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Linear Systems PDF
Linear Systems PDF
3x y = 5,
2x 2y = 10,
(1)
(2)
. (, ,
), (x0 , y0 ). (x0 , y0 )
, (1) (2). (x0 , y0 )
(1) (2).
(1) (2) ( ;)
, , ,
3 1
2 2
x
y
5
10
(3)
(a)
x = b,
(4)
.
b
, .
,
x
, (a),
, ,
b.
( (a) ,
.)
.
: , , Cramer, Gauss
LU.
. ,
( (3)
) ( (3)
).
2 2,
a11 x1 + a12 x2 = b1
a21 x1 + a22 x2 = b2 ,
(5)
(a)
x = b
a11 a12
a21 a22
1
x1
x2
b1
b2
(6)
1.
.
.
, , ..., , .
, ,
. .., (5)
(7)
x2 ,
x1 .
2.
(a)
x = b (a), (a)1 .
(a) , , ,
(det(a) 6= 0).
(a)
x = b (a)1 (a)
x = (a)1b x = (a)1b.
(8)
b .
(a) , .
, .
(a)
b,
.
3. Cramer
Cramer ,
.
, (6).
(a) (6), det(a) 6= 0. x1
a
x1 |(a)| = x1 11
a21
a12
a22
x a
1 11
=
x1 a21
a12
a22
(9)
, (8)
. x2 2
(5),
x a +x a
2 12
x1 |(a)| = 1 11
x1 a21 + x2 a22
a12
a22
1
=
b2
a12
a22
|(a1 )|
,
= |(a1 )| x1 =
|(a)|
(10)
(a1 ) (a)
x1 (a11 a21 ) (b1 b2 ).
x2 , x2 = |(a2 )| / |(a)| .
, n n
xi =
|(ai )|
,
|(a)|
i = 1, 2, ..., n,
(11)
(ai ) (a)
xi .
(ai ) Cramer (11)
Cramer.
: . (8),
(3) (11) :
(a)
x = b
det(a) 6= 0. (a)1 ,
x
= (a)1b.
det(a) = 0, ..
(a) =
3 1
6 2
- ( )
- ,
b.
b: (i) ,
(ii) , .., ,
bT = (5, 10).
(i) (a) 3xy =
0 6x 2y = 0. x y y = 3x,
x =
x
3x
(ii) (
bT = (5, 10)) xT = (x, 3x 5).
, (i) (ii), Cramer
. , det(a) = 0
Cramer .
Cramer
, , , .
,
, :
3
- det(a) 6= 0 .
- det(a) = 0 Cramer .
- det(a) = 0 Cramer .
, (a)
x = 0, ,
, ,
:
- det(a) 6= 0 , , . x
= 0.
- det(a) = 0 .
(i) , (ii)
.
4. Gauss
Gauss ,
. ( ):
,
, .
,
, ...
, .
,
3 3.
x 2y + z = 4
xyz = 2
2x + 4y z = 21.
(12)
(-1) 2 (-2)
3 ( x 2 3
). 1
x 2y + z = 4
+y 2z = 2
+8y 3z = 29.
1
(13)
Cramer
, .
2 (-8) 3.
x 2y + z = 4
+y 2z = 2
13z = 13.
(14)
, (
). . z = 1, y 2(1) = 2 y =
4, x 2(4) + (1) = 4 x = 3.
(12)-(14)
, : ,
, . (12)-(14) :
1 2
1
4
1 2
1
4
1 2
1
4
2 0
1 2 2 0
1 2 2
1 1 1
.
2
4 1 21
0
8 3 29
0
0 13 13
(15)
, , , . ..
x1 .
.
5. LU
.
, (l) ( lower triangular), , (u)
( upper triangular):
(a) = (l)(u).
(16)
.., (6),
a11 a12
a21 a22
1 0
l21 1
u11 u12
0 u22
(17)
( (l) ).
(l) (u) (17)
(a).
(a)
x = b, , (l)(u)
x = b. y = (u)
x
(l)
y = b,
(u)
x = y,
(18)
, ,
.
5