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Phương Pháp Tính
Phương Pháp Tính
MC LC
Li noi au. .......................................................................................................................... i
Chng 1. Cac Nguyen nhan chnh cua Sai so trong phng phap tnh. .......................... 1
1.1.
M au. Khai niem sai so. ...................................................................................... 1
1.2.
Sai so do lam tron so ............................................................................................... 1
1.3.
Sai so do chat cut .................................................................................................... 12
1.4.
Bai tap ..................................................................................................................... 14
Chng 2. Phng phap tnh trong ai so Ma tran............................................................. 15
2.1.
ai so Ma tran. ....................................................................................................... 15
2.2.
He Phng trnh tuyen tnh ..................................................................................... 19
2.2.1. Phng phap GAUSS ....................................................................................... 19
2.2.2. Phng phap GAUSS-JORDAN. ..................................................................... 21
2.2.3. Phng phap Phan tch L.U.............................................................................. 24
2.3.
Ap dung e tnh Nghch ao ma tran. .................................................................... 24
2.4.
Ap dung e lap Bang can oi lien nganh. ............................................................. 25
2.5.
Bai tap ..................................................................................................................... 29
Chng 3. Phng phap Giai cac Phng trnh Phi tuyen. ................................................ 32
3.1.
M au. ................................................................................................................... 32
3.2.
Phng phap chia oi khoang................................................................................. 32
3.3.
Phng phap day cung ............................................................................................ 34
3.4.
Phng phap Newton .............................................................................................. 38
3.5.
Bai tap ..................................................................................................................... 40
Chng 4. Phng phap Noi suy va ngoai suy................................................................... 41
4.1. Noi suy tuyen tnh......................................................................................................... 42
4.2. Noi suy Lagrange. ......................................................................................................... 42
4.3. Noi suy Newton tien..................................................................................................... 44
4.4. Newton Newton lui........................................................................................................ 46
4.5. Bai tap ............................................................................................................................ 48
Chng 5. Phng phap tch phan so................................................................................... 49
5.1.
Phng phap hnh thang......................................................................................... 49
5.2.
Phng phap Simpson ............................................................................................. 54
5.3.
Bai tap ..................................................................................................................... 62
Chng 6. Mot so phng phap trong thong ke. Phng phap Bnh phng toi thieu ..... 63.
6.1.
M au. ................................................................................................................... 63
6.2.
Phng phap bnh phng toi thieu ........................................................................ 65
6.3.
ng dung phng phap BPTT trong d bao theo hoi qui tuyen tnh ................... 66
6.4.
Bai tap ..................................................................................................................... 69
Tai lieu Tham khao .............................................................................................................. 71
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ai so Ma tran.
Th du .
1
6
3
u =
Ta goi vec t hang la mot day hu han co th t cac so sap xep theo hang ngang
noi tiep nhau .
Th du. v = [8, -4, 0, 2] la mot vec t hang co 4 thanh phan .
Hai vec t hang (hoac 2 vec t cot) bang nhau neu va ch neu chung co cac thanh phan
cung v tr bang nhau .
u=
u1
u2
u3
va
v1
v2
v3
v=
Th
u+v=
Tng t, neu
u = [u1, u2, u3]
va v = [v1, v2, v3] th :
u+v
= [u1 + v1, u2 + v2, u3 + v3].
u1 + v2
u2 + v2
u3 + v3
Ta co
u+v=v+u
Nhan mot vec t cho mot hang so. Neu a la mot hang so khac 0 va
u = [u1, u2, u3] th au = [au1, au2, au3].
Vec t khong la vec t ma cac thanh phan eu bang 0. Neu vec t 0 co 3 thanh
phan, ta viet
0=
Va
0=
[ 0, 0, 0 ]
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u = [u1,, u3]
va v =
va
v1
v2
v3
Th du. Mot ngi mua 3 hop banh, 2 hop keo va 4 lo mt. Gia mot hop banh la
5000 , 1 hop keo la 4200 , gia mot lo mt la 8000 ,
Cac so lieu tren c bieu dien bang cac vec t
5000
4200
8000
uv = [3, 2, 4]
5000
4200
8000
2.1.2. MA TRAN .
nh ngha. Mot ma tran la mot tap hp sap xep theo hang va theo cot. Mot ma
tran cap mxn la mot bang so gom mxn phan t xep theo m hang va n cot
V=
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Th du. Neu
2 7 6 3
8 -4 9 1
A=
2
7
6
3
Th AT =
8
-4
9
1
Cong 2 ma tran. Phep cong hai ma tran ch co ngha khi hai ma tran co cung cap.
Th du.
A=
1 6 -4
3 0 2
B=
3
3
0
4
2
3
Th A+B =
4
3
Th du.
2 3
[3, 2, 1] -1 4
2 2
[ 6, 19 ]
Th du.
3 2 1
6 3 7
Nhan 2 ma tran A B .
1
-2
3
2
21
Th du.
AB=
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4
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Chu y.
Co the nhan AB c nhng khong the nhan BA (neu hai ma tran khong
vuong cung cap).
Neu A va B la 2 ma tran vuong cung cap. Ta nhan c AB va BA nhng AB
khac BA.
Neu nhan c 3 ma tran A, B, C th (AB)C = A(BC).
A la mot ma tran vuong cap n, I la ma tran n v cap n, th
AI = IA = A
A 1A
AA 1 =
Vi moi ma tran vuong ta tnh c mot so thc goi la nh thc cua ma tran, ky
hieu det A.
a11
a21
a12
a22
Th det A = a 1 1 a 2 2 - a 1 2 a 2 1
Cap 3.
A=
a11
a21
a31
a12
a22
a32
a13
a23
a33
Ta co:
det A= a11 det
a22 a23
a32 a33
a21 a23
a31 a33
- a12 det
+ a12 det
a21 a22
a31 a32
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2.2.
Mot he gom m phng trnh tuyen tnh vi n bien x1, ..., xn la mot tap hp m
phng trnh tuyen tnh c viet di dang:
b1
bm
am x1 + ... + amn n
Th du 1 . Giai he
x1 + 2x2 + 3x3 = 6
2x1 + 3x2 + x3 = 6
Ta co: [A,b] =
3x1 + x2 + 2x3 = 6
1 2 3 6
2 3 1 6
3 1 2 6
Qua trnh ngc: Tnh cac nghiem x n , x1 bang phng phap The
ngc.
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Vi th du tren ta co:
i=1:
Dong 2 = Dong 2 2 Dong 1
Dong 3 = Dong 3 3 Dong 1
Vi th du tren ta co:
[A,b] =
1
2
3
2
3
1
3
1
2
6
6
6
1
2
3
0 -1 -5
0 -5 -7
6
-6
-12
i=2:
Dong 3 = Dong 3 5 Dong 2
[A,b] =
1
2
3
0 -1 -5
0 -5 -7
6
-6
-12
1
2
3
0 -1 -5
0
0 18
6
-6
18
2. Giai oan 2: Giai ngc: Tnh cac nghiem x n , x1 bang phng phap
The ngc:
Vi th du 1. Li giai la:
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x3 = 1; x2 = 6 - 5(1) =1; x1 = 6 - 2 - 3 = 1
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x2 8x3 =17
x1 +
x3 =10
x1 - x2
Ax = b vi A = 1
1
=0
0
1
1
1 -8
0 1
-1 0
b=
-17
10
0
1 -8 -17
0 1 10
-1 0 0
Phng phap Gauss - Jordan nham bien oi sao cho cac phan t tren ng
cheo = 1, va cac phan t khac cua A = 0 bang cac phep tnh s cap sau
ay:
Bc 1. Bien oi sao cho he so cua bien x1 = 1 bang cach oi dong 1 thanh
dong 2 , [A,b] tr thanh
[A,b] =
1 0
0 1
1 -1
1 10
-8 -17
0 0
1
0
0
0 1 10
1 -8 -17
-1 -1 -10
1
0
0
0
1
0
1 10
-8 -17
-9 -27
1
0
0
0
1
0
1 10
-8 -17
1 3
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[A,b] = 0
0
0
1
0
0 7
-8 -17
1 3
[A,b] =
0
1
0
0
0
1
7
7
3
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a[i,k] a[i,k]*t ;
End;
Phng phap Gauss - Jordan c mo ta bang giai thuat sau:
GIAI THUAT GAUSS_JORDAN;
Bat au oc ma tran [A,b] {goi la ma tran A}
j 1 {xet cot th nhat}
Lap lai
Neu a[i,j]= 0 th NHAN (A, j, i/a[j,j])
Ngc lai Bat au i 1
Lap lai
Neu a[i,j] = 0 th i i+1
Cho en khi (a[i,j] = 0) hoac (i = m+1);
Neu i = n+1 th Bat au
Viet ("Phng trnh vo nghiem") ;
j n+1
Het Ngc lai Bat au
H_DOI (A, i, j) ; NHAN (A, j, 1/a[j,j]);
Het ;
Het;
Lap vi i=1
en j - 1 ; XOA(a, i, j, a[i,j]) ;
Lap vi i=j+1 en m ;
XOA(a, i, j, a[i,j]) ;
j j+1
Cho en j = n + 1 ;
Het.
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L=
111 0 0
l21 l22 0
. .
.
0
0
U=
u11 u12 .
0 u22 .
0 .
.
Az = B (tm z)
(1)
Ux = z (tm x)
(2)
2.3.
A=
4
0
3
0
1
0
5
-6
4
Phng phap.
1. Kiem tra xem det A khac 0
2. Viet ma tran [A,I]
3. Dung e phep bien oi e bien [A,I] [I,B] khi o B la nghch ao cua A.
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th du tren,
1. Det A = 4 det
2. [A,I] =
4
0
3
1
0
0
1
0
-6
4
5
-6
4
= 5 det 0
3
1
0
0
0
1
0
1
0
= 16 + 15 = 31 0
0
0
1
2.4.
4 0 -5
-18 1 24
-3 0 4
Moi nganh s dung 1 phan san pham cua chnh mnh lam ra cung nh san pham
cua nganh kia.
Ta co cac so lng sau ay :
x11
x21
x12
x22
Cac so lng san pham tren eu tnh bang tien (dollar, ong). Mat khac, moi nganh
san xuat ra cac san pham khong nhng cho nhu cau cua cac nganh san xuat ma con
e cung cap cho cac nhu cau ben ngoai con goi la mc tieu thu cuoi cung, Th du :
nhu cau cua nha nc, nhu cau xuat khau, nhu cau cua ngi tieu dung. Cac so
lieu neu tren, c trnh bay trong Bang sau ay:
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Nganh
Nhu cau
Ben ngoai
San pham 1
X11
x12
d1
x1
San pham 2
X21
x22
d2
x2
Nh vay:
oi vi nganh
x11 = a11 x1
x12 = a12 x2
x21 = a21 x1
x22 = a22 x2
x11
= a11 x1,
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Neu ta at:
X=
x1
x2
d1
d2
D=
A=
a11 a12
a21 a22
(3)
Neu he phng trnh (3) co nghiem, ta noi nen kinh te can oi.
Neu phai ke them chi ph lao ong, ta phai xet en vec t: a0 = [a01, a02], trong o:
Ta xem th du bang so sau ay: Cho bang trao oi lien nganh cua mot nen kinh
te ch gom 2 nganh 1 va 2:
Nganh
1
Nhu cau
2
Ben ngoai
San pham 1
250
150
200
600
San pham 2
90
110
100
300
Tong gia tr L
130
30
130
10
600
300
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Giai.
= x11 /600
= 250/600
= 0.4167
a12
= x12 /300
= 150/300
= 0.500
a21
= x21 /600
= 90/600
= 0.1500
a22
= x22 /300
= 110/300
= 0.3667
0.4167
=
0.1500
Vay A
0.500
0.3667
204
110
Goi X' la vec t san xuat cua nam sau, ta phai co:
(I - A ) X' = D'
Vi I - A
1-0.4167 -0.500
-0.1500 1-0.3667
0.5833 -0.500
-0.1500 0.6333
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30/300 = 0.1
x 321.8491 = 32.1850
Va bang trao oi lien nganh cho nam sau co cac so lieu nh sau:
Nganh
1
Ben ngoai
Tong san
pham
Nhu cau
2
San pham 1
260.6604
160.9245
204
625.5849
San pham 2
93.8377
118.0113
110
321.8491
Tong gia tr L
135.5434
32.1850
135.5434
10.784
625.5849
321.849
2.5.
Bai tap.
1.
Cho
1 3
A=
-1 2
3 4
B=
3
2
2
-3
2
C=
-3
1 2
4 -3
3.
4.
1 3
1 2
-1 2
3 4
3 2
a.
1 3
-1 2
Ap dung Phng phap Gauss va Gauss-Jordan giai cac he phng trnh sau:
b.
1.2 x
0.8 y
= 1.0
y +
= 1
-1.5 x -
0.25y
= -1.0
x +
2y +
3z
= -1
3x +
4y +
5z
= 2
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c.
x1 - x2 + 2x3
= 1
2x1 - x2 + 2x3
= 5
x1 + x2 + 2x3
= 1
e.
d.
x1 - 2x2 + x3 = 1
2x1 - x2 + 2x3 = 5
x1 + 2x2 -
3x2 - 4x3
=-6
x1 + 4x2 + 5x3
= 19
3x1 -
x1 + 4x2 + 2x3
= 13
f.
x1 + 2x2 - 3x3 = -2
x2 + 2x3 = 7
x - 2y + 3z
3w + 4x y + z
-3
-2x + y - z
-1
2x - y
-1
5x - 3y + z
5w - 6x
+2z
w+ x+y
5.
x3 = 1
3x2 - 4x3
=-6
x1 + 2x2 - 3x3 = -2
x1 + 4x2 + 5x3
= 19
3x1 -
x1 + 4x2 + 2x3
= 13
x2 + 2x3 = 7
Cac ma tran sau co nghch ao hay khong? Neu co tm nghch ao cua no.
6.
1 3
-1 2
Ap dung Phng phap Gauss -Jordan tnh nghch ao cac ma tran sau:
7.
1 2
-3
0 1
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8.
Mot x nghiep ien t san xuat 2 loai Board cho may in. Ca 2 loai eu c x
ly trong 2 phan
xng A va B. Thi gian can thiet cho moi loai trong moi
phan xng cho bi bang sau (v: phut):
Loai 1
Loai 2
PX A
4 phut
3 phut
PX B
1 phut
2 phut
Co 3 cong nhan trong phan xng A va ch co 1 cong nhan trong phan xng B.
Tm san lng cua moi loai trong mot gi.
9.
Cho he
0.0001x + y
xy
0.999
= 0.002
Giai he
a. 2.001x + 5y
2
x + 5y
= 7.001
= 7
b.
2.001x + 5y =
x + 5y =
-5 0 -25
A = -125 -5 -25
-125 0 -125
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D = 250 000
31
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
M au.
Muc ch cua chng nay la cung cap mot so phng phap giai phng trnh co
dang tong quat
f(x)=0
(3.1)
f(a).f(b)<0
va ham f lien tuc trong khoang [a, b] th Phng trnh (1) co t nhat mot
nghiem trong khoang [a, b].
3.2.
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
f(c)f(a)< 0
Thay ac
Thay bc
S
e<
, Dng c la nghiem gan ung
c=(a+b)/2
f(a)
f(b)
f(c )
(b-a)/2
0.5
-0.5
2.5
0.75
0.5
0.5
0.25
-0.5
0.75
0.0625
0.25
0.25
0.125
-0.5
0.0625
-0.23438
0.125
0.125
0.25
0.1875
-0.23438
0.0625
-0.08984
0.0625
0.1875
0.25
0.21875
-0.08984
0.0625
-0.01465
0.03125
0.21875
0.25
0.234375
-0.01465
0.0625
0.023682
0.015625
0.21875
0.234375 0.2265625
-0.01465
0.023682
0.004456
0.007813
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3.3.
Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
Gia s (a,b) la khoang cho trc cua phng trnh f(x) = 0. Y tng cua phng
phap la thay cung AB cua ham y = f(x) bang day cung AB roi lay hoanh o giao
iem x1 cua day cung vi truc hoanh lam gia tr gan ung cua nghiem ung .
x1
a=x
x2
O
X2
Y=f(x
A1
x
b
a
a
Suy ra :
x1 = a -
f (a ) * (b a)
f (b) f (a)
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hay
34
af ( b ) bf ( a )
f (b ) f ( a )
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
Ap dung lien tiep phng phap day cung oi vi khoang cach ly nghiem (a,b), co mot
trong hai mut cua khoang (a,b) co nh, o la mut dau cua ham f(x) trung vi ao
ham cap hai f(x) va t o ta co cong thc tong quat sau:
xn+1 = xn -
f ( xn ) * ( xn d )
f ( xn ) f (d )
n=0,1,2,
(3.2)
trong o:
d= b neu f(b) cung dau vi f(x): x0 = a
d= a net f(a) cung dau vi f(x): x0 = b.
THUAT TOAN.
Tnh x1= af(b) bf(a)
f(b)- f(a)
f(c)f(a)< 0
Thay ac
Thay bc
Tnh e =b a
S
e<
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
|xn - |
| f ( xn ) |
m1
(3.3)
Chng minh:
Ap dung cong thc so gia hu han (cong thc Lagrange) ta co:
|xn - |
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f ( xn )
m1
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
Do o, e anh gia mc o chnh xac cua nghiem gan ung xn, nhan c banh
phng phap day cung, ta co the dung anh gia (3.3). Ngoai ra, ta co the anh gia
sai so cua nghiem gan ung thong qua xn-1 va xn , nhan c t cong thc (3.2).
Gia s tren [a,b] , f(x) lien tuc, gi dau khong oi va thoa man:
xn = xn+1 -
f ( xn 1 ) * ( xn 1 d )
f ( xn 1 ) f (d )
-f(xn-1) =
va :
f ( xn 1 ) f (d )
* (xn xn-1)
xn 1 d
f ( xn 1 ) f (d )
* (xn - xn-1)
xn 1 d
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
T o suy ra: xn
M 1 m1
* xn xn 1
m1
c=(af(b)-bf(a))(f(b)-f(a))
f(a)
f(b)
f(c )
x2-x1
0.166666667
-0.5
2.5
-0.13889
0.04386
0.1666667
0.210526316
-0.13889
2.5
-0.03463
0.010785
0.2105263
0.221311475
-0.03463
2.5
-0.0084
0.002607
0.2213115
0.223918575
-0.0084
2.5
-0.00202
0.000628
0.2239186
0.224546172
-0.00202
2.5
-0.00049
0.000151
0.2245462
0.224697099
-0.00049
2.5
3.4.
-0.00012
Gia s (a,b) la khoang cho trc cua phng trnh f(x) = 0. Y tng cua phng
phap la thay cung AB cua ham y = f(x) bang tiep tuyen roi lay hoanh o giao
iem x1 cua tiep tuyen vi truc hoanh lam gia tr gan ung cua nghiem ung .
Y
y = f(x)
a
O
A
B
b = x0
X2
X1
f(x) > 0
f(x) > 0
Trong khai trien Taylor, ta co:
=0
38
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
Suy ra
x1 = x0 -
f ( xo)
f ' ( xo )
Nghiem bay gi nam trong khoang (a,x1). Neu x1 cha at o chnh xac yeu
cau, ta thay (a,b) bang (a,x1) va lai ap dung phng phap tiep tuyen (Newton) oi
vi (a,x1), ta nhan c x2 xap x nghiem tot hn x1:
x2 = x1 -
f ( x1 )
f ' ( x1 )
Tiep tuc qua trnh tren, trong trng hp tong quat ta nhan c:
xn+1 = xn
f ( xn )
f ' ( xn )
THUAT TOAN.
Tnh x1 = x0 -
f ( xo )
f ' ( xo )
Tnh e = x1 - x0
Thay x0
e<
x1
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen
So Bc lap i
f'(x)
f'(x)
x1=x0-f(x0)/f'(x0)
x1-x0
0.5
0.75
0.25
-0.25
0.25
0.0625
2.5
0.225
-0.025
0.225
0.000625
2.45
0.224744898
-0.00026
3.5.
Bai tap.
1. Tm nghiem dng tren oan [1, 2], vi sai so la 0.01 cua cac phng trnh
sau bang 3 phng phap: chia oi, day cung va phng phap Newton:
a. x2 0.9 x 1.52 = 0
b. x3 x 1 = 0
2.
b. x x + 2
c. x sinx 0.25
d. x4 + 2x3 x 1
e. x5 x 0.2
3
f. 2x 0.5 x 1
2
g. x log x 6
h. ex 2
i. 3x4 + 3x3 16x2 +4x +1
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=0
=0
=0
=0
=0
=0
=0
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f0 = f(x0),
f1 = f(x1) ,
.
fn = f(xn).
fn
x1
x0
xn
f(x)
f2
f1
Ta co n iem d lieu
x
fx = f(x)
x0
f0
x1
f1
xn
fn
Ham g c goi la ham noi suy cua ham f. Neu g la ham a thc. Ta goi
g la noi suy a thc.
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f2
x1
x2
Ta co:
f1 = a0 + a1 x0
f2 = a0 + a1 x1
f(x)
f1
x1 f0 x0 f1
x1 x0
a1 =
f1 f0
x1 x0
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g(x) = Li ( x ) f i
i
trong o:
Li(x) =
1 neu x=xi,
0 trai lai
Li(xj) =
1 neu i= j
0 trai lai
( x x 0 )( x x 1 )...( x x i 1 )( x x i +1 ).....( x x n )
( x i x 0 )( x i x 1 )....( x i x n )
Nhan xet.
Vi n =1, noi suy Lagrange chnh la noi suy tuyen tnh. That vay.
g(x) = L0(x) f0 + L1(x)f1
vi:
L0 ( x ) =
( x x1 )
( x0 x1 )
Li ( x ) =
( x x0 )
( xi x0 )
Suy ra:
g(x) = L0(x) f0 + L1(x)f1 =
f 1 f 0 x1 f 0 x0 f 1
+
x
x1 x0
x1 x0
( x x 0 )( x x1 )...( x x i 1 )( x x i +1 ).....( x x n )
(n + 1)!
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0 f i = f i
f i = f i +1 f i
(4.3.1)
(4.3.2)
2 f i = f i + 1 f i
(4.3.3)
(4.3.4)
.
.
k f i = k 1 f i +1 k 1 f i
xi
f(xi)
2f
3f
4f
5f
0.1
0.001
0.200
0.020
0.000
-0.140
0.422
0.2
0.201
0.220
0.020
-0.140
0.282
0.3
0.421
0.240
-0.120
0.142
0.4
0.661
0.120
0.022
0.5
0.781
0.142
0.6
0.923
Ham noi suy Newton (a thc) tien qua k+1 iem (xi , fi), i=0..k, c
nh ngha nh sau:
k
g( x ) = g( x0 + sh ) = Csnk f0
n=0
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Cu the, ta co:
o Noi suy tuyen tnh:
g( x ) = g( x0 + sh ) = f0 + sf0
g( x ) = g( x0 + sh ) = f0 + sf0 + s( s2!1 ) 2 f0
Vi Th du 1, ta co:
o Noi suy tuyen tnh:
g(x)
Sai so cua noi suy Newton tng t vi sai so cua noi suy Lagrange:
( x x 0 )( x x1 )...( x x i 1 )( x x i +1 ).....( x x n )
(n + 1)!
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4. 4.
Tng t nh nh ngha cho noi suy Newton tien, cac iem co khoang cach eu
nhau, c ky hieu (xi , fi), trong o fi = f(xi ). e nh ngha noi suy Newton lui, ta
can cac nh ngha sau:
0 fi = fi
fi = fi fi 1
(4.4.1)
(4.4.2)
2 f i = f i f i 1
(4.4.3)
.
.
(4.4.4)
bac k)
xi
f(xi)
0.1
0.001
0.2
0.201
-0.200
0.3
0.421
-0.220
0.020
0.4
0.661
-0.240
0.020
0.000
0.5
0.781
-0.120
-0.120
0.140
-0.140
0.6
0.923
-0.142
0.022
-0.142
0.282
2f
3f
4f
g( x ) = g( x j + sh ) = Csn+n1k f j
n=0
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5f
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Cu the, ta co:
o Noi suy tuyen tnh:
g( x ) = g( x j + sh ) = f j + sf j
o Noi suy a thc bac 2:
g( x ) = g( x j + sh ) = f j + sf j + s( s2+!1 ) 2 f j
Vi Th du 1, ta co:
=
=
=
=
0.661
0.661
1.621
1.381
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4. 5. BAI TAP.
1. Cho bang D lieu sau:
xi
1
2
3
4
i
0
1
2
3
a.
f(xi)
0
0.301
0.477
0.602
Tnh noi suy tuyen tnh va noi suy Lagrange trong trng hp n=1, 2,3.
b.Lap bang sai phan va tnh noi suy Newton trong trng n=1, 2,3.
2. Cho bang D lieu sau:
i
0
1
2
3
xi
0.1
0.3
0.5
0.7
f(xi)
0.997
0.977
0.938
0.881
F(x) = 3x3 + 5 x 1.
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5.1.
TRNG HP n=2.
b
e tnh gan ung f ( x)dx ta thay ham so di dau tch phan f(x) bang a
a
thc noi suy Newton tien bac mot (i qua hai iem A(a,f(a)) va B(b,f(b)) xuat
phat t nut trung vi can di a,va co:
b
b
dx
f
(
x
)
P1 ( x)dx
a
a
e tnh tch phan xac nh ve phai, ta bien oi so:
x=a + (b-a)t
Khi o : dx=(b-a)dt, t bien thien t 0 en 1, va :
1
b
b
t2
f ( x )dx Pn ( x)dx = ( y 0 + t y 0)(b a )dt = (b a) y 0 t + y 0
2
a
a
trong o y0=f(a) ; y
y y
1
t=0
= f (b) f (a)
b
ba
( f (a) + f (b))
f
(
x
)
dx
Vay
2
a
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t =1
49
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aABb
( AB
la cung ng
y=f(x)
y=P1(x)
0
e xac nh sai so cho cong thc (5.1) tren, chung ta gia thiet rang ham so
y=f(x) co ao ham cap hai lien tuc tren [a,b].
Xem R la ham so cua h=b-a :
a+h
h
R = R(h) = f (x)dx [ f (a) + f (a + h)]
2
a
ao ham hai lan cong thc tren theo h, ta co:
R(h) =
va
1
[ f (a) + f (a + h)] h f (a + h)
2
2
R ( h ) =
h
f ' ( a + h )
2
2
0
=
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f ( a + t ) dt =
h
1
h 2
f (c )
f ( c ) tdt =
1
1
2
4
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vi c1 (a,a+h)
h
1 h 2
R ( h ) = R ( 0 ) + R ( t ) dt =
t f ( c 1 ) dt =
4 0
0
h
1
h3
f ( c ) t 2 dt =
f ( c ); c ( a , a + h )
1
1
4
12
0
Tom lai, cong thc hnh thang, cho trng hp chia hai khoang (n=2):
b
h
h3
f ( c )
f ( x ) dx = [ f ( a ) + f ( b ) ]
2
12
a
(5.2)
vi h=b-a va c (a,b)
co o dai la h=
f ( x)dx
x1
f ( x ) dx
x2
f ( x ) dx +
x1
x0
f ( x ) dx + ... +
xn
(5.3)
f ( x ) dx
x n 1
oi vi moi tch phan xac nh ve phai cua (5.3), ta tnh gan ung bang cong
thc hnh thang (5.1), ta nhan c:
b
f ( x ) dx
h
(
2
) +
h
(
2
) + ... +
h
(
2
n 1
hay:
b
f ( x ) dx
+
2
+ ... +
n 1
(5.4)
Cong thc (5.4) c goi la cong thc hnh thang trong trng hp tong quat.
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Neu ham so y=f(x) co ao ham cap hai lien tuc tren [a,b] th do (5.2), sai so cua
cong thc hnh thang tong quat la :
b
R =
f ( x ) dx
i =1
h
2
(y
i=1
xi
h
f ( x ) dx ( y i 1 + y i
2
x i 1
i1
+ yi
=
h3
12
=
n
i =1
(5.5)
f ' '( c i )
vi ci (xi-1,xi)
Xet trung bnh cong:
1 n
f ' '(ci) . Rat ro gom gia gia tr nho nhat m2 va
n i =1
gia tr ln nhat M2 cua ao ham cap hai f ' ' ( x ) tren [a,b], ngha la:
m2 M2
V theo gia thiet, f ' ' ( x ) lien tuc tren [a,b] nen no nhan moi gia tr trung gian
gia m2 va M2 . Do o,tm c iem c [a,b] sao cho = f ' ' (c) ,hay :
n
nh3
(b a)h2
f "(c) =
f "(c),c [a, b]
R=
12
12
(5.6)
Tom lai, vi gia thiet ham so y=f(x) co ao ham cap hai lien tuc tren [a,b] va
chia oan lay tch phan [a,b] thanh n oan bang nhau, co o dai h=
ba
, ta co cong
2
2
y0 + yn
(b a)h
a f (x)dx h 2 + y1 + y2 + ...+ yn1 12 f "(c) (5.7)
vi c [a,b]
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xi= a+i*h
S=S+f(x)
i=n-1
Ket qua
S=S*h/2
Ket thuc
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i=i+1
S
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dx
1+ x
0
xi
0,1
0,2
0,3
0,4
0,5
0,6
0,7
0,8
0,9
10
1,0
y2j-1
y2j
y0=1,00000
0,90909
0,83333
0,769223
0,71429
0,66667
0,62500
0,58824
0,55556
0,52632
y10=0,50000
1 =3,45955
2=2,72818
ba
= a+h ; x2 =b=a+2h , va thay ham so di dau tch
2
phan f(x) bang a thc noi suy Newton tien bac hai (i qua ba iem A(x0 =a,y0=f(x0)),
C(x1=a+h,y1=f(x1)) , B(x2=a+2h,y2=f(x2)) co hoanh o cach eu nhau) xuat phat t nut
x2
x2
b
trung vi can di a=x0 ,va ta co : f ( x )dx = f ( x )dx P2 ( x )dx
x0
x0
a
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e tnh tch phan xac nh ve phai, ta bien oi x=x0+ht. Khi o dx=hdt, t bien
thien t 0 en 2 va:
2
x2
b
t (t 1) 2
y hdt
f ( x)dx = f ( x)dx y0 + ty0 +
0
2
a
x0
t3
1 2
t2
t 2
= h y t + y
+
y
0
0 2
0 3
2
2
t = 2
t = 0
trong o y0=y1-y0 ;
2y0= y1-y0 = y2 -y1 - (y1 - y0) = y2 - 2y1 + y0
x2
b
h
f
x
dx
=
f
x
dx
y + 4y + y
(
)
(
)
Vay
1
2
3 0
x0
a
(5.8)
Ve mat hnh hoc, (5.8) co ngha la dien tch hnh thang cong aACBb (ACB la
cung ng cong y=f(x) i qua 3 iem A, C, B c thay xap x bang hnh thang cong
AACBb (ACB la cung parabol y=P2(x) i qua ba iem A,C va B). Noi khac i, ng
cong y=f(x) i qua ba iem A, C va B c thay xap x bang ng parabol y=P2(x) i
qua ba iem A, C va B. (Hnh 2). Cong thc (5.8) c goi la cong th SimpSon1/3 .
y
y=f(x)
y=P2(x)
h
0
x0=a
h
x1
x
x2=b
Hnh 2.
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b
h
y + 4y + y
R = f ( x )dx
1
2
3 0
a
e xac nh sai so, gia thiet rang ham so y=f(x) co ao ham cap 4 lien tuc tren
[a,b]. Co nh iem gia x1va xem R la ham so cua h (h 0) :
x1 + h
R = R(h) = f ( x)dx
x1 h
h
f ( x h) + 4 f ( x ) + f ( x + h)
1
1
1
3
h
f ( x + h) f ( x h)
1
1
3
2h 2 (4)
(c ), c ( x h, x + h)
f
3 3
1
1
3
1 4 (4)
h f
(c )dt , c ( x h, x + h)
1
1
1
1
18
1 5 (4)
h f
(c)dt , c ( x h, x + h)
1
1
90
Tom lai: Vi gia thiet ham so y = f(x) co ao ham cap bon lien tuc tren [a, b], ta
co cong thc SimpSon1/3 sau:
b
1 5 (4)
h
a+b
(c)dt
+ f (b) h f
f ( x)dx = f (a) + 4 f
3
2
90
vi h=
ba
, c ( a, b)
2
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dai la h =
ba ba
bi cac iem chia : x0=a, x1=a+ih (i = 1,2m 1 ), xn=x2m=b .
=
n
2m
x2
x4
x2 m
x0
x2
x2 m 2
(5.10)
oi vi moi tch phan xac nh ve phai cua (5.10), ta tnh gan ung bang cong
thc SimpSon1/3 (5.8). Ta nhan c:
b
f ( x ) dx 3 ( y
+ 4 y 2 + y 23 ) +
+
b
f ( x ) dx
h
( y 2 + 4 y 3 + y 4 ) + ... +
3
h
( y 2 m 2 + 4 y 2 m 1 + y 2 m )
3
h
[( y 0 + y 2 m ) + 4 ( y 1 + y 3 + ... + y 2 m 1 ) + ... +
3
+ 2 ( y 2 + y 4 + ... + y 2 m 2 )]
hay
b
f ( x ) dx
h
[( y 0 + y 2 m ) + 4 1 + 2 2 ]
3
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Neu ham y= f(x) co ao ham cap bon lien tuc tren [a,b] th do (1.9), sai so cua
cong thc SimpSon1/3 tong quat la :
R =
x2 m
f ( x ) dx
x0
h5
=
90
h
3
k 1
(y
k 1
(4)
2k 2
+ 4 y 2 k 1 + y 2 k
)
(5.12)
(c k )
vi ck (x2k-2,x2k) .
Lap luan tng t trng hp cong thc hnh thang tong quat, v f(4)(x), theo gia
thiet, lien tuc tren [a,b], nen tm c iem c[a,b] sao cho :
1 m
f (4) (c k )
m k =1
Thay vao (1.12), nhan c :
(4)
(c ) =
mh 5
R =
f
90
(4)
(b a ) h 4
(c ) =
f
180
(4)
( c ), c [ a , b ] (1.13)
Tom lai, vi gia thiet ham so y=f(x) co ao ham cap bon lien tuc tren [a,b] va
chia oan lay tch phan [a,b] thanh n=2m oan bang nhau, co o dai
h=
b
ba
ba
=
ta co cong thc SimpSon1/3 tong quat sau :
n
2m
h
(b a ) h 4
f ( x ) dx [( y 0 + y 2 m ) + 4 1 + 2 2 ]
f
3
180
(4)
( c ) (1.14)
c [a,b]
trong o : 1 = y1 + y 3 + ... + y 2 m 1 ; 2 = y 2 + y 4 + ... + y 2 m 2 .
Thuat toan SimpSon1/3 c mo ta nh sau:
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n % 2=0
h=(b-a)/n
S=( f(a)+f(b) ) /2
i=1
xi= a+i*h
i % 2=0
S=S+4*f(x)
S=S+2*f(x)
i=i+1
i=n-1
Ket qua :
S=S*h/3
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Nhan xet.
T (5.7) va (5.14), cho thay cong thc SimpSon1/3 tong quat co o chnh xac cao
hn cong thc hnh thang tong quat khi co cung bc h nh nhau.
Trc khi tnh tch phan xac nh, ta se kiem tra ham so y=f(x) co lien tuc tren
[a,b] khong, neu ham so y=f(x) khong lien tuc tren [a,b] ma b chan tai mot iem nao
o trong khoang [a,b] th ta se khong tnh tch phan xac nh cua ham y=f(x) tren [a,b].
Tnh sai so cua cong thc SimpSon1/3 tong quat (5.14) oi hoi phai biet f(4)(x),
ngha la phai tnh ao ham cap bon cua ham so f(x). Neu tnh nh vay th ta se co
them mot sai so trong khi tnh ao ham . Do o, trong thc hanh ngi ta thng xac
nh gan ung sai so cua cong thc SimpSon1/3 tong quat nh sau :
Gia s tren [a, b], ao ham f(4) t bien oi, do (5.14), nhan c bieu thc gan
ung cua sai so phai tm la: R=Mh4, trong o M xem la hang so.
b
Goi In va I2n la gia tr gan ung cua I= f ( x)dx nhan c t cong thc
a
SimpSon1/3 tong quat vi bc h va
h
,ta co:
2
I=In + Mh4
h
I=I2n + M
2
T o : I2n In =
1
15
I 2n I n
Mh 4 va I I 2n =
15
16
Lap luan hoan toan tng tu oi vi cong thc hnh thang tong quat, vi
gia thiet ao ham f (x) t bien oi tren [a, b], ta co cong thc thc hanh tnh sai
so:
I I 2n =
b
1
I 2n I n . Trong o In va I2n la gia tr gan ung cua I= f ( x)dx nhan
3
a
60
h
.
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Nh vay, trong khi thc hanh sai so cua cong thc hnh thang c tnh bang:
1
I 2n I n
3
1
I 2n I n
15
Khi tnh tch phan gan ung vi mot sai so cho trc, ta tnh tch phan theo cong
thc chon trc vi mot bc h nao o, sau o tnh lai theo cong thc o vi bc h/2
(tc tang n gap oi ). Ky hieu In va I2n la cac ket qua tng ng. Neu I n I 2n < ( la
sai so ) th ket qua la I2n va da vao o ta cung xac nh c so bc lap. Neu
, trong o m=2 vi cong thc hnh thang va m=4 vi cong thc Simpon1/3 (v
trong cong thc sai so cua cac cong thc o co cha h2 va h4 tng ng.
Khi tnh tch phan vi so bc lap cho trc: neu so bc lap ta cho qua nho th
sai so gan ung cho ra se rat ln. Ngc lai vi so bc lap ln th sai so nho.
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5.3.
1.
Bai tap.
Tnh tch phan cua cac ham sau ay theo 3 phng phap hnh thang vi n=2,4,8
Simpson 1/3:
a. 3x3 + 5 x 1 tren [0,1]
b. 1/(2+x) tren [0, 1]
2.
xi
0
0.25
0.5
0.75
1
f(xi)
0.9162
0.8109
0.6931
0.5596
0.4055
Tnh tch phan tren [0, 1] theo 3 phng phap hnh thang vi n=2,4,8 Simpson
1/3.
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M au.
Phan ln, trong thc nghiem, ta ch co cac day so lieu di dang Bang
(neu c noi suy hay ngoai suy di dang bieu thc), chang han nh la
anh hng cua chieu cao (day so lieu y, phu thuoc), theo che o dinh
dng (day so lieu x, oc lap), hay ta co so lieu ve chi tieu theo thu nhap
tng nh Bang D lieu sau ay:
BANG 1. Chi tieu cua ca nhan theo Thu nhap hang nam.
Nam
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
122.80
124.30
134.80
144.10
142.20
143.30
142.50
140.80
150.70
159.10
161.20
157.30
157.60
161.30
164.80
111.00
114.40
121.50
127.70
125.80
124.90
125.30
124.60
131.60
137.60
137.00
136.60
137.60
143.10
145.40
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f(x)=
a (x)
i =0
Y ngha hnh hoc cua Phng phap Bnh phng toi thieu.
Ky hieu:
o x = (x1, ., xn).
o y = (y1, ., yn).
o u = (1, 1) vect n v.
Khi x va u khong ong thi tuyen tnh, se xac nh duy nhat mot sieu
phang L(x, u). Phng phap Bnh phng toi thieu la xac nh mot vect
y = (y1, .,yn).sao cho khoang cach Euclide gia y va y la ngan
nhat. Theo mot phep trc giao cua y tren sieu phang L(x,u) (xem Hnh. 1)
u
O
y
x
L(x,u)
Hnh. 1
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6.2.
Min
(y
yi )2
(6.1)
trong o:
o yi = Gia tr cua y cho quan sat th i
o yi = Gia tr d kien cua y cho quan sat th i
TRNG HP y = b0 + b1 x :
Min
[ y i ( b 0 + b 1 x i )]
at :
f(x)=
[ y i ( b 0 + b 1 x i )]
y i2 ( b 0 + b 1 x i ) 2 2 y i ( b 0 + b 1 x i )]
f
=
b0
[ 2 y
1
+ 2 ( b0 + b1 x i )] = 2 [ y i + nb 0 + b1 x i ]
n
n
n
n
f
= 2 xi yi + 2( b0 + b1 xi ) xi = 2 [ xi yi + b0 xi + b1 xi2 ]
b1
1
1
1
1
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nb 0 + b 1 x i =
1
yi
(6.2)
n
b0 xi + b1 x = xi yi
2
i
b1 =
n xi y i x i y i
n
n xi2 ( x
i
1
1
n
)
(6.3)
b0 = y - b1x
Vi cach tnh tng t nh tren ta co the m rong cho trng hp cho
trng hp tong quat e tnh bi (i=0..n).
6.3.
y = b0 + b1x + u.
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trong o b0 va
tnh t Bang 1, theo cong thc (6.3). (Ta co the s ham trong Excel e
tnh:
Vi th du Bang 1. ta tnh c :
b0
b1
=
=
20.1806
0.7438
Ngoai ra co the s dung (Excel, hoac cac phan mem thong ke), ta co the
ve ng bieu dien cua Ham hoi qui, nh theo hnh ve sau.
Real Consumer's
Expenditure
Series1
50.00
0.00
0
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PLOT OF RESIDUAL
4.00
3.00
2.00
1.00
0.00
-1.00 0
-2.00
-3.00
-4.00
Series1
10
20
Mot cach n gian ta co the s dung hoi qui tuyen tnh e d bao. Vi th
du Bang 1. Ta co Ham d bao (hoi qui) tuyen tnh la
y = 20.1806
+ 0.7438 x
Ta co the tnh cho chi tieu cho nam tiep theo neu thu nhap x = 170.
y = 20.1806
Trong trng hp tong quat, ta co the m rong cho dang ham nh ham
mu,(hoi qui theo ham mu), ham logarit (hoi qui theo ham loga), ham a
thc (hoi qui boi),..
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6.4.
Bai tap.
1. Cho Bang D lieu sau:
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
X
122.80
124.30
134.80
144.10
142.20
143.30
142.50
140.80
150.70
159.10
Y
111.00
114.40
121.50
127.70
125.80
124.90
125.30
124.60
131.60
137.60
Tnh Y =f(X) vi X= 150 theo phng phap hoi qui tuyen tnh.
2. Bang D lieu sau cho biet Chi tieu hang nam (Y) theo Thu nhap ca
nhan hang nam (X).
Nam
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1581.09
1614.31
1695.90
1796.29
1811.78
1791.78
1874.93
1962.29
2055.40
2130.13
2165.30
2225.78
2223.02
2268.07
1211.89
1249.44
1313.73
1369.31
1379.90
1383.00
1461.32
1534.39
1597.27
1645.31
1668.00
1697.53
1717.07
1748.95
Dung Hoi qui Tuyen tnh e d bao cho chi tieu nam 1984 vi thu
nhap la x= 2350
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3. Mot Nha phan phoi dung cu am nhac nhan xet rang nhu cau mua
trong Bass lien quan en so lan xuat hien cua nhom Nhac Rock,
Green Shades trong thang va qua, vi cac so lieu c thu thap nh
sau:
Nhu cau mua Trong
Bass
3
6
7
5
10
8
3
4
7
6
8
5
3.1.
Dung Hoi qui tuyen tnh e tnh Ham d bao gia nhu cau mua Trong
va tan suat xuat hien cua nhom.
3.2.
Tnh d bao cho nhu cau mua Trong neu tan suat xuat hien cua nhom
la 9 lan trong thang va qua.
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