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Muc luc - Phng Phap tnh

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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Ch2. Phng Phap tnh trong ai so Ma tran

CHNG 2. PHNG PHAP TNH


TRONG AI SO MA TRAN.
2.1.

ai so Ma tran.

2.1.1. VECT COT &VECT HANG.


Ta goi vec t cot la mot day hu han co th t cac so sap xep t tren xuong di.

Th du .
1
6
3

u =

La mot vec t cot co 3 thanh phan

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 .

CAC PHEP TOAN TREN VECT.


Cong 2 vec t, neu

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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0
0
0

Neu la vec t cot


Neu la vec t hang.
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Ch2. Phng Phap tnh trong ai so Ma tran

Tch vo hng ( nhan vec t hang vi vec t cot ) .


Neu
Th

u = [u1,, u3]

va v =
va

uv = u1v1 + u2v2 + u3v3

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

u = [ 3 (banh), 2 (keo), 4 (mt)] ch so lng hang a mua


v=

5000
4200
8000

Ch n gia tng mat hang

So tien phai tra la tch cua u va v

uv = [3, 2, 4]

5000
4200
8000

= 3x5000 + 2x4000 +4x8000 = 57400

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=

a11 a12 ... a1n


a21 a22 ... a2n

am1 am2 ... amn

A I j la phan t hang I, cot j

Khi m=n ta goi la ma tran vuong cap n.


Ma tran n v, ky hieu la I la ma tran vuong ma cac phan t tren ng cheo
chnh bang 1, cac phan t khac bang 0.
Ma tran cheo, la ma tran vuong ma cac phan t khac tren ng cheo chnh bang
0
4 0
0
Th du:
0 6
0
A=
0 0 -1

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Ch2. Phng Phap tnh trong ai so Ma tran

Ma tran chuyen v. Cho mot ma tran A, ma tran chuyen v cua A, ky hieu AT la


mot ma tran suy t A, oi hang thanh cot, oi cot thanh hang. Neu A la ma tran
mxn th AT la ma tran nxm.

Th du. Neu
2 7 6 3
8 -4 9 1

A=

2
7
6
3

Th AT =

8
-4
9
1

Ma tran vuong A co tnh oi xng neu AT = A

CAC PHEP TNH TREN MA TRAN.

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

Nhan mot ma tran vi mot hang so k khac 0.


Neu A = (ai j) th kA = (kai j)
Nhan mot vec t hang vi mot ma tran.
ieu kien: so hang cua ma tran = so phan t cua vec t hang.

Th du.

2 3
[3, 2, 1] -1 4
2 2

[ 6, 19 ]

Nhan mot ma tran vi mot vec t cot.


ieu kien: So cot cua ma tran tren = so thanh phan cua vec t cot

Th du.

3 2 1
6 3 7

Nhan 2 ma tran A B .

1
-2
3

2
21

ieu kien : so cot cua A = so hang cua B


7 4 3
2 7
12
58
=
2 8 6
1 0
0 32
-2 1 0
-2 3
-3 -14
Tong quat neu A co cap mxn, B co cap nxp th AB co cap mxp.

Th du.
AB=

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6
4

-2
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Ch2. Phng Phap tnh trong ai so Ma tran

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

MA TRAN NGHCH AO.


nh ngha. Cho A la mot ma tran vuong cap n, nghch ao cua A (neu co), ky
hieu A 1 la mot ma tran vuong cap n sao cho

A 1A

AA 1 =

NH THC CUA MOT MA TRAN.

Vi moi ma tran vuong ta tnh c mot so thc goi la nh thc cua ma tran, ky
hieu det A.

nh thc cua ma tran cap 2.


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

det A = a11a22a33-a11a23a32-a12a21a33+a12a31a23-a13a21a32- a13a21a32

nh ly. A co nghch ao neu va ch neu det A khac 0 .

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2.2.

He cac Phng trnh tuyen tnh.

Ch2. Phng Phap tnh trong ai so Ma tran

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:

a11 x1 + ... + a1n n

b1

bm

am x1 + ... + amn n

hay Ax = b trong o A = ( aij ), ma tran mxn va b la mvec t


Mot nghiem cua he la 1 vec t nvec t thoa man he tren.

He c goi la nhat quan neu co t nhat mot nghiem.

He c goi la thuan nhat neu b1 = b2 = ... = bm = 0 khi o he co t nhat mot


nghiem: x 1 = ... = x n = 0 go i la nghie m ta m th n g.

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

2.2.1. Phng phap GAUSS


Gom hai Giai oan:

Qua trnh thuan: a ma tran A ve dang ma tran na tam giac tren.

Qua trnh ngc: Tnh cac nghiem x n , x1 bang phng phap The
ngc.

1. Qua trnh thuan: a ma tran A ve dang ma tran na tam giac tren.


i: 1..n (dong th i, ta bien oi sao cho cac phan t th i+1 cua cot i bang
khong). Phep bien oi nh sau:

Dong j = Dong j a j i / a i i Dong i , vi j=i+1..n

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Ch2. Phng Phap tnh trong ai so Ma tran

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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Ch2. Phng Phap tnh trong ai so Ma tran

2.2.2. Phng phap GAUSS-JORDAN.


Th du 1. Xet he phng trnh:

x2 8x3 =17
x1 +

x3 =10

x1 - x2

Ax = b vi A = 1
1

=0

Xet mx(n+1) - ma tran [A,b] =

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

Bc 2. Thay dong 3 bang (3) - dong (1), [A,b] tr thanh


[A,b] =

1
0
0

0 1 10
1 -8 -17
-1 -1 -10

Bc 3. Thay dong 3 dong 3 + dong 2, [A,b] tr thanh


[A,b] =

1
0
0

0
1
0

1 10
-8 -17
-9 -27

Bc 4. Bien oi a33 = 1 bang cach nhan dong 3 cho -1/9


[A,b] =

1
0
0

0
1
0

1 10
-8 -17
1 3

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Bc 5. Bien oi dong 1 dong 1 dong3


1

[A,b] = 0
0

0
1
0

Ch2. Phng Phap tnh trong ai so Ma tran

0 7
-8 -17
1 3

Bc 6. Thay dong 2 dong 2 + 8 dong 3


1
0
0

[A,b] =

0
1
0

0
0
1

7
7
3

Nh vay, nghiem cua phng trnh x1 = 7, x2 = 7, x3 =3 .


Nhan xet. Khi ap dung phng phap Gauss - Jordan, ta a lap lai nhieu lan mot trong
ba thao tac c ban sau :
Thao tac 1. Hoan oi 2 dong cua ma tran [A,b].
Thao tac 2. Thay mot dong bang chnh dong o cong vi 1 dong khac a c nhan
vi mot hang so khac 0 (1/aii).
Thaotac 3. Thay mot dong bang chnh dong o cong vi mot dong khac a c nhan
vi mot he so khac 0.
Ba thao tac tren c mo ta trong cac thu tuc sau ay :

THU TUC H_DOI (Var A: ma_tran; i,j: integer);


{ac ta hoan oi 2 dong i va j cua ma tran A}
Var k: integer ; t: real ;
Begin
Lap lai vi k = 1 en n
t a[i,k]; a[i,k] a[j,k]; a[j,k] t
Het ;
End;

THU TUC NHAN (Var A: ma_tran; i: integer; t: real);


{ac ta dong i, dong j (i j) , t 0 dong i t * dong i}
Var k: integer;
Begin
Lap lai vi k = 1 en n a[i,k] a[i,k]* t ;
End;

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Ch2. Phng Phap tnh trong ai so Ma tran

THU TUC XOA (Var A: ma_tran ; i,j : integer ; t : real) ;

{ac ta dong i, dong j (i j) , t 0 dong i dong i - t * dong j}


Var k: integer ;
Begin
Lap lai vi k = 1 en n

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.

Nhan xet ve phng phap Gauss- Jordan:


ch li ve mat ly thuyet.
Khong thch hp vi cac he ln.
Th du. Vi he 1000 phng trnh vi 1000 bien, th so phep tnh so hoc
(+, -, nhan, chia) phai lam vao khoang (10003 =) 1 ty phep tnh.
Cai tien bang phng phap kh GAUSS.
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Ch2. Phng Phap tnh trong ai so Ma tran

2.2.3. Phng phap Phan tch L.U.


Y tng cua Phng phap nay nh sau:
Bc 1. Phan tch A thanh hai ma tran A= L U, trong o L la ma tran na tam giac
di (tat ca cac phan t tren ng cheo eu bang 0, noi khac i: lij=0, i< j)
va U la ma tran na tam giac tren (tat ca cac phan t di ng cheo eu
bang 0, noi khac i: uij=0, i> j).

L=

111 0 0
l21 l22 0
. .
.

0
0

U=

u11 u12 .
0 u22 .
0 .
.

Bc 2. Tm nghiem thong qua Giai Hai He phng trnh (1) va (2)


o Giai He phng trnh :

Az = B (tm z)

(1)

o Giai He phng trnh :

Ux = z (tm x)

(2)

2.3.

Ap dung e tnh Nghch ao ma tran (AP DUNG PHNG PHAP


GAUSS - JORDAN).

Th du. Tm nghch ao cua ma tran

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

Ch2. Phng Phap tnh trong ai so Ma tran

-6
4
5
-6
4

= 5 det 0
3

1
0
0

0
1
0

1
0

= 16 + 15 = 31 0

0
0
1

3. Lan lt thc hien cac phep bien oi, ta c


A-1 =

2.4.

4 0 -5
-18 1 24
-3 0 4

Ap dung e lap Bang can oi lien nganh.


Mot nen kinh te co nhieu nganh san xuat khac nhau. Tuy theo mc o chnh xac
va chi tiet cua cach phan chia ma ngi ta co the chia cac nganh san xuat lam
nhieu nganh: 14, 38, 100 hay 600 nganh.
Ta gia s mot nen kinh te c thu gon vi 2 nganh san xuat : nganh 1 va nganh
2:

Nganh 1 san xuat cac san pham 1.

Nganh 2 san xuat cac san pham 2.

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

: so lng san pham 1 ma nganh 1 s dung

x21

: so lng san pham 2 ma nganh 1 s dung

x12

: so lng san pham 1 ma nganh 2 s dung

x22

: so lng san pham 2 ma nganh 2 s dung

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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Ch2. Phng Phap tnh trong ai so Ma tran

Nganh

Nhu cau

Tong san pham

Ben ngoai

San pham 1

X11

x12

d1

x1

San pham 2

X21

x22

d2

x2

Ta co: x1 = x11 + x12 + d1 (1)


x2 = x21 + x22 + d2 (2)
Cac san lng x11 , x12 , x21 , x22 , co quan he the nao vi cac tong san pham
x1 va x2 ?
Ngi ta dung mo hnh tuyen tnh (tc la nhu cau cua moi nganh ve mot san pham nao
o ty le vi tong san pham ma nganh o lam ra).

Nh vay:
oi vi nganh

x11 = a11 x1

x12 = a12 x2

x21 = a21 x1

x22 = a22 x2

aij la cac hang so ty le. Ta co 0 aij <1.


Y ngha cua cac he so aij .
Ta co

x11

= a11 x1,

Neu cho x1 = 1 th a11 = x11 . Do o a11 la chi ph cho SP1 ma nganh 1 s


dung e lam ra 1 ong SP1.
Tng t
a21 la chi ph cho SP2 ma nganh 1 s dung e lam ra 1 SP1,
a12 la chi ph cho SP1 ma nganh 2 s dung e lam ra 1 SP2,
a22 la chi ph cho SP2 ma nganh 2 s dung e lam ra 1 SP2.
Ta co:
x1 = a11 x1 + a12 x2 + d1 (1)
x2 = a21 x1 + a22 x2 + d2 (2)

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Ch2. Phng Phap tnh trong ai so Ma tran

Neu ta at:

X=

x1
x2

d1
d2

D=

A=

a11 a12
a21 a22

Ma tran co the viet:


X = AX + D (1 - A)X = D
Trong o,

(3)

X = vec t san xuat hay vec t tong san pham,


D = vec t nhu cau,
A = (aij) : ma tran nhap/ xuat hay ma tran trao oi.

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:

a01 la chi ph lao ong e lam ra 1 ong SP1

a02 la chi ph lao ong e lam ra 1 ong SP2

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

Tong san pham

Ben ngoai

San pham 1

250

150

200

600

San pham 2

90

110

100

300

Tong gia tr L

130

30

Gia tr gia tang

130

10

Tong san pham

600

300

Gia s cac he so ky thuat khong oi trong thi gian mot nam.


Hay lap bang d oan trao oi lien nganh cho nam sau, biet rang nhu cau ben
ngoai cua moi nganh tang lan lt la 2% va 10%.

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Ch2. Phng Phap tnh trong ai so Ma tran

Giai.

Tnh ma tran nhap xuat a = (aij)


a11

= 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

Tnh vect nhu cau D.


Do nhu cau cua nganh tang 2% nen nhu cau tong san pham cua nganh 1 nam sau
phai la: 200 102% = 204
Nhu cau cua nganh 2 tang 10% nen nhu cau tong san pham cua nganh 2 nam sau
phai la: 100 110% = 110
Vay vec t nhu cau cho nam sau la:
D' =

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

Giai he phng trnh tren ta c


X =

Suy ra x'11 = a11x'1 = 260.6604,


x'12 = a12x'2 = 160.9245,

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625.5849
321.8491

x'21 = a21x'1 = 93.8377


x'22 = a22x'2 = 118.0113

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Ch2. Phng Phap tnh trong ai so Ma tran

Tnh chi ph lao ong, ta co:


a0 = [a01 , a02] vi:
a01 = 130/600 = 0.2167.
a02 =

30/300 = 0.1

Suy ra chi ph lao ong:


oi vi Nganh 1 = a01 x X1 = 0.2167 x 625.5849 = 135.5434
oi vi Nganh 2 = a02 x X2 = 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

Gia tr gia tang

135.5434

10.784

625.5849

321.849

Tong san pham

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

a. Tnh (A+B) + C ; A +( B+C) ; 3A.


b. Tnh ma tran chuyen v cua A, B, C
2.
Thc hien cac phep nhan hai ma tran sau:

3.

4.

1 3

1 2

-1 2
3 4

3 2

Tnh nh thc cua cac ma tran sau:

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.

Ch2. Phng Phap tnh trong ai so Ma tran

d.

x1 - 2x2 + x3 = 1
2x1 - x2 + 2x3 = 5
x1 + 2x2 -

3x2 - 4x3

=-6

x1 + 4x2 + 5x3

= 19

3x1 -

x1 + 4x2 + 2x3

= 13

5x1 + 3x2 + 4x3 = 2

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

5x1 + 3x2 + 4x3 = 2

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

Co 3 loai thc pham:

Loai 1 cha 1 n v vitamin A, 2 n v vitamin B, 3 n v vitamin C

Loai 2 cha 2 n v vitamin A, 0 n v vitamin B, 3 n v vitamin C

Loai 3 cha 3 n v vitamin A, 1 n v vitamin B, 2 n v vitamin C

Ngi ta muon chon mot khau phan cung cap:"11 n v vitamin A, 9 n v


vitamin B, 20 n v vitamin C".
a. Tm tat ca so lng thc pham cua moi loai co the co bao am ay u nhu cau
ve vitamin nh tren.
b. Neu gia n v cua cac loai thc pham lan lt la 600 ong, 550 ong, 500
ong th co khau phan nao tr gia 1000 ong.

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8.

Ch2. Phng Phap tnh trong ai so Ma tran

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

a. Giai bang cach cong hai phng trnh.


b. Giai he bang Gauss. Co ieu g bat thng?
10.

Giai he
a. 2.001x + 5y
2

x + 5y

= 7.001
= 7

b.

2.001x + 5y =

x + 5y =

So sanh 2 he tren va ket qua.


11. Cho ma tran xuat.

-5 0 -25
A = -125 -5 -25
-125 0 -125

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Tm vect tong san pham X cho nen

125

kinh te A biet rang vect bieu dien nhu

D = 250 000

cau ben ngoai la:

31

90

000
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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen

CHNG 3. PHNG PHAP GIAI


CAC PHNG TRNH PHI TUYEN.
3.1.

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)

trong o : f la mot ham phi tuyen,


x* c goi la nghiem cua phng trnh (1) f ( x* ) = 0 .

NH LY TON TAI NGHIEM.


Neu ton tai hai iem a, b sao cho f(a) va f(b) trai dau, ngha la

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.

Phng phap chia oi khoang.


Gia s (a,b) la khoang cho trc cua phng trnh f(x) = 0.
Y tng cua Phng phap: Neu f(x) la ham lien tuc tren khoang [a,b] va
f(a).f(b)<0 th c[a,b] sao cho f(c)=0.(theo nh ly ton tai nghiem)

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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen

THUAT TOAN CHIA OI KHOANG.


Nhap ham f(x), a, b, sai so

c=(a +b)/2 , Tnh f(c)

f(c)f(a)< 0

Thay ac

Thay bc

Tnh e =(b a)/2

S
e<
, Dng c la nghiem gan ung

TH DU 1. Tm nghiem dng cua Phng trnh f(x) = x2 + 2x 0.5 trong


khoang [0,1] theo phng phap chia oi, ta co ket qua nh sau:
So Bc lap i

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

Phng phap day cung.

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

Day cung AB la ng thang i qua hai iem A(a,f(a)) va B(b,f(b)) nen


phng trnh cua day cung AB la:
y f (a )
f (b ) f (a )

x
b

a
a

Giao iem x1 cua truc hoanh vi day cung AB, ta co x = x1 va y = 0, nen


co:
f (a)
x a
= 1
f (b) f (a)
ba

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

S hoi tu cua phng phap


Gia s (a,b) la khoang cach ly nghiem cua phng trnh f(x) = 0 va f(x) gi dau
khong oi trong (a,b) ngha la: f(a) * f(b) < 0, f(x) va f(x) gi dau khong oi trong
(a,b). Khi o neu ap dung lien tiep phng phap day cung oi vi khoang cach ly
nghiem (a,b), cac nghiem gan ung lien tiep x0 , x1 , x2 , . Hoac tao nen mot day n
ieu tang va b chan. Nen ton tai gii han: lim xn =
n +

Khi ay la nghiem cua phng trnh f(x) = 0 trong (a,b),

anh gia sai so nghiem gan ung


nh ly:
Gia s nghiem gan ung va nghiem gan ung xn cua phng trnh f(x) = 0
eu nam trong mot oan [ , ] va 0 < m1 |f(x)| oi vi x [ , ] . Khi o ta
co anh gia sau:

|xn - |

| f ( xn ) |
m1

(3.3)

Chng minh:
Ap dung cong thc so gia hu han (cong thc Lagrange) ta co:

f(xn) f( ) = f(c) * (xn - ) vi c ( , )


V f( ) = 0 va |f(c)| m1 nen :
| f(xn) f( ) | = |f(xn)| = |f(c)(xn - )| m1 |xn - |
suy ra :

|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:

0 < m1 f ' ( x) M1 < + (theo gia thiet)


T (3.2) ta co :

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

V la nghiem ung cua phng trnh f(x) = 0: f( ) = 0, nen co the viet :


f( ) f(xn-1) =

f ( xn 1 ) f (d )
* (xn - xn-1)
xn 1 d

Ap dung cong thc so gia hu han, ta co :


f(c1) f( - xn-1) = f(c2) * (xn xn-1) vi c1 , c2 (a,b);
Do o:
f(c1) * ( - xn + xn - xn-1) = f(c2) * (xn xn-1)
f(c1) * ( - xn) = [f(c2) f(c1)] * (xn xn-1)
va:
xn =

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f ' (c2 ) f ' (c1 )


f ' (c1 )

xn xn 1

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Ch3. Phng Phap tnh Giai cac Phng trnh Phi tuyen

Theo gia thiet, ta co :

f ' (c2 ) f ' (c1 ) M 1 m1

T o suy ra: xn

M 1 m1
* xn xn 1
m1

Tr lai TH DU 1, tm nghiem dng cua Phng trnh f(x) = x2 + 2x 0.5 trong


khoang [0,1] theo phng phap day cung, ta co ket qua nh sau:
So Bc lap i

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.

Phng phap Newton.

-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:

f(x) = f(x0) + (x - x0) f (x0) + = 0


f(x0) + (x - x0) f (x0)
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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

Ket qua gan ung x1

Tr lai TH DU 1, tm nghiem dng cua Phng trnh f(x) = x2 + 2x 0.5 trong


khoang [0,1] theo phng phap Newton, ta co ket qua nh sau:

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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.

Tm khoang thch hp e cac phng trnh sau co nghiem va tm nghiem


theo 3 phng phap: chia oi, day cung va phng phap Newton sau 4 bc
lap:
3
a. x 2 x 1
=0

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
=0

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Ch4. Phng phap noi suy va Ngoai suy.

CHNG 4. PHNG PHAP NOI SUY NGOAI SUY.


4. 0. M AU.
Gia s f(x) la mot ham cha biet, (hoac can phuc hoi), nhng ta biet gia tr cua
ham f tai n + 1 iem x0 , x1, x2 , . xn la f(x0), f(x1), f(x2) , .
f(xn).
Ky hieu:

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

Van e: Tm mot ham g xap x vi ham f theo ngha:


g(xi) = f(xi) vi i=0..n.

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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Ch4. Phng phap noi suy va Ngoai suy.

4. 1. NOI SUY TUYEN TNH (LINEAR INTERPOLATION).


Trng hp g la a thc bac 1 (qua 2 iem) ta goi la noi suy tuyen tnh.

f2

Bang d lieu tren se la:


x
x1
x
x0
fx = f(x)
f0
f1
g(x) = p1(x) = a0 + a1 x.

x1

x2

Ta co:
f1 = a0 + a1 x0
f2 = a0 + a1 x1

f(x)
f1

Giai He Phng trnh tren ta c:


a0 =

x1 f0 x0 f1
x1 x0

a1 =

f1 f0
x1 x0

Sai so e(x) = (x x0)(x x1) f() , x0<<x1.

4. 2. NOI SUY LAGRANGE.


Trng hp g la a thc bac n (qua n + 1 iem). Gia s noi suy a thc
g(x) co dang:
g(x) = a0 + a1 x1 + . + an xn ,
trong o

g(xi ) = f(xi) = fi vi i=0..n.

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Ch4. Phng phap noi suy va Ngoai suy.

Lagrange chon ham Noi suy g(x) co dang =

g(x) = Li ( x ) f i
i

trong o:

Li(x) =

1 neu x=xi,
0 trai lai

nh ngha tren tng ng:

Li(xj) =

1 neu i= j
0 trai lai

Theo nh ngha, ta co:


Li ( x ) =

( 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

Sai so e(x) =L(x)f(n+1)(() , x0<<xn.


L ( x) =

( x x 0 )( x x1 )...( x x i 1 )( x x i +1 ).....( x x n )
(n + 1)!

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Ch4. Phng phap noi suy va Ngoai suy.

4. 3. NOI SUY NEWTON TIEN.


Gia s cac iem co khoang cach eu nhau. Cac iem d lieu c ky hieu (xi , fi),
trong o fi = f(xi ). e nh ngha noi suy Newton tien , ta can cac nh ngha sau:

0 f i = f i
f i = f i +1 f i

(Sai phan tien bac 0)

(4.3.1)

(Sai phan tien bac 1)

(4.3.2)

2 f i = f i + 1 f i

(Sai phan tien bac 2)

(4.3.3)

(Sai phan tien bac k)

(4.3.4)

.
.

k f i = k 1 f i +1 k 1 f i

Th du 1. Ta co Bang sai phan tien sau ay:


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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Ch4. Phng phap noi suy va Ngoai suy.

Cu the, ta co:
o Noi suy tuyen tnh:

g( x ) = g( x0 + sh ) = f0 + sf0

o Noi suy a thc bac 2:

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)

= 0.001 + 0.2 s = 0.001 + 0.2(x x0)/0.1


= 0.001 + 0.2(x 0.1 )/0.1
= 0.1999 + 2 x

o Noi suy a thc bac 2:

g(x) = 0.001 + 0.2 s + 0.02 s(s 1)/2


= 0.001 + 0.2(x0.1 )/0.1 + 0.01(x0.1)(x0.11)/0.01
= 0.1999 + 2 x + (x2 1.2 x +0.11)
= 0.0899 + 0.8 x + x2

Sai so cua noi suy Newton tng t vi sai so cua noi suy Lagrange:

Sai so e(x) =L(x)f(n+1)(() , x0<<xn.


L ( x) =

( x x 0 )( x x1 )...( x x i 1 )( x x i +1 ).....( x x n )
(n + 1)!

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4. 4.

Ch4. Phng phap noi suy va Ngoai suy.

NOI SUY NEWTON LUI.

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

(Sai phan lui bac 0)

(4.4.1)

(Sai phan lui bac 1)

(4.4.2)

2 f i = f i f i 1

(Sai phan lui bac 2)

(4.4.3)

.
.

k f i = k 1 f i k 1 f i 1 (Sai phan lui

(4.4.4)

bac k)

Lay lai Th du 1. Ta co Bang sai phan lui sau ay:


i

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

Ham noi suy Newton (a thc) lui t iem x=xj, x=xj - k c nh


ngha nh sau:
k

g( x ) = g( x j + sh ) = Csn+n1k f j
n=0

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5f

-0.422

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Ch4. Phng phap noi suy va Ngoai suy.

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:

o Noi suy tuyen tnh, vi j=3 ; xj = 0.4, f3 = 0.661; f3 = 0.240


g(x) = 0.661 0.240 s
= 0.661 0.240 (x 0.4)/0.1
= 0.661 2.4 (x 0.4)
= 1.621 2.4 x

o Noi suy a thc bac 2, vi j=3 ; xj = 0.4, f3 = 0.661; f3 = 0.240,


2f3 = 0.020
g(x) = 0.661 0.240 s + s(s+1) 2f3 / 2

=
=
=
=

0.661
0.661
1.621
1.381

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0.240 (x 0.4)/0.1 + 0.01(x 0.4) (x 0.4 +1)/0.01


2.4 (x 0.4) + (x 0.4) (x 0.4 +1)
2.4 x + (x2 + 0.2 x 0.24)
2.2 x + x2

47

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Ch4. Phng phap noi suy va Ngoai suy.

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

a. Tnh noi suy tuyen tnh qua 2 iem i=0, 1


b. Tnh noi suy Lagrange trong trng hp n=1, 2,3.
c. Lap bang sai phan va tnh noi suy Newton tien trong trng n=1, 2,3.

3. Cho ham so f nh ngha nh sau:

F(x) = 3x3 + 5 x 1.

a. Tnh noi suy tuyen tnh qua 2 iem x0 = 1 va x1 = 2.


b. Tnh noi suy Lagrange trong trng hp n=1, 2,3, vi x0 = 1, h=0.2.
c. Lap bang sai phan va tnh noi suy Newton tien trong trng hp n=1, 2,3.
vi x0 = 1, h=0.2.
d. Tnh sai so tai x =1.3.

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Ch5. Phng phap Tch phan so

CHNG 5. PHNG PHAP TCH PHAN SO


Muc ch trong chng nay la dung phng phap so e tnh tch phan.
b
I = f ( x)dx
a
trong o ham f(x) c cho di dang bang hay dang giai tch.
Phng phap so (tnh gan ung) da tren a thc noi suy Pn cua f.

5.1.

Phng phap hnh thang.

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

(5.1)

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Ch5. Phng phap Tch phan so

Ve mat hnh hoc, (5.1) co ngha la dien tch


hnh thang cong

aABb

( AB

la cung ng

cong y=f(x) i qua hai iem A va B) c thay

xap x bang dien tch hnh thang phang aABb


( AB la day cung y=P1(x) noi hai iem A va B).
Noi khac i, ng cong y=f(x) noi hai iem A va

y=f(x)

y=P1(x)
0

B c thay xap x bang ng thang y=P1(x) i


Hnh 1

qua hai iem A va B. (Hnh 1)


Cong thc (5.1) la cong thc hnh thang, trong trng hp n=2.

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

Ngoai ra: R(0)=0; R(0)=0.


T o ap dung nh ly trung bnh th hai cua tch phan xac nh, chung ta nhan c:
h
1
R ( h ) = R ' ( 0 ) + R ( t ) dt =

2
0

=
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f ( a + t ) dt =

h
1
h 2
f (c )
f ( c ) tdt =
1
1
2
4
0

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Ch5. Phng phap Tch phan so

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)

TRNG HP TONG QUAT n.


Trong trng hp tong quat, ta co the chia oan [a, b] thanh n khoang (co
the khong bang nhau, n la so nguyen, dng, chan hoac le eu c):
[x0,x1],[x1,x2],.,[xn-1,xn]
ba
bi cac iem chia x0=a ; xi = a + ih (i= 1, n 1 ) ;xn=b
n

co o dai la h=

f ( x)dx

Ky hieu: yi=f(xi) (i= 0, n ), khi o: I =

co the c tnh nh sau:

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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Ch5. Phng phap Tch phan so

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

f ' '(c ) = n = nf " (c)


i =1

Thay vao (5.5), nhan c :

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

thc hnh thang tong quat sau :


b

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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Ch5. Phng phap Tch phan so

Thuat toan hnh thang


Nhap ham so f(x)
Nhap a,b ,n
S=(f(a)+f(b))/2
h=(b-a)/ n
i=1

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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Ch5. Phng phap Tch phan so


1

dx
1+ x
0

TH DU 1. Tnh gan ung tch phan sau ay I=

Trng hp n=10 va h= 0.1, ta co Bang ket qua sau:


I

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

5.2. Phng phap SimpSon1/3


TRNG HP n=2.
b
e tnh gan ung f ( x)dx , chung ta co the chia [a,b] thanh hai oan bang nhau
a
bi cac iem chia x0=a;x1=a+

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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Ch5. Phng phap Tch phan so

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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Ch5. Phng phap Tch phan so

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

ao ham ba lan theo h ang thc tren, ta co :


R (h) =

h
f ( x + h) f ( x h)
1
1
3

Ap dung cong thc Larange oi vi f (x) ,ta co :


R (h) =

2h 2 (4)
(c ), c ( x h, x + h)
f
3 3
1
1
3

Ngoai ra: R(0)=0;R(0)=0; R (0) = 0 . T o, chung ta ap dung nh ly trung


bnh th hai cua hai tch phan xac nh, ta nhan c:
h
2
(4)
R (h) = R (0) + R (t )dt = h 3 f
(c )dt , c ( x h, x + h)
2
2
1
1
9
0
h

R (h) = R (0) + R (t )dt =


0

R(h) = R(0) + R (t )dt =


0

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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Ch5. Phng phap Tch phan so

TRNG HP TONG QUAT n.


b
e tnh gan ung f ( x)dx , ta chia [a, b] thanh n=2m oan bang nhau (ngha la n
a
la so nguyen, dng, va chan ): [x0,x1], [x1,x2], , [x2m-2,x2m-1], [x2m-1,x2m], co o

dai la h =

ba ba
bi cac iem chia : x0=a, x1=a+ih (i = 1,2m 1 ), xn=x2m=b .
=
n
2m

Ky hieu: yi=f(xi), i= 0, n , khi o, ta co:


b

x2

x4

x2 m

x0

x2

x2 m 2

f ( x)dx f ( x)dx + f ( x)dx + ... + f ( x ) dx

(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

trong o : 1 = y1 + y 3 + ... + y 2 m 1 ; 2 = y 2 + y 4 + ... + y 2 m 2


Cong thc (5.11) c goi la cong thc SimpSon1/3 tong quat.

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Ch5. Phng phap Tch phan so

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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Ch5. Phng phap Tch phan so

Nhap ham so f(x)


Nhap a,b
Nhap n
S

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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Ch5. Phng phap Tch phan so

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

c t cong thc hnh thang tong quat vi bc h va


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Ch5. Phng phap Tch phan so

Nh vay, trong khi thc hanh sai so cua cong thc hnh thang c tnh bang:

1
I 2n I n
3

Va sai so cua cong thc SimpSon1/3 c tnh bang :

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

I n I 2n th qua trnh c lap lai vi bc h/4. Bc h au tien thng c chon


c

, 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.

Ch5. Phng phap Tch phan so

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.

Cho bang D lieu sau:


I
0
1
2
3
3

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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Ch6. Phng phap Bnh phng Toi thieu.

CHNG 6. PHNG PHAP BNH PHNG


TOI THIEU.
6.1.

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

Thu nhap (x)

Chi tieu (Y)

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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Ch6. Phng phap Bnh phng Toi thieu.

Bai toan c at ra nh sau:


Cho oan [a, b], (a, b hu han), ham y=f(x) c cho di dang bang hay
di dang bieu thc. Ta muon bieu dien gan ung ham f(x) di dang
mot to hp:

f(x)=

a (x)
i =0

Hay tm cac He so ai (i=0..n) sao cho i (x) la gan nhat (theo


phng sai) vi f(x).
Phep xap x nh vay c goi la Phng phap Bnh phng toi thieu.

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.

Ch6. Phng phap Bnh phng Toi thieu.

Phng phap bnh phng toi thieu. (Least Squares


Method).

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 )]

Lay vi phan theo 2 bien b0 va b1 ta co :

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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Ch6. Phng phap Bnh phng Toi thieu.

Bai toan (6.1) tng ng vi Bai toan f = 0


Suy ra, ta co He Phng trnh:
n

nb 0 + b 1 x i =
1

yi

(6.2)
n

b0 xi + b1 x = xi yi
2
i

Giai He phng trnh tren ta c:

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.

Ap dung Phng phap bnh phng trong Bai toan d bao


theo Hoi qui Tuyen tnh.
Vi so lieu Bang 1, Ham chi tieu hang nam cua ca nhan, y, co the xap
x thanh mot Ham tuyen tnh theo thu nhap ca nhan hang nam x, ngha la

y = b0 + b1x + u.

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Ch6. Phng phap Bnh phng Toi thieu.

trong o b0 va

b1 la hang (thong so) va u la dao ong (hay sai so).


b0 va b1 khong the tm thay do quan sat, tuy nhien b0 va b1 c

tnh t Bang 1, theo cong thc (6.3). (Ta co the s ham trong Excel e
tnh:

@INTERCEPT (D_array, IND_array) e tnh b0

@SLOPE (D_array, IND_array) e tnh b1

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

FITTED REGRESSION LINE


200.00
150.00
100.00

Series1

50.00
0.00
0

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Ch6. Phng phap Bnh phng Toi thieu.

Va ng thang d (sai so):

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

+ 0.7438 * 170 = 146.6266

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.

Ch6. Phng phap Bnh phng Toi thieu.

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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Ch6. Phng phap Bnh phng Toi thieu.

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

Tan suat xuat hien tren TV


cua nhom Green Shades

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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