Noi Suy PDF

Chng 3: Php ni suy v hi quy
CHNG 3
PHP NI SUY V HI QUY
MC CH, YU CU
Sau khi hc xong chng 3, yu cu sinh vin:
1. Hiu c th no l bi ton ni suy v hi quy.
2. Nm c cc phng php ni suy a thc, bit cch tm cc a thc ni suy theo cc
phng php .
3. Bit c khp ng cong - Ni suy Spline l g?
4. Nm v gii c cc bi ton bng phng php bnh phng ti thiu
5. Bit cch nh gi sai s ca tng phng php.
3.1. M U
Thng thng trong mt s lnh vc nh kinh t chng hn, cc i lng kho st thng
khng c cho di dng hm lin tc, m l bng cc gi tr ri rc. Cc phng php gii tch
ton hc thng tnh ton vi cc hm cho bi cc cng thc, do khng th p dng trc tip
nghin cu cc hm cho di dng ri rc nh th ny. Cng c khi ta bit rng i lng y l
mt hm ca i lng x, tc l y = f(x), nhng ta khng bit biu thc hm f(x) m ch bit mt
s gi tr yi tng ng vi cc gi tr ca x ti cc im xi nh trong bng sau:
x
x
0
x
1
y
0
..
y
2
x
n-1
.
..
x
n
y
n-1
y
n
Thng thng th x0 < x1 < x2 < . . . < xn v cc im ny c th phn b cch u hoc

khng. Mc du ta ch bit cc gi tr ca y ti cc im mc xi, nhng trong nhiu trng hp ta
cn tnh ton vi cc gi tr y ti cc v tr khc ca x. Mt cu hi t ra l: cho mt im x
khng thuc cc im xi cho trn, lm th no chng ta c th tnh c gi tr y tng ng vi
n, sao cho chng ta c th tn dng ti a cc thng tin c?
Bi ton ni suy l bi ton tm gi tr gn ng ca y ti cc im nm gia cc gi tr x
khng c trong bng trn. Nu cn tm cc gi tr gn ng ca y ti cc im x nm ngoi khong
[x0,xn] th bi ton c gi l bi ton ngoi suy. Mt b n+1 cp cc gi tr bit ca x v y:
(x0,y0), (x1,y1), . . . ,(xn,yn) c gi l mt mu quan st, cn x0, x1, ... , xn c gi l cc im
quan st v y0, y1, ... , yn l cc kt qu quan st.
42

V bi ton ca chng ta khng ch gii quyt vi mt gi tr x c th, m l c mt mim
gi tr no ca x. Do cu hi trn cng tng ng vi vn sau: hy tm mt hm g(x)
sao cho min gi tr ca n cha cc im (x0, x1, ..., xn) v hm ny xp x tt nht tp s liu
c l cc cp (x0,y0), (x1,y1), ..., (xn,yn) theo mt ngha no . Chng ta thy ngay l tp s liu l
hu hn, cn tp cc gi tr cn c lng l v hn, nn s c v s hm g(x) nu chng ta khng
a ra mt s rng buc no v g(x). iu u tin chng ta quan tm l nn chn dng hm
g(x) nh th no.
Mt cch t nhin, ta c th t iu kin v hm g(x) nh sau:
g(xi) i =0,1,2,...,n gn cc im yi nht theo mt ngha no .
g(x) l duy nht theo mt s iu kin no .
Hm g(x) lin tc, khng c im gp khc v t thay i trong tng on [xi,xi+1].

Cc nh l v xp x sau y ca Weierstrass s cho chng ta gi v dng hm ca g(x).
nh l Weierstrass 1 v xp x hm.
Cho f (x) l mt hm thc lin tc xc nh trn khong [a,b]. Khi vi mi >0 tn ti

mt a thc p(x) bc m vi cc h s thc sao cho vi mi gi tr x[a,b] ta c |f(x) - p(x)|<.
nh l Weierstrass 2 v xp x hm.
Cho f (x) l mt hm thc lin tc xc nh trn khong [-,] v f(-) = f(). Khi vi
mi >0 tn ti mt a thc lng gic
qm(x) =
a0
+
2
[aj cos(jx) + bj sin(jx)]

j=1
vi cc h s thc sao cho vi mi gi tr x[-,] ta c |f(x) - q(x)|<.

T cc nh l trn y ta thy rng chn a thc l thch hp cho dng hm g(x). a thc
l hm quen thuc v ta bit nhiu tnh cht ca n.
Ngi ta thng dng cc phng php xp x sau xc nh a thc p(x):
1.
Nu ta bit rng cc cp gi tr (x0,y0), (x1,y1), ..., (xn,yn) l th hin ca mt hm f(x) no

, tc l ta bit rng y=f(x) v nh vy ti cc im xi, i=0,1,...,n yi = f(xi). Trong trng
hp ny ta i hi a thc p(x) phi i qua cc im (xi,yi), i=0,1,...,n.
Bi ton ni suy by gi c th pht biu c th hn nh sau:
Cho mt mu quan st gm n+1 cp cc gi tr bit ca x v y : (x0,y0), (x1,y1), .
. . ,(xn,yn) . Hy xy dng mt a thc bc m n
pm(x) = a0 + a1x1 + . . . am-1xm-1 + amxm
sao cho pm(xi) = yi , i = 0, 1,..., n
(3.1)
(3.2)
Ngi ta gi bi ton trn y l bi ton ni suy a thc, v a thc pm(x) c gi

l a thc ni suy.
Trong mt s ng dng vt l ta gp cc hin tng c tnh cht tun hon. Khi a
thc lng gic t ra thch hp hn trong bi ton ni suy. V trong bi ton trn a thc
pm(x) c thay bng a thc lng gic
43

qm(x) =
2.
a0
+
2
[aj cos(jx) + bj sin(jx)]

j=1
Ni suy trong trng hp s o khng hon ton chnh xc:

Trong thc t cc gi tr yi ti cc im quan st li thng ch l cc gi tr gn ng
ca cc gi tr tht. Ni cch khc thc ra ta ch c yi f(xi) m thi. Trong trng hp ny
nu ta p t iu kin v a thc ni suy phi tha mn pm(xi) = yi th khng hp l. Thay
v tm mt a thc tha mn iu kin ny, ta tm a thc pm(x) = a0 + a1x1 + . . . am-1xm-1
+ amxm, tc l xc nh cc h s a0, a1, . . ,am sao cho tng bnh phng sai s l b nht,
tc l
e=
i=0
j=0
(yi - aj xij )2
l b nht. Phng php ni suy theo tiu chun ny c gi l phng php bnh
phng b nht hay l phng php bnh phng cc tiu.
Ngoi hai phng php thng dng trn, ngi ta cn dng phng php xp x Csebisev
da trn tiu chun:
max |yi - p(xi)|

0 i n
cc tiu.
3.2. NI SUY A THC

3.2.1. S duy nht ca a thc ni suy
Ta c nh l sau y:
nh l. C duy nht mt a thc c bc khng qu n v i qua n+1 im cho trc (x0,y0),
(x1,y1), . . . ,(xn,yn) .
Chng minh. Ta xt a thc c dng (3.1) trn y v tha mn (3.2). Kt hp (3.1) v
(3.2) ta c
y0

y1
. =

y
n
1 x 0
1 x1
. .
1 x n
x 02
x12
.
...
...
...
x n2
x n2
x 0n a 0

x1n a1
. .

x nn a n
Hay c th biu din gn hn di dng ma trn

Y=Va
Trong
1 x 0
1 x1
V=
. .
1 x n
44
x 02
x12
.
...
...
...
x n2
x n2
x 0n
x1n
.
x nn
(3.3)

chnh l ma trn Vandermon, ta c
det V =
(xj - xi)
0 i < j n
V ta gi thit cc im xi v xj khc nhau, do ma trn ny khc 0 nn h phng trnh

(3.3) c nghim duy nht cho cc ai, v nh vy a thc pn(x) c xc nh duy nht. (Nu khi
gii phng trnh (3.3) m ta nhn c an 0 th a thc ny c bc l n).
3.2.2. Tnh gi tr a thc bng phng php Horner
Trong bi ton ni suy a thc ta s phi thng xuyn tnh gi tr ca a thc pm(x)= a0 +
a1x1 + . . . am-1xm-1 + amxm ti im x. Nu tnh trc tip ta phi thc hin kh nhiu php tnh, v
khi tnh cc gi tr m ca x c th ta gp cc gi tr ln, cho d trong thc t cc thnh phn ca
a thc trit tiu ln nhau v gi tr ca a thc khng ln. Horner a ra cch tnh sau loi tr
c cc nhc im trn.
Ta vit li a thc pm(x) di mt dng khc:
pm(x) = amxm + am-1xm-1 + . . . + a1x1 + a0 = (...((amx + am-1)x + am-2)x+...+a1)x+a0
T y ta c cch tnh pm(x) trn my tnh nh sau:
t
Pm = a m
Pm-1 = Pmx+am-1
...
Pi = Pi-1x + ai
Khi tnh ton ta khng cn lu tr tt c cc gi tr ca Pi, m ch cn lu tr cc gi tr ca

Pi trong mt v tr b nh. Thut ton trn tr thnh:
P = am
Cho i chy t m-1 n 0, tc l i=m-1,m-2,...,0

t
P = Px + ai
P cui cng tnh c chnh l gi tr ca a thc ti x.

3.2.3. Sai s ca a thc ni suy
nh l Rolle: Cho f(x) l hm s thc lin tc trn khong ng [a,b] v kh vi trn
khong m (a,b) v f(a) = f(b). Khi tn ti im (a,b) sao cho f'() = 0.
nh l: Gi s hm f(x) c o hm lin tc n cp n+1 trn on [a,b] v pm(x) l a thc
ni suy, tc l:pm(xi) = f(xi) = yi , i = 0, 1,..., n. Vi cc mc ni suy l a = x0 < x1 <... < xn = b.
t n+1(x) =
( x x ) v
i
R(x) = f(x) - pm(x)
i =0
Khi vi x [a,b] tn ti [a,b] (ph thuc vo x) sao cho
f ( n +1) ( )
n+1(x)
R(x) =
(n + 1)!
(3.4)
45

H qu. Gi M =
sup
a x b
|f(n+1) (x)| khi ta c
|R(x)| | f(x) - pm(x)|
M
| n+1(x) |
(n + 1)!
(3.5)
y l cng thc nh gi sai s ca a thc ni suy.

Ta c th p dng h qu (3.5) nh gi sai s a thc ni suy.
V d. Cho bng gi tr ca hm s y = sinx
x
y
0
0
0.707
Hy nh gi sai s khi dng a thc ni suy tnh gn ng sin

Gii. Bi ra khng t vn tnh xp x sin
Ta c n = 2 v nh vy M =
|R2(
)|
sup
a x b
m ch yu cu tnh sai s.
|sin(n+1) (x)| =1, do
1
= 0.024
3! 3 12 6
Sau y ta s xt mt s phng php tm a thc ni suy da vo cc im mc cch u

v khng cch u.
3.2.4. Phng php ni suy Lagrange
Gi s ta c cc im quan st x0, x1, ... xn vi khong chia u hoc khng u v mt
dy cc gi tr quan st y0, y1, ... yn .
tng n gin u tin l tm mt a thc ni suy c bc n (chnh xc hn l c bc
khng qu n) sao cho trong cc cp (xi,yi) i = 0,1, ..., n c vai tr bnh ng. Th d ta tm
pn(x) c dng:
pn(x) = H0(x) + H1(x) + . . . + Hn(x)
Cc hm Hi(x) u c bc khng qu n v Hi(xi) = yi, Hki(xj) = 0 khi ji. Hi(xj) = 0 khi
ji th Hi(x) c dng:
Hi(x) = K(x)(x-x0) (x-x1)... (x-xi-1) (x-xi+1)... (x-xn)
T iu kin Hi(xi) = yi ta c
K(x)(x-x0) (x-x1)... (x-xi-1) (x-xi+1)... (x-xn) = yi
Suy ra
K(x) =yi
46
(x - x 1 ) (x - x 2 )... (x - x i -1 )(x - x i +1 )... (x - x n )

(x i - x 1 ) (x i - x 2 )... (x i - x i -1 )(x i - x i +1 )... (x i - x n )

Nu ta k hiu Li(x) =
(x - x 1 ) (x - x 2 )... (x - x i -1 )(x - x i +1 )... (x - x n )

Ta nhn thy a thc Li(x) c tnh cht
1
Li(xj) =
0
j =i
ji
v a thc pn(x) c dng

pn(x) = y0L0(x) + y1L1(x) + . . . + ynLn(x)
(3.6)
Nh vy ta c
L0(x) =
(x - x1 ) (x - x 2 )... (x - x n )
(x 0 - x1 ) (x 0 - x 2 )... (x 0 - x n )
L1(x) =
(x - x 0 ) (x - x 2 )... (x - x n )
(x 1 - x 0 ) (x 1 - x 2 )... (x 1 - x n )
...
Li(x) =
(x - x 1 ) (x - x 2 )... (x - x i -1 )(x - x i +1 )... (x - x n )

...
Ln(x) =
(x - x 0 ) (x - x 1 )... (x - x n -1 )
(x n - x 0 ) (x n - x 2 )... (x n - x n -1 )
a thc ni suy c xy dng theo cch trn y c gi l a thc ni suy Lagrange.

V d1 :Vi hm s y=sin(x/2) ti cc nt gi tr sau:
I
xi
yi
0.000
1.5
0.682
0.841
Hy xc nh a thc ni suy Lagrange i qua cc im trn? Hy tnh gi tr gn ng ca

hm s ti im x=1? Hy nh gi sai s l thuyt ti x=1
Theo phn l thuyt trn a thc ni suy Lagrange i qua cc im (xi,yi) c xc nh
nh sau
n
P(x)= yiLi
i =0
j =0
j i
j =0
j i
Vi Li=( (x-xj))/( (xi-xj))

47

Ta c:
L0(x)=(x-1.5)(x-2)/3
L1(x)=-4/3x(x-2)
L2(x)=x(x-1.5)
Vy P(x)= y0L0(x)+y1L1(x)+y2L2(x)=0- 0.682*4/3x(x-2) + 0.841*x(x-1.5)
Vy P(1)=0- 0.682*4/3(1-2) + 0.841(1-1.5)
P(1)=0.4888
* nh gi sai s l thuyt:
R(x)=(f(3)()/3!)*x(x-1.5)(x-2).
f(x)=sin(x/2). vy f(3)(x)=(-1/2(3))cos(x/2)
Ta c |f(3)(x)|1/8
Vy R(1)(f(3)(x)/3!)*(1-1.5)(1-2)0.01042.
V d 2.Vi hm s y=sin(x/3) ti cc nt gi tr sau:
I
xi
yi
0.000
1.5
0.479
0.618
Hy xc nh a thc ni suy Lagrange i qua cc im trn? Hy tnh gi tr gn ng ca

hm s ti im x=1? Hy nh gi sai s l thuyt ti x=1
Theo phn l thuyt trn a thc ni suy Lagrange i qua cc im (xi,yi) c xc nh
nh sau
n
P(x)= yiLi
i =0
Vi
48
j =0
j i
j =0
j i
Li=( (x-xj))/( (xi-xj))

Ta c:
L0(x)=(x-1.5)(x-2)/3
L1(x)=-4/3x(x-2)
L2(x)=x(x-1.5)
Vy P(x)= y0L0(x)+y1L1(x)+y2L2(x)=0- 0.479*4/3x(x-2) + 0.618*x(x-1.5)
Vy P(1)=0- 0.479*4/3(1-2) + 0.618(1-1.5)
P(1)0.3297
* nh gi sai s l thuyt:
R(x)=(f(3)()/3!)*x(x-1.5)(x-2).
f(x)=sin(x/3). vy f(3)(x)=(-1/3(3))cos(x/3)
Ta c |f(3)(x)|1/27
Vy R(1)( |f(3)(x)|/3!)*(1-1.5)(1-2)((1/27)/6)*0.5=0.00386
3.2.5. Sai phn
Cch xy dng a thc ni suy Lagrange kh n gin v mt tng. Tuy nhin nhc
im ca n l mi ln b sung thm mt s im quan st mi ta li phi tnh li t u. Ngi ta
tm cch xy dng mt a thc ni suy sao cho khi b sung cc im quan st th ta khng phi
tnh li phn a thc c. Th d t cc im quan st (x0,y0), (x1,y1),..., (xk,yk) ta tnh c a
thc pk(x). Khi b sung thm cc im (xk+1,yk+1),..., (xn,yn) th a thc ni suy tng ng vi mu
quan st (x0,y0),..., (xn,yn) s c dng pn(x) = pk(x) + u(x).
thc hin v trnh by iu ny mt cch r rng, sng sa, trc ht ta cn n khi
nim sai phn nh sau:
a. nh ngha:
Cho f(x) l hm ca x v h = x l mt hng s khng i biu th cho khong thay i trn
bin x v c gi l s gia ca x. Khi s gia tng ng trn f(x):
f(x) = f(x+x) - f(x)
(3.7)
c gi l sai phn tin cp mt ti im x ca f(x) tng ng vi h. Gia s c tnh bi

f(x) = f(x) - f(x-x)
(3.8)
c gi l sai phn li cp mt ti im x ca f(x) tng ng vi h.

V sai phn tin g(x) ca mt hm li l mt hm ca x do ta li c th nh ngha sai
phn tin ca g(x). Khi ta gi sai phn tin cp mt ca g(x) l sai phn tin cp 2 ca f(x), v
c nh vy ta c th nh ngha sai phn tin cp k ca mt hm f(x).
49

Vi sai phn li ta cng c lp lun v nh ngha tng t.
b. Sai phn tin
Gi s cc im x0, x1, ... xn tho mn iu kin
xi+1 - xi = h
yi = f(xi), i = 0, 1, ...
(3.9)
Ta c th thy rng sai phn tin

2 yi = (yi) = yi+1 - yi = yi+2 - yi+1 - (yi+1 - yi) = yi+2 - 2yi+1 +yi
Tng qut ta c th chng minh rng
k yi =
(-1)j Ckj yi+(k-j)
(3.10)
j=0
Bng cc sai phn tin

x
2y
3y
4y
x0
y0
y0
2y0
3y0
4y0
x1
y1
y1
2y1
3y1
4y1
x2
y2
y2
2y2
3y2
4y2
x3
y3
y3
2y3
3y3
4y3
x4
y4
y4
2y4
3y4
4y4
.
4yn-5
3yn-4
2yn-3
.
yn-2
xn-1
yn-1
yn-1
xn
yn
4yn-4
3yn-3
2yn-2
c. Sai phn li
Vi sai phn li ta c
2 yi = (yi) = yi - yi-1 = yi - yi-1 - (yi-1 - yi-2) = yi - 2yi-1 +yi-2
k yi =
(-1)j Ckj yi-j

j=0
Bng cc sai phn li:

50
(3.11)

y
x0
y0
x1
y1
y1
y2
2y
3y
4y
2y2
2y3
3y3
3y4
4y4
4y5
xn-4
yn-4
yn-4
2yn-4
3yn-4
4yn-4
xn-3
yn-3
yn-3
2yn-3
3yn-3
4yn-3
xn-2
yn-2
yn-2
2yn-2
3yn-2
4yn-2
xn-1
yn-1
yn-1
2yn-1
3yn-1
4yn-1
xn
yn
yn
2yn
3yn
4yn
3.2.6. Phng php sai phn Newton

a. tng ca phng php
Ta s tm mt a thc ni suy c bc n (chnh xc hn l c bc khng qu n) sao cho trong
cc cp (xi,yi) i = 0,1, ..., n, sao cho mi ln b sung thm s liu (th d v cui ca mu quan
st) th ta vn tn dng c a thc ni suy tnh trc . Chnh xc hn, ta s tm a thc ni
suy pn(x) c dng
pn(x) = D0(x) + D1(x) + . . . + Dn(x)
sao cho a thc pi(x) = D0(x) + D1(x) + . . . + Di(x) l a thc ni suy ca mu:
(x0,y0), (x1,y1), . . ., (xi,yi).
(3.12)
T nhng iu kin trn y ta thy Di(x) l a thc bc cao nht l i, v cc h s ca n

ch ph thuc vo mu con (x0,y0), (x1,y1), . . ., (xi,yi).
V D0(x) l a thc ni suy i qua mt im duy nht (x0,y0), do y l a thc bc 0,
D0(x)=a0, trong a0 l hng s v ta c th suy ra l a0 = y0.
Vi i khng m, do pi(x) l a thc ni suy ca mu (x0,y0), (x1,y1), . . ., (xi,yi), ta c:
pi(xj) = D0(xj) + D1(xj) + . . . + Di(xj) = yj j = 0,1, ...,i
Nhng pn(x) l a thc ni suy ca mu (x0,y0), (x1,y1), . . ., (xn,yn) nn ta cng c
pn(xj) = D0(xj) + D1(xj) + . . . + Di(xj) + Di+1(xj) +... + Dn(xj) = yj j = 0,1, ...,i
Kt hp hai ng thc trn ta suy ra:
Dk(xj) = 0, vi k = i+1, i+2,..., n; j = 0,1,2,...,i
51

Hay x0, x1,..., xi l nghim ca cc a thc Dk(x), k = i+1, i+2,..., n. Ngha l cc a thc
Dk(x) c dng
Dk(x) = R(x)(x-x0)(x-x1)...(x-xi), k = i+1,i+2,...,n
Vi k = i+1 th a thc Dk(x) c bc khng cao hn i+1, do n c dng
Di+1(x) = ai+1(x-x0)(x-x1)...(x-xi)
trong ai+1 l hng s ph thuc vo mu (x0,y0), (x1,y1), . . ., (xi+1,yi+1).
Nh vy a thc ni suy c xy dng tha mn (3.12) c dng
pn(x) = a0 + a1(x-x0) + a2(x-x0)(x-x1) + . . . + ai(x-x0)(x-x1)... (x-xi-1)+ . . .
+ an(x-x0) (x-x1)... (x-xn-1)
(3.13)
Trong ai l hng s ph thuc vo mu quan st (x0,y0), (x1,y1), . . ., (xi,yi).

b. Phng php sai phn tin Newton vi khong chia u
Gi s cc im x0, x1, ... xn tho mn iu kin
xi+1 - xi = h
yi = f(xi), i = 0, 1, ...
Ta gi thit rng:
kyi 0, k =1,2, ...,m; m n
kyi = 0, k > m
Khi ta c th chn a thc ni suy c bc m pm(x) theo phng php Newton tin nh sau:
pm(x) = a0 + a1(x-x0) + a2(x-x0)(x-x1) + . . . + ai(x-x0)(x-x1)... (x-xi-1)+ . . .
+ am(x-x0) (x-x1)... (x-xm-1)
(3.14)
V ta c th dng a thc ny ni suy cc gi tr trong khong [x0,xm].

Xc nh cc h s ai
Thay ln lt cc gi tr x = xi , i =0,1,2,...,m vo (3.14) ta c
pm(x0) = y0 = a0
Vy
a0 = y0
pm(x1) = y1 = a0 + a1(x1 - x0) = y0 + a1h
Vy
y1 y 0
y 0
=
h
h
pm(x2) = y2 = a0 + a1(x2 - x0) + a2(x2 - x0)(x2 - x1) = y0 + a1h =
= y0 + 2(y1 - y0) + a2 2h2
a1 =
Do a2 2h2 = y2 - 2y1 + y0 = 2y0
2 y 0
2h 2
Tng t vi trng hp tng qut ta c
Vy
a2 =
i y 0
,im
ai =
i! h i
52

Thay cc ai vo (3.14) ta c
pm(x) = y0 +
y 0
2 y 0
i y 0
(x-x0) +
(x-x
)(x-x
)
+
.
.
.+
(x-x0) (x-x1)...
0
1
h
2h 2
i! h i
m y 0
(x-x0) (x-x1)... (x-xm-1)
+ (x-xi-1) + . . . +
m! h m
Ta c th biu din (3.15) di mt dng khc bng php bin i
t=
(3.15)
x x0
-> x = x0 + th
h
pm(x) = y0 +
+
y 0
2 y 0
(x-x0) +
(x-x0)(x-x1) + . . .
h
2h 2
i y 0
m y 0
(x-x
)
(x-x
)...
(x-x
)
+
.
.
.
+
(x-x0) (x-x1)... (x-xm-1)
0
1
i-1
i! h i
m! h m
pm(x) = pm(x0 + th) = y0 + (y0)t +

+
2 y 0
t(t-1) + . . .
2
i y 0
m y 0
t(t-1)... (t-i+1) + . . . +
t (t-1)... (t-m+1) (3.15b)
i!
m!
V d. Cho bng sai phn sau:

x
2y
3y
23
70
96
48
93
166
144
48
259
310
192
48
569
502
240
48
10
1071
742
288
12
1813
1030
14
2843
Ta thy cc sai phn bc nh hn 4 khc khng nhng sai phn bc bn u bng khng, do
chng ta ch xy dng c a thc bc cao nht l 3. Chn x0=4, x1=6, x2 = 8, ta c a thc
bc ba l
p3(x) = 93 + 83(x-4) + 18(x-4)(x-6) + (x-4)(x-6)(x-8)
Mun tnh gi tr ca hm f(x) ti cc im x thuc khong [4,8] ta ch cn thay gi tr x
vo a thc va lp c v tnh gi tr ca a thc. Chng hn vi x = 4.2 ta c:
p3(4.2) = 93 + 83(4.2-4) + 18(4.2-4)(4.2-6) + (4.2-4)(4.2-6)(4.2-8) = 104.48
53

Nhn xt v phng php sai phn tin Newton:
Cng thc ni suy Newton tin thng c dng ni suy cc gi tr ca hm f(x)
vng u bng. ni suy cc gi tr cui bng ngi ta thng dng phng php sai phn li.
c. Phng php Newton vi khong chia khng u
Trong thc t cc im x0, x1, ... xn c th khng cch u. Lc ny khong cch xi+1 - xi =
hi khng phi l hng s. Trong trng hp ny ta cng xy dng c a thc ni suy Newton
c dng nh (3.14) nh trng hp cch u, nhng cch tnh ton cc h s c khc. Ta a ra
cc k hiu sau, c th xem l dng tng qut ha ca sai phn tin.
Vi s s nguyn p 0 bt k ta nh ngha t sai phn cp 1 l i lng
y p +1 y p
y[xp+1,xp] =
V d:
y[x1,x0] =
x p +1 x p
y1 y 0
x1 x 0
T sai phn cp 2
y[xp+2,xp+1,xp] =
V d: y[x2,x1,x0] =
y[ x p + 2 , x p +1 ] y[ x p +1 , x p ]
x p+2 x p
y[ x 2 , x1 ] y[ x1 , x 0 ]
x 2 x0
...
T sai phn cp k:
y[xp+k,..., xp+1, xp] =
V d: y[xk,..., x1, x0] =
y[ x p + k ,..., x p + 2 , x p +1 ] y[ x p + k 1 ,..., x p +1 , x p ]
x p+k x p
y[ x k ,..., x 2 , x1 ] y[ x k 1 ,..., x1 , x 0 ]
x k x0
By gi ta xt a thc ni suy
+ am(x-x0) (x-x1)... (x-xm-1)
Thay ln lt ccgi tr x = xi , i=0,1,...,n
(3.16)
vo (3.16)
Ta c:
a0 = y0
y1 - y0 = a1(x1 -x0) a1 =
y1 y 0
= y[x1,x0].
x1 x 0
y2 - y0 = a1(x2-x0)+ a2(x2-x0)(x2-x1) =
54
y1 y 0
(x2 - x0) + a2(x2-x0)(x2-x1)
x1 x 0

a2(x2-x0)(x2-x1) = (y2 - y0) -
y2 y0
y1 y 0
=
( x 2 x 0 )( x 2 x1 ) ( x1 x 0 )( x 2 x1 )
a2 =
=
y1 y 0
(x2 - x0)
x1 x 0
( y 2 y1 + y1 y 0 )( x1 x 0 ) ( y1 y 0 )( x 2 x 0 )
( x 2 x 0 )( x1 x 0 )( x 2 x1 )
(3.17)
Xt t s ta c
(y2 - y1 + y1 - y0)(x1 - x0) - (y1 - y0)( x2 - x1 + x1 -x0) =
(y2 - y1) (x1 - x0) + (y1 - y0) (x1 - x0) - (y1 - y0)( x2 - x1) -(y1 - y0)( x1 - x0) =
= (y2 - y1) (x1 - x0) - (y1 - y0)( x2 - x1)
Thay vo (3.17) v gin c ta c
a2 =
y[ x 2 , x 1 ] y[ x1 , x 0 ]
= y[x2, x1, x0]
( x 2 x0 )

ak = y[xk,..., x1, x0]
Tng t nh phng php sai phn chia u, ta c bng tnh t sai phn (t.s.p) Newton
tng qut nh sau:
X
t.s.p bc 1
t.s.p bc 2
t.s.p bc 3
t.s.p bc 4
X0
y0
y[x1,x0]
y[x2,x1,x0]
y[x3,x2,x1,x0]
y[x4,x3,x2,x1,x0]
X1
y1
y[x2,x1]
y[x3,x2,x1]
y[x4,x3,x2,x1]
X2
y2
y[x3,x2]
y[x4,x3,x2]
X3
y3
y[x4,x3]
X4
y4
V d.Cho bng gi tr (xi,yi) (i=0,2...,4)tng ng nh sau

x
-4
-1
1245 33
1335
Hy thit lp a thc ni suy Newton qua cc im trn?

Vy ta c bng t sai phn nh sau:
x
-4
-1
0
2
5
y
1245
33
5
9
1335
t.s.p bc 1
-404
-28
2
442
t.s.p bc 2
94
10
88
t.s.p bc 3
-14
13
t.s.p bc 4
3
55

Chn x0 = -4 ta c a thc ni suy
p4(x) = 1245 -404(x+4) + 94(x+4)(x+1) - 14(x+4)(x+1)x + 3(x+4)x(x-2) =
= 5 -14x +6x2 -5x3 + 3x4
d. Ci t phng php sai phn Newton tng qut
Ta c th thy rng thut ton trong trng hp khong chia khng cch u hon ton c
th p dng cho trng hp cch u. Do vy ta ch ci t cho trng hp tng qut.
Ta s lu tr cc im quan st v cc kt qu quan st trong cc vect x,y; cc h s ai
trong vect a.
tnh ton v lu tr cc t sai phn ta s vit li bng t sai phn di dng sau
x
s.p bc 1
s.p bc 2
s.p bc 3
s.p bc 4
x0
y0
y[x1,x0]
y[x2,x1,x0]
y[x3,x2,x1,x0]
y[x4,x3,x2,x1,x0]
x1
y1
y[x2,x1]
y[x3,x2,x1]
y[x4,x3,x2,x1]
x2
y2
y[x3,x2]
y[x4,x3,x2]
x3
y3
y[x4,x3]
x4
y4
Cc t sai phn bc k c tnh bi cng thc sau:

y[xi+k,xi+k-1,...,xi] =
y[ xi + k , xi + k 1 ,..., x i +1 ] y[ xi + k 1 ,..., x i +1 , x i ]
(3.18)
( xi + k xi )
Ta c nhn xt sau:
Ta nh s cc sai phn bc k cn c vo v tr xut pht i ca n v lu tr trong vect
sp[i], i =0,1,2,...,n-1. T sai phn bc k c v tr xut pht l i s c lu tr trong phn t sp[i]
nh bng sau:
x
sp[i]
s.p bc 1
s.p bc 3
s.p bc 4
x0
y0
sp[0]
y[x1,x0]
y[x3,x2,x1,x0]
y[x4,x3,x2,x1,x0]
x1
y1
sp[1]
y[x2,x1]
y[x4,x3,x2,x1]
x2
y2
sp[2]
y[x3,x2]
x3
y3
sp[3]
y[x4,x3]
x4
y4
Khi k thay i th ta c cm gic nh cn mt mng 2 chiu lu tr cc t sai phn v

y ta c 2 ch s l i v k. Tuy nhin mc ch chng ta khng phi l tnh cc t sai phn m
l tnh cc h s ai, do ta s thy rng ch cn lu tr sai phn trong mt mng vect l . Cc
bc c tin hnh nh sau:
- Bc 0: t a[0] = y[0]
56

- Bc 1: Ta tnh cc sai phn bc nht v lu vo vect sp, y[xi+1,xi] c lu tr vo
sp[i], i = 0,1,2, ..., n-1
t a[1] = sp[0]
- Bc 2: Ta tnh cc sai phn bc hai y[xi+2,xi] bt u t i=0,1,...,n-2 v lu tr vo
sp[i], i = 0,1,2,..., n-2. tnh y[x0+2,x0] chng hn, ta t
sp[0] =
y[ x 2 , x 1 ] y[ x1 , x 0 ] sp[1] sp[0]
=
x 2 x0
x2 x0
Tng t ta c
sp[1] =
y[ x3 , x 2 ] y[ x 2 , x 1 ] sp[2] sp[1]
=
x3 x1
x3 x1
...
Nh vy ta thy khi tnh li sp[0] ta cn n sp[0] v sp[1], khi tnh sp[1] ta cn n sp[1]
v sp[2], ... nh vy qu trnh tnh ton sp[i] ch cn n cc phn t t v tr i tr v sau
m khng cn n cc v tr trc i. Nh vy sau khi tnh t sai phn bc 2 th i ta c th
dng ngay v tr i lu tr khng s rng v tr ny b nhng tnh ton tip theo lm thay
i, v khi tnh t sai phn th i+1 ta ch cn gi tr sp[i+1] v sp[i+2].
t a[2] = sp[0].
..
- Bc k: Ta tnh cc t sai phn bc k y[xi+k,xi] bt u t i=0,1,...,n-k v lu tr vo
sp[i], i = 0,1,2, ..., n -k. tnh y[x0+k,x0] chng hn, ta t
sp[0] =
y[ x k , x 1 ] y[ x k 1 , x 0 ] sp[1] sp[0]
=
x k x0
xk x0
Thc hin tng t vi i =1,2,.., n-k.

t a[k] = sp[0]
...
- Bc n: bc cui cng ta tnh
sp[1] sp[0]
xn x0
sp[0] =
t a[n] = sp[0]
(on chng trnh m t phng php c th hin phn sau)
3.2.7. Php ni suy ngc
Trong cc phn trc ta xt bi ton cho gi tr hm y = f(x) ti cc im quan st x0, x1, ...
xn v cn xc nh gi tr y = f(x) ti nhng im x khng c trong cc im quan st. By gi ta
xt bi ton ngc li: vn l cc gi thit trn, tc l cho bng cc gi tr yi ca hm y = f(x) ti
cc im xi, i=0,1,...,n. Cho bit gi tr y', ta hy tnh x' tng ng. Bi ton ny c gi l bi
ton ni suy ngc. Mt trong nhng ng dng ca ni suy ngc l tm nghim xp x ca
phng trnh f(x)=0.
57

Cch gii quyt bng a thc ni suy Lagrange.
Ta xem x = (y) l hm ngc ca hm y = f(x) v xem cc gi tr y0, y1,..., yn l cc mc
ni suy (ni chung cc mc yi khng u). T t bit y' ta s tnh c x' = (y').
Chng trnh ci t cc a thc ni suy
Sau y l on chng trnh chnh th hin (m t) phng php Newton v phng
php Lagrange:
/*Tra ve gia tri da thuc noi suy tai x; anew[i] la cac he so da thuc noi suy Newton, xqs[i] la
cac diem quan sat*/
double polinew(double x)
{int i;double mx,s;
s=anew[0];
mx=1;
for(i=0;i<nqs;i++)
{mx*=(x-xqs[i]);
s+=anew[i+1]*mx;
}
return s;
}
//===============================================
/*Tra ve gia tri da thuc noi suy tai x; alag[i] la cac he so cua
da thuc noi suy Lagrange , xqs[i] la cac diem quan sat*/
double polilag(double x)
{int i,j;double mx,s;
s=0;
for(i=0;i<=nqs;i++)
{mx=1;
for(j=0;j<=nqs;j++)
if(j!=i) mx*=(x-xqs[j]);
s+=alag[i]*mx;
}
return s;
}
//===============================================
/*Noi suy Newton voi khoang chia khong can deu */
void nsnewton(double *a)
58

{ int h,i,j,k;double tmp;kvecto sp;
a[0]=yqs[0];
for(i=0;i<=nqs-1;i++) //Tinh sai phan bac 1;
sp[i]=(yqs[i+1]-yqs[i])/(xqs[i+1]-xqs[i]);
a[1]=sp[0];
for(k=2;k<=nqs;k++)//Tinh cac sai phan bac k va cac he so a[i]
{ for(i=0;i<=nqs-k;i++)
sp[i]=(sp[i+1]-sp[i])/(xqs[i+k]-xqs[i]);
a[k]=sp[0];
}
}
//===============================================
/*Noi suy Lagrange voi khoang chia khong can deu
Tinh cac he so*/
a[i] = 1/((x[i]-x[0])(x[i]-x[1])...(x[i]-x[i-1])(x[i]-x[i+1])...x[m])*/
void nslagrange(double *a)
{ int h,i,j,k;double tmp;
for(i=0;i<=nqs;i++) //Tinh cac he so a[i];
{ tmp=1;
for(j=0;j<=nqs;j++) if(j!=i) tmp=tmp*(xqs[i]-xqs[j]);
a[i]=yqs[i]/tmp;
}
}
3.3. KHP NG CONG - NI SUY SPLINE

Trong phn trc ta xt bi ton ni suy dng a thc v nh ta thy, cc a thc ni
suy thng c bc l n, trong n+1 l s im quan st. Ta c th ni suy bng a thc bc m
nh hn n, nhng nh vy th ta cng ch dng n mu quan st da trn m+1 im l (x0,y0),
(x1,y1), . . . ,(xm,ym) v nh th ch ni suy c gi tr ca hm ti cc im x [x0,xm] . iu
ny t ra khng c ph hp vi thc t cho lm. Tht vy, gi s trong thc t hm f(x) l
mt a thc bc 3 nhng v ta khng bit iu ny nn phi dng a thc ni suy. Theo mt cch
t nhin, ta ngh rng nu c cng nhiu thng tin th ta cng gii quyt bi ton tt hn. Ngha l
nu c cng nhiu im quan st th kt qu ca chng ta cng gn vi thc t hn. Tuy nhin nu
dng a thc ni suy nh kiu chng ta va kho st th khng c c nh iu chng ta mong
i. Mc du dng tht ca a thc l bc 3, nhng nu dng 5 im quan st th ta phi tnh cc
h s a thc bc 4, 10 im th ta phi tnh ton vi a thc bc 9,...ngha l cng dng nhiu
im th ta cng i xa thc t hn. Php ni suy a thc cn c mt nhc im na l s lng
59

php tnh cn thc hin ph thuc rt nhiu vo c ca mu quan st. Trong k thut truyn thng
chng hn, vic chuyn i mt tn hiu s c hng ngn im quan st sang dng tng t l vn
thng gp. Th nhng ch cn ni suy a thc cho 101 im quan st ta phi dng n a
thc bc 100, v vic dng a thc bc 100 tnh ton cho cc im cn li l mt vic tiu tn
ti nguyn my mt cch qu lng ph. V vy c th ni rng php ni suy a thc ch c ngha
l thuyt m thi, trong thc t hu nh ngi ta khng dng n.
tm kim mt cch ni suy gn vi thc t hn, chng ta hy bt u bng mt thao tc
n gin m chng ta hay thc hin hi cn hc ph thng. Khi v mt th hm s no , u
tin ta v cc im ri rc, v v c cng nhiu im cng tt. Sau ta dng bt ni cc im
vi nhau, nhng ta khng ni bng thc k, m ni bng bt v s quan st bng mt sao cho
cc on ni cc im thnh mt ng mn, khng b gy khc.
Nhng ngi chuyn v s thit k dng mt thit b c hc gi l spline v cc
ng cong p, c thm m: ngi v xc nh tp hp cc im (nt) ri b cong mt gii
plastic hay thanh g linh hot (spline) quanh chng v ly vt chng to thnh mt ng
cong. Ni suy spline v mt ton hc tng ng vi tin trnh ny v cho ra cng mt kt qu.
3.4. PHNG PHP BNH PHNG CC TIU

Trong phng php ni suy a thc xt, ta i hi a thc phi i qua cc im quan st.
iu ny i khi l iu kin qu cht trong thc t. Sau y ta s xc nh tham s ca mt hm
f(x) c dng bit, sao cho cc gi tr f(xi) xp x tt nht cc gi tr yi theo mt tiu chun gi
l bnh phng cc tiu. Trong bi ton c lng bnh phng cc tiu ta phi gi thit l dng
hm f(x) bit v ta ch cn c lng cc tham s. Ni chung i vi dng bi ton ny th ta
khng th t ra yu cu l th hm s y = f(x) phi i qua cc im quan st, m ch c th
t ra yu cu l th gn cc im quan st nht trong tp hp cc dng hm cho.
3.4.1. Trng hp hm ni suy l a thc hay y ph thuc cc tham s mt cch tuyn tnh
By gi ta xt mt trng hp hay c p dng nht l hm f(x) c dng a thc bc m,
tc l:
f(x) =
a0 + a1x1 + . . . am-1xm-1 + amxm
V gi tr f(xi) ni chung khc gi tr yi, gi s sai s l ei, ta c

yi = a0 + a1xi1 + . . . am-1 xi m-1 + am xi m + ei
i=0,1,2,...,n
Nh vy ta c:
m
ei = yi -
aj xi j
j=0
V tng bnh phng cc sai s bng

n
S=
ei2 =
i=0
(yi i=0
aj xi j)2
j=0
S t gi tr nh nht th iu kin sau phi tha mn

60

S /ak =0, vi k=0,1,...,m
Thc hin php ly o hm ring tng thnh phn ca tng theo ak ta c
m
aj xi j)2 /ak
(yi -
= 2(yi -
j=0
aj xi j)(- xik) =
2(-yi xik +
j=0
aj xi j+k)
j=0
Nh vy
n
S /ak = 2 (-yi xik +

i=0
aj xi j+k) = 0,
k=0,1,2,...,m
j=0
T y
m
j=0
i=0
i=0
aj xi j+k = yi xik ,
k = 0,1,2,...,m
Vi k = 0,1,2,..,m
n
(n+1)a0 + a1 xi + a2 xi2 + . . . + am xim

n
i=0
i=0
i=0
i=0
a0 xi + a1 xi2 + a2 xi3 + . . . + am xim+1

i=0
i=0
i=0
i=0
a0 xi2 + a1 xi3 + a2 xi4 + . . . + am xim+2

i=0
i=0
i=0
yi
n
yi xi
i=0
n
i=0
yi xi2
i=0
...
n
i=0
i=0
i=0
i=0
xi
xi2
a0 xim + a1 xim+1 + a2 xim+2 + . . . + am xim+m =
yi xim
i=0
t
n
xi 0
i=0
n
xi
i=0
C=
xi 2
i=0
i=0
n
xi2
i=0
n
xi3
i=0
i=0
n
xi3
i=0
n
xi4
i=0
xi3
i=0
...
xi4
i=0
i=0
i=0
n
...
xim+1
...
xim+1
xi5
xim
i=0
n
i=0
...
n
xi m
i=0
xim+1
i=0
xim+2
i=0
xim+3
i=0
...
xi2m
i=0
61

n
d = ( yi xi0 ,
i=0
yi xi1 ,. . .,
i=0
yi xim)
i=0
Ta c h phng trnh
Ca=d
Tuy nhin, tin cho vic tnh ton, ta c nhn xt sau y:
t y = (y0, y1,..., yn)T, e = (e0, e1,..., en)T , a = (a0, a1,..., an)T
x0
x02
...
x0 m
x1
x12
...
x1 m
...
xn
...
xn m
xn2
H phng trnh C a = d c th vit di dng sau:

FT F a = FTy
Ta c th p dng phng php Gauss-Jordan gii h phng trnh ny.
Ta c th thy rng nu m n th nh thc ca ma trn C khc khng v v vy a thc ni
suy bnh phng cc tiu c xc nh duy nht.
Tht vy, vit chi tit ma trn C ta c
1 + 1 + ... + 1
x + x1 + ... + x n
C= 0
.
m
m
m
x 0 + x1 + ... + x n
x 0 + x1 + ... + x n
x 02 + x12 + ... + x n2
.
x
m +1
0
m +1
1
+x
+ ... + x nm +1
x 0m + x1m + ... + x nm
...
... x 0m +1 + x1m +1 + ... + x nm +1
...
.
... x 02 m + x12 m + ... + x n2 m
Bng cch tch ra cc ct ta thu c (n+1)m+1 ma trn con C1, C2,... , mi ct ca ma trn
con ch ph thuc cc s 1, x0, x1,..., xn. Sau khi tch c nh vy, bng cch t tha s
chung ra ngoi ta li thu c cc ma trn m mi ma trn c m+1 ct, cc ct ny c ly t t
hp ca (n+1) cc ct c dng
1

x0
x2 ,
0
.
xm
0
1

x1
x 2 , ...,
1
.
xm
1
1

xn
x2
n
.
xm
n
D thy rng:
- Nu m>n th cc ma trn con lun c 2 ct no trng nhau nn nh thc bng 0 v
do det C = det Ci = 0.
- Nu n m: ma trn C c tch thnh hai loi ma trn:
62

Loi 1: Cc ma trn c 2 ct no cng ph thuc mt thnh phn trong x0,x1,...,xn
nn c nh thc bng 0.
Loi 2: Cc ma trn c m+1 ct khc nhau ly t (n+1) ct c dng trn. Cc ma trn
ny c dng Vandermond nn khc khng. Do det C 0.
3.4.2. Trng hp y ph thuc cc tham s mt cch phi tuyn
a. y = aebx, a>0
(3.19)
Ly logarit hai v, ta c
lny = lna + bx
t Y = lny, A = lna, B = B, X = x (3.18) tr thnh
Y = A + BX
(3.20)
Nh vy bng cch ly logarit hai v, ta a quan h phi tuyn (3.19) thnh dng tuyn
tnh (3.20). Ta tnh c A v B, t y tnh c a, b.
b. y = axb, a>0
(3.21)
Ly logarit hai v, ta c
lny = lna + blnx
t Y = lny, A = lnA, B = b, X = lnx (3.21) tr thnh
Y = A + BX
(3.22)
T y ta tnh c A v B, v suy ra a, b.
Chng trnh ci t cc a thc ni suy
Sau y l on chng trnh chnh th hin (m t) thut ton hi qui bng bnh phng
cc tiu
/*Hoi quy dung da thuc uoc luong theo phuong phap binh phuong cuc tieu*/
/*Cho truoc bac m, xac dinh cac he so da thuc thuc nghiem , tra ve tong binh phuong cac sai so*/
double regresspoli(double *a,int m)
{int i,j,k;
kmatran aa;
double **f,**ft;
f = new double* [nqs+1];
for(I=0;i<=nqs;i++) f[i] = new double [m+1];
ft = new double* [m+1];
for(I=0;i<=m;i++) ft[i] = new double [nqs+1];
/*Tinh ma tran
f la ma tran co kieu nhu Vandermon nhung co n hang m cot,
ft la ma tran chuyen vi cua f. Nhu vay ft x f se la ma tran aa cua
he phuong trinh tuyen tinh
*/
63

for(i=0;i<=nqs;i++)
{f[i][0]=1;
for(j=1;j<=m;j++)
f[i][j]=f[i][j-1]*xqs[i];
}
//Tinh ma tran chuyen vi
for(i=0;i<=m;i++)
for(j=0;j<=nqs;j++) ft[i][j]=f[j][i];
/*Tinh ma tran vuong aa cap m, chi can tinh tinh nua tren roi gan cho
nua duoi, vi ma tran aa la doi xung
*/
for(i=0;i<=m;i++)
for(j=i;j<=m;j++)
{aa[i][j]=ft[i][0]*f[0][j];
for(k=1;k<=nqs;k++) aa[i][j]+=ft[i][k]*f[k][j];
}
//Gan nua duoi
for(i=0;i<=m;i++)
for(j=0;j<i;j++) aa[i][j]=aa[j][i];
//Tinh ve phai cua he phuong trinh
for(i=0;i<=m;i++)
{aa[i][m+1]=ft[i][0]*yqs[0];
for(k=1;k<=nqs;k++) aa[i][m+1]+=ft[i][k]*yqs[k];
}
for(i=0;i<=nqs;i++) delete [] f[i];
for(i=0;i<=m;i++) delete [] ft[i];
gjordan(aa,a,m);
//Tinh tong binh phuong cac sai so
double ss,fa,xx;
ss=0;
for(i=0;i<=nqs;i++)
{fa=1;xx=1;
for(j=1;j<=m;j++)
{xx=xx*xqs[i];fa+=a[j]*xx;}
ss+=(yqs[i]-fa)*(yqs[i]-fa);
}
return ss;
}
64
3.5.
BI TP
Bi 1. Cho hm s y = 2x vi cc gi tr ti xi = 3,50 +0,05i, i=0,1,2,3,4 tun t l 33,115;34,813;

36,598; 38,475; 40,477. Hy lp a thc ni suy Newton tin xut pht t nt 3,50.
Bi 2. Tch phn xc sut
x
(x) = (2/sqrt()) exp(-t2) dt

0
Khng tnh c bng nguyn hm. Ngi ta tnh gn ng n ti xi =1 +0,1i, i=0,1,2,..,10

c cc gi tr xp x tun t l 0,8427; 0,8802; 0,9103; 0,9523; 0,9661; 0,9763; 0,9838;
0,9891; 0,9928; 0,9953. Hy tnh (1,43)
Bi 3. Cho hm s y = ex ti x = 0,65 + 0,1i i=0,1,...,5 tun t l 1,91554; 2,11700; 2,33965;
2,58571; 2,85765; 3,15819. Hy tnh ln2.
Bi 4. Bit rng i lng y l mt tam thc bc hai ca x v ti x =0,78; 1,56; 2,34; 3,12;
3,81 cc gi tr ca y tun t l 2,5; 1,20; 1,12; 4,28. Hy lp cng thc y biu din qua x.
Bi 5. Hy nh gi sai s nhn c khi xp x hm s y = sinx bng a thc ni suy Lagrange
bc 5 L5(x), bit rng a thc ny trng vi hm s cho ti cc gi tr x bng: 00, 50, 100,
150, 200, 250.
Xc nh ga tr ca sai s khi x = 12030'.
Bi 6. Cho bng cc gi tr:
2
10
12
x
7
.32
8
.24
9
.20
10
.19
11
.01
12
.05
Hy p dng phng php bnh phng cc tiu xc nh cc a thc xp x c cc dng:

y = a + bx, y = a+bx +cx2, y = axb
v so snh cc sai s kt lun dng no thch hp nht.
Bi 7. Th li hoc vit mi cc chng trnh ci t cc thut ton ri chy th kim tra cc
kt qu trn y.
65
TM TT NI DUNG CHNG 3
Trong chng ny chng ta cn ch nht l cc vn sau:
1. Sai s ca a thc ni suy
Vi M =
sup
a x b
|f(n+1) (x)| khi ta c: |R(x)| | f(x) - pm(x)|
M
| n+1(x) |
(n + 1)!
y l cng thc nh gi sai s ca a thc ni suy.

2. Phng php ni suy Lagrange
a thc pn(x) c dng nh sau, c gi l a thc ni suy Lagrange:
pn(x) = y0L0(x) + y1L1(x) + . . . + ynLn(x)
(3.6)
Vi:
L0(x) =
(x - x1 ) (x - x 2 )... (x - x n )
(x 0 - x 1 ) (x 0 - x 2 )... (x 0 - x n )
L1(x) =
(x - x 0 ) (x - x 2 )... (x - x n )
(x 1 - x 0 ) (x 1 - x 2 )... (x 1 - x n )
...
Li(x) =
(x - x 1 ) (x - x 2 )... (x - x i -1 )(x - x i +1 )... (x - x n )

...
Ln(x) =
(x - x 0 ) (x - x 1 )... (x - x n -1 )
(x n - x 0 ) (x n - x 2 )... (x n - x n -1 )
3. Phng php sai phn Newton

Phng php sai phn tin Newton vi khong chia u
Theo phng php Newton tin th a thc ni suy c bc m l pm(x) vi khong chia
u nh sau:
pm(x) = y0 +
y 0
2 y 0
i y 0
(x-x0) +
(x-x
)(x-x
)
+
.
.
.+
(x-x0) (x-x1)... (x-xi-1) + .. . +
0
1
h
2h 2
i! h i
m y 0
(x-x0) (x-x1)... (x-xm-1)
m! h m
Hoc c th biu din cng thc trn di mt dng khc bng php bin i t =
-> x=x0 + th:
66
x x0
h
2 y 0
pm(x) = pm(x0 + th) = y0 + (y0)t +
t(t-1) + . . .
2
+
i y 0
m y 0
t(t-1)... (t-i+1) + . . . +
t (t-1)... (t-m+1)
i!
m!
Phng php sai phn tin Newton vi khong chia khng u

Theo phng php Newton tin th a thc ni suy c bc m l pm(x) vi khong chia
khng u nh sau:
+ am(x-x0) (x-x1)... (x-xm-1)
(3.16)
Trong :
a0 = y0
a1 =
y1 y 0
= y[x1,x0].
x1 x 0
a2 =
y[ x 2 , x 1 ] y[ x1 , x 0 ]
= y[x2, x1, x0]
( x 2 x0 )
............................
am = y[xm,..., x1, x0]
67

Noi Suy PDF

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Noi Suy PDF

Uploaded by

Copyright:

Available Formats

Chng 3: Php ni suy v hi quy

PHP NI SUY V HI QUY

Thng thng th x0 < x1 < x2 < . . . < xn v cc im ny c th phn b cch u hoc

Chng 3: Php ni suy v hi quy

g(xi) i =0,1,2,...,n gn cc im yi nht theo mt ngha no .

g(x) l duy nht theo mt s iu kin no .

Hm g(x) lin tc, khng c im gp khc v t thay i trong tng on [xi,xi+1].

Cho f (x) l mt hm thc lin tc xc nh trn khong [a,b]. Khi vi mi >0 tn ti

[aj cos(jx) + bj sin(jx)]

vi cc h s thc sao cho vi mi gi tr x[-,] ta c |f(x) - q(x)|<.

Nu ta bit rng cc cp gi tr (x0,y0), (x1,y1), ..., (xn,yn) l th hin ca mt hm f(x) no

Ngi ta gi bi ton trn y l bi ton ni suy a thc, v a thc pm(x) c gi

Chng 3: Php ni suy v hi quy

[aj cos(jx) + bj sin(jx)]

Ni suy trong trng hp s o khng hon ton chnh xc:

max |yi - p(xi)|

3.2. NI SUY A THC

Hay c th biu din gn hn di dng ma trn

Chng 3: Php ni suy v hi quy

V ta gi thit cc im xi v xj khc nhau, do ma trn ny khc 0 nn h phng trnh

Khi tnh ton ta khng cn lu tr tt c cc gi tr ca Pi, m ch cn lu tr cc gi tr ca

Cho i chy t m-1 n 0, tc l i=m-1,m-2,...,0

P cui cng tnh c chnh l gi tr ca a thc ti x.

R(x) = f(x) - pm(x)

Khi vi x [a,b] tn ti [a,b] (ph thuc vo x) sao cho

Chng 3: Php ni suy v hi quy

|f(n+1) (x)| khi ta c

|R(x)| | f(x) - pm(x)|

y l cng thc nh gi sai s ca a thc ni suy.

Hy nh gi sai s khi dng a thc ni suy tnh gn ng sin

|sin(n+1) (x)| =1, do

Sau y ta s xt mt s phng php tm a thc ni suy da vo cc im mc cch u

(x - x 1 ) (x - x 2 )... (x - x i -1 )(x - x i +1 )... (x - x n )

Chng 3: Php ni suy v hi quy

(x - x 1 ) (x - x 2 )... (x - x i -1 )(x - x i +1 )... (x - x n )

Ta nhn thy a thc Li(x) c tnh cht

v a thc pn(x) c dng

(x - x 1 ) (x - x 2 )... (x - x i -1 )(x - x i +1 )... (x - x n )

a thc ni suy c xy dng theo cch trn y c gi l a thc ni suy Lagrange.

Hy xc nh a thc ni suy Lagrange i qua cc im trn? Hy tnh gi tr gn ng ca

Vi Li=( (x-xj))/( (xi-xj))

Chng 3: Php ni suy v hi quy

Hy xc nh a thc ni suy Lagrange i qua cc im trn? Hy tnh gi tr gn ng ca

Li=( (x-xj))/( (xi-xj))

Chng 3: Php ni suy v hi quy

c gi l sai phn tin cp mt ti im x ca f(x) tng ng vi h. Gia s c tnh bi

c gi l sai phn li cp mt ti im x ca f(x) tng ng vi h.

Chng 3: Php ni suy v hi quy

Ta c th thy rng sai phn tin

(-1)j Ckj yi+(k-j)

Bng cc sai phn tin

(-1)j Ckj yi-j

Bng cc sai phn li:

Chng 3: Php ni suy v hi quy

3.2.6. Phng php sai phn Newton

T nhng iu kin trn y ta thy Di(x) l a thc bc cao nht l i, v cc h s ca n

Chng 3: Php ni suy v hi quy

Trong ai l hng s ph thuc vo mu quan st (x0,y0), (x1,y1), . . ., (xi,yi).

V ta c th dng a thc ny ni suy cc gi tr trong khong [x0,xm].

Do a2 2h2 = y2 - 2y1 + y0 = 2y0

Chng 3: Php ni suy v hi quy

pm(x) = pm(x0 + th) = y0 + (y0)t +

V d. Cho bng sai phn sau: