.111001 23

3:

(120.005 )10 = 0.120005 103

k ,
,
.
k ,
.

1:
= 3.14159265
: = 0.314159265 101 . 5
= 0.31415 101 = 0.31416 101 .
2:
x = 1329.1689

x = 0.13291689 104 . 5

16

x o = 0.13291104 = 1329.1

x = 0.13292 104 = 1329.2 . 3 x o = 0.132 104 = 1320

x = 0.133 104 = 1330 .

/
, t , :

x = ( .d1d 2 d3 ...dt 1dt ) e exp onent

mantissa

,
.
4 :
a. ,
b. , t ,
c. , L (Lower)
d. , U (Upper)
. 0 m < 1 L e U .
,
.

:
a. = 2 ( 1) t 1 (U L + 1) + 1
: t , U , L
. : ?
b. , , m min {} , m = 0.100000 L
t

17

c. , , M max {} , M = 1

1
U
t

d.
e. x , m < x < M
fl ( x ) ,
.

1 1t
fl ( x ) x
,

u , , u = 2
x
1t ,
:
x = 0.d1d 2 d3 dt dt +1 e fl ( x ) = 0.d1d 2 d 3 d t e ,

fl ( x ) x
0.00 0d t +1 e
0.d t +1d t + 2 t
=
=
=
0.d1d 2d 3 d t d t +1 e
0.d1d 2d 3
x
max {0.d t +1 }
0.d t +1d t +2
1
t
t =
t = t +1
0.d1d 2 d t d t +1
0.1
min {}

fl ( x ) x
1t ,
x

f.

1:
= ( = 10 ,t = 5,U = 10 ,L = 10 )
, ,

= 3 105 ,

= 1.0 ,

= 3 105 .

+ + . , + + = ( + ) + = + ( + ) .
1 , ( + ) + :

fl ( ) = 0.10000 10+1 , fl ( ) = 0.30000 104 , fl ( ) = 0.30000 104 .

z = fl ( fl ( ) + fl ( ) ) = 0.1 10+1 = fl 0.10000 3 10+1 z = 0.10000 10+1

5

18

fl ( z + fl ( ) ) = fl ( 0.10000 10+1 + 0.30000 104 ) = 0.10000 10+1

2 , + ( + ) :

fl fl ( ) + fl ( fl ( ) + fl ( ) )

fl ( ) + fl ( ) = 0.00003 + 0.00003 = 0.00006 fl ( fl ( ) + fl ( ) ) = 0.00006 = 0.6 104 = z

fl ( ) + z = 0.6 104 + 0.1 101 = 1.0000 + 0.00006 = 1.00006 fl ( fl ( ) + z ) = 0.10001101

( + ) + + ( + )
.

2:

= 10 t = 5 . 1 (10 ,5,L,U )

1 = 0.10000 101 . 105 (10 ,5,L,U ) 105 = 0.10000 104 . :

1 + 105 = 1.00001 = 0.100001101 6 .
6

3:

0.10000 L :

( 0.10000 ) ( 0.10000 ) = 0.10000

L

2 L = 0.1 2 L1

2 L 1 < L 0.1 2 L 1 .

.
:

I. x > max {} 1

1 U
overflow error ( )
t

II. x < min {} 0.1 L = L 1 underflow error ( )

19

 overflow error
. underflow error, x < min {} ,
, x = 0 .

4: x = 5891.26 ,

y = 0.0773414 .

= 10 , t = 5 , U = L = 10 fl ( i )
.
x

0.58912 6 104

f l ( x ) = 0.58913 104
5

0.773414 101

f l ( y ) = 0.77341 101
5

f l ( x ) + f l ( y ) = 0.5891377341 104

z = fl ( f l ( x ) + f l ( y ) ) = 0.58914 104
:

x + y = 5891.3373414 ,
fl ( x ) + fl ( y ) = 0.5891373414 104

fl ( fl ( x ) + fl ( y ) ) = 0.58914 104 ,
fl ( x + y ) = 0.58913 104
!!!

5: 1 + x = 1 x = 0 .
,

x = 4 105

1 .

fl ( x ) = 0.4 104

fl (1.0 ) = 0.1 101 . 1 + x = 1.00004 fl (1 + x ) = fl (1.00004 ) = 0.1 101 .

20

0 x <

1 1t
1 + x = 1 .
2

1 1t

2
1,
1 + > 1 .

1
1 + > 1

fortran-90 .
eps = 1.d0
do
y = 1.d0 + eps
if( y > 1.d0 ) then
eps = eps / 2.d0
elseif( y <= 1.d0 ) then
exit
endif
enddo
print*, 2.d0*eps

21

: ,

M = M ( = 2 ,t = 3,U = 1,L = 2 ) . ?
?
:

( 0.ddd )2 2a , 2 a 1, d = 0 ,1 .
(

( 0.ddd )2 )

2a

1.3.

= + , ,,

x y

fl ( fl ( x ) fl ( y ) ) = z
z ,

fl ( x ) ,

fl ( y ) .

fl ( x ) x
u,
x

1 1t
,
u = 2
1t ,

22

fl ( x ) = x (1 + ) = ( x ) u
:

fl ( x ) = x (1 + )

fl ( x ) x
fl ( x ) x
= =
u u.
x
x

:
. , 1 , 2 , 3 1 u , 2 u , 3 u :

x, y

fl ( x ) = x (1 + 1 ) , fl ( y ) = y (1 + 2 )

z = fl ( fl ( x ) fl ( y ) ) = x (1 + 1 ) y (1 + 2 ) (1 + 3 )
z = xy (1 + 1 + 2 + 3 + 1 2 + 1 3 + 2 3 + 1 2 3 ) xy (1 + 1 + 2 + 3 )
, , :

xy (1 + 1 + 2 + 3 ) xy
z xy

= 1 + 2 + 3 1 + 2 + 3
xy
xy

z xy
1 + 2 + 3
xy

1 u

i =1

2 u i 3u
3 u

z xy
3u 3u
xy
:

fl ( x ) x (1 + 1 )
x
x (1 + 1 )(1 + 3 )
: z = fl
(1 + 3 ) =
=
y
y
(1 + 2 )
fl ( x ) y (1 + 2 )

x (1 + 1 )(1 + 3 ) x

y
(1 + 2 )
y
x
y

(1 + 1 )(1 + 3 ) 1
(1 + 2 )

(1 + 1 )(1 + 3 ) 1 = 1 + 1 + 1 + 2 3 + 1 =
( 1 )( 3 ) ( 2 2 3 )
(1 + 2 )

23

1 + 1 + 3 2 + ( i2 ) 1 1 + 3 2 1 + 2 + 3 3u
, : 3u 3u
:

1
= 1 + x + x 2 + x3 + x 4 + ...,
1 x

x <1

x + y : z = fl ( fl ( x ) + fl ( y ) ) = x (1 + 1 ) + y (1 + 2 ) (1 + 3 )
:

z ( x + y ) x (1 + 1 ) + y (1 + 2 ) (1 + 3 ) ( x + y )
=

( x + y)
( x + y)

3 +

u( x + y )
x 1 + y 2
x1 + y 2
(**)
3 +
u+
x+ y
x+ y
x+ y

x, y

x+ y = x + y

3 +

x1 + y 2
2u
x+ y

2 x y x + y 0
(**) !
1: x = 0.45142708 y = 0.45115944
M = M ( = 10 ,t = 5,U = 10 ,L = 10 ) . :

z = fl ( fl ( x ) + fl ( y ) ) = fl ( 0.45143 0.45116 ) = 0.00027 = 0.27000 103

=

z ( x + y)
88 104
( x + y)

2u = 2

1 1t
= 1015 = 104 (!!)
2

(: x y
).

24

 2: x = 451852000 y = 451851000

M = M ( = 10 ,t = 5,U = 10 ,L = 10 ) . x + y = 1000 .

z = fl ( fl ( x ) + fl ( y ) ) = fl ( 0.45185 109 0.45185 109 ) = 0 !!!!!

.
3: x = 7892

y = 7891

M = M ( = 10 ,t = 10 ,U = 10 ,L = 10 ) .

x = 0.8883692926 102 ,

y = 0.8883130079 102

x y = 0.5628470000 102 .

x y =

x y
= 0.5628468294 102
x+ y

.
4: f ( x ) = x sin ( x )
x , x << 1 .

x
= 1
x 0 sin ( x )

lim

. Taylor

x=0

x3 x5 x 7
x3 x5 x7
f ( x ) = x x + + O ( x 9 ) = + + O ( x 9 ) .
3! 5 ! 7 !

3! 5 ! 7 !
x 1 2
(?).

1+ x
x ,
1 x

1: f ( x ) = ln

x << 1 . f ( x ) =

25

ln (1 + x )
.
x

 2:

1
1

x .
x
x +1

?
?
( Taylor x=0)

sin ( x ) = x

x3 x5 x 7
+ + O ( x9 )
3! 5 ! 7 !

cos ( x ) = 1

x2 x4 x6
+ + O ( x8 )
2! 4! 6!

tan ( x ) = x +

x3 2 x5 17 x 7
+
+
+ O ( x9 )
3 15 315

exp ( x ) = 1 + x +
ln (1 + x ) = x

x 2 x3 x 4
+ + + O ( x5 )
2 ! 3! 4 !

x 2 x3 x 4 x5
+ + + O ( x6 )
2 3 4 5

1.4.

S n = 1 +

k
k =1

n
1
1
= 1+
.
+k
k =1 k ( k + 1)

1
1
1
1
1 1 1 1 1
1
=
S n = 1 + 1 + + + ... +
,
k + k k k +1
2 2 3 3 4
n n +1
2

Sn = 2

1
S9 = 1.9 , S99 = 1.99 , S999 = 1.999 ,
n +1

lim Sn = 2 .

.
:

S0 = 1, S k = S k 1 +

1
k = 1, 2 ,3,...,N .
k ( k + 1)

S 1
k = 1, 2,3,...,N :

SS+

1
k ( k + 1)

26

 = 10 , t = 10
:

S9 = 1.900000000
S99 = 1.990000003
S999 = 1.999000003
S9999 = 1.999899972

. :

T0 =

1
n ( n + 1)

Tk = Tk 1 +

1
, k = 1, 2 ,3,...,n 1 k = 1, 2 ,3,...,N .
( n k )( n k + 1)

Tn = Tn 1 + 1
:

1
n ( n + 1)

k = 1, 2 ,3,...,n 1 ,

T T +

1
.
( n k )( n k + 1)

T T +1
S9999
.
,
?
n
, sn =

a
k =1

, fl ( ak ) = ak , k = 1, 2 ,3,...,n
.
fl ( sk ) = sk .

sn , , s1 = a1 , sk = sk 1 + ak

k = 2 ,3, 4 ,...,n .

fl ( s1 ) = fl ( a1 ) = a1 ,

fl ( sk ) = fl ( fl ( sk 1 ) + fl ( ak ) ) sk = fl ( sk 1 + ak ) k = 2 ,3, 4 ,...,n .

27

 k = 2 : s2 = fl ( s1 + a2 ) = fl ( a1 + a2 ) = ( a1 + a2 )(1 + 1 )
k = 3 :

s3 = fl ( s2 + a3 ) = fl ( ( a1 + a2 )(1 + 1 ) + a3 ) = ( a1 + a2 )(1 + 1 ) + a3 (1 + 2 )

k = 4 : s4 = fl ( s3 + a4 ) = fl ( a1 + a2 )(1 + 1 ) + a3 (1 + 2 ) + a4 =

= ( a1 + a2 )(1 + 1 ) + a3 (1 + 2 ) + a4 (1 + 3 )
4 .
:

s4 = ( a1 + a2 )(1 + 1 ) + a3 (1 + 2 ) + a4 (1 + 3 ) = {a1 + a2 + a3 + a4 } + a1 ( 1 + 2 + 3 ) +
+ a2 ( 1 + 2 + 3 ) + a3 ( 2 + 3 ) + a4 4 + O.Y .T .
s4 = a1 + a2 + a3 + a4 :

s4 = s4 + a1 ( 1 + 2 + 3 ) + a2 ( 1 + 2 + 3 ) + a3 ( 2 + 3 ) + a4 4 + O.Y .T .
s4 s4 = a1 ( 1 + 2 + 3 ) + a2 ( 1 + 2 + 3 ) + a3 ( 2 + 3 ) + a4 4 + O.Y .T .
s4 s4 a1 3u + a2 3u + a3 2u + a4 u


( )
( 3u ).
: (*) (**)
(real(4)) (real(8))
.
1.5.


( ). ,
,
.
.
.
.

28


.
.
( )
.
1: e x x ,

Taylor.

e x

1) x n 1
(
x 2 x3 x 4
S n ( x ) = 1 x + + + ... +
, n 1
2 6 24
( n 1) !

n 1

lim S n ( x ) = e x . M = M ( = 10 ,t = 5,U = 10 ,L = 10 )

x = 5.5 . 1.0000, -5.5000, 15.125, -27.730,

38.129, -41.942, 38.446, -30.208, , 20.768, -12.692, 6.9803, -3.4902, +1.5997
0.0026363. e 5.5 = 0.00408677
!
10
(
) !

2:

x =1

In =

xe

n x 1

dx, n = 1, 2,3,...

n.

x=0

:
1
1
0 x 1 0 xn 1

n x 1
n x 1
()
0 x e 1 0 x e dx 1dx 0 I n 1
1
0 x 1 e x 1 1
0
0
e

0 x 1
n +1
n
n +1 x 1
n x 1
()
x < x x e dx < x e dx I n +1 < I n
n>0
0
0

1
1
1
In
() 0 x 1 e x 1 1 x n e x 1 x n x n e x 1dx x n dx =
e
n +1
n +1

lim I n lim
n

1
= 0 lim I n = 0 .
n
n +1

29

x =1

x =1

xe

n x 1

: I n =

dx =

x =0

= x n e x 1

x =1
x =0

x =1

e x 1d ( x n ) = 1 n

x=0

xe x 1dx = xe x 1

x =1
x =0

I n = 1 nI n 1 , n > 1, I1 =

I1 =

x =0

x 1

)=

x =0

x 1 n 1

x dx = 1 nI n 1 . n=1

x 1

dx = 1 e x 1

x =1
x =0

x=0

x d (e

d ( x 1) =

x =1

x =1

x =0

x =1

x =0

x =1

I1 =

xe

n x 1

1 1
= 1 1 = , :
e e

1
(*)
e

M = M ( = 10 ,t = 6 ,U = 10 ,L = 10 ) .

1
= 0.367879441171442 fl ( I1 ) = 0.367879 . :
e

fl ( I 2 ) = 0.264242 < 1 3
fl ( I 3 ) = 0.207274 < 1 4
fl ( I 4 ) = 0.170904 < 1 5
fl ( I 5 ) = 0.145480 < 1 6
fl ( I 6 ) = 0.127120 < 1 7
fl ( I 7 ) = 0.110160 < 1 8
fl ( I 8 ) = 0.118720 > 1 9??
fl ( I 9 ) = 0.068480 < 0??
8 7, 9
! ?
.
I n .

I n = 1 nI n 1 , n > 1, I1 =

fl ( I n ) = 1 n fl ( I n 1 ) , n > 1, I1 = 0.367879
2 :

fl ( I n ) I n = n ( fl ( I n 1 ) I n 1 ) , n > 1,
n

n1

fl ( I1 ) I1 = 4.412 107 . :
1

n = n n 1 , n > 1, 1 = 4.412 107 n = ( 1) n!1

n

lim n = .
n

.
n.

30

I n = 1 nI n 1 I n 1 =

1 In
:
n

1
, k >> 1
k +1
1 In
, n = k 1, k 2,..., 2
I n 1 =
n
1
I1 =
e
Ik = a <

, , .
2 = ( 1)

k
k!

I k
. 0 < I k
I k

1

k +1

1
.
k +1

, ,
.
3:

n +1 = 2n 2 1 1 nn , 2 = 23 / 2 , n > 2 , n

( 14 1 ).

1.6.
()
()
.
.

. ,

,

31

 . ,
,
.

, ,
.
,
.
.

( x

( x 2)

= 0 x = 2 6.

2 ) = 106
6

106 .
x = 2 +

x x = 2 +

1
exp ( i k / 3) , k = 0,1, 2,3, 4,5 .
10

1
1
1

exp ( i k / 3) 2 =
exp ( i k / 3) =
10
10
10

()
101 , 10000
! .

32

 2
-
2.1.

- f ( x ) = 0 ,
.
x ,

f ( x ) = 0 . ,
4 ( Carnado).
.
x* ,

x0 , x1 , x2 , ,
lim xn = x
n

: I

C ( I ) = { f f : I , f }
C n ( I ) = { f C ( I ) : f "n" I }

C [ a, b ] C ([ a, b ])

C ( a, b ) C ( ( a, b ) )

C n ( a, b ) C n ( ( a, b ) )
2.2.

:

33

 g C [ a, b ]

g ( a ) g ( ) . , x [ a, b ] , g ( x ) = .
, sgn ( x ) :

+1, x > 0

sgn ( x ) = 1, x < 0
0 , x = 0

: f C [ a, b ] f
[ a, b ] ,

sgn ( f ( a ) ) sgn ( f ( b ) )
, , = 0

( )

f ( a ) f ( b ) . x [ a, b ] f x = 0
x f ( x ) = 0 . ,

x0 =

a+b
.
2

[ a, b ] , x0 :
a.

f ( x0 ) = 0

f ( x0 ) < 0

b. f ( x0 ) 0
f x >0
( 0)
(a), f ( x ) = 0 x0 .
(b),

( a, x ]
0

sgn f ( a ) sgn f ( x0 ) , ( a, x0 ) ,

sgn f ( b ) sgn f ( x0 ) , ( x0 , b ) .

34

x0 , b ) .

f ( x)
f (b)
f ( x0 )
a

b
x0 =

a+b
2

f (a)

f ( a ) < 0 sgn ( f ( a ) ) = 1
sgn ( f ( a ) ) sgn ( f ( b ) )
f ( b ) > 0 sgn ( f ( b ) ) = +1

sgn f ( a ) sgn f ( x0 )

( a, x0 )

( a, x0 ) .

( a, x0 ) ,

b a ( > 0)

a+b
ba
a =
>0
2
2
, .

.

f ( x ) = 0 , ,

.

35

f ( x ) = x3 + x 2 3 x 3 x [1, 2] 4 .
: :

f (1) = 1 + 1 3 3 = 4 < 0

f ( 2) = 8 + 4 6 3 = 1 > 0

f (1) f ( 2 ) < 0 x [1, 2]

, f

f ( x ) = 3 x 2 + 2 x 3 = 3 ( x 2 1) + 2 x > 0,
f ( x )

[1, 2]

x [1, 2]

.
:
9

x0 =

1+ 2
= 1.5
2

x1 =

1.5 + 2
= 1.75
2

x2 =

1.5 + 1.75
= 1.625
2

x3 =

1.625 + 1.75
= 1.6875 .
2

f (1.5 ) = 1.875 < 0 , [1.5, 2.0]

f (1.75 ) = 0.171875 > 0 , [1.5,1.75]
f (1.625 ) = 0.94336 < 0 , [1.625,1.75]

x1 x0 = 0.25 ,

x2 x1 = 0.125 , x3 x2 = 0.0625

: f C [ a, b ] sgn f ( a ) sgn f ( b )

{ xn }n

. , xN = x
N , lim xN = x , x ( a, b )
n

f ( x ) = 0 .

x xn

ba
, n = 1, 2,3,
2n

: a1 a b1 b , I i [ ai , bi ] ,

I1 [ a, b ] ( i = 1, 2, )

36

. , xi I i , I i +1 I i .
I i f ( x ) = 0 , (
xN = x ) .

bn an =

bn 1 an 1
21

bn 2 an 2
bn k an k
b a
2
=
= n 2 2 n 2 = bn an =
2k
2
2

k = n 1 :

bn an =

b1 a1 b a
= n 1 (*)
2n 1
2

xn =

an + bn
2

n xn x

:

xn x

bn an (*) b a
= n , n = 0,1, 2,...
2
2

ba
,
2n

n .

.
,
:

ba
ba
n b a 2n ln ( b a ) ln + n ln 2
n
2
2
ba
ln

ba

n
n
ln ( b a ) ln n ln 2 ln
ln
2

ln 2

xn x

.
:

37

ln ( ( b a ) )
ln 2

 b , a .

i.

ba
ln
f a f b
n = nint
( )
( )
ln 2

ba
f ( x ) .
2

ii.

x = a +

iii.

: f ( x ) = 0 . , ( f ( x ) 0 :

A sgn f ( x ) = sgn f ( a ) ,

ax

bx
iv.

(ii) (iii) n

v.

a , b , b a , x , f ( x )

nint(x)
. .. nint(7.3)=7 nint(1.52)=2.

: , sgn f ( a ) sgn f ( b ) ,
f ( x ) [ a, b ] , .
(
)
.

::

f ( x ) = x 3 2 x 5

f ( x ) = 0 (2,3). :

f ( 2 ) = 8 4 5 = 1 < 0

sgn ( f ( 2 ) ) sgn ( f ( 3) ) x ( 2,3)

f ( 3) = 27 6 5 = 16 > 0
, :

f ( x ) = 3 x 2 2 > 0, x ( 2,3)
f ( x ) ( 2,3)
f ( x ) = 6 x > 0

38

, x ( 2,3) . ,
x 105 ,

xn x 105 .

(**)

ba
ln

17
n
ln 2
2.3.

, ,

. , .
:
x .

x = ( x ) , x ( x ) .
f ( x ) = 0
x = ( x ) . x , x0

xn = ( xn 1 ) , n

{ xn }n

xn +1 = ( xn ) , n

x ( x ) ,

( )

x ( x ) , x = x .
:

x = lim xn = lim ( xn 1 ) = lim xn 1 = ( x )

( )

x = x

( )

, f x = 0 (

f ( x ) = 0 x = ( x ) ).

: [ a, b ] [ a, b ]

39

[ a, b ]

[ a, b ] [ a, b ] :

{ ( a ) = a} { ( b ) = b} { ( a ) > a

( b ) < b}

2 ,

[ a, b ] .

3 . g : [ a, b ]

[ a, b ]

g ( x ) = x ( x ) ,

. :

g (a) = a (a) < 0

g (b) = b (b) > 0
,

( )

g ( a ) g ( b ) , x , g x = .

( )

( )

( )

= 0 , g x = 0 x x = 0 x = x .

y
y=x
b

(b )
y = ( x)

(a)
a

y = ( x ) y = x
x , ( x ) .

: , .

40

: : [ 1, +1] [ 0, 2] ( x ) = 2 x 2 . ( x )

[ 1, +1] . , ( 0 ) = 0

1
2

1
1
0 ,
[ 1, +1]
2
2

, [ 1, +1] [ 1, +1] .

Lipschitz
, I

: I

, Lipschitz

L 0 , ( x ) ( y ) L x y x, y I (
I ). H
Lipschitz. L < 1 I .
: : [ a, a ]

, a > 0 = x 2 .

( x ) ( y ) = x 2 y 2 = ( x y )( x + y ) = ( x y ) ( x + y )
( x) ( y) = ( x y) ( x + y) ( x y) ( x + y )
( x ) ( y ) max ( x + y ) x y = 2a x y
x , yI

, ( x ) ( y ) L x y L = 2a < x, y I . Lipschitz.
2a < 1 a <

1
.
2

: Lipschitz ,

Lipschitz .
. ,
2
Lipschitz.
1: C 1 [ a, b ] Lipschitz
L = max ( x ) . , x, y [ a, b ] ,
xI

(a, b)

( x ) ( y ) = ( )( x y ) ( x ) ( y ) = ( ) x y max ( ) x y =
I

41

max ( x ) x y ( x ) ( y ) L x y
xI

( x )

[ a, b ] ,

. ,

, , .
:

( x ) = 2 x max ( x ) = 2a <
x[ a ,b ]

.
2: C1 ( a, b ) ,
Lipschitz.
:
: ( 0,1)

( x ) =

x ( x ) =

( x) ( y) =

( x) ( y) =

lim+
x 0
y 0+

1
x +

max
x , yI

1
x +

1
2 x

x y =

( 0,1) .

x y

x+ y

x y max
x , yI
x+ y

1
x +

x y
y

? max
x , yI
y

1
x +

= ,
y

= . ( x )
y

Lipschitz. ,
Lipschitz.
1: :

( x ) = x 2 , max ( x ) =
x

( x )

Lipschitz.

2: ( x ) = x

x, x > 0
x, x 0

( x) =

42

1, x > 0
1, x < 0

( x) =

( x ) = 1 max ( x ) = 1
Lipschitz. H ( x ) x=0
Lipschitz.
:

( x ) ( y ) = x y x y , Lipschitz L = 1

2.4. Banach
: [ a, b ] [ a, b ] L ( < 1 ),

[ a, b ]

( )

, x [ a, b ] : x = x . x0 [ a, b ] xn = ( xn 1 )

a) ( n , xn [ a, b ] ),
b) x , ( lim xn = x )
n

c)
i.

xn x Ln x0 x* Ln max ( x0 a, b x0 )

ii.

xn x

Ln
x1 x0
1 L

iii.

xn x

L
xn xn 1
1 L

:
9

x [ a, b ] a ( x ) b
( a ) = a

(b) = b

x = a ( a ) a a ( a ) 0

x = b ( b ) b b ( b ) 0

Lipschitz

43

[ a, b ] .

g ( x) = x ( x)
[ a, b ] . ,

g ( a ) = a ( a ) 0

x [ a, b ] :: g ( x ) = 0 x = ( x )
g ( b ) = b ( b ) 0

x y x y ,

( x ) ( y ) = x y L x y L 1
L < 1 x = y x

x0 [ a, b ] ,

x1 = ( x0 ) [ a, b ] x1 [ a, b ] .

x2 = ( x1 ) [ a, b ] x3 , x4 , ,
xn [ a, b ] , n

. { xn }n

Lipschitz :

xn x = ( xn 1 ) ( x ) L xn 1 x = L ( xn 2 ) ( x ) L2 xn 2 x = Ln x0 x

xn x Ln x0 x
,

lim xn x x0 x lim Ln = 0 lim xn x = 0 lim xn = x

n

xn x Ln x0 x* Ln max ( x0 a, b x0 )
x0 a
a

x0

b x0
(c.ii), xn x

Ln
x1 x0 .
1 L

44

x2 x1 = ( x1 ) ( x0 ) L x1 x0
x3 x2 = ( x2 ) ( x1 ) L x2 x1 = L2 x1 x0

xn +1 xn Ln x1 x0
, k

xn + k xn = ( xn + k xn + k 1 ) + ( xn + k 1 xn + k 2 ) +
xn + k xn + k 1 + xn + k 1 xn + k 2 +

+ ( xn +1 xn )

+ xn +1 xn Ln + k 1 x1 x0 + Ln + k 2 x1 x0 +

= Ln x1 x0 ( Lk 1 + Lk 2 +

+ Ln x1 x0 =

+ 1)

= ( ) ( 1 + 2 +

+ 2 + 1 )

= 1 , = L = k

1 Lk = (1 L ) (1 + L +

+ Lk 2 + Lk 1 )

xn + k xn Ln

1 Lk
1
x1 x0 lim xn + k xn Ln
x1 x0
k
1 L
1 L
x xn Ln

x1 x0
1 L

, y0 = xn 1 y1 = ( y0 ) = ( xn 1 ) = xn

x y1

L
L
y1 y0 x xn
xn xn 1
1 L
1 L

Lipschitz L = 1 ,

{ xn }n

x0 [ a, b ]

: [ 1, +1] [ 1, +1] x0 [ 1, +1] ( x ) = x ,

x0 , x0 , + x0 , x0 , , x = 0 .

45

i.

xn x Ln x0 x ,
( x0 x ) x .

ii.

xn x

xn x

L
xn xn 1
1 L

Ln
x1 x0 .
1 L

xn xn 1 = ( xn 1 ) ( xn 2 ) L xn 1 xn 2
xn xn 1 L xn 1 xn 2 = L ( xn 2 ) ( xn 3 ) L2 xn 2 xn 3
xn xn 1 Ln 1 x1 x0
,

xn x
iii.

xn x

xn x

Ln
x1 x0
1 L

L
Ln
xn xn 1
x1 x0
1 L
1 L

L
xn xn 1 (*) ,
1 L
(**) .

,
(*),
( xn ). (**)
n (
L, x0 x1 ).

. .

46

y=x

y = ( x)

( x2 )
( x1 )

( x0 )

x1

x0

x2

1: xn = ( xn 1 )

y = ( x)

y=x

x
x2

x0

x
x1

x3

2: xn = ( xn 1 )
, x , -
f ( x ) = 0 ( ):
9
, ,

a b

sgn ( f ( a ) ) sgn ( f ( b ) ) x ( a, b ) f ( x ) = 0 .

47

sgn ( f ( a ) ) sgn ( f ( b ) )
9
( ) [ a, b ]
9 x = ( x ) :

() [ a, b ] [ a, b ] , x [ a, b ] , ( x ) [ a, b ]
() x, y [ a, b ] , ( x ) ( y ) L x y 0 L < 1 ,
.
, (), C1 [ a, b ]
L max ( x ) . L < 1 .
x[ a ,b ]

{ xn }n

xn +1 = ( xn )

, x* ,

[ a, b ]

x0 [ a, b ] .
9 x0 , x0 =

a+b
,
2

{ xn }n

xn +1 = ( xn ) . xn +1 xn
.
,

xn +1 xn = ( xn ) ( xn 1 ) L xn xn 1

{ n }n

L < 1 ,

n xn xn 1

n +1 L n < n

. N

xN +1 xN ( N +1 ),

xn +1 x

L
L
L
xn +1 x
, n N
xn +1 xn
1 L
1 L
1 L

L
1 L

48

 C .
xn xn 1 ,

L
.
1 L

L
1
< 1 L < 1 L 2 L < 1 L < , < .
1 L
2
L 1

L

1 L

,
.

, ,
.

x0 { xn }n , C1 [ a, b ] ,
( x ) < 1 . , x0
[ a, b ]

.

1:

f ( x ) = 0 f ( x) = x 2 x

[0,1]. ?

f ( 0 ) = 0 20 = 1 < 0

x ( 0,1) :: f ( x ) = 0
1
1
f (1) = 1 2 = > 0

2
,

f ( x ) = 1 ( 1) ln ( 2 ) 2 x = 1 +

ln ( 2 )
> 0 x [0,1] , f
2x

.
x = ( x ) ( x ) = 2 x
[0,1], ' ( x ) = ln ( 2 ) 2 x

49

[0,1].

1
2

([0,1]) = ( 0 ) , (1) = ,1 [ 0,1] .

L max ' ( x ) = ln ( 2 ) max
x[0,1]

x[0,1]

1
= ln ( 2 ) 0.693 < 1 .
2x

xn +1 = 2 xn x0 [0,1] .
2: f ( x ) = x e x . f ( x ) = 0
[0.4,0.7].
:

f ( 0.4 ) = 0.4 e0.4 0.27 < 0

x ( 0.4, 0.7 ) :: f ( x ) = 0
0.7
f ( 0.7 ) = 0.7 e 0.20 > 0
, f ( x ) = 1 + e x > 0 , x ( 0.4, 0.7 ) f ( x ) x
x = ( x ) ( x ) = e x ' ( x ) = e x .

( 0.4 ) 0.67
( 0.7 ) 0.50

([ 0.4, 0.7 ]) [ 0.50, 0.67 ] [ 0.4, 0.7 ]

( x ) = e x e x < 1 e x < 1 1 < e x < 1 0 < e x < 1 x < 0 x > 0

x > 0 , ( x ) < 1 . [ 0.4, 0.7 ]
L max

x[0.4,0.7]

1
1
= 0.4 0.67 . xn +1 = ( xn ) x0 [0.4, 0.7] .
x
e
e

3: f ( x ) = x 2 2 x 3 x [1, 4]

f ( x ) = 0 . x x0 = 4 (
1 3).
:

50

f ( x = 1) = 1 2 3 = 4 < 0

x (1, 4 ) :: f ( x ) = 0
f ( x = 4 ) = 16 8 3 = 5 > 0

f ( x ) = 2 x 2 f ( x ) = 2 ( x 1) > 0 , x (1, 4 )
f [1, 4]
I [1, 4] .
3
a) x = 2 x + 3 , ( x ) = 2 x + 3 ,
b) x =
c)

x=

x2 3
x2 3
, ( x) =
2
2
3
3
, ( x) =
,
x2
x2

.
9 1

( x) =

1
2x + 3

( x ) < 1 1 <

1
1
<1 0 <
< 1 2 x + 3 > 1 2 x > 2 x > 1
2x + 3
2x + 3

x ( 1, ) ( x ) < 1 . , [1, 4] ( 1, )

xn +1 = ( xn ) [1, 4] [1, 4] . ,

(1) 2.23 ( 4 ) 3.31

[1,4] [1, 4] [ 2.23,3.31] [1, 4] .

9 2

( x ) = x ( x ) < 1 x < 1 1 < x < 1 , x0 = 4 .

9 3

51

( x) =

( x 2)

x = 2 . ( x ) < 1

1 <

( x 2)

<1 0 <

( x 2)

< 1 3 < ( x 2) ( x 2) > 3 x2 4x + 4 > 3

2

) (

x 2 4 x + 1 > 0 x , 2 3 2 + 3, + ( , 0.27 ) ( 3.73, + )

x0 = 4 .
x0 = 4
x* = 1 . x0 ( , 0.27 ) -1.

2.5.

{ xn }n

()

() , 0 C < 1 N

xn +1 x C xn x , n N ( n +1 C n )
p > 1 C > 0 N
p

xn +1 x C xn x ,

p = 2 :

p = 3 :

:
()

n N ( n +1 C n

()

, p ,

{ xn }n

x . , p ( p > 1 ),
q 1 q < p . p
.

. ,
xn x , n

n = xn x 0, n

52

 ()

n +1
.
np
n +1
= 0
n p
n

. lim

p . , p + a ( a > 0 ) ,
n +1 C n

n lim
n

n +1
n

p+a

n +1
n

C n

C lim n 0
a

p + a p .

. :

{ xn }n

lim

n +1
= . = 0
np

p . 0

p . 0
.

xn +1 = ( xn )

xn +1 x = ( xn ) ( x ) L xn x
L max ' ( x ) < 1 . ,
x[ a ,b ]

xn +1 x L xn x ,

{ xn }n

n 0

n +1 L n

, ,

, x . A xn x , n

n +1

L < 1 . n n +1 , n ?
n
n

, , C1 [ a, b ] ,

53

 [ a, b ] . ...

n xn x
( xn ) ( x ) = ( n ) ( xn x ) ( n ) =

lim ( n ) = lim
n

( xn ) ( x )
xn x

( xn ) ( x )
xn x

xn +1 x
( x ) = lim n +1
n x x
n
n
n

lim n = lim
n

( )

( )

, , x 0 x L < 1 p = 1 ,
.

2.6.
f ( x ) = 0 x = ( x )

xn = ( xn 1 ) , n > 0

(i)

n = xn x n 1 = xn 1 x

(ii)

1
n + x = ( n 1 + x ) n + x = ( x ) + n 1 ( x ) + n21 ( x ) + O ( n31 )
( ii )
2
(i )

C k [ a, b ] ,

1
2

n + x = ( x ) + n 1 ( x ) + n21 ( x ) +

1 k (k )
n 1 ( n 1 )
k!

( )

n 1 x xn 1 . x = x ,

1
2

n = n 1 ( x ) + n21 ( x ) +

1 k (k )
n 1 ( n 1 )
k!

(*)

( )

(*) x = 0 . k = 2

C 2 [ a, b ] , :
1
2

n = n21 ( n 1 )
lim

n 1

1
= ( n 1 ) lim 2n = lim ( n 1 )
2
n
2 n
n 1 2
n 1

n 1
1
= lim n 1 = ( x* )
2
n

2
n 1 2

54

H N
C >

n C n 1 , n N

1
( x* ) .
2

( )

x = 0 .

( x ) = ( x ) = ... = ( k 1) ( x ) = 0, ( k ) ( x ) 0

(**)

(*)

n =

1 k (k )
1
1
n 1 ( n 1 ) kn = ( k ) ( n 1 ) lim kn = lim ( k ) ( n 1 )
n
k!
k ! n
n 1 2
n 1

lim

n
1
1
= ( k ) lim n 1 = ( k ) ( x* )
k

n
n 1 k !
k!

k
C =

1 (k ) *
( x ) .
k!

(**)
.
2 3.
( p > 1 ) .

2.7.

Newton-Raphson

f ( x ) = 0 f ( x ) = 0 x = x + f ( x ) 0 , x = ( x )
( x)

( x ) = x + f ( x ) . ( x* ) = 0
p > 1 . ,

( x ) = 1 + f ( x )

( x ) = 0
*

1
=
f ( x* )

( )

f x* 0 x*
. ( x ) = x

55

f ( x)

f ( x )

 xn +1 = xn

f ( xn )

f ( x )

, x ! .

( )

. f x
xn +1 = xn

f ( xn )

f ( xn )
,
f ( xn )

( x ) = x

f ( x)
. ( x* ) = 0 ?
f ( x)

( )

x* = 0 .

f ( x* ) f '' ( x* )
f ' ( x ) f ( x ) f '' ( x ) f ( x ) f '' ( x )
*
'( x) = 1
+
=
'( x ) =
=0
2
2
2
f ( x)
f ( x )
f ( x )
f ( x* )

( )

f x* = 0 .
.
( Newton-Raphson).
2.7.1. Newton-Raphson

( x , f ( x ))
n

y = f ( x ) .

y = f ( xn ) + f ( xn )( x xn )
x ,

xn +1 y = 0 . ,
0 = f ( xn ) + f ( xn )( xn +1 xn ) f ( xn ) = f ( xn )( xn +1 xn ) xn +1 xn =
xn +1 = xn

f ( xn )

f ( xn )

f ( xn )
f ( xn )

(x

n +1

, f ( xn +1 ) )

xn + 2 . xk xk xk 1 < ,
. f ( xn ) 0 xn .

56

y = f ( xn ) + f ( xn )( x xn )

f ( xn )

xn + 2

xn +1

xn

Newton-Raphson Taylor

f ( x* ) = 0 . n = xn x* x* = xn n Taylor

xn

1
f ( x* ) = 0 f ( xn n ) = 0 f ( xn ) n f ( xn ) + n2 f ( n ) = 0
2
1
2

n f ( xn ) = f ( xn ) + n2 f ( n ) = 0 n xn x =
x = xn

f ( xn ) 1 2 f ( n )
,
n
f ( xn ) 2
f ( xn )

n xn x . n

1 ,
1
2

, n2

x xn

f ( xn ) 1 2 f ( n )
+ n

f ( xn ) 2
f ( xn )

f ( n )
f ( xn )

f ( xn )
f ( xn )
xn +1 = xn
.
f ( xn )
f ( xn )

57

1 ,

2.7.2 Newton-Raphson ( )

f:

x*

f ( x* ) = 0 , x , f ( x* ) 0 f

x . I
x x0 I ,

{ xn }n

f ( x )

.
, lim n +21 =
n
2 f ( x )
n

( x) = x

f ( x)
f ( x ) f ( x ) f ( x ) f ( x ) f ( x )
( x) = 1
+
=
2
2
f ( x)
f ( x)
f ( x )
f ( x )

f C 2 ( I ) , ( x ) =

f ( x ) f ( x )
f ( x )

x ,

max ( x ) L < 1 . , x I
xI

( x ) x = ( x ) ( x ) L x x x x
( x ) I . I ,
x0 I

{ xn }n

x , . ,

1
f ( xn ) = f ( x + n ) = f ( x ) + n f ( xn ) + n2 f ( n1 )
2
f ( xn ) = f ( x + n ) = f ( x ) + n f ( n 2 )

1
f ( x ) + n f ( x ) + n2 f ( n1 )
f ( xn )
f
x
(
)
n
2
xn +1 = xn
xn +1 x* = xn x*
n +1 = n

f ( xn )
f ( xn )

f ( x ) + n f ( n 2 )

n +1

n +1 =

2
n

1
1
f ( n1 )
f ( x ) f ( x )
f ( x )

n +1
2
2
lim 2 =
=
n
2 f ( x )
f ( x ) + n f ( n 2 )
f ( x )
n

f ( n 2 )

58

( )

f x* 0 , 2.
lim xn = x* lim n = 0
n

n1 n 2 xn , x*

lim n1 = lim n 2 = x* .
n

2.7.3. Newton-Raphson
() .
f ( x ) = 0 m > 1 ,

. g f ( x ) = x x

) g ( x)
m

( )

g x 0 .

f ( x ) = m ( x x )
f(

k)

m 1

g ( x ) + ( x x ) g ( x ) f ( x ) = 0
m

( x ) = 0,

k = 0,1, 2, , m 1

f(

m)

(x ) 0

Taylor f x

f ( xn ) = f ( x + n ) = f ( x ) + f ( x ) n +

+ f ( m 1) ( x )

nm 1

( m 1)!

+ f ( m ) ( n1 )

nm
m!

= f ( m ) ( n1 )

nm
m!

Taylor f x

f ( xn ) = f (

m)

( n 2 )

nm 1

( m 1)!

=0

n1 n 2 xn x* .
f m
x* .
( Taylor) :

59

 n +1 = n

lim f (

m)

f ( m ) ( n1 )
f ( m ) ( n 2 )

( n 2 ) =

f(

m)

nm

nm1

( m 1)!

( lim ) = f
n

m
m

f ( ) ( )
f ( ) ( )
= n 1 ( m ) n1 n +1 = 1 ( m ) n1
mf ( )
n
mf ( n 2 )
n2

m!

( m)

n2

lim f (

m)

(n1 ) =

f(

m)

( lim ) = f

( m)

n1

(x )
*

( x ) :
*

n +1
1
= 1 0 m 1 !
n
m
n

lim

f ( xn )
f ( xn )

xn +1 = xn m
.

(b) .
.

( x) =

m
f ( x)
. f ( x ) = ( x x ) g ( x ) , g ( x* ) 0
f ( x)

f ( x ) = m ( x x )

m 1

g ( x ) + ( x x ) g ( x )
m

( x x ) g ( x)
( x) =
m ( x x ) g ( x) + ( x x )
m

m 1

( )

x* =

( x x ) g ( x)
=
g ( x ) m g ( x ) + ( x x ) g ( x )

0
= 0 , x* .

m g (x )

( )

x . x 0 .
,

( x x ) g ( x ) m g ( x ) + g ( x ) + ( x x ) g ( x )
( x ) =

m g ( x) + ( x x ) g( x)
m g ( x ) + ( x x ) g ( x )

g ( x ) + ( x x ) g ( x )

( x ) =
*

g ( x* )

m g (x

0
m g ( x* )

60

1
0
m

 x* 1.
Newton-Raphson ,

xn +1 = xn

( xn )
( xn )

f ( x ) f ( x ) f ( x ) f ( x )
f ( x ) f ( x )

= 1
=
2
2
f ( x)
f ( x )
f ( x )
f ( x)

( x ) =

xn +1 = xn
1
,

f ( xn )
f ( xn )
f ( xn ) f ( xn )
= xn
2
f ( xn ) f ( xn )
( f ( x ) ) f ( x ) f ( x
f ( xn )

(
).
2.8. ( )
Newton-Raphson

xn +1 = xn

f ( xn )
f ( xn )

f ( xn )

f ( xn )

f ( xn ) f ( xn 1 )
xn xn 1

xn +1 = xn

f ( xn )( xn xn 1 )
f ( xn ) f ( xn 1 )

, , x0 x1 ,
f ( x0 ) f ( x1 ) . :

p =

1+ 5
1.62 < 2 ,
2

Newton-Raphon.

61

( x , f ( x )) ,
n

( x , f ( x ) ) , y = f ( x )
( x , f ( x ) ) . x . x
n 1

n 1

n +1

f ( x ) = 0 .

xn +1 xn < .

xn 1 , f ( xn 1 ) xn , f ( xn )

p ( x ) = y = f ( xn ) +

f ( xn ) f ( xn 1 )
( x xn )
( xn xn 1 )

x = xn , y = f ( xn )

x = xn 1 , y = f ( xn ) +

f ( xn ) f ( xn 1 )
( xn 1 xn ) = f ( xn 1 )
( xn xn1 )

(x

n +1

, p ( xn +1 ) ) = ( xn +1 , 0 ) . , y = 0 ,

f ( xn ) +

f ( xn ) f ( xn 1 )
f ( x )( x x )
( xn+1 xn ) = 0 xn +1 xn = n n n1
f ( xn ) f ( xn 1 )
( xn xn1 )

xn +1 = xn

f ( xn )( xn xn 1 )
f ( xn ) f ( xn 1 )

( )

62

y ( x)

y = f ( x)

f ( xn 1 )

f ( xn )

xn +1

xn

xn 1

: x f ( x ) = 0

( a, b )

x ( a, b ) ,

f C 2 ( a, b ) , f ( x ) 0 f ( x ) 0 . I x I ,
x0 , x1 I x0 x1

{ xn }n

xn +1 = xn

f ( xn )( xn xn 1 )
f ( xn ) f ( xn 1 )

x0 x1 x .
p =

1+ 5
1.62 .
2

,
( ) .

, . ,

Newton-Raphson

, ,
.

63

 3

3.1.

.
x , y z

a1 x + b1 y + c1 z = d1

a2 x + b2 y + c2 z = d 2
a x + b y + c z = d
3
3
3
3

(*)

ai , bi , ci di ( i = 1, 2, 3 ) , (*)
.
, ,
x , y z (*).


.
.

a1,1 x1 + a1,2 x2 + + a1,n xn = b1

a2,1 x1 + a2,2 x2 + + a2,n xn = b2

an ,1 x1 + an ,2 x2 + + an ,n xn = bn

a1,1 a1,2 a1,3 ... a1,n x1 b1

a2,1 a2,2 a2,3 ... a2,n x2 = b2
....................................... ... ...

an ,1 an ,2 an ,3 ... an ,n xn bn
A

A x = b . , A
b .
A , :
() n < 100
() 100 < n < 1000
() n > 1000
A

64

() -

()
.

.

.
3.2.

U x = b U
, b

n ,n

. :

u1,1 x1 + u1,2 x2 + u1,3 x3 + + u1, n xn = b1

u2,2 x2 + u2,3 x3 ++ u2,n xn = b2
u3,3 x3 ++ u3, n xn = b3
.........................................................
un 1, n 1 xn 1 + un 1,n xn = bn 1
un ,n xn = bn
U

( )

, -, det U 0 .

( ) u

, det U =

i =1

i ,i

-, ui ,i 0, i = 1, 2,3,..., n .

65



, xn , :

xn = bn un,n

-. 2
xn 1 :

xn 1 = ( bn 1 un 1,n xn ) un 1,n 1
3 xn 2
. k-
xn k +1 , k=1,2,3,,n.
O

, .
:
n

u
k =i

i ,k

xk = bi , i = 1, 2,3,..., n

2 :

ui ,i xi +

k =i +1

i ,k

xk = bi , i = 1, 2,3,..., n

xi ,
, :

66

xn = bn un ,n
n

xi = bi ui ,k xk ui ,i , i = n 1, n 2,...,1
k = i +1

3.3

L x = b L
x

n ,n

, b

= b1

1,1 1

x +

= b2

2,1 1

2,2 2

.....................................................................
= bn 1
n 1,1 x1 + n 1,2 x2 ++ n 1, n 1 xn 1
x

n ,1 1

n ,2 2

+ +

n , n 1 n 1

x = bn

n,n n

L
, -, det ( L ) 0 .

( )

, det L =

i =1

i ,i

-,

i ,i

0, i = 1, 2,3,..., n .

, x1 , :

67

x1 = b1 u1,1

-. 2

x2 :
x2 = ( b2

2,1 1

2,2

3 x3
. k-
xk , k=1,2,3,,n.
O

, .
:
i

k =1

i ,k

xk = bi , i = 1, 2,3,..., n

2 :
i 1

k =1

i ,k

xk +

x = bi , i = 1, 2,3,..., n

i ,i i

xi ,
, :

x1 = b1

1,1

xi = bi
k =i +1

i ,k

xk

i ,i

, i = 2,3,..., n

68

3.4.

Gauss

Gauss
,
.

det ( A ) 0 ,

. :
. A x = b
U x = b U
b

).
. , U x = b

x.
(
3.2). ,

. :
()

a1,1 0 , , k ,

( ak ,1 0 )
k .
A

(1)

ai(1)
i, j = 1, 2,..., n .
,j ,

(1)
(1)
(1)
a1,1
a1,2
a1,3
... a1,(1)n x1 b1(1)
(1)
(1)
(1)
(1)
(1)
a2,1 a2,2 a2,3 ... a2,n x2 b2

... =
....................................... ...
(1)
(2)
(1)
(1)
(1)
x
a2,1 an ,2 an ,3 ... an ,n n bn

() mi ,1 =

ai(1)
,1
(1)
a1,1

, i = 2,3,..., n .

() 1 mi ,1
i . i .

69

 i = 2,3,..., n .
:
(1)
(1)
(1)
a1,1
a1,2
a1,3
... a1,(1)n x1 b1(1)

(2)
(2)
a2,2
a2,3
... a2,(2)n x2 b2(2)
0

... = ...
.......................................

(2)
(2)
(2)
0
x bn(2)
a
a
...
a
n ,2
n ,3
n ,n n

A( 2)

b( 2)

1
(1)
,
a1,1

(1)
(1)
ai(2)
i, j = 2,3,..., n
, j = ai , j mi ,1a1, j ,

bi(2) = bi(1) mi ,1b1(1) , i = 2,3,..., n

.
() () ()
A

mi ,2 =

ai(2)
,2
(2)
a2,2

(2)

, i = 3, 4,..., n .

(2)
a2,2
= 0 () ,

(2)
k ,2

0, k = 3, 4,..., n

:
(1)
(1)
(1)
(1)
a1,1
a1,2
a1,3
... a1,(1)n x
1 b1

(2)
(2)
a2,2
a2,3
... a2,(2)n x2 b2(2)
0

(3)
0
a3,3
... a3,(3)n x3 = b3(3)
0
....................................... ... ...

(3)
(3)
(3)
0
0
an,3 ... an ,n xn bn

x
A(3)

b(3)

,
(2)
a2,2

70

(2)
(2)
ai(3)
i, j = 3, 4,..., n
, j = ai , j mi ,2 a2, j ,

bi(3) = bi(2) mi ,2b2(2) , i = 3, 4,..., n

() r-
A

( r +1)

x =b

( r +1)

, 1 r n 1 A

( r +1)

ai(,rj+1) = 0, j = 1, 2,..., r , i = r + 1, r + 2,.., n

( r +1)

(r )
(r )
ai , j = ai , j mi , r ar , j , i, j = r + 1, r + 2,..., n , r = 1, 2,..., n 1
(*)
( r +1)

= bi( r ) mi ,r br( r ) , i = r + 1, r + 2,..., n

bi
mi ,r = ai(,rr) ar( ,rr) , i = r + 1, r + 2,..., n
(*) Gauss.

ar( r,r) mi ,r .
n-2
(1)
(1)
(1)
a1,1
a1,2
a1,3
... a1,(1)n 1
a1,(1)n x b1(1)

1
(2)
(2)
(2)
(2)
x b (2)
0
a
a
...
a
a

2,2
2,3
2, n 1
2, n
2
2

(3)
(3)
(3)
0
a3,3 ... a3,n 1
a3,n x3 b3(3)
0

=
.......................................................... ... ...

( 1)
0
0
0 ... an( n1,1)n 1 an( n1,1)n xn 1 bn n1

( n 1)
an( n, n1) xn bn
0
0 ... an( n, n1)1
0
x

A( n1)

b( n1)

,
:
(1)
(1)
(1)
a1,1
a1,2
a1,3
... a1,(1)n 1
a1,(1)n x b1(1)

(2)
(2)
a2,2
a2,3
... a2,(2)n 1
a2,(2)n x2 b2(2)
0

(3)
(3)
(3)

b3(3)
x
0
0
a
...
a
a
3
3,3
3,
1
3,
n

=
.......................................................... ... ...

( n 1)
( n 1)
x
0
0
0 ... an 1,n 1 an 1, n n 1 bn( n11)

(n)
an( n,n) xn bn
0
0 ... 0
0
x
b( n )

A( n )

,
(n)

(n)

A x = b , A
.

(n)

(n)
(n)
U x = b, U A , b b

71

: ( 73 74
, , 5 ).
3.4.1. Gauss
,
.

ar( ,rr) , r = 1, 2,..., n 1 , ,

mi ,r

, .

. ,
, ,
. ()
() . ,

.
,
( ar( ,rr) , r = 1, 2,..., n 1 ) -
. ,
,
, -
. .


.

.


.
xr , xr +1 ,..., xn ,

r = 1, 2,..., n 1 .

Gauss ,

72



.
.
: ( 79 80
, , 5 ).
3.5.

LU

LU (Lower-Upper Decomposition)
Gauss. ,
A = L U U ,
Gauss L


Gauss.
(
).
A x = b

( L U ) x = b

L (U x ) = b .
y

y = U x . L y = b ,

y .
y = U x ,
U y
x .
Guass


.

73

 LU
, A x = b j , j = 1, 2,..., m
m

A . Gauss

,

A .
A
1

, A , n

A x j = e j ,

j = 1, 2,..., n A nxn -

, x j e j
n j
( e j , j = 1, 2,..., n

3.6.

).

Cholesky

. ,

4.
( . ,
3.5., 93-96, ,
, 5 ).

3.7.

( )

,
. n n
A :

74

 a1

A=

1
a2

a3

0
.

n 1 an 1
n

n 1

an

, ai , i = 1, 2,..., n
,

i , i = 1, 2,..., n 1 ,

i , i = 2,3,..., n
(

Ai , j = 0

j > i + 1

j < i 1 ).

. ,

, .

A x = f

n ,n

, x, f

. ai , i , i 0 , a1 > 1 , an > n
ai i + i , i = 2,3,..., n 1 . A

1 1
0 1
2

0 1
U =
.

3
.
0

A = L U

1 0

0
0
2
2

3 3 0
L=

.
.
.

n 1 n 1 0
0

n n

.
.

1 n 1

0 1

LU A = L U L
U

A x = f L U x = f L y = f .
y

75

 y ( L, f

).

U x = y
x ( U , y ). L U
.
.

L -
.
A . U
-
.

i , i = 1, 2,..., n 1 i , i = 1, 2,..., n .
A = L U . L, U
A :
1 1 1 = a1 .
1 2 11 = 1 1 = 1 1 .
1 k , k>2
0=0 .
2 1 .
2 2 21 + 2 = a2 2 = a2 21
2 3 2 2 = 2 2 = 2 2
2 k , k>3 .
....
k- k- k = ak k k 1
k- k+1- k = k k
....
n- n- n = an n n 1
:

76

1 = a1 , 1 = 1 1
k = 2,3,..., n 1:

k = ak k k 1

k = k k
(1)

n = an n n 1

O k 0,

k = 1, 2,..., n .

det ( A ) = det ( L U ) = det ( L ) det (U )

n
n

det ( L ) = k
det ( A ) = k
k =1
k =1

det (U ) = 1

A -,

det ( A ) 0

k =1

0 k 0, k = 1, 2,..., n .

A
k -.

1 = a1 0

1 = 1 1 = 1 a1 1 = 1 a1 = 1 a1 < 1 a1 > 1 . ,
, k 0, k < 1, 1 k n . k = 1 .
k 1 , k 1 0, k 1 < 1 . k .
(*)

k = ak k k 1 k = ak k k 1 ak k k 1 = ak k k 1 . :

ak k + k

k 1 < 1)

k
<1
k > k > 0 k
k
( ) ak k k

k ak k k 1 > ak k

k > 0 k < 1 .
A (1) .
LU

77

1 3
n
3

 (1) 2n
!
x = ( x y) + y x y + y x y x y

3.8.

(*)

n ,n

, x, b

A x = b ,

.
, A , .

{x }

(i )

i =1

, ,
*

, x .
.

{ }

lim x

(i )

=x

(i )
i =1

(i )

:
n

, x (ji ) ,

j = 1, 2,3,..., n ,

x , x *j , lim x (ji ) = x *j .
i

lim x
i

lim x
i

(i )

(i )

(i )

x = 0 , :

= x lim x x = 0
i

E . lim x
i

(i )

= x

+1 1 +1 1

, , , ,...
1 +1 1 +1

78

( i +1)

(i )

= x , i = 1, 2,..., n,

(0)

+1
=
1

.
*

1, x = .
1

3.8.1. Jacobi
A x = b ,
n

a
k =1

i 1

i ,k

xk = bi , i = 1, 2,3,..., n . 3 :

ai ,k xk + ai ,i xi +
k =1

k = i +1

i ,k

xk = bi , i = 1, 2,3,..., n

xi , :

xi =

1
ai ,i

i 1

+
b
a
x
i i ,k k ai , k xk , i = 1, 2,3,..., n
k =i +1
k =1

, ai ,i , A -.

Jacobi:

xi( m+1) =

i 1
n
1

bi ai ,k xk( m ) ai , k xk( m ) , i = 1, 2,3,..., n m = 0,1, 2,...

ai ,i
k =1
k =i +1

m .
, x

(0)

(0)

= 0 . x

( m +1)

(m)

< ,

,
.
3.8.2. H Gauss-Seidel
Gauss-Seidel
Jacobi ,
. Jacobi

79

 xi

xi( m +1) , i = 1, 2,..., i 1 Jacobi.

:

xi( m +1) =

i 1
n
1

bi ai , k xk( m +1) ai ,k xk( m ) , i = 1, 2,3,..., n m = 0,1, 2,...

ai ,i
k =1
k = i +1

, x

(0)

(0)

= 0 . , x

( m +1)

(m)

< ,

, Jacobi.
3.8.3. H (SOR)

SOR ( successive over relaxation)

Gauss-Seidel.
:

xi( m +1) =

i 1
n

( m +1)

b
a
x
ai ,k xk( m ) + (1 ) xi( m ) , i = 1, 2,...,3

i
i ,k k

ai ,i
k =1
k =i

.
0 < < 2 . 0 < < 1
1 < < 2
. = 1 GaussSeidel, .

3.9.

: A ai , j , 1 i, j n
ai ,i >

a
j =1
j i

i, j

, 1 i n .

: A
( ).

80

: A . ,
A x = 0 - .
,

m = max x j 0 . , y =
1 j n

1
x
m

1. k ,

k {1, 2,..., n} .
n

j =1

i , j y j = 0, 1 i n , i = k

j =1

k, j

y j = 0 ,
n

ak ,k yk + ak , j y j = 0

j =1
jk

=1

j =1
j k

j =1
j i

ak , k = ak , j y j ak ,k = ak , j y j

j =1
j k

j =1
j k

j =1
jk

ak ,k ak , j y j = ak , j y j ak , j

y j < 1, j = 1, 2,.., k 1, k + 1,..., n .

k- A y ak ,k

a
j =1
j k

k, j

.
.

A x = b . A
A = L + D + U :

81

L A
0
a
2,1
a3,1
, L =
...
an 1,1

an,1

.
...

...
0
a3,2
...
an 1,2
an ,2

0
...

an 1,3
an ,3

...
...
...
...
...

0
...
0
an ,n 1

D A ,
a1,1

D =

...

a2,2
a3,3
0

...
...
...

an 1,n 1

an ,n

U A

0 a1,2

, U =
0

a1,3 ... a1,n 1

a2,3 ... a2, n 1
0 ... a3,n 1
...

...
0

.
...
an 1,n

0
a1, n
a2,n
a3,n

(L + D +U ) x = b

x = D ( L + U ) x + D b

fJ
D x + ( L + U ) x = b D x = ( L + U ) x + b
GJ

( L + D ) x + U x = b ( L + D ) x = U x + b x = ( L + D )1 U x + ( L + D )1 b

G GS
f GS

x = GJ x + f J

(1a )

x = G GS x + f GS

(1b)

x
x

( m +1)
( m +1)

= GJ x

(m)

= G GS x

+fJ

(m)

+ f GS

(2a )
(2b)

, m=1,2,3,

SOR:

82

( m +1)

= G SOR x

(m)

(2 ) , m=1,2,3,

+ f SOR

G GS = D + L

f SOR = ( D + L ) b
1

(1 ) D U ,

(2) Jacobi /,
(2) Gauss-Seidel (2) SOR.
G J , G GS G SOR .
D , L + D , L + D

.
n

D ,

a
i =1

i ,i

, ai ,i 0 i {1, 2,..., n} ,

Jacobi, Gauss-Seidel SOR

A -.

( M N ) x = b M x = N x + b . M
1

x = M N x + M b

x = G x + b
( m +1)

=Gx

(m)

A A = M N

+ b,

m = 0,1, 2,... G

{ x}m=0

A x = b . .
:

( m +1)

=Gx

x = G x + b

(m)

+ b
( m +1)
(m)
x =G x x .
x

m=0 x
x

(2)

( (

x =G G x

(0)

))

(1)

x x

(1)

x =G x

(0)

x . m=1 x

(2)

(1)

x =G x x

(2)

x=G x

(0)

x .

(m)

x=G x
m

83

(0)

, .

(m)

x = G x
m

(0)

x G

(x

(0)

m lim x

(m)

lim x

(m)

(x

x x

(0)

(0)

x lim G
m

x lim G
m

. lim G
m

( ) lim x

(m)

lim x

(m)

(x

m
m

))

(0)

= 0 lim G = 0
m

x 0

x = 0

x
(0)

x .
:

( m +1)

= Gx
(0)

(m)

{x }

(m)
m =0

+ b A x = b

lim G = 0 G = M
m

, ,
:

() lim G = 0
m

() G < 1

( )

( )

() G < 1 G

G (

2).

84

 Jacobi Gauss-Seidel

G J = D ( L + U ) G GS = ( L + D ) U ,
1

A . Jacobi
Gauss-Seidel G J

< 1 G GS

< 1 .

,
.
( )
.

85

 4

4.1.

()
()
.


. ,

:
(i)
(ii)
(iii)
(iv) ( )
(i)

.

( xi , f ( xi ) ) , i = 1, 2,3,..., n .
,

3 .
(1)
(2) Lagrange
(3) Newton.
4.2.
: x0 , x1 , x2 ,..., xn
y0 , y1 , y2 ,..., yn

n + 1

. , p , n

( p Pn ) p ( xi ) = yi , i = 0,1, 2,3,..., n .

86

p ( x ) = a0 + a1 x + a2 x 2 + ... + an x n

a0 , a1 ,..., an
p ( xi ) = yi , i = 0,1, 2,3,..., n .
:

p ( x0 ) = a0 + a1 x0 + a2 x02 + ... + an x0n = y0

p ( x1 ) = a0 + a1 x1 + a2 x12 + ... + an x1n = y1
....

p ( xn ) = a0 + a1 xn + a2 xn2 + ... + an xnn = yn

:

1 x 0 x 02 x 30 .... x 0n a0 y0

2
3
n
1 x1 x1 x1 .... x1 a1 = y1
.................................... ... ...

1 x n x 2n x 3n .... x nn an yn
a

V a = y , V

n +1, n +1

, a

y
n +1

, y

n +1

V y

xi , yi , i = 0,1, 2,3,..., n . V
Vandermonde , Vandermonde,
n 1

det (V ) = ( xi x j ) = ( xi x j ) -,
i> j

j = 0 i = j +1

det (V ) 0 , x j , j = 0,1,.., n .
, ,
, a = V

y.

p Pn

f x0 , x1 ,..., xn . p .
4.3.
: n

f C n +1 [ a, b ] x0 , x1 , x2 ,..., xn

. p Pn f

87

f p

x [a, b], ( a, b )
f ( n +1)

max
( n + 1)! x[ a ,b ]

f ( n +1) ( )
f ( x) p ( x) =
( n + 1)!

i =0

( x x )

i =0

( x xi )

: x { x0 , x1 ,..., xn } ,

f ( x ) p ( x ) ,

( x x ) .
i

i =0

x { x0 , x1 ,..., xn } .
x [a, b] x { x0 , x1 ,..., xn } .

(t ) =

( t xi )

i =0

(xj ) =

( x x ) = 0 ,
j

i =0

j = 0,1, 2,..., n ( x ) =

( x x ) 0
i

x { x0 , x1 ,..., xn } .

i =0

(t ) = f (t ) p (t )

f ( x) p ( x)
(t )
( x)

t [ a, b] ,

x [ a, b] ,

x { x0 , x1 ,..., xn } . :
t = x0 , ( x0 ) = f ( x0 ) p ( x0 )
=0

t = x1 , ( x1 ) = f ( x1 ) p ( x1 )

f ( x) p ( x)
( x)

( x0 ) = 0
=0

f ( x) p ( x)
( x1 ) = 0
( x)
=0

=0

...
t = xn , ( xn ) = f ( xn ) p ( xn )
=0

t = x , ( x ) = f ( x ) p ( x )

f ( x) p ( x)
( xn ) = 0
( x)
=0

f ( x) p ( x)
( x) = 0
( x)

x0 , x1 , x2 ,..., xn , x
n+2. f , p, C n +1 [ a, b ] C n +1 [ a, b ] .

88

 Rolle, n+2 ,
n+1 , n , ... , ( n +1) 1 , ,

( n +1) ( ) = 0

(1)

( n +1) :

( n +1) ( t ) = f ( n +1) ( t ) p ( n +1) ( t )

f ( x ) p ( x ) ( n +1)

(t )
( x)

(2)

( t x ).
p n, n+1
:

p ( n +1) ( t ) = 0
(3)
, , = (t ) n+1
:

( n +1) ( t ) = ( n + 1) !
(4)
(2),(3) (4) :

( n +1) ( t ) = f ( n +1) ( t )

(1)
f ( x) p ( x)
f ( x) p ( x)
( n + 1)! ( n+1) ( ) = f ( n+1) ( )
( n + 1)! = 0
( x)
( x)

( x)

f ( n +1) ( )
( x) = f ( x) p ( x)
( n + 1)!

4.4.
4.4.1.

V a = y ( Gauss) a
.
4.4.2 Lagrange

89

 , :

p ( x) =

f ( x ) L ( x ) = f ( x ) L ( x ) + f ( x ) L ( x ) + ... + f ( x ) L ( x ) (*)
n

i =0

Li ( x ) Lagrange { x0 , x1 , x2 ,..., xn }
n

0, i j
(**)
Li ( x j ) = ij =
1, i = j

, p ( xi ) = f ( xi ) , i = 0,1, 2,..., n . (*) :
x = x0 , p ( x0 ) = f ( x0 ) L0 ( x0 ) + f ( x1 ) L1 ( x0 ) + ... + f ( xn ) Ln ( x0 ) = f ( x0 )
=1

=0

=0

x = x1 , p ( x1 ) = f ( x0 ) L0 ( x1 ) + f ( x1 ) L1 ( x1 ) + ... + f ( xn ) Ln ( x1 ) = f ( x1 )
=0

=1

=0

....
x = xn , p ( xn ) = f ( x0 ) L0 ( xn ) + f ( x1 ) L1 ( xn ) + ... + f ( xn ) Ln ( xn ) = f ( xn )
=0

=0

=1

(*)

Lagrange

(**)).

Lagrange. (**) Li

( x0 , 0 ) , ( x1 , 0 ) ,..., ( xi 1 , 0 ) , ( xi ,1) , ( xi +1 , 0 ) ,..., ( xn , 0 ) ,

n +1

n+1. n .

x0 , x1 ,..., xi 1 , xi +1 ,..., xn

Li ( x ) =

( x x )

j =0
i j

Li ( xi ) =

( x x ) = 1 = 1
i

j =0
i j

Li ( xi ) = 1 .

( x x ) .
i

j =0
i j

Lagrange Li ( x ) =

x xj

( x x ) ( x x ) = x x
j

j =0
i j

90

j =0
i j

j =0

 Lagrange :

p ( x) =

f ( xi ) Li ( x ), Li ( x ) =

i =0

x xj

x x
j =0
i j

4.4.3 Newton

saac Newton. n+1

( xi , fi ) , i = 0,1, 2,..., n

fi f ( xi ) ,
p Pn f ( x ) ,
:

p ( x ) = a0 + a1 ( x x0 ) + a2 ( x x0 )( x x1 ) + ... + an ( x x0 )( x x1 ) ... ( x xn 1 )
Newton.

. , ,
Lagrange, Newton
.
.
p ( xi ) = f i , i = 0,1, 2,..., n ,
:

p ( x0 ) = f 0 = a0
p ( x1 ) = f1 = a0 + a1 ( x1 x0 )
p ( x2 ) = f 2 = a0 + a1 ( x2 x0 ) + a2 ( x2 x0 )( x2 x1 )
...
p ( xn ) = f n = a0 + a1 ( xn x0 ) + a2 ( xn x0 )( xn x1 ) + ... + an ( xn x0 )( xn x1 ) ... ( xn xn 1 )
,
U a = f U

n +1, n +1

, a

91

n +1

, f

n +1

1 0
0
0
....

0
....
1 x1 -x 0 0
1 x 2 -x 0 (x 2 -x 0 )(x 2 -x1 ) 0
....

.................................................
1 x -x (x -x )(x -x ) (x -x )(x -x )(x -x ) ....
n
0
n
0
n
1
n
0
n
1
n
2

a0 f 0
a f
0 1 = 1
... ...

a f
U n,n n n
a
f

0
0

U n,n = (x n -x 0 )(x n -x1 )(x n -x 2 ) ... (x n -x n-1 ) .

, , U ,

det (U ) =

n +1

i ,i

U1,1 = 1 ,

i =1

i 2

U i ,i =

( x

i 1

x j ), i 2 , xi , i = 0,1,..., n

j =0

( )

, U i ,i 0 det U 0 . U a = f
( ). ,
U

( )

o O n 2
( n ).
Newton

.
Newton
.

ai , i = 0,1,..., n . ai

fj

x j , j = 0,1,..., i 1 .

a j = f x0 , x1 ,..., x j
. :

92

a0 = f [ x0 ] = f 0
a1 = f [ x0 , x1 ] =

f0
f1

x0 x1 x0 x1

a2 = f [ x0 , x1 , x2 ] =

f [ x0 , x1 ] f [ x1 , x2 ]
x0 x2

f0

f1

f2

( x0 x1 )( x0 x2 ) ( x1 x0 )( x1 x2 ) ( x0 x2 )( x2 x1 )

... .
xn Lagrange :
f [ x0 , x1 ,..., xn ] =

f [ x0 , x1 ,..., xn 1 ] f [ x1 , x2 ,..., xn ]
x0 xn

(divided differences) n
f x0 , x1 ,..., xn
:

x0

f[x0]
f[x0,x1]

x1

f[x0,x1,x2]

f[x1]

f[x0,x1,x2,x3]

f[x1,x2]
x2

f[x2]

f[x1,x2,x3]
f[x2,x3]

x3

f[x3]

pn ( x ) = f [ x0 ] + f [ x0 , x1 ] ( x x0 ) + f [ x0 , x1 , x2 ] ( x x0 )( x x1 ) + ... +
+ f [ x0 , x1 ,..., xn ] ( x x0 )( x x1 ) ... ( x xn 1 )

.
p = p ( x)

x. ,
, x.

93

(1, 0 ) , ( 1, 3) , ( 2, 4 )

.
:

+1

0
0 (3) 3
=
1 (1) 2

-1

3 7
2
3=5
1 2
6

-3
(3) 4 7
=
(1) 2 3

p2 ( x ) = 0 +

3
5
1
( x 1) + ( x 1)( x + 1) = ( 5 x 2 + 9 x 14 ) .
2
6
6

f = f ( x ) , .
f
() , () Lagrange () ewton (

).
.
?

94

f ( x = 3.0 )

xi

3.2

2.7

1.0

4.8

5.6

f ( xi )

22.0

17.8

14.2

38.3

51.7

: 4

( x , f ( x ))

p3 ( x ) = a3 x 3 + a2 x 2 + a1 x1 + a0 .
, :

a3 ( 3.2 ) + a2 ( 3.2 ) + a1 ( 3.2 ) + a0 = 22.0

3

a3 ( 2.7 ) + a2 ( 2.7 ) + a1 ( 2.7 ) + a0 = 17.8

3

a3 (1.0 ) + a2 (1.0 ) + a1 (1.0 ) + a0 = 14.2

3

a3 ( 4.8) + a2 ( 4.8) + a1 ( 4.8) + a0 = 38.3

3

( 3.2 )
1
( 2.7 )
1
(1.0 )
1
( 4.8)
1

( 3.2 )
2
( 2.7 )
2
(1.0 )
2
( 4.8)

( 3.2 ) a0 f0

3
( 2.7 ) a1 f1

=
3
(1.0 ) a2 f 2
a
f
3
( 4.8) 3 3
3

a1 = 16.1177 ,

a0 = 24.3499

a3 = 0.52748 ,

p3 ( x ) = 0.52748 x 3 + 6.49523 x 2 16.1177 x + 24.3499 ,

a2 = 6.49523 ,

f ( x = 3.0 ) p3 ( x = 3.0 ) = 20.212 .

(5.6, 51.7)
, :

p4 ( x ) = 0.255838 x 4 3.52078 x3 + 18.6885 x 2 36.1836 x + 34.96

f ( x = 3.0 ) p4 ( x = 3.0 ) = 20.2672 .
, 5x5
,

.

95

 Lagrange,
p3 ( x ) =

x xj

i =0

j =0
i j

L ( x ) f ( x ) = x x f ( x ) :
i

i =0

( x x1 )( x x2 )( x x3 ) f x + ( x x0 )( x x2 )( x x3 ) f x +
( )
( )
( x0 x1 )( x0 x2 )( x0 x3 ) 0 ( x1 x0 )( x1 x2 )( x1 x3 ) 1
( x x0 )( x x1 )( x x3 ) f x + ( x x0 )( x x1 )( x x2 ) f x
+
( )
( )
( x2 x1 )( x2 x1 )( x2 x3 ) 2 ( x3 x0 )( x3 x1 )( x3 x2 ) 3

p3 ( x ) =

f ( x = 3.0 ) p3 ( x = 3.0 ) = 20.212 .

p4 ( x ) =

i =0

j =0
i j

x xj

L ( x ) f ( x ) = x x f ( x ) .
i

i =0

Lagrange
,
- .

Newton, ,
:

3.2

22.0

22 17.8
= 8.4
3.2 2.7
2.7

8.4 2.11765
= 2.85561
3.2 1

17.8

17.8 14.2
= 2.11765
2.7 1
1.0

2.85561 2.01165
= -0.527475
3.2 4.8
2.11765 6.34211
= 2.01165
2.7 4.8

14.2
14.2 38.3
= 6.34211
1 4.8

4.8

38.3

2.01165 2.26258
= 0.0865276
2.7 5.6
6.34211 16.75
= 2.26258
1.0 5.6

38.3 51.7
= 16.75
4.8 5.6
5.6

51.7

0.255834

96

 .
p3 ( x ) = 22 + 8.4 ( x 3.2 ) + 2.85561( x 3.2 )( x 2.7 ) 0.527475 ( x 3.2 )( x 2.7 )( x 1.0 )

p4 ( x ) = p3 ( x ) + 0.255834 ( x 3.2 )( x 2.7 )( x 1.0 )( x 4.8 )

x = 3.0 p3 ( 3.0 )

20.212 p4 ( 3.0 ) 20.269 .

, p3 ( x ) p4 ( x )
:

65

data
p3(x)
p4(x)

60
55
50
45

f(x)

40
35
30
25
20
15
10
1

x
4.5. Runge

,
-
( ).

C. Runge 1901. f ( x ) =

97

1
, x [ 1, +1]
1 + 25 x 2

 pn ( x ) n , 0.726 < x < 1 .

p2 ( x ) , p5 ( x ) ( ) p10 ( x ) , p20 ( x ) ( ).

x j = 1 +

2
j , j = 0,1, 2,..., n .
n

-1,0

-0,5

0,0

0,5

1,0

1,25

1,00

f=1/(1+25x )

p2(x)

f,p2(x),p5(x)

0,75

0,50

0,25

0,00

-0,25

p5(x)

-0,50
-1,0

-0,5

0,0

0,5

1,0

-1,0

-0,5

0,0

0,5

1,0

1,25

1,00

f,p10(x),p20(x)

0,75
2

f=1/(1+25x )

0,50

0,25

0,00

p20(x)

-0,25

p10(x)
-0,50
-1,0

-0,5

0,0

0,5

98

1,0


n max
x[ a ,b ]

i =0

( x xi )

x j = a +

(b a )
n

j, j = 0,1, 2,..., n ,

, Chebyshev

2 j +1

, j = 0,1, 2,..., n ( :
2 n +1

x j = cos

Chebyshev [-1,1].
[a,b]
[-1,1]).
4.6. Hermite


, Hermite.

,

( xi , f ( xi ) ) , ( xi , f ( xi ) ) , i = 0,1, 2,..., n .

2(n+1)

2n+1
.

{ f ( x ) H
n

p( x) =

(1)
i

( x ) + f ( xi ) H i(2) ( x )}

(1)

i =0

H i(1) ( x ) , H i(2) ( x ) 2n+1

1, i = j
H i(1) ( x j ) = ij =
0, i j
dH i(1)
( xj ) = 0
dx

(2)

H i(2) ( x j ) = 0
1, i = j (3)
dH i(2)
x j ) = ij =
(
dx
0, i j

99

M :

H i(1) ( x ) = 1 2( x xi ) Li ( xi ) L2i ( x)

(4)
(2)
2
H i ( x ) = ( x xi ) Li ( x)
Li ( x ), i = 0,1, 2,..., n Lagrange f

{ x0 , x1 ,..., xn } .

(4)

(2) (3).

x = xi ,

H i(1) ( xi ) = 1 2( xi xi ) Li ( xi ) L2i ( xi ) = [1]12 = 1

Li ( xi ) = 1

x = xj ,

H i(1) ( x ) = 1 2( x j xi ) Li ( xi ) L2i ( x j ) = 1 2( x j xi ) Li ( xi ) 02 = 0

Li ( x j ) = 0 .
dH i(1) ( x )
= 2 Li ( xi ) L2i ( x) + 2 1 2( x xi ) Li ( xi ) Li ( x) Li ( x)

dx
x = x j ,

dH i(1)
( x j ) = 2 Li ( xi ) L2i ( x j ) + 2 1 2( x j xi ) Li ( xi ) Li ( x j ) Li ( x j ) = 0 Li ( x j ) = 0
dx
.

( )

, H i(2) x j = ( x j xi ) L2i ( x j ) = 0 Li ( x j ) = 0

dH i(2) ( x )
= L2i ( x) + ( x xi )2 Li ( x) Li ( x)
dx
dH i(2)
( xi ) = L2i ( xi ) + ( xi xi )2 Li ( x) Li ( x) = 12 = 1
dx
dH i(2)

x j ) = L2i ( x j ) + ( x j xi )2 Li ( x j ) Li ( x j ) = 0 Li ( x j ) = 0 .
(
dx
:
: [a, b]

xi , i = 0,1, 2,..., n

. Hermite p P2 n +1

p( xi ) = f ( xi ), p( xi ) = f ( xi ), i = 0,1, 2,..., n .

x [a, b] , (a, b)
f (2 n + 2) ( )
f ( x) p ( x) =
(2n + 2)!

i =n

( x xi )

(*)

f ( x) p ( x)

i =0

100

f (2 n + 2)

i =n

(2n + 2)!

max

x[ a ,b ]

(x x ) .
2

i =0

: x { x0 , x1 ,..., xn } (*)
p ( xi ) = f ( xi ), i = 0,1, 2,..., n . (*)
i =n

(x x )

x [a, b] x { x0 , x1 ,..., xn }

i =0

. , xi , i = 0,1, 2,..., n
, x0 < x1 < x2 < ... < xn .

x < x0 ,

()

()

x ( x j , x j +1 ) , j = 1, 2,3,..., n 1 () x > xn . () ,
.
n

(t ) =

(t x )
i

( x ) =

i =0

( x x )

=0

i =0

x { x0 , x1 ,..., xn } . (t ) =

dt

(t x ) = dt ((t x ) (t x ) ....(t x ) )
n

i =0

(t ) = 2 ( t x0 )( t x1 ) .... ( t xn ) + ( t x0 ) ( t x1 ) ... ( t xn ) + ... + ( t x0 ) ( t x1 ) .... ( t xn )

2

( x) = 0 x { x0 , x1 ,..., xn } .

2n+2 C 2 n + 2 [ a, b] .

x [a, b], x { x0 , x1 ,..., xn } ,

(t ) = f (t ) p(t )

(t ) = f (t ) p(t )

f ( x) p ( x)
(t ) . f , , p C 2 n + 2 [a, b]
( x)

C 2 n + 2 [a, b] . :
( x0 ) = f ( x0 ) p( x0 )
=0

( x1 ) = f ( x1 ) p( x1 )
=0

f ( x) p ( x)
(t ), t [a, b]
( x)

f ( x) p ( x)
( x0 ) = 0
( x)
f ( x) p ( x)
( x1 ) = 0
( x)
=0

....

101

 ( xn ) = f ( xn ) p( xn )
=0

f ( x) p ( x)
( xn ) = 0
( x)
=0

( x) = f ( x) p ( x)

f ( x) p ( x)
( x) = 0
( x)

0 , 1 ,..., n

x0 < 0 < x1 < 1 < ... < x j < j < x < j +1 < x j +1 < ... < xn 1 < n < xn

(i ) = 0, i = 0,1, 2,.., n (n+1 ).

:

( x0 ) = f ( x0 ) p( x0 )
=0

f ( x) p ( x)
( x0 ) = 0
( x)
=0

( x1 ) = f ( x1 ) p( x1 )
=0

f ( x) p ( x)
( x1 ) = 0
( x)
=0

....

( xn ) = f ( xn ) p( xn )
=0

f ( x) p ( x)
( xn ) = 0
( x)
=0

( xi ) = 0, i = 0,1, 2,..., n (n+1 )

2n+2

[ a, b] . Rolle

2n+1

, 2n , ..., (2 n + 2) ( a, b ) ,
(2 n + 2) ( ) = 0 . (2 n + 2) :

(2 n + 2) (t ) = f (2 n + 2) (t ) p (2 n + 2) (t )
0

(2 n + 2) (t ) = f (2 n + 2) (t )
f ( x) p ( x) =

f ( x) p ( x) (2 n + 2)
(t )

( x)
(2 n + 2)!

t =
f ( x) p ( x)
f ( x) p ( x)
(2n + 2)! 0 = f (2 n + 2) ( )
(2n + 2)!
( x)
( x)

( x)
f (2 n + 2) ( )
(2n + 2)!

.
.

102

f ( x) = 1 x .

1:

x0 = 1 , x1 = 2
Hermite. x=1.5.

f ( x0 ) = 1 x 0 = 1

f ( x1 ) = 1 x1 = 1 2 . ,

f ( x) = 1 x 2

f ( x0 ) = 1 x02 = 1 f ( x1 ) = 1 x12 = 1 4 . Hermite

:

{ f ( x ) H
n

p( x) =

(1)
i

( x ) + f ( xi ) H i(2) ( x )}

i =0

p( x) = f ( x0 ) H 0(1) ( x ) + f ( x1 ) H1(1) ( x ) + f ( x0 ) H 0(2) ( x ) + f ( x1 ) H1(2) ( x )

:

1
1
p( x) = H 0(1) ( x ) + H1(1) ( x ) H 0(2) ( x ) H1(2) ( x ) .
2
4

(1)
(1)
(2)
(2)
H 0 , H1 , H 0 , H1 ,

Lagrange f x0 , x1 . Li ( x ) =

j =0
i j

L0 ( x ) =

j =0
j 0

L1 ( x ) =

x xj

x x
1

x xj

x x
j =0
j 1

x xj

x x
i

x x1 x 1
=
= 1 x L0 ( x) = 1
x0 x1 1 2

x x0 x 2
=
= x 2 L1 ( x) = 1 .
x1 x0 2 1

n=1

2
2
H 0(1) ( x ) = 1 2( x x0 ) L0 ( x0 ) L20 ( x) = 1 2( x 1) ( 1) (1 x ) = ( 2 x + 3)(1 x )

H1(1) ( x ) = 1 2( x x1 ) L1 ( x1 ) L12 ( x) = 1 2( x 2) (1) ( x 2 ) = ( 3 2 x )( x 2 )

H 0(2) ( x ) = ( x x0 ) L20 ( x) = ( x 1)( 2 x )

H1(2) ( x ) = ( x x1 ) L12 ( x) = ( x 2 )( x 1)

p( x) =
3

1 3 3 2 13
x + x x + 3 . =3/2
4
2
4

1 3 3 3 13 3
3
3
3
p = + + 3 = f p = .
42 22
4 2
2
2
2

103

f p

f (4)

max
(2n + 2)! x[ a ,b ]

( x x )

i =0

f ( x) p ( x)

f (4)
4!

max ( x 1) ( x 2 ) .
x[1,2]

2
2: f ( x ) = 1 x + 2 .

x0 = 1 , x1 = 1
Hermite. x=0.
: n=1 Hermite

p ( x) = f ( x0 ) H 0(1) ( x ) + f ( x1 ) H1(1) ( x ) + f ( x0 ) H 0(2) ( x ) + f ( x1 ) H1(2) ( x ) (*)

f ( x ) = 2 x ( x 2 + 2 )

f ( x0 ) = f (1) = 1 3 ,

f ( x1 ) = f (1) = 1 3 ,

f ( x0 ) = f (1) = 2 9 , f ( x1 ) = f (1) = 2 9 . Lagrange

L0 ( x ) =

j =0
j 0

L1 ( x ) =

x xj

x x
1

j =0
j 1

x 1
1 x
1
x x1
L0 ( x) = . ,
=
=
2
2
x0 x1 (1) 1

x x0 x (1) x + 1
1
L1 ( x) = .
=
=
2
2
x1 x0 1 (1)

x xj

x x

( x 1)

1 1 x
( x ) = 1 2( x x0 ) L0 ( x0 ) L20 ( x) = 1 2( x + 1)
= ( x + 2)
4
2 2

(1)
0

( x + 1)

1 x + 1
H1(1) ( x ) = 1 2( x x1 ) L1 ( x1 ) L12 ( x) = 1 2( x 1)
= (3 2x )

4
2 2

(2)
0

( x ) = ( x x0 ) L ( x) = ( x + 1)

(2)
1

( x ) = ( x x1 ) L ( x) = ( x 1)

2
0

2
1

( x 1)

( x + 1)

104

1
4 4 x2
p ( x) = x 2 + =
.
9
9
9
f (0) p(0) =

x=0

(*)

p(0) =

4
9

1 4 1
= .
2 9 18

4.7. splines

( )
. ( 3
4 ) .
:
()
f C 2 [a, b] x0 = a , x1 = b .
()
f C 3 [a, b] x0 = a , x1 =

a+b
, x2 = b .
2

()
f C 3 [a, b] x0 = a , x1 = a +

1
2
( b a ) , x2 = a + ( b a ) .
3
3

() :

p( x) = f ( a ) +

f (b) f ( a )
( x a)
ba

f p

f
2

( x xi ) =
x[ a ,b ]
max

i =0

f
2

max ( x a )( x b )

x[ a ,b ]

,
g ( x ) = ( x a )( x b ) = ( x a )( b x ) ,
x [ a, b ] , .
,
g ( x) = ( x a ) + ( b x ) = x + a + b x = 2 x + ( a + b) .

105

g ( y ) = 0 2 y + (a + b) = 0 y =

a+b
.
2

g ( x ) = 2 < 0 x = y g ,

a + b (b a )
a+b

a b
g ( y ) = ( y a )( b y ) =
.
=
2
4
2

(b a )

max ( x a )( x b ) = max g ( x) =

x[ a ,b ]

f p1

f
8

(b a )

x[ a ,b ]

H
[a,b] .
()

a+b
a+b
f
f (a) 2 f
f (a)
+ f (b)
a+b
2
2

p2 ( x) = f ( a ) + 2
( x a) + 2
( x a ) x

2
2
ba

(b a )
( p2 ( a ) = f ( a ) ,

a+b
a+b
p2
= f
,
2
2

p2 (b) = f ( b ) ).

f p2

f
6

max

x[ a ,b ]

( x x ) =
i

i =0

f
6

a+b

max ( x a ) x
( x b)
2

x[ a ,b ]

a+b

( x a ) x 2 ( x b ) , x [a, ( a + b) / 2]
a+b

g ( x) = ( x a ) x
( x b) =
2

( x a ) x a + b ( b x ) , x [( a + b) / 2, b]

. :

a + b

a+b

2 x ( b x ) ( x a )( b x ) ( x a ) 2 x , x [a, ( a + b) / 2]

g ( x) =
x a + b ( b x ) + ( x a )( b x ) ( x a ) x a + b , x [( a + b) / 2, b]

2
2

106


a + b
a+b
x 4 x + 3 4 , x [a, ( a + b) / 2]

g ( x) =
x a + b x + 3 a + b , x [( a + b) / 2, b]

4
4

() . ,
:

f p3

(b a )
1296

f (4)

, b a ,
f
. [a,b]

. ,

[a,b]

2, 3 4 ?

[ a, b ]

: a x0 < x1 < x2 < ... < xn 1 < xn b m

S m ( ) = s C m 1[a, b] // s [ x

i 1 , xi ]

Pm

,
.

splines m .
m, [ xi 1 , xi ] .
S1 ( ) S3 ( ) .

S3 ( ) .

S3 ( ) = s C 2 [a, b] // s [ x

i 1 , xi ]

P3

2 [a,b],

[ xi 1 , xi ] , i = 1, 2,.., n .

si

[ xi 1 , xi ] ,

107

 s1 ( x),
s ( x),
2
...
s=
si ( x),
...

sn ( x),

x0 x x1
x1 x x2
xi 1 x xi

xn 1 x xn

s
s . :

s ( xi ) = f ( xi ) , i = 0,1, 2,..., n (1)

s C 2 [ a, b]
[a,b],
:

si ( xi +1 ) = si +1 ( xi ) , i = 1, 2,..., n 1 (2)
si ( xi ) = si +1 ( xi ) , i = 1, 2,..., n 1 (3)
si ( xi ) = si +1 ( xi ) , i = 1, 2,..., n 1 (4)
n+1 (1), 3*(n-1)
(2), (3) (4), 4n-2 . si

si ( x) = ai + i x + ci x 2 + di x 3 , xi 1 x xi 4
4*n . 2
.

: () s( x0 ) = f ( a ),

s( xn ) = f (b) , () s( x0 ) = f (a), s( xn ) = f (b) , ()

s( x0 ) = s( xn ) = 0 .
splines
.
.
:

f C 1[ a , b ] ,

: a x0 < x1 < x2 < ... < xn 1 < xn b

[a, b] . s S3 ( )

{s ( x ) = f ( x ) , s ( a ) = f ( a ) , s ( b ) = f ( b ) ,
i

i = 0,1, 2,..., n}

108

: s
,

s ( xi 1 ) = c0 + c1 xi 1 x = xi

s ( x) = c0 + c1 x .
s ( xi ) = c0 + c1 xi .

x = xi 1

c0 , c1 :

s ( x) =

1
si ( xi ) ( x xi 1 ) si ( xi 1 ) ( x xi ) , xi 1 x xi , hi xi xi 1 .
hi

, x = xi 1

s ( xi 1 ) =
si ( xi ) ( xi 1 xi 1 ) si ( xi 1 ) ( xi 1 xi ) = s ( xi 1 )

hi
hi

x = xi s ( xi ) =

1
s ( xi ) ( xi xi 1 ) s ( xi 1 ) ( xi xi ) = s ( xi ) .

hi
hi

spline, (4). :

s ( x) =

1
s ( xi ) ( x xi 1 ) s ( xi 1 ) ( x xi ) si ( x), xi 1 x xi , hi xi xi 1 (5)
hi

s ( x) =

1
s ( xi +1 ) ( x xi ) s ( xi ) ( x xi +1 ) si +1 ( x), xi x xi +1 , hi +1 xi +1 xi (6)
hi +1

x = xi (5) s ( xi ) = s ( xi ) si ( xi )
x = xi (6) s ( xi ) = s ( xi ) si +1 ( xi )
si ( xi ) = si +1 ( xi ) .
:

s ( x) =

1
3
3
si ( xi ) ( x xi 1 ) si ( xi 1 ) ( x xi ) + c2 x + c3
6hi

s :

s ( x) =

1
3
3
si ( xi ) ( x xi 1 ) si ( xi 1 ) ( x xi ) + c2 ( x xi 1 ) + c3 ( x xi )
6hi

, (1) :

109

1
3
3

s ( xi ) =
s ( xi ) ( xi xi 1 ) s ( xi 1 ) ( xi xi ) + c2 ( xi xi 1 ) + c3 ( xi xi ) = f ( xi )

6hi
hi
hi

s ( xi )hi3
s ( xi )hi f ( xi )
+ c2 hi = f ( xi ) c2 =
+
6hi
6
hi

s ( xi 1 ) =

1
3
3
s ( xi ) ( xi 1 xi 1 ) s ( xi 1 ) ( xi 1 xi ) + c2 ( xi 1 xi 1 ) + c3 ( xi 1 xi )

6hi
hi
hi

s ( xi 1 )hi3
s ( xi 1 )hi f ( xi 1 )
c3 hi = f ( xi 1 ) c3 =

6hi
6
hi

s ( x) =

f ( xi ) s ( x )h
1
3
3
i
i

s ( xi ) ( x xi 1 ) s ( xi 1 ) ( x xi ) +

6hi
6
hi

f ( xi 1 ) s ( x )h
i 1 i

hi
6

( x xi ) , xi 1 x xi

( x xi 1 ) +

()

s( x)

, (3), si ( xi ) = si +1 ( xi ) , i = 1, 2,..., n 1 .
:

s ( x ) =

f ( xi ) h s ( x ) f ( xi 1 ) h s ( x )
1
2
2
i
i 1
i

s ( xi ) ( x xi 1 ) s ( xi 1 ) ( x xi ) +
hi
hi

2hi
6
6

xi 1 x xi (7)

f ( xi +1 ) h s ( x ) f ( xi ) h s ( x )
1
2
2
i +1
i
i +1

i +1

s ( xi +1 ) ( x xi ) s ( xi ) ( x xi +1 ) +

h
h
2hi +1
6
6
1
1
i
+
i
+

xi x xi +1 (8)

s ( x ) =

x = xi (7)

f ( xi ) h s ( x ) f ( xi 1 ) h s ( x )
1
2
2
i
i 1
i

s ( xi ) ( xi xi 1 ) s ( xi 1 ) ( xi xi ) +
hi
hi

2hi
6
6

h s ( xi ) f ( xi ) f ( xi 1 ) hi s ( xi 1 )
s( xi ) = i
+
+
si ( xi ) , xi 1 x xi (9)
hi
3
6

s( xi ) =

x = xi (8)

110

 f ( xi +1 ) h s ( x ) f ( xi ) h s ( x )
1
2
2
i +1
i
s ( xi +1 ) ( xi xi ) s ( xi ) ( xi xi +1 ) +
i +1

i +1

hi +1
hi +1

2hi +1
6
6

h s ( xi ) f ( xi +1 ) f ( xi ) hi +1s ( xi +1 )
s( xi ) = i +1
+

si +1 ( xi ) , xi x xi +1 (10)
hi +1
3
6

s( xi ) =

A si ( xi ) = si +1 ( xi ) :

hi s ( xi ) f ( xi ) f ( xi 1 ) hi s ( xi 1 )
h s ( xi ) f ( xi +1 ) f ( xi ) hi +1s ( xi +1 )
+
+
= i +1
+

hi
hi +1
3
6
3
6
, :

f ( xi +1 ) f ( xi ) f ( xi ) f ( xi 1 )

hi s ( xi 1 ) + 2 ( hi + hi +1 ) s ( xi ) + hi +1s ( xi +1 ) = 6
(1)
hi +1
hi

hi = xi xi 1 , hi +1 = xi +1 xi , i = 1, 2,..., n 1

hi = hi +1 = h =

ba
, i = 1, 2,..., n 1 :
n

s ( xi 1 ) + 4 s ( xi ) + s ( xi +1 ) = 6

f ( xi +1 ) 2 f ( xi ) + f ( xi 1 )
h

, h=

ba
, i = 1, 2,..., n 1 (2)
n

n-1 n+1 , s ( xi ), i = 0,1, 2,..., n .

s ( a ) = f ( a ) s ( b ) = f ( b ) .
(7) i = 1, x = x0 = a :

s(a ) =

h1s ( x0 ) f ( x1 ) f ( x0 ) h1s ( x0 )
+
+
= f (a)
3
h1
6

6 f ( x1 ) f ( x0 )
f ( a ) (11)
2 s ( x0 ) + s ( x1 ) =
h1
h1

(8) i = n 1, x = xn = b

s(b) =

hn s ( xn ) f ( xn ) f ( xn 1 ) hn s ( xn 1 )
+
+
= f (b)
hn
3
6

s ( xn 1 ) + 2 s ( xn ) =

f ( xn ) f ( xn 1 )
6
f (b)
(12)
hn
hn

(1) (11) (12)

(2) (11) (12)

111

n+1 n+1 .
:

f ( xi +1 ) f ( xi ) f ( xi ) f ( xi 1 )

hi s ( xi 1 ) + 2 ( hi + hi +1 ) s ( xi ) + hi +1s ( xi +1 ) = 6

hi +1
hi

hi = xi xi 1 , hi +1 = xi +1 xi , i = 1, 2,..., n 1
2 s ( x0 ) + s ( x1 ) =

(1)

6 f ( x1 ) f ( x0 )
f (a)

h1
h1

f ( xn ) f ( xn 1 )
6
s ( xn 1 ) + 2 s ( xn ) = f ( b )

hn
hn

f ( xi +1 ) 2 f ( xi ) + f ( xi 1 )
ba
, h=
, i = 1, 2,..., n 1
2
h
n
( x1 ) f ( x0 ) f a
(2)
( )
h

f ( xn ) f ( xn 1 )
f (b)

s ( xi 1 ) + 4 s ( xi ) + s ( xi +1 ) = 6
2 s ( x0 ) + s ( x1 ) =

6 f

6
s ( xn 1 ) + 2 s ( xn ) =
h

(1), (2) .

:

0
0 0 .... 0 0
2 1

0 0 .... 0 0
h1 2 ( h1 +h 2 ) h 2
0 h
2 ( h 2 +h 3 ) h 3 0 .... 0 0
2

........................................................................

0
0 0 .... h n-1 2 ( h n-1 + h n )
0 0
0 0
0
0 0 .... 0 1

2 1 0 0 0 .... 0 0 0 s( x0 ) y0
1 4 1 0 0 .... 0 0 0 s( x ) y
1
1

0 1 4 1 0 .... 0 0 0 s( x2 ) y 2
=

...........................................
...

...

0 0 0 0 0 .... 1 4 1 s( xn 1 ) y n 1

0 0 0 0 0 .... 0 1 2 s( xn ) y n
J

0 s( x0 ) y0

0 s( x1 ) y1

0 s( x2 ) y2

=
...
...

h n s( xn 1 ) yn 1

2 s( xn ) yn

(1)

(1)

(1),

J a = y , (1), J a = y ,

, J J ,

112

. ,
(1) (1) , a = J

1
a = J y , , .

J J ,
(1) (1)

4(n+1)).
:
:

f C 1[ a , b ] ,

: a x0 < x1 < x2 < ... < xn 1 < xn b

[a, b] . s S3 ( )

{s ( x ) = f ( x ) , s ( a ) = f ( a ) , s ( b ) = f ( b ) ,
i

i = 0,1, 2,..., n}

:
.

0
0 0 .... 0 0
2 1

0 0 .... 0 0
h1 2 ( h1 +h 2 ) h 2
0 h
2 ( h 2 +h 3 ) h 3 0 .... 0 0
2

........................................................................

0
0 0 .... h n-1 2 ( h n-1 + h n )
0 0
0 0
0
0 0 .... 0 1

0 s( x0 ) f (a)

0 s( x1 ) y1

0 s( x2 ) y2

=
(2)
...
...

s( x ) y

hn
n 1

n 1
2 s( xn ) f (a)
a

1 0 0 0 0 .... 0 0 0 s( x0 ) f (a)

1 4 1 0 0 .... 0 0 0 s( x ) y
1
1

0 1 4 1 0 .... 0 0 0 s( x2 ) y 2
=

...........................................
...

...

0 0 0 0 0 .... 1 4 1 s( xn 1 ) y n 1

0 0 0 0 0 .... 0 0 1 s( xn ) f (b)
J

(2)

spline,
s S3 ( )

113

{s ( x ) = f ( x ) , s ( a ) = s ( b ) = 0,
i

i = 0,1, 2,..., n} .

(2) (2) ,
f ( a ) f (b) .
spline
(1), (1), (2) (2), ,
.
: f = 1 x . spline
f x0 = 1 , x1 = 1.5 x2 = 2 .
3 .
x = 1.25

x = 1.75 .
:

x0 , x1 , x2

f 0 = 1, f1 = 2 3, f 2 = 1 2 . f ( x) = 1 x 2 f ( x) = 2 x3
spline

s (1) = f (1) = 1, s ( 2 ) = f ( 2 ) = 1 4 ,
s (1) = f (1) = 2,

s ( 2 ) = f ( 2 ) = 1 4 ,

s (1) = s ( 2 ) = 0 .

, n = 2 h = ( b a ) n = ( 2 1) 2 = 1 2 .
. :

2 1 0 s( x0 ) y 0
1 4 1 s( x ) = y y = 6 2 3 1 1 = 4 ,
( )
1

0
1

1 2 1 2

0 1 2 s( x2 ) y 2
y1 =

6
6 1
2
6
1 22 3
f 2 f1 + f 0 ) =
2 + 1 = 4 , y 2 =
( 1 4 )
= 1.
2
2 ( 2
1 2
12
h
(1 2 ) 2 3

7
1
1
s( x0 ) = , s( x1 ) = , s( x2 ) = .
4
2
4

()
:

sa ( x ) =

3
2
1 10 x + 51x 96 x + 79, 1 x 3 2

24 2 x3 + 15 x 2 42 x + 52, 3 2 x 2

114

1 0 0 s( x0 ) y 0
1 4 1 s( x ) = y
1
1

0 0 1 s( x2 ) y 2
s( x0 ) = 2, s( x1 ) =
sb ( x ) =

y 0 = 2 ,

y1 = 4 ,

y 2 = 1 4 ,

7
1
, s( x2 ) = :
16
4

3
2
1
100 x + 492 x 883 x + 683, 1 x 3 2

192 12 x3 + 96 x 2 289 x + 386,

3 2 x2

1 0 0 s( x0 ) 0

1 4 1 s ( x1 ) = y1
0 0 1 s( x2 ) 0
y1 = 4 ( )

s( x0 ) = 0, s( x1 ) = 1, s( x2 ) = 0 :
3
2
1 x 3 2
1 4 x 12 x + 3 x + 17,
sc ( x ) =
3
2
12 4 x + 24 x 51x + 44, 3 2 x 2

3 splines f
:

115

1,0

1,2

1,4

1,6

1,8

2,0
1,0

1,0

1/x
sa
sb
sc

0,9

0,8

0,8

0,9

0,7

0,7

0,6

0,6

0,5

0,5
1,0

1,2

1,4

1,6

1,8

2,0

x
x = 1.25 f = 0.8 ,

sa

0.798177 , sb

0.795247 , sc

x = 1.75
, sa

0.571615 , sb

0.817708 .

f = 0.571429

0.572591 , sc

0.567708 .

116

 5

5.1.

( ) .

x

f
:

f ( x ) = lim

f ( x + h) f ( x)

h 0

f ( x ) = lim

f ( x) f ( x h)

h 0

,
,
:

f ( x)

f ( x + h) f ( x)
h

D+(1) f ( x),

f ( x)

f ( x) f ( x h)
h

D(1) f ( x), h << 1

h
,
,

Taylor. f
x , :

f ( x + h ) = f ( x ) + hf ( x ) +

f ( x + h) f ( x) h
h2
f ( x ) , x < x < x + h
f ( x ) f ( x ) =
2
h
2
D+(1) f ( x )

f ( x h ) = f ( x ) hf ( x ) +

f ( x) f ( x h) h
h2
+ f ( x ) , x h < x < x
f ( x ) f ( x ) =
2
h
2
D(1) f ( x )

, :

f ( x ) D+(1) f ( x) =
f ( x ) D(1) f ( x) =

h
f ( x ) , x < x < x + h
2

h
f ( x ) , x h < x < x
2

117

 ( x )
( ) , f

( x) =

[ x h, x + h ] ,

h
h
f ( x ) M , M max f ( y ) .
y [ x h , x + h ]
2
2

h
h 0 .

h
M
2

.


.
5.2.
4

. p Pn

{ x0 , x1 ,..., xn }

p ( x)

f ( x ) p(k ) ( x )

f ( k ) ( x ) , k = 0,1, 2,... .

f .

f ( x) p ( x) =

f ( n +1) ( x ) n
( x x j ) , x ( a, b ) .
( n + 1)!
j =0

f ( x ) p ( x ) =

( n +1)
( x ) n x x
d f

( j )
dx ( n + 1) ! j =0

f ( x ) p ( x ) =

1 d n
d
( n +1)
( x ) + ( x xi ) ( f ( n +1) ( x ) )
( x xi ) f
dx
( n + 1)! dx i =0
i =0

d
f ( n +1) ( x ) )
(
dx

x x .

xi { x0 , x1 ,..., xn }

118

f ( xi ) p ( xi ) =

f ( n +1) ( x ) n
( xi x j ) (*)
( n + 1)!
j =0
j i

Lagrange p ( x ) =

L ( x ) f ( x )
n

j =0

p ( x ) =

d n

=
L
x
f
x
p
x
(
)
( j )
( j ) L j ( xi ) f ( x j ) .
j
dx j =0
j =0

(*) :

f ( xi ) = L j ( xi ) f ( x j ) +
n

j =0

f ( n +1) ( x ) n
( xi x j )
( n + 1)!
j =0
i j

n+1

f ( xi )

( )

f x j , j = 0,1, 2,..., n . n = 2 .

, ,

f .

5.3.

.
. ,


.

( x h, f ( x h ) ) ,

( x, f ( x ) )

( x + h, f ( x + h ) )

, ,

f x , D (2) f ( x) .

D (2) f ( x) = af ( x h ) + bf ( x ) + cf ( x + h ) (1)

119

 a , b, c .
, 2
x , ,

( x ) f (2) ( x ) D (2) f ( x) (2)

, (1), :

( x ) f (2) ( x ) af ( x h ) bf ( x ) cf ( x + h ) (3)
,
Taylor x ,
f
x . :

( kh ) f (2) x + ( kh ) f (3) x + ( kh ) f (4) x + ...

kh
f ( x + kh ) = f ( x ) +
f ( x) +
(4)
( )
( )
( )
1!
2!
3!
4!
2

k = +1, 1 , :

f ( x + h ) = f ( x ) + hf ( x ) +

h 2 (2)
h3 (3)
h 4 (3)
f ( x) +
f ( x) +
f ( x ) + ... (5)
2
6
24

f ( x h ) = f ( x ) hf ( x ) +

h 2 (2)
h3 (3)
h 4 (4)
f ( x)
f ( x) +
f ( x ) + ... (5)
2
6
24

2 , (3),
f ( x ) , f ( x ) , f (2) ( x ) , f (3) ( x ) ,... :

( x ) ( a + b + c ) f ( x ) + ( ah ch ) f ( x ) + 1 a

h2
h2
c f (2) ( x ) +
2
2

h
h
h
h
+ a c f (3) ( x ) a + c f (4) ( x ) + ...
6
24
6
24
3

(6)

x . ,
(
f ). , (6)

:

120

f ( x ) , f ( x ) , f (2) ( x ) ,


1 1

: h 0
h2

0
2

a+b+c = 0
ah ch = 0
h2
h2
a + c =1
2
2

1 a 0

-h b = 0 .
h 2 c 1
2

, -
-.

h3 h 0 .

a =

D (2) f ( x ) =

1
2
1
, b = 2 , c = 2 (1) :
2
h
h
h

f ( x h) 2 f ( x) + f ( x + h)
h2

(6) :

( x) (a + c)

h 4 (4)
1 h 4 (4)
h 2 (4)
f ( x ) + ... = 2
f ( x ) + ... =
f ( x ) + ...
24
h 12
12

a = c

f (3) ( x ) (: ).
(
). Taylor 5
:

( x)

h 2 (4)
f ( x ) , x h < x < x + h
12

h 2
2 . , f (4) ( x )

( x) =

[ x h, x + h ]

h 2 (4)
h2
f ( x ) M , M max f (4) ( y )
x h y x + h
12
12

h2
M 0 . ,
12 h0

. ,
.

D (2) f ( x) fl ( D (2) f ( x) ) .

D (2) f ( x)

121

f ( x h ) , f ( x ) , f ( x + h ) f 1 fl ( f ( x h ) ) , f 0 fl ( f ( x ) )

f +1 fl ( f ( x + h ) ) 1 f ( x h ) fl ( f ( x h ) ) ,

0 f ( x ) fl ( f ( x ) ) , 1 f ( x + h ) fl ( f ( x + h ) ) .
D (2) f ( x) =

(f

) (

) (

+ 1 2 f 0 + 0 + f +1 + +1
2

2
0 + +1
D (2) f ( x) = D (2) f ( x) 1
h2

)=D

(2)

f ( x) +

1 2 0 + +1
h2

1 2 0 + +1

h2

2
2 0 + +1
2 0 + +1
h (4)
f ( x ) + 1
( x ) = f (2) ( x ) D (2) f ( x) + 1
( x) =
2
12
h
h2
( x ) f (2) ( x ) D (2) f ( x) = f (2) ( x ) D (2) f ( x)

( x) =
( x)

+ 2 0 + +1
2 0 + +1 h2
1 2 0 + +1 h 2
h 2 (4)
f ( x ) + 1
M

+
M + 1

2
2
h
h
h2
12
12
12

h2
4
M + 2 , M max f (4) ( y ) , max { 1 , 0 , +1 }
x h y x + h
12
h

g ( h) =

h
8
M 3
6
h

g ( h ) =

g ( h) =

h2
4
M+ 2
12
h

1
24
M + 4 > 0 h > 0 .
6
h

g ( h* ) =

14

h*
8
48
M *3 = 0 h* =

6
h
M

g = g ( h )
, g , .

.
(1)
, D f ( x ) =

f ( x + h) f ( x h)
2h

,
.
: (5) (5)

122

h2
h3
h2
h3

+
+
+
+

f
x
hf
x
f
x
f
x
...
f
x
hf
x
f
x
f ( x ) + ...
( )
( )
( ) ( )
( )
( )
( )
2
6
2
6

D (1) f ( x ) =
2h

D (1) f ( x ) =

f ( x ) D (1) f ( x ) =
( x)

( x) =

h3
f ( x ) + ...
h2
6
D (1) f ( x ) = f ( x ) +
f ( x ) + ...
2h
6

2hf ( x ) + 2

h2
h2
f ( x ) + ... ( x) =
f ( x ) + ... . , 3
6
6

[x-h,x+h]

h2
f ( x ) , x h < x < x + h (
6

) .

D (1) f ( x) D (1) f ( x) fl D (1) f ( x) .

( ) ( x) =

1
h2
f ( ) + 1

6
2h

( x)

h2

M + , M max f (3) ( y ) , max { 1 , 1 }

y[ x h , x + h ]
h
6

.
.
g ( h ) =
g ( h ) =

h2

M+
6
h

1
2
M 2 g ( h ) = M + 3 > 0 h > 0
3
h
3
h

M .
13

h*

3
g ( h ) = M *2 = 0 h* =

3
h
M
*

g .

:
()
xi

123

()
xi
() ,
xi .
,

. ()
, () (
)
() h* .
5.3.1. .
.

f ( xi ) =

f ( xi +1 ) f ( xi )
+ O ( h)
h

f ( xi ) =

f ( xi + 2 ) + 4 f ( xi +1 ) 3 f ( xi )
+ O (h 2 )
2h

f ( xi ) =

f ( xi + 4 ) +

16
25
f ( xi +3 ) 12 f ( xi + 2 ) + 16 f ( xi +1 )
f ( xi )
3
3
+ O(h 4 )
4h

f ( xi ) =

f ( xi + 2 ) 2 f ( xi +1 ) + f ( xi )
+ O ( h)
h2

f ( xi ) =

f ( xi +3 ) + 4 f ( xi + 2 ) 5 f ( xi +1 ) + 2 f ( xi )
+ O(h 2 )
2
h

f ( xi ) =

10 f ( xi + 5 ) + 61 f ( xi + 4 ) 156 f ( xi + 3 ) + 214 f ( xi + 2 ) 154 f ( xi +1 ) + 45 f ( xi )

+ O(h 4 )
12h 2

f ( xi ) =

f ( xi +3 ) 3 f ( xi + 2 ) + 3 f ( xi +1 ) f ( xi )
+ O ( h)
h3

f ( xi ) =

3 f ( xi + 4 ) + 14 f ( xi + 3 ) 24 f ( xi + 2 ) + 18 f ( xi +1 ) 5 f ( xi )
+ O (h 2 )
2h 3

f ( xi ) =

15 f ( xi + 6 ) + 104 f ( xi + 5 ) 307 f ( xi + 4 ) + 496 f ( xi + 3 ) 461 f ( xi + 2 ) + 232 f ( xi +1 ) 49 f ( xi )

+ O (h 4 )
8h 3

124

5.3.2. .

f ( xi ) =

f ( xi ) f ( xi 1 )
+ O ( h)
h

f ( xi ) =

3 f ( xi ) 4 f ( xi 1 ) + f ( xi 2 )
+ O(h 2 )
2h

25
16
f ( xi ) 16 f ( xi 1 ) + 12 f ( xi 2 )
f ( xi 3 ) + f ( xi 4 )
3
3

+ O (h 4 )
f ( xi ) =
4h
.

f ( xi ) =

f ( xi ) 2 f ( xi 1 ) + f ( xi 2 )
+ O ( h)
h2

f ( xi ) =

2 f ( xi ) 5 f ( xi 1 ) + 4 f ( xi 2 ) f ( xi 3 )
+ O(h 2 )
2
h

45 f ( xi ) 154 f ( xi 1 ) + 214 f ( xi 2 ) 156 f ( xi 3 ) + 61 f ( xi 4 ) 10 f ( xi 5 )

+ O(h 4 )
12h 2

f ( xi ) =

f ( xi ) =

f ( xi ) 3 f ( xi 1 ) + 3 f ( xi 2 ) f ( xi 3 )
+ O (h)
h3

f ( xi ) =

5 f ( xi ) 18 f ( xi 1 ) + 24 f ( xi 2 ) 14 f ( xi 3 ) + 3 f ( xi 4 )
+ O(h 2 )
2h 3

f ( xi ) =

49 f ( xi ) 232 f ( xi 1 ) + 461 f ( xi 2 ) 496 f ( xi 3 ) + 307 f ( xi 4 ) 104 f ( xi 5 ) + 15 f ( xi 6 )

+ O(h 4 )
8h3

5.3.3.
.

f ( xi ) =

f ( xi +1 ) f ( xi 1 )
+ O(h 2 )
2h

f ( xi ) =

f ( xi + 2 ) + 8 f ( xi +1 ) 8 f ( xi 1 ) + f ( xi 2 )
+ O(h 4 )
12h

f ( xi ) =

f ( xi +1 ) 2 f ( xi ) + f ( xi 1 )
+ O(h 2 )
h2

f ( xi ) =

f ( xi + 2 ) + 16 f ( xi +1 ) 30 f ( xi ) + 16 f ( xi 1 ) f ( xi 2 )
+ O(h 4 )
2
12h

125

f ( xi ) =

f ( xi + 2 ) 2 f ( xi +1 ) + 2 f ( xi 1 ) f ( xi 2 )
+ O (h 2 ).
3
2h

f ( xi ) =

f ( xi + 3 ) + 8 f ( xi + 2 ) 13 f ( xi +1 ) + 13 f ( xi 1 ) 8 f ( xi 2 ) + f ( xi 3 )
+ O(h 4 )
3
8h

126

 6

6.1

b

, , I ( f ) = f ( x ) dx
a

f :[a, b]

[,b],

: a x1 < x2 < ... < xn < xn +1 b ,

, [a,b] n
. :
b

x2

x3

xn+1

x1

x2

xn

I ( f ) = f ( x ) dx = f ( x ) dx + f ( x ) dx + ... +
I1 ( f )

I2 ( f )

n xi+1

f ( x ) dx =

i =1 xi

f ( x ) dx = I i ( f )
i =1

In ( f )

I i ( f ) .

.
.
,
, .
6.2.
.
,
. .

[ xi , xi+1 ]

yi = xi +

xi +1 xi xi + xi +1
=
2
2

,
,

1,

I i ( f ) ( xi +1 xi ) f ( yi )

I i ( f ) hi f ( yi ) = Ri ( f ) , i = 1, 2,..., n . ,

R ( f ) , :

127

i =1

i =1

R ( f ) = Ri ( f ) = hi f ( yi ) , hi = xi +1 xi , yi = ( xi +1 + xi ) 2

n
x +x
R ( f ) = ( xi +1 xi ) f i +1 i
2
i =1

:
n
x +x
R ( f ) = h f i +1 i
2
i =1

, h ( b a ) n

,
. Taylor f
yi ,
:

f ( x ) = f ( yi ) + ( x yi ) f ( yi ) +

( x yi )
2

f ( yi ) +

( x yi )

f ( yi ) + ...

xi xi +1 :
xi+1

f ( x ) dx =

xi

xi+1

f ( yi ) dx +

xi

Ii ( f )

xi +1

( x yi ) f ( yi ) dx +

xi+1

xi

xi

( x yi )
2

f ( yi ) dx +

xi+1

xi

( x yi )
6

f ( yi ) dx + ...

Ri ( f )

I i ( f ) Ri ( f ) = f ( yi )

xi+1

xi

i ( f )

f ( yi )
( x yi ) dx +
2

xi+1

(x y )

xi

f ( yi )
dx +
6

xi+1

(x y )
i

dx + ...

xi

i ( f ) ,
.
:
xi+1

(x y )
i

xi

p
0,
1
1
p +1 xi+1
p +1
p +1

p +1
dx =
( x yi ) x =
( xi +1 yi ) ( xi yi ) = hi
p +1
p +1
i
2 p ( p + 1) , p

f ( yi ) 3 f (4) ( yi ) 5
(f)=
hi +
hi + O ( hi7 ) (*)
24
1920
R
i

R ( f ) :

128

R ( f ) iR ( f ) =
i =1

1 n
1 n (4)
3

+
f
y
h
f ( yi ) hi5 + O ( hi7 ) = E + F + O.Y .T .
(
)
i i 1920
24 i =1
i =1
E

... ,
. hi << 1 hi3 << hi5 :

R( f ) E R E =
M n 3
hi ,
24 i =1

1 n
1
f ( yi ) hi3 =

24 i =1
24

i =1

1 n
f ( yi ) hi3
24 i =1

a x b

ba

n

h
i =1

3
i

= nh3

M b a M (b a ) b a
M
R

n
n
( b a ) h2 (**)
=

24 n 24
24
n n
3

f ( yi ) hi3

M max f '' ( x )

hi h =

(*) , , 3
( ) 2 . (**)
h ,
,
, . (**) max =

hmax =

M
( b a ) h2 h
24

24

M (b a )

24
. M
M (b a )

f . M = O(1)

hmax , hmax

24
.
ba

2hmax hmax 2

. , hmax .
6.3.

129

2,

Ii ( f )

xi +1 xi
( f ( xi ) + f ( xi +1 ) ) = Ti ( f ) , i = 1, 2,..., n .
2

, T ( f ) , :
n
n
x x

T ( f ) = Ti ( f ) = i +1 i ( f ( xi ) + f ( xi +1 ) )
2

i =1
i =1

:
n
h

T ( f ) = f ( x1 ) + 2 f ( xi ) + f ( xn +1 ) , h ( b a ) n
2
i=2

, .
Taylor f yi =

f ( x ) = f ( yi ) + ( x yi ) f ( yi )

( x yi )
+

f ( yi )

( x yi )
+

xi + xi +1
:
2

f ( yi ) + ...

x = xi x = xi +1 , :

f ( xi ) = f ( yi )

hi
h2
h3
h4
f ( yi ) + i f ( yi ) i f ( yi ) + i f (4) ( yi ) + ...
2
8
48
384

f ( xi +1 ) = f ( yi ) +

hi
h2
h3
h4
f ( yi ) + i f ( yi ) + i f ( yi ) + i f (4) ( yi ) + ...
2
8
48
384

hi xi +1 xi . :

h2
h4
1
f ( xi ) + f ( xi +1 ) ) = f ( yi ) + i f ( yi ) + i f (4) ( yi ) + ...
(
2
8
384
[ xi , xi +1 ] :

( xi +1 xi )
2

3
i

h
( f ( x ) + f ( x )) = h f ( y ) + 8
i

Ti ( f )

i +1

f ( yi ) +

Ri ( f )

hi5 (4)
f ( yi ) + ...
384

I i ( f ) Ri ( f ) =

f ( yi )
24

h +
3
i

f (4) ( yi )
1920

hi5 + O ( hi7 )

(4)
3
h5
f ( yi ) 3 f ( yi ) 5
h
Ti ( f ) = I i ( f )
hi +
hi + O ( hi7 ) + i f ( yi ) + i f (4) ( yi ) + ...
1920
384
24
8

, ,

130

 iT ( f ) I i ( f ) Ti ( f ) =

f ( yi ) 3 f (4) ( yi ) 5
hi
hi + O ( hi7 ) ...
12
480

1 n
1 n (4)

f
y
h
f ( yi )hi5 + O.Y .T . = 2 E 4 F + O.Y .T .
4
(
)

i
i

24 i =1
1920 i =1

T ( f ) iT ( f ) = 2
i =1

:
n

T ( f ) iT ( f )
i =1

T ( f )

1 n
1
f ( yi ) hi3 ) T ( f )
(

12 i =1
12

1
( f ( y ) h ) 12 f ( y ) h
n

i =1

3
i

i =1

3
i

M n 3
f ( x )
hi , M xmax
[ a ,b ]
12 i =1

hi h =

ba

n

h
i =1

3
i

= nh3

M
M
M baba
M
T
2
2
( f ) nh3 = n

= ( b a ) h 12 ( b a ) h .
12
12
n n 12
T

,
2, 3.
, , h

.

12

M (b a )

hmax =

M hmax

R ( f ) E + F

12
.
ba

T ( f ) 2 E 4 F

)

. hi << 1, F << E

T ( f ) I ( f ) T ( f ) 2 E
E

R ( f ) I ( f ) R( f ) E

I( f )

1
(T ( f ) R( f ) ) .
3

, E .

131

6.4. Simpson

. :

R ( f ) I ( f ) R( f ) E + F 2 I ( f ) 2 R( f ) 2 E + 2 F

3I ( f ) 2 R ( f ) T ( f ) 2 F

T ( f ) I ( f ) T ( f ) 2 E 4 F

I( f )

1
2
( 2 R( f ) + T ( f ) ) F
3
3

,
Simpson,

S( f ) =

1
( 2 R( f ) + T ( f ) ) ,
3

2
F .
3
:

S( f )=

1 n
hi f ( xi ) + 4 f
6 i =1

xi + xi +1

+ f ( xi +1 )
2

2 1 n
1
f (4) ( yi ) hi5 ) S ( f )
(

3 1920 i =1
2280
n
M
S ( f )
f (4) ( x ) .
hi5 , M xmax
[ a ,b ]
2280 i =1

1
( f ( y ) h ) 2280
n

S ( f )

(4)

i =1

5
i

i =1

f (4) ( yi ) hi5

yi = ( xi + xi +1 ) 2, i = 1, 2,..., n ,

n :
n ,2
n 1,2
h

S ( f ) = f ( x0 ) + 2 f ( xi ) + 4 f ( xi ) + f ( xn ) , n
3
i =2
i =1

( )
S
( f

M (b a ) 4
h .
180

Simpson 5 4 .
,

14

hmax

180
=
. M
M (b a )

132

14

hmax

180

,
ba

2hmax hmax 2
,
.
, ,
p + 1

p . ,

M
( b a ) h2 ,
24

M
M
( b a ) h 2 , S ( b a ) h4
12
180

. ,
max,h = ch p p
c a, b, M h .
,
h 2 max, h / 2 = c ( h 2 )

c .

max,h / 2 c ( h 2 )
=
= 2 p . ,
p
max,h
ch
p

, p = 2 , 22 = 1 4
h .
Simpson, p = 4 ,

24 = 1 16 , h 16
.
1

1: I = e 0.4 x dx
0

, Simpson.
, n = 2 .
.

133

: n = 2 h =

b a 1 0
=
= 0.5 . :
n
2

() :
2
x +x
R = h f i +1 i
2
i =1

1 x2 + x1
+
= f
2 2

x + x 1
f 3 2 = { f ( 0.25 ) + f ( 0.75 )}
2 2

f ( 0.25 ) = e 0.40.25 0.904837 f ( 0.75 ) = e 0.40.75 0.740818

R = 0.822828
() :
n
h
12
T = f ( x1 ) + 2 f ( xi ) + f ( xn +1 ) =
( f ( x1 ) + 2 f ( x2 ) + f ( x3 ) )
2
i=2
2

f ( x1 ) = e 0.4 x 0.0 = 1 , f ( x2 ) = e 0.4 x 0.5 = 0.813731 f ( x3 ) = e 0.4 x1.0 = 0.67032

T = 0.826945
() Simpson:

1
( 2 R + T ) = 0.8242
3

S=

1
1
(T R ) = ( 0.826945 0.822828) = 0.00137252
3
3

R E = 0.00137252 T 2 E = 0.00274504
:
1

I = e 0.4 x dx =
0

R I R = 0.001372

1 0.4 x
e
0.4

T I T = 0.00274539

x =1
x =0

= 0.8242

S I S = 0 .

2: ,
R
T
S
nmin
, nmin
nmin
, 5

, Simpson, ,
1

I = e x dx .
2

: :

134

2
M
R
=
( b a ) ( h R ) < hmax
24

24
, M max f ( x) (*)
x[0,1]
(b a ) M

2
M
T
=
( b a ) ( hT ) < hmax
12

12
, M max f ( x) (**)
x[0,1]
(b a ) M

4
M
S
=
( b a ) ( h S ) < hmax
180

180
, M max f (4) ( x) (***)

x[0,1]
(b a ) M

a = 0 , b = 1 5 = 5 106 .

R
hmax
=

f ( x ) = e x f ( x ) = 2 xe x f ( x ) = 2 ( 2 x 2 1) e x
2

M = max f ( x) = 2 . (*) (**)

x[0,1]

ba
ba
R
T
T
= T 0.005477 nmin
183 , .
0.007746 nmin
130 hmax
R
nmin
nmin

M max f (4) ( x) = 12
x[0,1]

S
=
(***) hmax

ba
S
0.09306 nmin
11 .
S
nmin

183, 130 11
,
Simpson, .

f(x)

f(x)

xi

yi

xi+1

xi

xi+1

135

(1)

, .. & .. ,
, 5 , 2006.

(2)

, .. & . . ,
, 2005.

(3)

, G.E.
Forsythe, M.A. Malcolm & C.B. Moler, .. &
.. , , 1997.

(4)

umerical methods for scientists and engineers, R.W.Hamming, 2nd ed.,

Dover, 1962.

(5)

Theory and applications of numerical analysis, G.M. Plilips & PJ Taylor,

2nd ed., 1996.

(6)

Introduction to numerical analysis, F.B. Hildebrand, Dover, 1956.

(7)

A first course in numerical analysis, A. Ralston & P. Rabinowitz, 2nd ed.,

Dover, 1965.

136

 .1

,
m n A , m n , (
) aij , m n , :

a11
a
A = 21

am1

a12
a22
am 2

a1n
a2 n

amn

aij i - j - A
m n . m = n , A ,
n . aii , i = 1, 2, , n ,
.. ( , ,
, ai ,i ai , j )
. ,

x1
x
x= 2


xm
m 1 , m .

m -

. (

.)

n -

.
. ,

x T = [ x1

x2 xn ]

1 n n .

x T x

A = B aij = bij i, j

137

C = A B cij = aij bij i, j

,
,

A+ B = B + A
A + ( B + C ) = ( A + B) + C
, m n , 0
,

A+0 = A
( ) , A

aij ,

. , :

A = ( 1) A

A + ( A) = 0

0A = 0
.
. x , y

y T x = y1 x1 + y2 x2 + + yn xn = yi xi
i =1

y x .
A m n x

a11
a
A x = 21

am1

a12
a22
am 2

a1n x1 a11 x1 + a12 x2 + + a1n xn

a2 n x2 a21 x1 + a22 x2 + + a2 n xn

amn xn am1 x1 + am 2 x2 + + amn xn

o z

138

 x1
zi = aij x j = i A
j =1
xn
n

A m n B n p ,

C = A B m p ( i, j )
j

cij = a ik bkj = i A
k =1
B

A
B ( A =
B ).
.

A B B A . ,

A B B A
.
.
, A , B C

A (B C ) = ( A B) C
, . ,

A (B + C) = A B + AC

( A + B) C = AC + B C
n n I

1 0
0 1
I =

0 0

0
0

A m n I n n
,

139

A I = A
I m m ,

IA= A
A
A
1

A A = I

A A= I

, A .

A B

( A B)

=B A

. , m n A

A11
A=
A21

A12

A22

A11 r p , A12 r ( n p ) , A21 ( m r ) p

A22

(m r )(n p) .

, A11

A21 .

A11 , A12 , A21 A22 A .

B11
B=
B 21

B12

B 22

B A ,

A11 + B11
A+ B =
A21 + B 21

A12 + B12

A22 + B 22

, , B
, :

140

 ( A11 B11 + A12 B 21 )

A B =
( A21 B11 + A22 B 21 )

(A
(A

B12 + A12 B 22 )

B
A
B
)
21
12
22
22
11

m n , n m ,
A , A
T

A . ,

a11
a
= 12

a1n

a21 am1
a22 am 2

a2 n amn
T

aij j i A .
A B ,

( A B)

=B A
T

n n A A = A , aij = a ji i
T

j .

: n n A
i.

A = a1,1 , 11 , A
det ( A) a1,1 .

ii.

A n n , n 2 , , (minor)

Aij A ( n 1) ( n 1)
i j A . ,

det ( A ) = ( 1) ai , j Aij ,
n

i+ j

j ,

1 j n

i =1

det ( A) = ( 1) aij Aij ,

i+ j

j =1

141

i,

1 i n

O n n , A , -
n
, det ( A) = det ( A)

A, B . det ( A B ) = det ( A ) det ( B )

, L ( ) U ( ),

det ( L ) =
n

i =1

i ,i

det (U ) = ui ,i , . , D
n

i =1

( ) d

det D =

i =1

i ,i

n ,n

( A

n ,n

).

x 0

A x = x (*)
x
A .
/ .
(*) :

A x = x = I x A x I x = 0 ( A I ) x = 0
n n
. -
x , :

det ( A I ) = 0 (**)

142

 a11 a12
a
a22
21
.
det
.
.

an 2
an1

a2 n

=0

ann

... a1n
...

...

n
n , i , i = 1, 2,3,..., n , .

.
(**) .
A
:

( A) = { || det ( A I ) = 0}
A
:

( A) = max { i || i ( A)}
1i n

.
,
(*). , (*) -
, 0 ,

A ( x) = ( x)
A

x .

=1

x
i =1

2
i

. ,
Gram-Schmidt,
.
. i , i = 1, 2,3,..., n

143

 x i , i = 1, 2, 3,..., n
:

1 i = j
T
x i x j = ij =
0 i j
, ,
.

n ,n

A = A .
T

/ A x = x ( A x ) = ( x ) A x = x
T

n ,n

( A = A ). x A x > 0
T

x 0 A .

1: , , I , .
:

I = diag {1,1,1,...,1}

. , x

x 0 ,
,

x I x = x x = x12 + x22 + + xn2 > 0

T

2: A

n ,n

: A x

x 0

x A x > 0 . A .
T

, A x = 0 ,

x 0 .

*T

*T

A x = 0 ,

.
.

144

 3: A

n ,n

, .
:

A x

x 0

x A x > 0 . n
T

( i )T

A e

(i )

{e }

(i ) n
i =1

= aii > 0 .

4: A

n ,n

.
: A
. , A

x A x > 0
T

x 0 (*),

A y = y y A y = y y y 0 .
T

, y y = 1
T

y A y = . (*) y A y = > 0 .
T

,
, -, .
/ A y i = i y i ,
(*) i > 0 , i = 1, 2,..., n . ,

{y }

i i =1

yi 0

. - x

y i , ci , i = 1, 2,..., n ,

x = c1 y1 + c2 y 2 + ... + cn y n =

c y . :
i

i =1

A x = A c1 y1 + c2 y 2 + ... + cn y n = A

c y = c A y = c y
i

i =1

i =1

145

(*)

i i

i =1


xT A x =

i =1

ci y i

j =1

c j j y j =

(c c y y ) .
n

i =1

j =1

y i y j = 0 i j
y i y j = 1 i = j .

x A x =

(c c y y ) = c c = c > 0
n

i =1

j =1

i =1

i= j,

2
i i

i i i

i =1

ci 0 i > 0, i = 1, 2,..., n .

146

 .2
, ,

f C [ a, b] ,

[ a, b] . f

C [ a, b]

. : : C [ a, b ]

. ,

f > 0 f C [ a, b] f = 0 f = 0

(1)

f C [ a, b]

(2) f = f

f + g f + g f , g C [ a, b]

(3)

p-
:
1 p

p
f p := f ( x ) dx

lim f

= f

, 1 p <

= max f ( x )
a x b

Chebyshev.
:
b

:=

f ( x) dx
a

:=

( x )dx ( )

:= max f ( x )
a x b

-
( K =

) .

3 :

147

(1) x > 0 x

x = 0 x = 0

(2) x = x x
(3) x + y x + y

x, y

(3) . (3)
. :

x = (x y) + y x y + y x y x y x y x y
y =

( y x) + x

x y + x x y y x x y x y

A :

x y x y

???

x y x y x y x y
p- :

x p :=

1 p

x
n

i =1

lim x

= x

, 1 p <

= max xi , Chebyshev.
1 i n

x
n

x 1 :=

i =1

x
n

x 2 :=

2
i

( )

i =1

:= max ( xi
1 i n

()

i i .

m M
m x x M x , x

1
1
x x
x , x
M
m

148

{x }

(i )

()

i =1

).

(i )

, x

lim x x = 0 . x
i

{x }

(i )

i =1

.
*

, x

{x }

(i )
i =1

m M m x

(i )

(i )

x x x

(i )

M x x .

(i )

(i )

m lim x x lim x x
i

(i )

(i )

M lim x x 0 lim x x
i

(i )

0 lim x x

=0
.

n ,n

4 :
(1) A > 0 A

n,n

A = 0 A = 0

(2) A = A A
(3) A + B A + B

n ,n

A, B

(4) A B A B A, B

n ,n

n ,n

(3) (4)
.

149

 ( )
.

A := sup
x n
x0

A x

= sup A x

x =1

A x
x

, 0 x

m M m x

m A x

x M x , x

A x M A x , x

x
A x
x

M A x
m x

max
m 1i n

n ,n

max
aij x j
max x
aij
max
aij x j
1 i n
1 i n

M
M 1i n j =1
M
j =1
j =1

m
x
m
x
m
x

A x

j =1

aij := C <

(1)-(4) . :
(1): A

n ,n

A = 0 sup
x n
x0

A x
x

= 0 sup A x = 0

- , x

x n
x0
n

, x 0 ,

A x = 0
A x = 0,

x 0 . A ,

A = 0

150

n ,n

(2): A

n ,n

. A x = A x
A = sup

A x

= sup

x n
x0

A x
x

x n
x0

(3): A, B

A + B = sup

( A + B) x
x

x n
x0

A x + B x

sup

x n
x0

= sup
x n
x0

n ,n

A x
x

= A A = A

= sup

A x
x

x n
x0

+ sup
x n
x0

B x
x

= A + B

A + B A + B
(4): A, B

A B = sup

A( B x)

x n
x0

A B x

sup

x n
x0

n ,n

= A sup
x n
x0

B x
x

= A B

A B A B
,

A x A x (

, , supremum
, f : I

, Q = sup ( f ( x ) ) f ( x ) Q, x I ).
xI

:
(1) A > 0 A

n,n

A = 0 A = 0

(2) A = A , A

n ,n

(3) A + B A + B , A, B

n ,n

(4) A B A B , A, B

n ,n

(5) A x A x , A

n ,n

n ,n

I = 1
I = sup I x = sup x = 1 .
x =1

x =1

151


()

A 1 = max
1 j n

i =1

aij

() ,
,

A = max
1i n

aij

j =1

. A

AT A

() A 2 =

n,n

( )

() A A
() A , A

= ( A)

:
() A , A A .
T

, , 1 , 2 ,..., n

y1 , y 2 ,..., y n

c y .

. x

x=

i =1

x 2 = x x =

i =1

A x 2 = ( A x)
2

ci y i


T

A x
x

2
2

i =1

c
n

2
i

c
i =1
n

max ( i )

1i n

ci2

i =1

i =1

ci y i


T

i =1

i ci y i =

c
n

2
i i

i =1

2
i

i =1

. A x :

i =1

( A x) = x A A x =

2
i i

ci y i =

ci2

= max ( i ) = A A
1i n

i =1

max ( i ) = k .
1i n

152

A x
x

2
2

2
2

A A (*)
T

A yk

2
2

A yk
yk

= y k A A y k = y k k y k = k y k y k = A A y k

= A A
T

(**) -

(*).

:
2

A 2 = sup
x n
x0

A x
x

2
2

(*),(**)

= A A A 2 = A A
T

, .
() i , xi A .

A xi = i xi i xi = A xi i xi = A xi A xi i A

( )

max i A A A
1i n

() A = A A x = x A A x = A x A x = A x = 2 x . 2
T

A A= A
T

( )

AT A = A2 = 2 = ( A) . A 2 = AT A = ( A) = ( A)
2

, Frobenius A
n

E , A E : A

= A

2
ij

j =1

i =1

.
I ( )
I = 1 . Frobenius
n

= I

j =1

i =1

2
ij

i =1

153

2
ii

= n