.

: ;
. -

.

2
 1. 3

1.

1.1. ?

,
,
.
, -
,
- . - -

. , 2000 -
, (3 10 1
71 , 3 7 ), -

xn+1 = 12 (xn + xan ) a.
[4].

- -
, .
-
-
- . , -

,
,
.
,
, -
.

.
.
4 1.

1.2.
:

() , -

, ;

, , -
.

, -
.
1.3.
:

-
, , A1
;

.
1.4.
,
-
,
 1. 5

. ,
. ,
, -
.
.

: , ,
, .
( -
) . .
,
. -
,
, -
, ..
. , -
,
. ,
.
.

S = 1, 5 . 1, 3 + 2, 5 . 0, 7 + 3, 5 . 0, 5 + 4, 5 . 0, 3 1, 7 . 1, 3
= 1, 95 + 1, 75 + 1, 75 + 1, 35 2, 21 = 4, 59 .

S 4, 6 S1 . -
,

S 2 + 1, 8 + 1, 8 + 1, 4 2, 2 = 4, 8 S2 .

S S1 = 0, 01 S S2 = 0, 21 .
6 1.

.
1.1. x x. -

Ex = |x x|
x.
,
,
.
-
. -
, x 1010 , -
106
x 1014 , 103
.

.
1.2. x 6= 0 x -
Ex ,
Ex
Rx =
|x|
x.
,
, -
. x
,
x x 6= 0, ..
Ex
Rx = .
|
x|
-

x
x, .
 1. 7

1.5.
-, -
, .
-
.
.
x

x = (1)s mpc , (1.1)

s 0 1
x, m 0 x, -
p > 1 ( ,
, : , , , -
.), c x.
(1.1) , m -

p1 m < 1. (1.2)
(1.1) (1.2) -
. (1.2),

X
m= dk pk , (1.3)
k=1
dk , k = 1, 2, . . . ,

1 d1 p 1, x 6= 0,
0 dk p 1, k = 2, 3, . . . .

x = 0 m = 0, dk = 0, k = 1, 2, . . ..
0, 1, . . . , p1 ,
p- . , 0 1
, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, A,
B, C, D, E, F .
8 1.

(1.2) ,

1 m < p, (1.4)

X
m= dk pk , (1.5)
k=0

dk , k = 0, 1, 2, . . . ,

1 d0 p 1, x 6= 0,
0 dk p 1, k = 1, 2, 3, . . . .

x = 0 m = 0, dk = 0, k = 1, 2, . . ..

(1.1) (1.3) (1.1) (1.4) (1.5),
(1.3) (1.5) , ..
. , -

p = 2, -
(1.5) d0 = 1. m = 1 + f ,
T
X
f= dk pk (1.6)
k=1

dk 0 dk p 1, k = 1, 2, 3, . . . , T .
, 64 (
0 1), IEEE 754-1985 ( 2008 .
IEEE 754-2008) , ,
11 52 .
211 = 2048,
2048 . 1023 1024.
,
. (1.6) T = 52.
 1. 9

, : -
, -
; - - ;
-
, -
- .

,
.
:

1.3. , x x k
, k - ,

1
Rx pk+1 ,
2
p ,
x x.

,
, , -

.
. ,
,
, -
.
, .. -
.
,
.
, -
. ,
10 1.

(), ..


.
-
.
, -
. ,
- , -
.
[3].

:
.

.
 2

-
.
, -

, .

11
12 2.

1.

f (x) Df . g(x)
f , x Df Dg -
, .. f (x) g(x).

1.1. ?

, -
, -
, .. ,
.
. ,
, . ,
.
, . -
:

f g ,

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

f g ,
(f, g) -
, ..

(f, g) = min (f, h) , F .

hF

F Hn -
n- .
 1. 13

1.2.
-
.
: -
f n + 1 x0 , x1 , . . . , xn ,
P n- , f
xi , ..

P (xi ) = f (xi ), i = 0, 1, . . . , n . (1.1)

. -
xi .

.
P (x) = a0 + a1 x + a2 x2 + + an xn -
, (1.1). ai , P (x)
:

a + a x + + a xn = f (x )
0 1 0 n 0 0

a0 + a1 x1 + + an xn1 = f (x1 )

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


a0 + a1 xn + + an xn = f (xn ) .
n

1 x n
x0
0

1 x1 xn1 Y
W = . . .. = (xi xj ),
.. .. . i>j

1 xn xnn
. W 6= 0
, xi 6= xj i 6= j.
, ( 1.1 8) -
-
.
14 2.

-
, .
, , -
.
i , i = 0, 1, . . . , n n- ,

(
0 i 6= j ,
i (xj ) = (1.2)
1 i = j .
n
X
P (x) = f (xi )i (x) (1.3)
i=0
. (1.1)
.
(1.2) , x0 , x1 , . . . , xi1 , xi+1 , . . . , xn i (x).
( 1.2 8), i

i (x) = Ai (x x0 )(x x1 ) (x xi1 )(x xi+1 ) (x xn ) ,

Ai i (xi ) = 1, ..

1 = Ai (xi x0 )(xi x1 ) (xi xi1 )(xi xi+1 ) (xi xn ) .

(x x0 )(x x1 ) (x xi1 )(x xi+1 ) (x xn )

i (x) = .
(xi x0 )(xi x1 ) (xi xi1 )(xi xi+1 ) (xi xn )
i .
n (x) = (x x0 )(x x1 ) (x xn ),
n (x)
i (x) = .
(x xi )n0 (xi )
, (1.3),

Xn
n (x)
Ln (f, x) = f (xi ) 0 (x )
. (1.4)
i=0
(x x i )n i
 1. 15

.
1.3.
- -
Ln (f ; x)
f (x). , Ln (f ; x )
f (x ). -
-
, , -
, ,
. ,
, f
.
, [a, b]

Rn (x) = f (x) Ln (f ; x) .

, f [a, b]
n + 1- (a, b).

R(x)
F (z) = f (z) Ln (f ; z) n (z) .
n (x)
F , x (a, b) -
xi . , x, x0 , x1 , . . . , xn
F (n + 2 ). f n + 1- , F
n + 1- . ( 1.5
8) , F 0 n + 1 (a, b),
, F 00 n (a, b) .. ,
n + 1- F (n+1) , (a, b).
x (a, b), F (n+1) (x ) = 0.
R(x)
F (n+1) (z) = f (n+1) (z) (n + 1)! ,
n (x)
16 2.

R(x)
f (n+1) (x ) (n + 1)! = 0 .
n (x)
, Rn (x)

f (n+1) (x )
Rn (x) = (x x0 )(x x1 ) (x xn ) . (1.5)
(n + 1)!

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

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

(1.5) ,
f (x ) Ln (f ; x ), x [a, b]:

Mn+1
|Rn (x )| |(x x0 )(x x1 ) (x xn )| . (1.6)
(n + 1)!

- ,
x [a, b]

Mn+1
|Rn (x)| max |(x x0 )(x x1 ) (x xn )| , (1.7)
(n + 1)! x[a,b]

f Ln [a, b].
(1.7)
, , -
. :
xi , i = 0, 1, ..., n,

max |(x x0 )(x x1 ) (x xn )|

x[a,b]

-? [a, b] [1, 1]
Tn (x) = cos(n arccos x). -
[a, b].
[2, 7].
 1. 17

1.4.
xi . -
, , , ..

x1 x0 = x2 x1 = = xn xn1 = h ,

h .

xi x0 = ih ,
xi x1 = (i 1)h ,
..
.
xi xi1 = h ,
xi xi+1 = h ,
xi xi+2 = 2h ,
..
.
xi xn = (n i)h .

t = (x x0 )/h ,

x x0 = th ,
x x1 = (x x0 ) + (x0 x1 ) = th h = (t 1)h ,
x x2 = (x x1 ) + (x1 x2 ) = (t 1)h h = (t 2)h ,
..
.
x xj = (t j)h ,
..
.
x xn = (t n)h .

x t
n (x) n0 (x)

n (x) = th (t 1)h (t n)h = hn+1 t(t 1) (t n)

n0 (xi ) = ih (i 1)h h (h)(2h) ((n i)h)

18 2.

= hi i! (h)ni (n i)! = (1)ni hn i! (n i)! .

(1.4)
n
X n (x)
Ln (f ; x0 + th) = Ln (f ; x) = f (xi )
i=0
(x xi )n0 (xi )
n
X n+1
h t(t 1) (t n)
= f (xi )
i=0
(t j)h (1)ni hn i! (n i)!
Xn
t(t 1) (t n)
= (1)n+i f (xi ) .
i=0
(t i)i! (n i)!

:
Xn
t(t 1) (t n) n f (xi )
Ln (f ; x0 + th) = (1)n (1)i , (1.8)
n! i=0
i t i

n n!
= .
i i! (n i)!

:
().

? .

x 2 1 0 2
,
f (x) 5 2 1 31

f (1).
 2. 19

2. .

. , .
2.1.
, , -
,
( , ).
,
.
f , [a, b] x0 , x1 , . . .
, [a, b].

f (xi+1 ) f (xi )
f [xi , xi+1 ] = , i = 0, 1, 2, . . . ,
xi+1 xi
f
xi , i = 0, 1, 2, . . ..
- .
f [xi , xi+1 , . . . , xi+k ] k-
,
f [xi+1 , xi+2 , . . . , xi+k+1 ] f [xi , xi+1 , . . . , xi+k ]
f [xi , xi+1 , . . . , xi+k+1 ] =
xi+k+1 xi
(2.1)
k+1- .
-
f (xi ; xi+1 ; . . . ; xi+k ) [xi , xi+1 , . . . , xi+k ; f ].

. ,
f .
.
20 2.

xi f (xi ) f [xi , xi+1 ] f [xi , , xi+2 ] f [xi , , , xi+3 ]

x0 f (x0 )
i f [x0 , x1 ]
x1 f (x1 ) i f [x0 , x1 , x2 ]
i f [x1 , x2 ] i f [x0 , x1 , x2 , x3 ]
x2 f (x2 ) i f [x1 , x2 , x3 ]
i f [x2 , x3 ] i f [x1 , x2 , x3 , x4 ]
x3 f (x3 ) i f [x2 , x3 , x4 ]
i f [x3 , x4 ]
x4 f (x4 )
..
.
.. ..
. .

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

2.1 ([2]). f [x0 , x1 , . . . , xn ] -

xn Ln (f ; x)
f x0 , x1 , . . . , xn .

. -
. -
x0 x1
x x1 x x0 f (x1 ) f (x0 )
L1 (f, x) = f (x0 ) + f (x1 ) = (x x0 ) + f (x0 )
x0 x1 x1 x 0 x1 x0
= f [x0 , x1 ](x x0 ) + f (x0 ).

,
k.
k + 1- .
Lk (x) Qk (x) -
k f x0 , x1 , . . . , xk
x1 , x2 , . . . , xk+1 , x0 , x1 , . . . , xk+1 k + 2 .
 2. 21

(x x0 )Qk (x) (x xk+1 )Lk (x)
Pk+1 (x) = . (2.2)
xk+1 x0
Pk+1 - k + 1- . ,
,

Pk+1 (xi ) = f (xi ) , i = 0, 1, . . . , k + 1 .

Pk+1 -
Lk+1 x0 , x1 , . . . , xk+1 , xk+1 Lk+1
xk+1 Pk+1 . (2.2) ,
k+1 xk+1 Pk+1
k k
,
xk+1 x0
k k xk Lk Qk . -

k = f [x0 , x1 , . . . , xk ] , k = f [x1 , x2 , . . . , xk+1 ] .

f [x1 , x2 , . . . , xk+1 ] f [x0 , x1 , . . . , xk ]

k+1 = = f [x0 , x1 , . . . , xk+1 ] .
xk x0
. 2

2.1. f [x0 , x1 , . . . , xk ] k-
f x0 , x1 , . . . , xk

Xk
f (xi )
f [x0 , x1 , . . . , xk ] = 0 (x ) , (2.3)

i=0 k i
k (x) = (x x0 )(x x1 ) (x xk ).

. -
k:
Xk
f (xi ) k (x)
Lk (f, x) = 0 (x ) (x x ) .

i=0 k i i
22 2.

, xk e
Xn
f (xi )
0 (x )
.

i=0 n i

2.1 (2.3). 2

2.2. h(x) = f (x) + g(x), , ,

h[x0 , x1 , . . . , xk ] = f [x0 , x1 , . . . , xk ] + g[x0 , x1 , . . . , xk ] .

. (2.3)
. 2
(2.3).

2.3.
, ..

f [x0 , x1 , . . . , xk ] = f [xi0 , xi1 , . . . , xik ] ,

(i0 , i1 , . . . , ik ) (0, 1, . . . , k).

2.4. f n- -
. f n-
xn , - n,
.

2.2.

-
.

2.2. Ln

Ln (f, x) = f (x0 ) + f [x0 , x1 ](x x0 ) + f [x0 , x1 , x2 ](x x0 )(x x1 )

+ f [x0 , x1 , . . . , xn ](x x0 )(x x1 ) (x xn1 ) .
(2.4)
 2. 23

. Li
x0 , x1 , . . . , xi .

Ln = L0 + (L1 L0 ) + (L2 L1 ) + + (Ln Ln1 )

Pi = Li Li1 i.

Li1 (f, xj ) = f (xj ) = Li (f, xj ) , j = 0, 1, . . . , i 1 ,

xj , j = 0, 1, . . . , i 1 Pi .

Pi (x) = Ai (x x0 )(x x1 ) (x xi1 ) , (2.5)

Ai . Ai xi
(2.5). xi Ai ,
Li . 2.1,
xi Li f [x0 , x1 , . . . , xi ].
Ai = f [x0 , x1 , . . . , xi ]. .
2
(2.4) -
.

Nn (f, x).
R(x) = f (x) Nn (f, x) = f (x) Ln (f, x)
.

2.3. f [a, b]
x [a, b]

f (x) Nn (f, x) = f [x, x0 , . . . , xn ](x x0 ) (x xn ) . (2.6)

. (2.5)

Ni (f, x) = Ni1 (f, x)+f [x0 , x1 , . . . , xi ](xx0 )(xx1 ) (xxi1 ) , (2.7)

24 2.

Ni1 (f, x) Ni (f, x)

x0 , x1 , . . . , xi1 x0 , x1 , . . . , xi .
Nn+1 (f, t) , -
f x0 , x1 , . . . , xn , x, Nn (f, t) -
x0 , x1 , . . . , xn . (2.7) Nn+1 (f, t) Nn (f, t)

Nn+1 (f, t) = Nn (f, t) + f [x, x0 , . . . , xn ](t x0 )(t x1 ) (t xn ) .
x Nn+1 (f, t), Nn+1 (f, x) = f (x).
, t = x -
(2.6). 2
2.5. f k-
[a, b] x0 , x1 , . . . , xk [a, b],
[a, b],
f (k) ()
f [x0 , x1 , . . . , xk ] = . (2.8)
k!
, f -
k, f [x0 , x1 , . . . , xk ] = 0. 2.4.
:

?

xn
n .

-

x 2 1 0 2
,
f (x) 5 2 1 31
f (1).
 3. 25

3. .

-
, .
3.1.
, - -
.
.
.
.
f0 , f1 , . . . , fn , . . . , -
f x0 , x1 , . . . , xn , . . . .

fi = fi+1 fi , i = 0, 1, 2, . . .

f xi . -
, -

k+1 fi = k fi+1 k fi , k = 1, 2, . . . , i = 0, 1, . . . .

,
.

.
26 2.

xi fi fi 2 fi 3 fi

x0 f0
i f0
x1 f1 i 2 f0
i f1 i 3 f0
x2 f2 i 2 f1
3
i f2 i f1
2
x3 f3 i f2
i f3
x4 f4
..
.
.. ..
. .
3.2.

. :
3.1. xs+1 xs = h > 0, s = 0, 1, 2 . . ..
i = 0, 1, 2 . . .
k fi
f [xi , xi+1 , . . . , xi+k ] = k . (3.1)
h k!
. -
.
(3.1) k = 1:
f (xi+1 ) f (xi ) fi
f [xi , xi+1 ] = = .
xi+1 xi h
k = 1 (3.1) .
, k = p.
k = p + 1.

f [xi+1 , xi+2 . . . , xi+p+1 ] f [xi , xi+1 , . . . , xi+p ]

f [xi , xi+1 , . . . , xi+p+1 ] =
xi+p+1 xi
p
1 fi+1 p fi p+1 fi
= p = p+1 .
(p + 1)h hp p! h p! h (p + 1)!
 3. 27

. 2
(3.1) -
:

3.1. n-
n- , n+1-
.

3.2. f k- ,
[xi , xi + kh], k fi = hk f (k) ().
3.3.
-
- .
, x0 , x1 , . . . ,
h,

max xi min xi = kh , k = 1, 2, . . .
0ik 0ik

-
, {xi }
.
h :

x0 , x0 + h, x0 + 2h, . . . , x0 + nh, . . . ; (3.2)

x0 , x0 h, x0 2h, . . . , x0 nh, . . . . (3.3)

3.2. x0 , x1 , . . .
h
1
mk = x0 min xi , k = 0, 1, . . . .
h 0ik

f x0 , x1 , . . . , xn

n
X
t + mk1
Nn (f, x) = f (x0 ) + k fmk , (3.4)
k
k=1

t = (x x0 )/h.
28 2.

. -
:


t t(t 1) (t k + 1) , k > 0 ,
:= k!
k
1, k = 0.

:
n
X
Nn (f, x) = f (x0 )+ f [x0 , x1 , . . . , xk ](xx0 )(xx1 ) (xxk1 ) . (3.5)
k=1

x0 , x1 , . . .
h, , k
h.
k x0 , x1 , . . . , xk1 .

1
mk1 = x0 min xi = min xi = x0 mk1 h .
h 0ik1 0ik1

, x0 , x1 , . . . , xk1
:
x0 mk1 h, x0 (mk1 1)h, . . . , x0 (mk1 k+1)h .
k1 (x) = (x x0 )(x x1 ) (x xk1 ),

k1 (x) = [xx0 +mk1 h][xx0 +(mk1 1)h] [xx0 +(mk1 k+1)h]

k k t + mk1
= h (t+mk1 )(t+mk1 1) (t+mk1 k+1) = k! h .
k

f [x0 , x1 , . . . , xk ] = f [x0 mk h, x0 (mk 1)h, . . . , x0 (mk k+1)h]

k fmk
= .
k! hk
f [x0 , x1 , . . . , xk ] k1 (x) (3.4).
2
 3. 29

(3.4) -
. -
.
(3.2),

xi = x0 + ih mk = 0, k = 1, 2, . . . .

(3.4)
n
X t
Nn (f, x) = Nn (f, x0 + th) = f (x0 ) + k f0 , (3.6)
k
k=1

( ).
(3.6)
( Nn (f, x0 + th))
(3.3).

` xi = x0 i h, h > 0, i = 1, 2, . . ..
mk = k. (3.3) (3.4)
n
X
t+k1
Nn (f, x0 + th) = k fk , (3.7)
k
k=0

( ).
k fk ,
. -.
,
:

L99 fn , , f2 , f1 , f0 .

30 2.

xi fi fi 2 fi 3 fi

.. ..
. .
..
.
x4 f4
i f4
x3 f3 i 2 f4
i f3 i 3 f4
x2 f2 i 2 f3
3
i f2 i f3
2
x1 f1 i f2
i f1
x0 f0
-
:
; ; .

:
-
.

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

f ( 32 ).
 4. 31

4.

4.1.
. -
- .
.
F ,
-
, .. f, g F , ,
f + g F .
l , l(f + g) = l(f ) + l(g) .
f g , ,
f + g = 0 = = 0 ( 8
).
n + 1 0 , 1 , . . . , n
F . , -
{i }ni=0 F , n . n ,

= a0 0 + a1 1 + + an n , (4.1)
ai R, i = 0, 1, . . . , n. (4.1) -
{i }ni=0 .
: -
n + 1 l0 , l1 , . . . , ln , F .
f F n ,

li (f ) = li () i = 0, 1, . . . , n . (4.2)

4.1.

l ( ) l ( ) l0 (n )
0 0 0 1

l1 (0 ) l1 (1 ) l1 (n )

... .. ... .. 6= 0 , (4.3)
. .

ln (0 ) ln (1 ) ln (n )
32 2.

. = a0 0 + a1 1 + + an n
. li (4.2) -
!
n
X n
X
li (f ) = li () = li aj j = aj li (j ) .
j=0 j=0

-
a0 , a1 , . . . , an

a l ( ) + a l ( ) + + a l ( ) = l (f )
0 0 0 1 0 1 n 0 n 1

a0 l1 (0 ) + a1 l1 (1 ) + + an l1 (n ) = l2 (f )
(4.4)
.. .. .. ..
. . . .

a0 ln (0 ) + a1 ln (1 ) + + an ln (n ) = ln (f )

, (4.4)
, (4.3) ( 1.1 8).
. 2
4.2.

f .

n
X
f = li (f )i , (4.5)
i=0

i , i = 0, 1, . . . , n -
(
0 i 6= j ,
li (j ) =
1 i = j .
(4.5)
, i
.
 4. 33

{i }ni=0 -
{li }ni=0 . -
:

1, x, x2 , . . . , xn ;
1, sin x, cos x, . . . , sin nx, cos nx ;
1, e1 x , e2 x , . . . , en x
.

, , li (f ) =
f (xi ), {xi }ni=0 , -
f , 4.1
.

4.2.

p(xi ) = f (xi ), i = 0, 1, . . . , n ,
Xn
p(x) = aj j ,
j=0

f , -
{xi }ni=0 (xi , xi 6= xj i 6= j)
= a0 0 + a1 1 + + an n
- n .

.
{i }ni=0 , -
, ..
- n
.

1, x, x2 , . . . , xn
34 2.

[a, b]. ,
m n,
m .

1, sin x, cos x, . . . , sin nx, cos nx

(a, + 2] [a, + 2).

.

1, e1 x , e2 x , . . . , en x

[a, b], i 6= j i 6=
j.
.

:
, ?
n .

?
 3

,
( ).

35
36 3.

1. -

1.1.

F ,
-
, .. f, g F , ,
f + g F .
, F , -
f, g F (f, g),
:

1. (f, g) 0, (f, g) = 0 f = g;

2. (f, g) = (g, f ) ();

3. (f, g) (f, h) + (h, g), f, g, h F (. ).

(f, g)
f g.
,
. -
F .
1.2.

0 , 1 , . . . , n F n
{i }ni=0 , ..
{i }ni=0 .

En (f ) = inf (f, )
n

- f n .
f n ,

(f, f ) = En (f ),
 1. - 37

f - f .
-
:
- ?
, ?
- ?
.
,
.
1.3.
f F -
kf k, :

1. kf k 0, kf k = 0 f = 0;

2. kf k = || kf k, - ;

3. kf + gk kf k + kgk, f, g F ( ),

, F . kf k
f . , .
, ,

(f, g) = kf gk

, k k.
:

|kf k kgk| kf gk . (1.1)

f -
F .

1.1. -
.
38 3.

. (1.1)

|kf k kgk| kf gk = (f, g) ,

, (f, g) 0, kf k kgk, ,
kf k f . 2

1.1. = a0 0 + a1 1 + + an n , n .
kk ai , i = 0, 1, . . . , n
.

. = b0 0 + b1 1 + + bn n . ,
ai bi , i = 0, 1, . . . , n, . 1.1
, kk kk. 2
1.4.
1.2. F , 0 , 1 , . . . , n
F n
{i }ni=0 . , f F
- n
F

[7].
P (f ) - -
f F . P (f ) .

1.3. P (f ) .

. P (f ),
..
kf k = kf k = En (f )
[0, 1]. , + (1 ) P (f ) ( 8
).

En (f ) kf [ + (1 )]k kf k + (1 )kf k = En (f ) .
 1. - 39

, .. En (f ) = kf [ + (1
)]k, , + (1 ) P (f ).
P (f ).
{i }
i=0 P (f ) ki k 0
i .

kf k kf i k + ki k En (f ) ,

P (f ), .. ( 1.6 8) P (f )
. 2
, - -
. ,
, -
- .
,

kf + gk = kf k + kgk
, f = g.

1.4. F , -
- .

. f F -
n psi n . 1.3 , ( +
)/2 - f .

+ 1
En (f ) = f kf k + 1 kf k = En (f ) ,
2 2 2


+ 1
f = kf k + 1 kf k .
2 2 2
F -
, f = (f ). = 1
40 3.

, = , 6= 1, f
, .. f n , f = = .
. 2

:
.

- f ?

?
 2. 41

2.

2.1.
[a, b] .
[a, b],
( C[a, b]).
f g [a, b] .

(f, g) = max |f (x) g(x)|

x[a,b]

f g. -
C[a, b] -
. , C[a, b]

kf k = max |f (x)| ,
x[a,b]

.
-
, -
, .. (f, g) = kf gk.
, -
kf kC .
, -
-
C[a, b], .
: [a, b] [0, 1], f1 (x) 1 f2 (x) = x, kf1 kC = kf2 kC =
1 kf1 + f2 kC = 2. kf1 + f2 kC = kf1 kC + kf2 kC , f1 f2
.
2.2.

. Hn -
42 3.

n- ,
C[a, b]. -

En (f ) = inf kf Pn kC ,
Pn Hn

- f
n- . Pn Hn ,
..
En (f ) = kf Pn kC ,
Pn - .

- , -
- ,
:

2.1 (). f C[a, b] -

n n- -
f .

- -
-
.

2.2 (). f C[a, b].

Pn Hn - -
f n- n + 2
x0 , x1 , . . . , xn+1 [a, b] ,

f (xi ) Pn (xi ) = (1)i kf Pn kC , i = 0, 1, . . . , n + 1 , (2.1)

= 1 = 1.

Pn n- n+2
(2.1), , Pn ,
.
 2. 43

(2.1) , -
= 1
= 1 f (x) Pn (x), -
.

. 2.1.

P1(x)

E (f)
1

x0 x x2
1

2.1: n = 1, = 1.

2.3. f C[a, b]. -

n- f .
. , .. -
Pn Qn Hn ,

kf Pn kC = kf Qn kC = En (f ) .

1.3 , (Pn + Qn )/2

- .
(Pn + Qn )/2 , n + 2 x0 < x1 <
< xn+1 , .. {xi }n+1
i=0
Pn (xi ) + Qn (xi )
f (xi ) = (1)i En (f ), = 1 .
2
i = 0, 1, . . . , n + 1

f (xi ) Pn (xi ) f (xi ) Qn (xi )
En (f ) = +

2 2
44 3.

|f (xi ) Pn (xi )| |f (xi ) Qn (xi )|

+
2 2
maxx[a,b] |f (x) Pn (x)| maxx[a,b] |f (x) Qn (x)|
+
2 2
En (f ) En (f )
= + = En (f ) .
2 2
,
f (xi ) Pn (xi ) = f (xi ) Qn (xi ) , i = 0, 1, . . . , n + 1 ,
.. Pn (xi ) = Qn (xi ), i = 0, 1, . . . , n + 1,
( 1.3 8) P Q. 2

, -
.
2.4 (). f C[a, b]. , > 0 -
n Pn n- -
,
kf Pn kC < .
[7]. -
, -
.
,
lim En (f ) = 0
n
f C[a, b].
:
.

- ?

, -
.
 3. 45

3.

3.1. , -

p e
[a, b], [, ] [a, b],
Z
p(x) dx > 0 .

[a, b].
f [a, b],

Z b
p(x)f 2 (x) dx,
a
p , .
-
[a, b] L2 [a, b]. L2 [p; a, b] L2 .
L2 [a, b] . ,
L2 [a, b] f ,
Z b
p(x)f 2 (x) dx = 0.
a

, ( -
) [a, b], .. -
[a, b]. -
, L2 [a, b] .
L2 [a, b]
Z b 12
kf kL2 = p(x)f 2 (x) dx , (3.1)
a

.
f, g L2 [a, b]. (f, g) = kf gkL2 -
f g p.
46 3.

, -
. f g
hf, gi, :

1. hf, f i 0, hf, f i = 0 f 0;

2. hf, gi = hg, f i;

3. hf + g, hi = hf, hi + hg, hi , , R .

L2 [a, b]
Z b
hf, gi = p(x)f (x)g(x) dx .
a

. -
, L2 [a, b]
.
:
p
kf k = hf, f i .

L2 [a, b] .
3.2.
- -
, -
. -
. n

= a0 0 + a1 1 + + an n ,

{i }ni=0
[a, b]. , -
n , n L2 [a, b]. f L2 [a, b]
 3. 47

f n -
.

En (f ) = inf kf kL2
n

- .
n , , ..

En (f ) = kf kL2 ,

() - -
p.
L2 [a, b] , -
1.2 , -
. , , L2 [a, b]
, 1.4 -
.
-
- .

!2 12
Z b n
X
En (f ) = inf p(x) f (x) ai i (x) dx . (3.2)
ai R a i=0

(3.2) n+1
a0 , a1 , . . . , an :
Z n
!2
b X
(a0 , a1 , . . . , an ) = p(x) f (x) ai i (x) dx ,
a i=0

. -

ai , ..

(a0 , a1 , . . . , an ) = 0, i = 0, 1, . . . , n.
ai
48 3.

, (a0 , a1 , . . . , an ),
:


00 a0 + 01 a1 + + 0n an = 0


10 a0 + 11 a1 + + 1n an = 1
. .. .. .. (3.3)
.. . . .


n0 a0 + n1 a1 + + nn an = n ,

Z b
ij = hi , j i = p(x) i (x) j (x) dx, i, j = 1, 2, . . . , n ,
a
Z b
i = hi , ji = p(x) f (x) i (x) dx, i = 1, 2, . . . , n .
a
(3.3)

h , i h , i h0 , n i
0 0 0 1

h1 , 0 i h1 , 1 i h1 , n i
= .. .. ... .. .
. . .

hn , 0 i hn , 1 i hn , n i
, .
, = 0, 0 , 1 , . . . , n . -
{i }ni=0 ,
(3.3) , - -
.
(3.3) , -
,

hi , j i = 0 i 6= j . (3.4)

{i }ni=0 -
(3.4), . ,
hi , i i = 1, i = 0, 1, . . . , n,
.
 3. 49

, {i }ni=0 ,
(3.3)

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

3.3.

,
, .. Hn L2 [a, b] (Hn n- -
).
,

0 (x) = 1, 1 (x) = x, 2 (x) = x2 , . . . , n (x) = xn ,

n Hn -
.
- -
p


0 a0 + 1 a1 +... + n an = 0


1 a0 + 2 a1 + . . . + n+1 an = 1
.. .. .. .. (3.5)
. . . .


n a0 + n+1 a1 + . . . + 2n an = n ,

Z b Z b
0 = p(x) dx, i = p(x)xi dx, i = 1, 2, . . . , 2n ,
a a

Z b Z b
0 = p(x)f (x) dx , i = p(x)f (x)xi dx, i = 1, 2, . . . , n .
a a

(3.5) a0 , a1 , . . . , an ,
-

Pn (x) = a0 + a1 x + . . . + an xn .
50 3.

, -
.

1, x, x2 , . . . , xn

-, -

1, 1 , 2 , . . . , n ,

= a0 + a1 1 + a2 2 + + an n .

:
-
.

-
?

n ?

- -

f (x) = x [0, 1]
p(x) = 1.
 4. - 51

4. -

,
, - -
.
, -
, x1 , x2 , . . . , xm .

,
Xm = {xi }m
i=1 .

4.1. -
`2 (Xm ) ,
Xm . `2 (Xm )
. -

m
X
hf, gi = i f (xi )g(xi ) , (4.1)
i=1
i > 0 . -

m ! 12
X
kf k = i f 2 (xi ) , (4.2)
i=1

( m ) 21
X
(f, g) = i [f (xi ) g(xi )]2 . (4.3)
i=1

-
.
4.2. - -

n

= a0 0 + a1 1 + + an n ,
52 3.

{i }ni=1 -
Xm . , n `2 (Xm ). -
:
n , - f -
- .
, .. ,
() -
- .
-
- ,

.

m
" n
#2
X X
(a0 , a1 , . . . , an ) = k f (xk ) ai i (xk ) .
k=1 i=0

(a0 , a1 , . . . , an ), (a0 , a1 , . . . , an )



00 a0 + 01 a1 + . . . + 0n an = 0


10 a0 + 11 a1 + . . . + 1n an = 1
. .. .. .. (4.4)
.. . . .


n0 a0 + n1 a1 + . . . + nn an = n ,

m
X
ij = (i , j ) = k i (xk ) j (xk ), i, j = 1, 2, . . . , n ,
k=1
m
X
i = (i , f ) = k i (xk )f (xk ), i = 1, 2, . . . , n .
k=1
(4.4)
. 0 , 1 , . . . , n
Xm , (4.4)
 4. - 53

. - -
- . ,
0 , 1 , . . . , n Xm , , m > n
{xi }m
i=1
( ).

4.3. -

-
,
.
f -
Xm :

f (x1 ), f (x2 ), . . . , f (xm ) .

-
, -
, -
. , -
, ,
n + 1 {ai }ni=0 (,
P (x) = a0 + a1 x + a2 x2 + + an xn ).

-
- .

0 (x) = 1, 1 (x) = x, 2 (x) = x2 , . . . , n (x) = xn ,

- -
54 3.

0 a0 + 1 a1 +... + n an = 0


1 a0 + 2 a1 + . . . + n+1 an = 1
.. .. .. .. (4.5)
. . . .


n a0 + n+1 a1 + . . . + 2n an = n ,

m
X m
X
0 = k , i = k xik , i = 1, 2, . . . , 2n,
k=1 k=1
Xm m
X
0 = k f (xk ) , i = k f (xk )xik , i = 1, 2, . . . , n.
k=1 k=1

- -
.



a11 x1 + a12 x2 + + a1n xn = b1


a21 x1 + a22 x2 + + a2n xn = b2
.. .. .. .. (4.6)
. . . .


am1 x1 + am2 x2 + + amn xn = bm ,
m > n.
(4.6) -
n- (x1 , x2 , . . . , xn ),
m
n
!2 m
n
!2
X X X X
bi aij xj = min bi aij xj .
xj
i=1 j=1 i=1 j=1

m
n
!2
X X
(x1 , x2 , . . . , xn ) = bi aij xj ,
i=1 j=1

-
x = (x1 , x2 , . . . , xn ),

(x)|x=x = 0, k = 0, 1, . . . , n.
xk
 4. - 55

n
m ! m
X X X

aik aij xj = aik bi , k = 1, 2, . . . , n, (4.7)
j=1 i=1 i=0

x1 , x2 , . . . , xn .
(4.6) :

Ax = b , (4.8)

a11 a12 a1n b1

a21 a22 a2n b2
A=
.. .. ..
,
b=
..
,

. . . .
am1 am2 amn bm
- -
(4.8) AT AT Ax =
AT b n n (AT -
A).

:

- .

- ?

P3 H3 - -
- y = sin x

1 1
x1 = 1, x2 = , x3 = 0, x4 = , x5 = 1
2 2
: 1 = 1, 2 = 2, 3 = 1, 4 = 2, 5 = 1 .
 4

-
, .

56
 1. 57

1.

. ,
, .. -
.
f
,
. -
.
f
f . -
-
.
, ..
f -
.
f (x) = P (x) 109 cos mx ,
P . r(x) = 109 cos mx.
r(x) f P |r(x)| 109 ,
f 0 P 0 , r0 (x) = m109 sin mx
m.
f [a, b] x0 , x1 , . . . , xn
[a, b].

f (x) = Nn (f ; x) + f [x0 , x1 , . . . , xn , x] (x) , (1.1)

(x) = (x x0 )(x x1 ) (x xn ), f [x0 , x1 , . . . , xn , x]

n+1- x0 , x1 , . . . , xn , x, Nn (f ; x) -
f x0 , x1 , . . . , xn .
f n+2- -
[a, b],
58 4.

.
(1.1)
f 0 (x) = Nn0 (f ; x) + f [x0 , x1 , . . . , xn , x]0 (x) + f [x0 , x1 , . . . , xn , x] 0 (x) .
(1.2)
-

f [x0 , x1 , . . . , xn , x + h] f [x0 , x1 , . . . , xn , x]
f [x0 , x1 , . . . , xn , x]0 = lim
h0 h
f (n+2) (h )
= lim f [x, x0 , x1 , . . . , xn , x + h] = lim
h0 h0 (n + 2)!

.
f (n+1) ()
f [x0 , x1 , . . . , xn , x] = ,
(n + 1)!
(a, b).

f (n+2) (0 ) f (n+1) () 0
f 0 (x) = Nn0 (f ; x) + (x) + (x) , (1.3)
(n + 2)! (n + 1)!

f (n+2) (0 ) f (n+1) () 0
R0 (x) = (x) + (x) (1.4)
(n + 2)! (n + 1)!
f 0 (x) Nn0 (f ; x).


(n+1) (n+2)
max f (x) = Mn+1 , max f (x) = Mn+2 .
x[a,b] x[a,b]

(n+2) (n+1)
f (0 ) f ()
|R0 (x)| = |(x)| + | 0 (x)|
(n + 2)! (n + 1)!
(n+2)
maxx[a,b] f (x) maxx[a,b] f (n+1) (x) 0
|(x)| + | (x)|
(n + 2)! (n + 1)!
Mn+2 Mn+1
= |(x)| + | 0 (x)| .
(n + 2)! (n + 1)!
 1. 59

, , -
x x0 , x1 , . . . , xn ,
0 (x) = 0.
, x = xk
n
0 f (n+1) () Y
R (xk ) = (xk xi ) .
(n + 1)!
i=0
i 6= k

0 (x) = 0 ,
x , ..
n1
x xi = xni x , i = 0, 1, . . . , .
2
- (1.3).
n :

1. n = 1 x0 = a, x1 = a + h, f 0 (x)
x = a
f (a + h) f (a)
N 0 (f, a) = f [a, a + h] = , (1.5)
h
f 00 ()
R0 (a) = 2 h;

2. n = 1 x0 = a h, x1 = a + h
a, f 0 (x) x = a
f (a + h) f (a h)
N 0 (f, a) = f [a h, a + h] = , (1.6)
2h
000
R0 (a) = f () 2
6 h ;

3. n = 2 x0 = a, x1 = a + h x2 = a + 2h,
f 0 (x) x = a

N 0 (f, a) = f [a, a + h] + f [a, a + h, a + 2h](h)

3f (a) + 4f (a + h) f (a + 2h)
= , (1.7)
2h
f 000 () 2
R0 (a) = 3 h ;
60 4.

4. n = 2 x0 = a, x1 = a + h x2 = a + 2h, -
f 0 (x) x = a + 2h
f (a) 4f (a + h) + 3f (a + 2h)
N 0 (f, a + 2h) = , (1.8)
2h
f 000 () 2
R0 (a + 2h) = 3 h .

(1.6) , n = 2 x0 = a h, x1 = a
x2 = a + h.
, -
, -
.

- , ..

, (1.1).
-
, x0 = a, x1 = a + h x2 =
a + 2h:
00 1 000 h2 (4)
f (x0 ) = [f (a) 2f (a + h) + f (a + 2h)] hf () + f () ,
2h 6
2
1 h
f 00 (x1 ) = [f (a) 2f (a + h) + f (a + 2h)] f (4) () ,
2h 12
1 h2
f 00 (x2 ) = [f (a) 2f (a + h) + f (a + 2h)] + hf 000 () f (4) () ,
2h 6
, [a, a + 2h].
:
?

-
?

x1 , x2 x3
f . -
: f 0 (x1 ), f 0 (x2 ) f 0 (x3 ).
 1. 61

-
y = f (x):

x 0 1 2 3 4
y 1 2 1 0 4

0, 2 4, ,
, , |f 000 (x)|
M x (0, 4).
62 4.

2.

2.1.

Z b
f (x) dx
a

,
f . ,
, -
.
.
.
-
f , . f

f (x) = (x) + r(x) ,

Rb
. a f (x) dx
Rb Rb
a (x) dx, a r(x) dx . -
f , -
f ,
[a, b].
:
Z b n
X
f (x) dx = Ai f (xi ) + Rn (f ) , (2.1)
a i=0

Rn (f ) f .
P
ni=0 Ai f (xi ), Rn (f )
:
Z b n
X
f (x) dx Ai f (xi ) . (2.2)
a i=0
 2. 63

2.2. .
(2.1) (2.2) -
. x0 , x1 , . . . , xn
. , -
f (xi ) f xi
f :
Z b n X
X m
f (x) dx = Aik f (k) (xi ) + Rn,m (f ) .
a i=0 k=0
2.1. -
g, , .. R(g) = 0.
2.2. m -
-
m- m + 1-
, .
2.1.
m- , ,
1, x, x2 , . . . , xm .
. .
, -

1, x, x2 , ,
xm+1 , .
, -
m.
(2.1) -
.
:
1. xi ( -
[a, b]), Ai , -
.
64 4.

-
, , f
, f x0 , x1 , . . . , xn -
. ,
;
2. ,
-
,
;
3. f
.
. ,
.
f
Z b Z b
f (x) dx , p(x)f (x) dx ,
a a
Rb
p a p(x) dx > 0. -
p .
.
:
?

A,
Z b
a+b
f (x) dx = Af + R(f )
a 2

.
 3. - 65

3. -

3.1. - -

Z b n
X
f (x) dx = Ai f (xi ) + Rn (f ) , (3.1)
a i=0

x0 , x1 , . . . , xn [a, b] -
. -
x0 , x1 , . . . , xn [a, b]
, A0 , . . . , An ,

(). n + 1 ,
n.

i (x), i = 0, 1, . . . , n.

, (3.1) i (x),
,
Z b
Ai = i (x) dx , i = 0, 1, . . . , n . (3.2)
a

, n- -
.

n- . Ai
- , (3.2).
(3.1) (3.2) -

f x0 , x1 , . . . , xn ,
.

f (x) = Ln (f ; x) + Rn (x) .
66 4.

Z b Z b Z b
f (x) dx = Ln (f ; x) dx + Rn (x) dx
a a a
n
X Z b
= f (xi ) i (x) dx + Rn (f ) ,
i=0 a

, - -

Z b n
X Z b
f (x) dx = f (xi ) i (x) dx + Rn (f ) , (3.3)
a i=0 a

Z b
Rn (f ) = (x x0 )(x x1 ) (x xn )f [x0 , x1 , . . . , xn , x] dx .
a
- : -
, [a, b] , -
, a b .

xi = a + kh + ih , i = 0, 1, . . . , n ,
k = 0, k = 1
h = (b a)/(n + 2k).
- -
,
,
(3.3).
, -
n. -
, .
3.2.
a+b
x0 = 2 .
(3.3)
Z b Z b
a+b
f (x) dx = f 0 (x) dx + R0 (f ) ,
a 2 a
 3. - 67

0 (x) f
. , 0 (x)
1.
Z b
a+b
f (x) dx = (b a)f + R0 (f ) .
a 2

, ,
[a, b]. ,


f a+b
2 b a. , -
,
( . 3.1). ,
.

f(x)

O a x0 b

a+b
3.1: x0 = 2
.

. 3.1 f
,

Z b
f (x) dx .
a

Z b
R0 (f ) = (x x0 )f [x0 , x] dx .
a
68 4.

[a, b],
, x
(a, b), f [x0 , x] = f 0 (x ).
Z b
a+b
R0 (f ) = x f 0 (x ) dx .
a 2
,
Z b Z b
a + b a + b 0
|R0 (f )| = x f 0 (x ) dx x

|f (x )| dx

a 2 a 2
Z b
a + b (b a)2
0
= max |f (x)| x dx = max |f 0 (x)| ,
x[a,b] 2 4 x[a,b]
a

, ,
[a, b].
f
0 f 00 (x )
f (x) = f (x0 ) + f (x0 )(x x0 ) + (x x0 )2 , x (a, b)
2
x0 = a+b2
Z b Z 2
a+b 1 b 00 a+b
f (x) dx = (b a)f + f (x ) x dx .
a 2 2 a 2

Z 2
1 b 00 a+b
R0 (f ) = f (x ) x dx .
2 a 2
R0 (f ) , f 00 -
2
, g(x) = x a+b 2 .
( 1.7 8)
Z b 2
1 00 a+b (b a)3 00
R0 (f ) = f () x dx = f (), (a, b) .
2 a 2 24
, -

Z b
a+b (b a)3 00
f (x) dx = (b a)f + f () , (a, b) .
a 2 24
 3. - 69

,
[a, b] m
.
:
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx, c [a, b].
a a c

0 = a, 1 , . . . , m = b [a, b]
m (i = a + i bam , i = 0, 1, . . . , m).
Z b Z 1 Z 2 Z b
f (x) dx = f (x) dx + f (x) dx + + f (x) dx
a a 1 m1
m
X m
X
i1 + i (i i1 )3 00
= (i i1 )f + f (i )
i=1
2 i=1
24
m m
baX i1 + i (b a)3 X 00
= f + f (i ),
m i=1 2 24m3 i=1

i (i1 , i ).
f 00 , -
( 1.4 8) [a, b],
m
1 X 00
f (i ) = f 00 () .
m i=1
,
Z b m
baX i1 + i (b a)3 00
f (x) dx = f + f () , [a, b], (3.4)
a m i=1 2 24m2

. -
. 3.2.
3.3.
- -
, .. x0 = a, x1 = b.
70 4.

f(x)

O a=0 1 3 4 5 b=6

3.2:

Z b Z b Z b Z b
f (x) dx = f (a) 0 (x) dx + f (b) 1 (x) dx + R1 (x) dx ,
a a a a

0 (x) 1 (x) -
x0 = a x1 = b,
R1 (x) .
Z b Z b
xb ba
0 (x) dx = dx = ,
a a a b 2
Z b Z b
xa ba
1 (x) dx = dx = ,
a a ba 2
f [a, b],
-

Z b Z
1 b 00
R1 (x) dx = f (x )(x a)(x b) dx
a 2 a
Z b
1 00 b a)3 00
= f () (x a)(x b) dx = f (),
2 a 12
[a, b].

Z b
ba (b a)3 00
f (x) dx = [f (a) + f (b)] f () , [a, b] ,
a 2 12
 3. - 71

.

.
, -
[a, b] m
.
Z b " m1
#
ba X
f (x) dx = f (a) + 2 f (i ) + f (b)
a 2m i=1
(b a)3 00
f () , [a, b] , (3.5)
12m2
i = a + i ba
m , i = 1, 2, . . . , m 1 -
.
3.4.
-,
a+b
, . x0 = a, x1 = 2 x2 = b.
n = 2
Z b Z b Z b Z b
f (x) dx f (a) 0 (x) dx + f (x1 ) 1 (x) + f (b) 2 (x) dx dx ,
a a a a

Z b Z b a+b
(x 2 )(x b) ba
0 (x) dx = a+b
dx =
a a (a 2 )(a b)
6
Z b Z b
(x a)(x b) 2(b a)
1 (x) dx =
a+b a+b
dx =
a a ( 2 a)( 2 b) 3
Z b Z b
(x a)(x a+b
2 ) ba
2 (x) dx = a+b
dx =
a a (b a)(b 2 ) 6

Z b
ba a+b
f (x) dx = f (a) + 4f + f (b) + R2 (f ).
a 6 2
R2 (f ),
[7]. f
5
b a f (4) ()
R2 (f ) = , [a, b]
2 90
72 4.

.
,
[a, b] m .
:
Z b " m m1
#
ba X i1 + i X
f (x) dx = f (a) + 4 f +2 f (i ) + f (b)
a 6m i=1
2 i=1
5
b a f (4) ()
, [a, b],
2 90m4

i = a + i ba
m , i = 0, 1, . . . , m.
- -
,
.
:

.

.
Z 5
dx
2

1 x +2
m = 4 , .

arctg 1 0, 01.
 4. 73

4.

4.1. .

Z b n
X
p(x)f (x)dx = Ai f (xi ) + R(f ) , (4.1)
a i=1

p , Ai xi ,

.
f g p,
Z b
p(x)f (x)g(x)dx = 0 .
a
-
.

0 1, 1 , 2 , . . . , n , . . .

,
-

1, x, x2 , . . . , xn , . . .

p. n = 1, 2, . . ., n n-
n [a,b]. ,
n-
0 , 1 , 2 , . . . , n .
-
1, x, x2 , . . . , xn , . . ..
-:
0 (x) 1. 1 (x) = x , ,

Z b
p(x)1 (x)0 (x)dx = 0 .
a
74 4.

: 2 (x) = x2 1 1 (x) 2 , 1 , 2

Z
b
p(x)2 (x)0 (x)dx = 0

a
Z b


a p(x)2 (x)1 (x)dx = 0 .

0 , 1 , . . . , k . -
k+1 :

k+1 (x) = xk+1 k k (x) k1 k1 (x) 0 ,

i , i = 0, 1, . . . , k
Z b

p(x)k+1 (x)0 (x)dx = 0

Za
b

p(x)k+1 (x)1 (x)dx = 0
a
..
.
Z
b
p(x)k+1 (x)k (x)dx = 0 .

a

4.1 (). (4.1)

2n 1 ,
xi n
, n 1-
.

(4.1), f (2n)
[7]
Z Yn
f (2n) () b
R(f ) = p(x) (x xi )2 dx ,
(2n)! a i=1

[a, b].
 4. 75

-
. p(x) 1 [a, b]
[1, 1], :
1 dn 2
Ln (x) = n n
(x 1)n .
2 n! dx
Rb
a f (x)dx a 6= 1 b 6= 1,

a+b ba
x= + t (4.2)
2 2
1 1.
n
, n, -,
[a, b] m .
.
[1, 1] p(x) 1.
n = 2 ( ), 4.1, -
L2 .

1 2 00 1 2 0 1
L2 (x) = 2 (x 1)2 = (x 1)x = (3x2 1) .
2 2! 2 2

x1 = x2 = 33 .
3
3

Z 1 ! !
3 3
f (x)dx = A1 f + A2 f + R(f ) ,
1 3 3
Z 2
f (4) () 1 2 1 f (4) ()
R(f ) = x dx = .
4! 1 3 135
A1 A2 ,
.
f (x) 1 f (x) = x ( 2.1).
Z 1

1 dx = A1 + A2

Z 11

x dx = A1 3 3
+ A2 33 .

1
76 4.

A1 = A2 = 1.
,
[1, 1] p(x) 1
Z ! !
1
3 3 f (4) ()
f (x)dx = f +f + .
1 3 3 135

4.2. .

-
, .
,
, , -
,
.
:

Z b n
X
p(x)f (x)dx = A f (xi ) + R(f ) . (4.3)
a i=1

-, -
A x1 , x2 , . . . , xn .
(4.3) n +
1, ,
n- , .
A (4.3) ,
f (x) = 1, ..
Z b
p(x) dx = n A .
a

Z b
1
A= p(x) dx . (4.4)
n a

x1 , x2 , . . . , xn
 4. 77

1 = x1 + x2 + + xn


2 = x21 + x22 + + x2n
.. (4.5)
.


n = xn1 + xn2 + + xnn ,
Z
1 b
i = p(x)xi dx, i = 1, 2, . . . , n .
A a
(4.5) , (4.3) -
f (x) = x, x2 , . . . , xn .
.
(4.5) -
n, x1 , x2 , . . . , xn

(x) = xn + bn1 xn1 + + b1 x + b0 , (4.6)

bi , i = 1, . . . , n 1,
:

(n 1)b + b + b + + b = n1
1 1 2 2 3 n2 n1

(n 2)b2 + 1 b3 + + n3 bn2 = n2

..
. (4.7)


2bn2 + 1 bn1 = 2


bn1 = 1

b0 = (b1 1 + b2 2 + + bn1 n1 + n ) /n .
,

xn + bn1 xn1 + + b1 x + b0 = 0

[a, b] [1, 1], p(x) 1 n = 1,

2, 3, 4, 5, 6, 7 9. -
[a, b] [1, 1], p(x) 1 -
n.
78 4.

:

-.

[1, 1]
n = 3 p(x) 1.

[1, 1]
1
n = 2 p(x) = 1+x2 ..

[a, a]
n = 3 p(x) 1.
 5

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

,
-
.

.
, -
, .

79
80 5.

1.

f (x) = 0 , (1.1)

f 0 (x) = 0 . (1.2)

(1.2) , f -
f ,
. -
f :
, ( 1.4 8)
f , ,
.
, , .
f - -
[a, b],
f (a)f (b) < 0. ,
(1.1) [a, b]. f
[a, b], .
-
.
(1.1), f -
.

f (x) an xn + an1 xn1 + + a1 x + a0 = 0 (1.3)

 1. 81

ai , i = 0, 1, . . . , n (
, an > 0).
L
(1.3), - L.
. -

(1.3):

. an (1.3)
, k
an , an1 , . . . , a0 A -
(1.3),
r
nk A
M =1+ (1.4)
an
(1.3).

. c, f (c) -
f 0 (c), f 00 (c), . . . , f (n) (c) , c
(1.3).

. -
f (x) x c, c > 0
, c
(1.3).

, -
f (x) x c
.
-
(1.3)
f (x) = 0. M
f (x) = 0, M (1.3).

82 5.

. , L -
xn f (1/x) = 0, 1/L
(1.3), l e -
xn f (1/x) = 0, 1/l
(1.3).
:
q
A
M = 1 + nk
an .

2 ln x x2 = 0.

x3 + 21 arctg x
27x = 0

,

x4 (1 + 6)x3 (4 6)x2 + 4(1 + 6)x = 4 6
 2. 83

2.

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

2.1.

- , -
[a, b], . :
a+b
f (a)f (z), z = 2 (
[a, b]). :
a+b

< 0, e [a ,
1 1 b ] a, 2 ;

f (a)f (z) > 0, e [a1 , b1 ] a+b , b ;


2

= 0, e z = a+b
2 .

z , [a1 , b1 ] ..

[a, b] [a1 , b1 ] [a2 , b2 ] [an , bn ] ,

[a, b]. ,
[an , bn ] (ba)/2n , n .
,
-
. z1 , z2 , . . . , zn , . . .

[a1 , b1 ], [a2 , b2 ], , [an , bn ],

-
.
84 5.

2.2.

.

f (x) = 0 (2.1)

x = (x) . (2.2)
(2.2), (2.1),
.

.
(2.2)

xk+1 = (xk ) , (2.3)

x0

x0 , x 1 , x 2 , . . . ,

, x ,
x
(2.1).
.
-
,
:

2.1. (2.3)
[a, b]. (x) [a, b] x [a, b], .. ([a, b])
[a, b], [a, b].

2.2. (2.3) -
[a, b]. , ([a, b]) [a, b]
 2. 85

|0 (x)| q < 1 x [a, b], -

x [a, b] (2.3) x0 [a, b]
x.

2.3.

- -
. ,
f ,
[a, b], f 0 (x) 6= 0 ( )
f 00 (x) 6= 0 ( ) x (a, b).
:

f 0 (x) > 0, f 00 (x) > 0;

f 0 (x) < 0, f 00 (x) < 0;

f 0 (x) > 0, f 00 (x) < 0;

f 0 (x) < 0, f 00 (x) > 0.

f (a)f (b) < 0, -

:

f (a) < 0, f 00 (x) > 0;

f (a) > 0, f 00 (x) < 0;

f (a) < 0, f 00 (x) < 0;

f (a) > 0, f 00 (x) > 0.

f (a) < 0 f 00 (x) > 0.
, -
. . 2.1 f (a) < 0
f 00 (x) > 0.
86 5.

a=x0 x x2 b=z
1

2.1: f : f (a)f 00 (a) < 0.

, -
: ()
(a, f (a)) (b, f (b)). -
, x1 . ,
(x1 , f (x1 )) (b, f (b)), -
, x2 .. x0 = a,
x0 , x1 , . . .,
-
. `1 (x0 , f (x0 ))
(b, f (b))
f (x0 ) f (b)
`1 : y f (x0 ) = (x x0 ) .
x0 b
, x1
f (x0 ) f (b)
f (x0 ) = (x1 x0 ),
x0 b
x0 b
x1 = x0 f (x0 ) .
f (x0 ) f (b)
x2
x1 b
x2 = x1 f (x1 ) .
f (x1 ) f (b)
{xk }:
 2. 87

xk b
xk+1 = xk f (xk ) (2.4)
f (xk ) f (b)
, .. f (a) >
0 f 00 (x) < 0
{xk }, (2.4). -
,
.
-
:

f (x0 ) f (a)
`1 : y f (x0 ) = (x x0 ) ,
x0 a
x0 = b. x1
x0 a
x1 = x0 f (x0 )
f (x0 ) f (a)

xk a
xk+1 = xk f (xk ) (2.5)
f (xk ) f (a)

(2.4) (2.5) f (a)f 00 (a),

f (a)f 00 (a) < 0, x0 = a (2.4),
(2.5) x0 = b.
(2.4) (2.5)
xk z
xk+1 = xk f (xk ) , (2.6)
f (xk ) f (z)

x0 [a, b],
f (x0 )f 00 (x0 ) < 0, z . , -
f 0 f 00 , f (a)f 00 (a) > 0, f (b)f 00 (b) < 0.
(2.6)
.
88 5.

2.4.

, -
. -
f , -
[a, b], f 0 (x) 6= 0 ( )
f 00 (x) 6= 0 ( ) x (a, b). -
f 0 (x) > 0, f 00 (x) > 0 x (a, b).
. 2.2 .

a x x1 b=x0
2

2.2: f : f (a)f 00 (a) < 0.

-
(b, f (b)). f 0 (x) > 0, f 00 (x) > 0
x (a, b), .
x1 ( . 2.2).
(x1 , f (x1 )), -
x2 .
, x0 = b, x1 , x2 , . . . , -
(2.1).
-
. t1
(b, f (b)),

t1 : y f (b) = f 0 (b)(x b) .
 2. 89

, x1
f (b)
f (b) = f 0 (b)(x1 b), x1 = b .
f 0 (b)
x0 = b,
f (x0 )
x1 = x0 .
f 0 (x0 )
x2
f (x1 )
x2 = x1 .
f 0 (x1 )
{xk }
:
f (xk )
xk+1 = xk . (2.7)
f 0 (xk )
-
[a, b], f (x0 )f 00 (x0 ) > 0.
,
.
(2.7)
.
.

. .

0 f 00 (x )
f (x) = f (x0 ) + f (x0 )(x x0 ) + (x x0 )2 , x (a, b)
2

f (x1 ) f (x0 ) + f 0 (x0 )(x1 x0 ),

x1 , f (x1 ) 0.
.
90 5.

-
.
.
,
xk xk1
xk+1 = xk f (xk ) , (2.8)
f (xk ) f (xk1 )
x0 x1 , x0
[a, b], f (x0 )f 00 (x0 ) > 0, x1
(a, b), f (x1 )f 00 (x1 ) > 0.
f (xk )f (xk1 )
f 0 (xk ) xk xk1 (2.7).
.
,
.
xk y k f (yk )
xk+1 = xk f (xk ) , yk+1 = yk , (2.9)
f (xk ) f (yk ) f 0 (yk )
y0 [a, b],
f (y0 )f 00 (y0 ) > 0, x0 e .

2.1.
f 00 (a) = f 00 (b) = 0,
x0 . ,
f 00 (x0 ) f (x0 )f 00 (x0 ), x0 a b, -
f 00 (), (a, b).

-
. k k-
xk .
,
. , -
k ,
|xk | < .
 2. 91

, ( ),
.
:

|f (xk )| < ;

|xk xk1 | < ,

-
.
-

-
, ..
.
. ,
() -
xk
|xk | c q k ,
c = const, 0 < q < 1. ,
. , -
() ,
xk
k
|xk | c q 2 .

.. p -
,
k
|xk | c q p . (2.10)
-
().
. , xk+1 = (xk ) p,

0 () = 00 () = = (p1) () = 0, (p) () 6= 0.
92 5.

( [7]), p,
p . -
.
, xk+1 xk ,
- , (2.10).
:
x3 +
3x2 3 = 0 :
[3, 2]; [2, 0]; (-
) [0, 1].

xk+1 = xk f (xk ) f (xxkk)f

z
(z)
z ?

.
 6

-
:


a11 x1 + a12 x2 + + a1n xn = b1


a21 x1 + a22 x2 + + a2n xn = b2
.. .. .. ..
. . . .


an1 x1 + an2 x2 + + ann xn = bn .

Ax = b ,

A = (aij ), b = (b1 , b2 , . . . , bn )T x = (x1 , x2 , . . . , xn )T

,
. - , A
, ..
` (|A| =
6 0).
-
: () .

93
94 6.

1. ()

a11 a12 a1n b1

a21 a22 a2n b2

B= .. .. . . . .. ..
. . . .


an1 an2 ann bn

. -
, ,
( -
1.1 8).
, ,
-
,
.
1.1.
-
. -
, .

, , -
, -
.
:
;
.
[5]. -
B,
 1. 95

,
( [7, 5]).
, r1 a11
(r1 = 1/a11 , a11 )
r1 . B -
ai1 i- , i = 2, 3, . . . , n.


(1) (1) (1)
1 a12 a1n b1

(1) (1) (1)
0 a22 a2n b2
B (1) =
.. ..

.. ..
,

. . ... . .

(1) (1) (1)
0 an2 ann bn

(1)
a1j = r1 a1j , j = 2, 3, . . . , n ,
(1)
b1 = r 1 b 1 ,
(1) (1)
aij = aij ai1 a1j , i, j = 2, 3, . . . , n ,
(1) (1)
bi = bi ai1 b1 , i = 2, 3, . . . , n .

B (1) , -
(1)
r2 a22 ( ) -
B (1) r2 . -
(1)
ai2 i- , i = 3, 4, . . . , n.


1
(1)
a12
(1)
a13
(1)
a1n b1
(1)


(2) (2) (2)
0 1 a23 a2n b2

(2) (2) (2) (2)
B =0 0 a33 a3n b3 ,

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

(2) (2) (2)
0 0 an3 ann bn

(2) (1)
a2j = r2 a2j , j = 3, 4, . . . , n ,
96 6.

(2) (1)
b2 = r 2 b2 ,
(2) (1) (2)
aij = aij ai2 (1) a2j , i, j = 3, 4 . . . , n ,
(1) (1) (2)
bi = bi ai2 (1) b2 , i = 3, 4 . . . , n .

n1

(1) (1) (1) (1)
1 a12 a13 a1,n1 a1n b1 (1)

(2) (2) (2) (2)
0 1 a23 a2,n1 a2n b2

(3) (3) (3)
0 0 1 a3,n1 a3n b3
B (n1)
=
.. .. .. . . . .. ..

..
.

. . . . . .

(n1) (n1)
0 0 0 1 an1,n b3

(n)
0 0 0 0 1 bn

b(n) (n1) (n1)

n = bn /ann

, .
.
B (n1) , -
,
xi , xn .
xn1 :

xn = b(n)
n ;
(n1) (n1)
xn1 = bn1 an1,n xn

. x1 :
(1) (1) (1) (1)
x1 = b1 a12 x2 a13 x3 a1n xn .

. -
, ,
, .. .
 1. 97

,
(i1)
ai i , ,
. -
. A
, -
(k1)
aik , i = k, k +1, . . . , n, k = 1, 2, . . . , n.
-
. :
, ? ,
- , ..
- . -
,
.
.

1.2. -

- ,
, ,
.
.
.
.
, .. -
B B (1) .
(1)
r2 a22
B (1) r2 ,
(1)
. ai2
i- , i = 1, 3, 4, . . . , n. ,
.
98 6.

1 0
(2)
a13
(2)
a1n (2)
b1


(2) (2) (2)
0 1 a23 a2n b2

(2) (2) (2)
B (2) = 0 0 a33 a3n b3 ,

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

(2) (2) (2)
0 0 an3 ann bn

(2) (1)
a2j = r2 a2j , j = 3, 4, . . . , n ,
(2) (1)
b2 = r 2 b2 ,
(2) (1) (2)
aij = aij ai2 (1) a2j , i = 1, 3, 4 . . . , n , j = 3, 4 . . . , n ,
(1) (1) (2)
bi = bi ai2 (1) b2 , i = 1, 3, 4 . . . , n .
(2)
r3 a33
B (2) r3 .
(2)
ai3 i- , i =
1, 2, 4, 5 . . . , n.

(3)
1 0 0 a14 a1n
(3) (3)
b1


(3) (3) (3)
0 1 0 a24 a2n b2

(3) (3) (3)
0 0 1 a34 a3n b3
B =
(3)



,
(3)
0 0 0 a(3) (3)
44 a3n b4

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

(3) (3) (3)
0 0 0 an4 ann bn

(3) (2)
a3j = r3 a3j , j = 4, 5, . . . , n ,
(3) (2)
b 3 = r 3 b3 ,
(3) (2) (3)
aij = aij ai3 (2) a3j , i = 1, 2, 4, 5 . . . , n , j = 4, 5 . . . , n ,
(3) (2) (3)
bi = bi ai3 (1) b3 , i = 1, 2, 4, 5 . . . , n .
 1. 99

(n1)-

(n2) (n1)
1 0 0 0 a1n b1

(n1) (n1)
0 1 0 0 a2n b2

(n1) (n1)
0 0 1 0 a3n b3
B (n1) =
.. .. .. . . .. .

.. .

. . . . . .
. .

(n1) (n1)
0 0 0 1 an1,n bn1

(n)
0 0 0 0 1 bn
,
(n1)
ain i-
, i = 1, 2, . . . , n 1.

(n)
1 0 0 b1

(n)
0 1 0 b2
B (n) =
.. .. . . .. .. ,
. . . . .

(n)
0 0 1 bn
.
xi :
(n)
x i = bi , i = 1, 2, . . . , n .

-
. -
A, -
(A|I) (I|B). B
A, .. B = A1 .
1.3.
- -
n n A. ,
A ,
, A.
100 6.

, .
- A
:

A = LLT , (1.1)

LT L, L
. (1.1) A, Ax = b

Ly = b

LT x = y

L LT ,
.
-
, .
L .
L `ij , (1.1)

a11 a12 a1n `11 0 0 `11 `21 `n1

a21 a22 a2n `21 `22 0 0 `22 `n2

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

an1 an2 ann `n1 `n2 `nn 0 0 `nn

a1j = `11 `j1 , j = 1, 2, . . . , n ,

`11 = a11 ,
a1j
`j1 = , j = 2, 3, . . . , n .
`11
 1. 101

a2j = `21 `j1 + `22 `j2 , j = 2, 3, . . . , n ,

q
`22 = a22 `221 ,
a2j `21 `j1
`j2 = , j = 3, 4 . . . , n .
`22
, -
k- A :
q
`kk = akk `2k1 `2k2 `2k,k1 ,
P
akj k1
i=1 `ki `ji
`jk = , j = k + 1, k + 2, . . . , n .
`kk
`kk , k = 1, 2, . . . , n
. -
, . ,
`kk , ,
. , A -
.
,
.
:
?

-

x + 2x2 + 3x3 + 4x4 = 7
1

3x1 + 4x2 + 4x3 + 2x4 = 6


2x1 + 4x2 + 8x3 + 3x4 = 4


4x1 + 3x2 + 2x3 + x4 = 3 .

-
?
102 6.

2.

.
,

Ax = b , |A| 6= 0 (2.1)
( f (x) = 0)

x = Bx + c, (2.2)

x(k+1) = B x(k) + c , (2.3)

x(0)

x(0) , x(1) , . . . , x(k) , . . . . (2.4)

(2.2) , ,
.

x = x C(Ax b) , (2.5)

C . (2.3) B =
I CA c = Cb. C
. C
.

x(k+1) = Bk x(k) + c(k) , Bk = I Ck A, c(k) = Ck b.

, Ck
, . -
.
 2. 103

2.1. ,
,
(2.3), .

2.1. {x(k) }
0 ,

(k) (k)
x(k) = (x1 , x2 , . . . , x(k)
n )
T

(k)
, n- {xj }
0 , j = 1, 2, . . . , n
(k)
. k xj xj ,

x = (x1 , x2 , . . . , xn )T

{x(k) }
0 .

-
. :

2.2. {x(k) }
0 -
x (), kx(k) xk 0 k .

- {x(k) } x -
x(k) x.
.
, .. -
. Rn
( 8), -
. ,
, ,
e .

2.3. 1 2 -
m M , x

m1 (x) 2 (x) M 1 (x).

104 6.

[7, 1, . 252] ,
Rn . ,
,
.

. -
.
. Ak A,
Bk B, k ({k } ) C ,

1. Ak + Bk A + B,

2. k Bk B,

3. Ak Bk AB,

4. C 1 Ak C C 1 AC.

hx(k) , y (k) i hx, yi.

Ak A |A| 6= 0, , k >
6 0 A1
|Ak | = 1
k A ;

Ak A b(k) b, x(k) Ak x(k) = b(k)

x, Ax = b.

,
(2.4) (2.3) ,

` (2.1).
 2. 105

2.4. -
, A x
(Ax) (A)(x). -
.

kAk = max kAxk
kxk=1

,
[2, 5].
-
:
n
X
kxk = max |xi | , kAk = max |aij | ;
1in 1in
j=1

n
X n
X
kxk1 = |xi | , kAk1 = max |aij | ;
1jn
i=1 i=1
v
u n q
uX
kxk2 = t x2i , kAk2 = 1 (AT A) ,
i=1

1 (AT A) - AT A.
-

I, A, A2 , . . . , (2.6)

1, q, q 2 , . . . , . (2.7)

, (2.7) 0 |q| < 1.

(2.6) .

106 6.

2.1. (2.6)
(Ak O), , -
A - , ..
(A) < 1.

[2, 5, 7].

. , -
P
i
i=0 q |q| < 1. ,

I + A + A2 + , (2.8)
.
Sk = I + A + A2 + + Ak k
.
, , -
{Sk }
` .

2.2. (2.8) ,
(A) < 1.

, (2.8) ,
`
I A, ..

X
1
(I A) = Ai .
i=0

, -

(I A)(I + A + A2 + + Ak ) = I Ak+1 .

2.2.
- -

x = Bx + c. -
 2. 107

x = x C(Ax b) (2.5),
x(k+1) = Bx(k) + c,
(2.3) B = I CA c = Cb. (2.3)
C = I .
C 6= I (2.3) -
,
CAx = Cb,
Ax = b .
-
(2.3).

2.3. (2.3)
x(0) ,
B -
.

-
, - ,
. -
.

2.4. -
, . (A) kAk.

: -
, . x

A. Ax = x. -
X = (x, 0, . . . , 0), .. x .
AX = X.

||kXk = kXk = kAXk kAkkXk,

|| kAk. . 2
.
108 6.

2.5. kBk < 1, -

(2.3)
x(0) .

(2.3) , ( 2.5).
x (2.1)
(2.3) kBk < 1. , 2.5 (2.3)
{x(k) } x.
:

x(1) = Bx(0) + c;
x(2) = Bx(1) + c = B 2 x(0) + Bc + c;
x(3) = Bx(2) + c = B 3 x(0) + B 2 c + Bc + c;
..
.
x(k) = Bx(k1) + c = B k x(0) + B k1 c + B k2 c + + Bc + c;

x(k) = B k x(0) + (I + B + B 2 + + B k1 )c.

x x = B x + c,

x = (I B)1 c = (I + B + B 2 + + B k1 + B k + )c.

x(k) x

x(k) x = B k x(0) (B k + B k+1 + )c,

kx(k) xk kBkk kx(0) k + kBkk (1 + kBk + kBk2 + )kck.

(k) k (0) kBkk kck

kx xk kBk kx k + . (2.9)
1 kBk
, (2.9)
.
 2. 109

(2.9) -
. ,
.
2.3. ( )
A Ax = b
(aii 6= 0, i = 1, 2, . . . , n) A = L + D + R,

D = diag{a11 , a22 , . . . , ann } ,

0 0 0 0 0 a12 a13 a1n


a21 0 0 0 0 0 a23 a2n


L = a31 a32 0 0 R = 0 0 0 a3n .

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

an1 an2 an3 0 0 0 0 0
(2.3) C C =
D1 , ,
. . -
B c :

0 aa12 aa13 a1n
a11 b1
11 11
a11
a21 b2
a22 0 aa22 23
aa2n a22
22
a3n b3
B = aa31 aa32 0 a33 ; c = a33 . (2.10)
33 33
.. .. .. . . . .. ..
. . . . .

aann
n1
aannn2
aannn3
0 bn
ann

(2.3), , :
(k+1)
x = aa12
(k)
x aa13
(k)
x aa1n
(k)
xn + ab111
1 11 2 11 3
(k+1) 11

x = aa21 x
(k)
a23 (k)
x a2n (k)
+ ab222
2 1 a 3 a22 xn
(k+1) 22 22

x = aa31
(k)
x aa32 x
(k)
aa3n
(k)
xn + ab333
3 33 1 33 2 33
.
..

(k+1)
xn n1 (k) n2 (k) n3 (k) (k)
= aann x1 aann x2 aann x3 aann1
nn
x bn
n1 + ann .
110 6.

,
i-

ai1 x1 + ai2 x2 + + aii xi + + ain xn = bi , i = 1, 2, . . . , n

(2.1) xi :
ai1 ai,i1 ai,i+1 ain bi
xi = x1 xi1 xi+1 xn + ,
aii aii aii aii aii (2.11)
i = 1, 2, . . . , n ,

(2.11) -
k+1- , , , -
k- .
(k+1) (k) ai,i1 (k) ai,i+1 (k) ain (k)
xi = aai1ii x1 aii xi1 aii xi+1 aii xn + bi
aii ,
i = 1, 2, . . . , n ,

kBk < 1 kBk1 < 1 -

:
n
X
|aij | < |aii | , i = 1, 2, . . . , n , (2.12)
j=1
j 6= i
n
X
|aij | < |ajj | , j = 1, 2, . . . , n . (2.13)
i=1
i 6= j

A, (2.12) ((2.13)),
().
B (2.10)

a a a1n
11 12

a21 a22 a2n

. .. . . . ... = 0.
.. .


an1 an2 ann
 2. 111

2.4. -
-
. (2.3)
x(k+1) = Bx(k) + c,

(k+1) (k) (k) (k)
x1 = b11 x1 + b12 x2 + + b1n xn + c1

(k+1) (k) (k) (k)
x2 = b21 x1 + b22 x2 + + b2n xn + c2
. .. .. .. ..
.. . . . .

(k+1) (k) (k) (k)
xn = bn1 x1 + bn2 x2 + + bnn xn + cn .

-
(k+1) (k+1)
x1 x(k+1) x2
k + 1- -
.

(k+1) (k) (k) (k) (k)
x1 = b11 x1 + b12 x2 + b13 x3 + + b1n xn + c1

(k+1) (k+1) (k) (k) (k)
x2 = b21 x1 + b22 x2 + b23 x3 + + b2n xn + c2

(k+1) (k+1) (k+1) (k) (k)
x3 = b31 x1 + b32 x2 + b33 x3 + + b3n xn + c3
. .. .. .. .. ..
.. . . . . .

(k+1) (k+1) (k+1) (k+1) (k)
xn = bn1 x1 + bn2 x2 + bn3 x3 + + bnn xn + cn .

-.
-

(k+1) (k) (k) (k)
x1 = aa11
12
x2 aa13 x
11 3
aa1n xn + ab111
11
(k+1) (k+1) (k) (k)
x2
= aa21 x
22 1
aa23 x
22 3
aa2n
22
xn + ab222
(k+1)
x = aa31 x
(k+1)
aa32
(k+1)
x aa3n xn
(k)
+ ab333 (2.14)
3 33 1 33 2 33

...


(k+1) (k+1) (k+1) (k+1) (k+1)
xn = aann
n1
x1 aann
n2
x2 aann
n3
x3 aann1
nn
xn1 + abnn
n
,

-
.
112 6.

- -
(2.3).
. B

B = D1 L D1 R ,

a12 a13 a1n
0 0 0 0 0 a11 a11 a11

a21 0 0 0 0 0 aa23 a2n
a22 a22
a 22

D1 L = 31
a33
a32
a33 0 0 , D1 R =
0 0 0 a3n
a33
.

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

an1 an2 an3
ann ann ann 0 0 0 0 0

(2.14)

x(k+1) = D1 L x(k+1) D1 R x(k) + D1 b ,

D1 (D + L) x(k+1) = D1 R x(k) + D1 b .

x(k+1) = (D + L)1 R x(k) + (D + L)1 b , (2.15)

.. - ()

B = (D + L)1 R, c = (D + L)1 b.

B -

a a a1n
11 12

a21 a22 a2n

.
.. ..
. . . . ... = 0 .


an1 an2 ann
 2. 113

, -
() . , -
, ,
, , .
,
, - ()
- . -
() -
A.
:
?

-
()?

5x x + 3x = 3
1 2 3

x1 + 3x2 x3 = 1


2x1 x2 4x3 = 2

- ()
x(0) = (1, 0, 0)T ;

kBkk kck
kx(k) xk kBkk kx(0) k + ?
1 kBk
 7

1.

A,

Ax = x (1.1)
x. x -
. (, x) (1.1)
A.

.
A

() det(I A) = n p1 n1 p2 n2 pn , (1.2)

n A. () -
A,

() = 0 (1.3)

.

( 8) , -
n (n- A).
x y , .
n- , -
- n .

114
 1. 115

-
. ,
, p-
p -
. -
. ,
-
,
.
-
, ..
, ()
.
- -
p1 , p2 , . . . , pn .
(1.3).
.

A ,
.
, -
( Sp(A),
tr(A)),
, ..

Sp(A) a11 + a22 + + ann = 1 + 2 + + n . (1.4)

(1.4)
,
.
116 7.

2.

-
,
.
,
.
c n- .

c, Ac, A2 c, . . . , An c

(n + 1 ), ..

0 I + 1 A + 2 A2 + + n An c = 0 , (2.1)

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

() = 0 I + 1 + 2 2 + + n n ,

(2.1)
(A)c = 0 . (2.2)

, (2.2)
c.
- .
. -

.
- A
, .. (A) = 0.
- -
, A, -
.
A . ,
 2. 117

. , -
A , ..

.
, A
. ,
c ,
.

2.1.

, A
c c.
() A
,
A .
:
c(0) . c(1)
-, c(0)
Ac(0) c(0) :

hAc(0) , c(0) i
c(1) = Ac(0) 10 c(0) , 10 = .
hc(0) , c(0) i

c(1) = 0, P1 () = 10
() A, -
(), .. 10 A.
c(1) 6= 0, c(2) -
c(0) , c(1) Ac(1) :

c(2) = Ac(1) 21 c(1) 20 c(0) ,

hAc(1) , c(1) i hAc(1) , c(0) i
21 = , 20 = .
hc(1) , c(1) i hc(0) , c(0) i
118 7.

c(2) = 0, P2 () = ( 21 ) P1 () 20
() (), c(3) .
c(0) , c(1) , . . . , c(m1) .
c(m)

Ac(m1) , c(m1) , c(m2) , . . . , c(0) ,

..

c(m) = Ac(m1) m m1 c(m1) m m2 c(m2) m 0 c(0) , (2.3)

hAc(m1) , c(i) i
mi = , i = 0, 1, 2, . . . , m 1 . (2.4)
hc(i) , c(i) i
c(m) = 0,

Pm () = ( m m1 )Pm1 () m m2 Pm2 () m 0 (2.5)

A,
. , - n
c(n) .
c(m) = 0, -
Pm ,
A.
Pm A,
m = n. m < n : Pm -
A, .. Pm () () Pm .
d(0) ,
c(0) , c(1) , . . . , c(m1) . d(0) ,
d(0) , d(1) , . . . , d(h1) .. ,
,
- n .
, ,
d(0)
.
 2. 119

- ,
,
() .
A , c(m)
-, m i i = 0, 1, . . . , m3 .
, A (2.3) (2.5)
:

c(m) = Ac(m1) m m1 c(m1) m m2 c(m2) , (2.6)

Pm () = ( m m1 )Pm1 () m m2 Pm2 (). (2.7)

A.
m- c(m) = 0.

c(m) = Ac(m1) m m1 c(m1) m m2 c(m2) = 0 .

x(i) ,
i A,
c(0) , c(1) , . . . , c(m1) :
(i) (i) (i)
x(i) = 0 c(0) + 1 c(1) + + m1 c(m1) , (2.8)
(i) (i) (i)
0 , 1 , . . . , m1 -

(i) (i)
(i 10 )0 20 1 =0

(i) (i) (i)

0 +(i 21 )1 31 2 =0

(i) (i)
1 +(i 32 )2 42 3
(i)
=0

... ...

(i) (i)
m2 +(i m,m1 )m1 =0.
-
, -
. - [7].
120 7.

2.2.

, -
.
n n A = (aij ),


0 0 0 p0

1 0 0 p1


P = 0 1 0 p2 .
. . . .. ..
.. .. . . . .

0 0 1 pn1

.
P , A

| I A| = | I P | = n pn1 n1 pn2 n2 p0 .

A P n1 .

Ak+1 = Ck1 Ak Ck , k = 0, 1, . . . , n 2 ,

(k)
A0 = A, Ak = (aij ),

0 0 0 ak1n ak2n /ak1n 1 0 0

k k
1 0 0 k
a2n a3n /a1n 0 1 0

.. .. .. . . . ..
Ck =
0 1 0 k , C 1 =
a3n k . . . . .


.. .. . . . .. .. ak /ak
. . . . nn 1n 0 0 1

0 0 1 aknn 1/ak1n 0 0 0

Ck , Ak+1
,
 2. 121

` :
(k)

(k) ai+1,n


aij
(k+1) (k)
= ai+1,j+1 ai,j+1 (k) ;



a1n

(k)

ai,j+1

(k+1)
anj = ;

(k) i, j = 1, 2, . . . , n 1 ,
a1n ! (2.9)
n (k)
X (k) ai+1,n


(k+1) (k)
ai+1,s a1s (k) a(k) k = 0, 1, . . . , n 2 .
ain = sn
;

s=1 a

n
1n

1 X

a(k+1) = (k)
(k) (k)
a1s asn .

nn
a1n s=1
, ,
(k) (k)
a1n . a1n = 0 k,
:
) k = n 2,

(n2)
a11 0
A(n2) = ,
b1 F

F n 1,
.

|I An2 | = an2
11 |I F | .
(k) (k) (k)
) k < n 2 a2n , a3n , . . . , ank1,n
(k)
, . ain ,
i- i- -
Ak , ,
, i- ,
;
(k) (k) (k)
) k < n 2 a2n , a3n , . . . , ank1,n
. Ak
!
B 0
Ak = ,
B1 F1
122 7.

B nk 1, F1
k + 1, .

|I Ak | = |I B| |I F1 | .

B.
, -
, ),
.
A -

.
(k)
, a1n 6= 0, k = 0, 1, . . . , n 2, n 1
A
P = An1 . A.
y = (y1 , y2 , . . . , yn )T P , , -
y :

y +p0 yn =0
1

y y +p1 yn =0
1 2

y2 y3 +p2 yn =0

... ... .. .. (2.10)
. .


yn2 yn1 +pn2 yn =0


yn1 +(pn1 )yn = 0.

y (2.10). -
x A x = Sy,

S = C0 C1 Cn2 .
 2. 123

:
?

-
?

, ,

5 2 1 1

3 3 0 0

A= .
1 2 4 1

3 0 0 3
124 7.

3.

3.1.

A (A = AT ), -
. :
A -
- , .. D = U T AU ,
D = diag{1 , 2 , . . . , n } U T U = I. D
A U
.
U (U = U0 U1 U2 ).

A0 = A , Ak+1 = UkT Ak Uk , k = 0, 1, . . . ,

Uk :

1
...
0

1

cos sin p


1
.. ... ..
Upq () =
. .

1


sin cos q


1
...
0
1

p q
 3. 125

Upq () = (uij )
:

upp = uqq = cos ,

upq = uqp = sin .

p, q U = Upq () -

B = U T AU = (bij ) (3.1)

: p, q , -
apq
A ( p, q 1846.),
, bpq = 0.
bij B (3.1) :

bij = aij , i 6= p, q , j 6= p, q ;
bip = aip cos aiq sin ,
i 6= p, q ;
biq = aiq cos + aiq sin ,
(3.2)
2 2
bpp = app cos + aqq sin 2apq sin cos ;
bqq = aqq cos2 + app sin2 + 2apq sin cos ;

bpq = apq cos2 sin2 + (app aqq ) sin cos .

(3.2) ,
aqq app
bpq = 0 cotg 2 = ,
2apq

1 aqq app
= arc cotg , = .
2 2apq
:

cos = 1/ t2 + 1 ,
sin = t cos ,
126 7.

(
sign() 1, < 0 ;
t= , sign() =
|| + 2 + 1 1, 0 .
, . -
[5, 7].

,
, ,
. -
.
(1, 2); (1, 3); ; (1, n); (2, 3); (2, 4); ; (n 1, n). -
,
, -
, .. -
- ().

.
-
.
.
-, -
:
X (k) (k)
(aij )2 < n tol2 ; max |aij | < tol,
i<j
i<j
(k)
aij , i, j = 1, 2, . . . , n Ak .
3.2.
-
-
.

.
 3. 127

1 , 2 , . . . , n A, -
:

|1 | > |2 | |3 | |n | (3.3)

x(1), x(2), . . . , x(n) .

,
, , .
, , .. n
.
y (0) n- , x(i), i =
1, 2, . . . , n:
y (0) = 1 x(1) + 2 x(2) + + n x(n) . (3.4)

y (1), y (2), . . . , y (m), . . .,

y (m) = Am y (0) = 1 m
1 x
(1)
+ 2 m
2 x
(2)
+ + n m
nx
(n)
.

(i) (i) (m) (m)

x(i) = (x1 , x2 , . . . , x(i) T
n ) , y (m) = (y1 , y2 , . . . , yn(m) )T .

(m) (1) (2) (n)

yj = 1 m m m
1 xj + 2 2 xj + + n n xj , j = 1, 2, . . . , n

(m+1) (1) (2) (n)

yj 1 m+1
1 xj + 2 m+1
2 xj + + n m+1
n xj
(m)
= (1) (2) (n)
yj 1 m m m
1 xj + 2 2 xj + + n n xj
m+1 m+1
2
1 + 2 1 + + n n1
= 1 m m ,
1 + 2 1 + + n n1
2

(i)
i xj
i = (1)
, i = 2, 3, . . . , n. (3.5)
1 xj
128 7.


1i < 1, i = 2, 3, . . . , n,
(m+1)
yj
lim (m)
= 1 , j = 1, 2, . . . , n .
m yj
, m,
y (m+1) y (m)
. ,
(m+1)
yj
(m) 1 . -
yj
:

n1 (m+1)
X (m+1)
y
j y j+1
(m) (m) < tol .
y yj+1
j=1 j

y (m) ,
1 ,

y (m) = 1 m
1 x
(1)
+ 2 m
2 x
(2)
+ + n mnx
(n)
m m
2 2 n m
= 1 m
1 x(1) + x(2) + + x(n) .
1 1 1 1
y (m)
, .

3.1. (3.5) , y (0) (3.4)

1 6= 0. , y (0)
1 = 2 = = r1 = 0 |r1 | > |r | > |r+1 |, -
r x(r) .
, , -
.
, -
,
1 .

.
 3. 129

3.2. A, (3.3) ,
1 . , r (3.3)
|r1 | > |r | > |r+1 |, r .

,
.
130 7.

:
?

, ,

!
1 1
A= .
1 1

-


1 1 2

A=
3 3 2 .

3 1 0

, 1 = 4.
 8

1.

1.1.
n- , n . -
a = (a1 , a2 , . . . , an )T . ai , i = 1, 2, . . . , n -
.
. ,
, .. -
(). n
Rn . Rn -

. ?
?
( k k) -
, :

1. kxk 0 kxk = 0 x = 0;

2. kxk = ||kxk, ;

3. kx + yk kxk + kyk.

:
v
n u n
X uX
kxk = max |xi | , kxk1 = |xi | , kxk2 = t x2i .
1in
i=1 i=1

, -
.

131
132 8.

ha, bi = a1 b1 + a2 b2 + . . . + an bn .

, -
p
: kxk2 = hx, xi.
, ha, bi = 0.
a1 , a2 , . . . , am -

1 a1 + 2 a2 + . . . + m am = 0

i = 0, i = 1, 2, . . . , m,
.

. -
.
, -
,
: kABk kAkkBk. :
v
n n uX
X X u n X
n
kAk = max |aij | , kAk1 = max |aij | , kAkF = t a2ij .
1in 1jn
j=1 i=1 i=1 j=1

x,
Ax = x,
A.
(A), , -
. (A) = maxi |(A)|
p
A. kAk2 = (AT A) .
A B
C, A = C 1 BC.
,
.
 1. 133

? -
, ?
A det(A) |A|.
( rank(A) r(A))
().
:


a11 x1 + a12 x2 + + a1n xn = b1


a21 x1 + a22 x2 + + a2n xn = b2
.. .. .. ..
. . . .


an1 x1 + an2 x2 + + ann xn = bn ,

Ax = b ,

A = (aij ), b = (b1 , b2 , . . . , bn )T x = (x1 , x2 , . . . , xn )T

,
. A
B = (A|b).

1.1. Ax = b , -
, r(A) = r(B). ( -
) ,
, |A| 6= 0.

1.2. Pn (x) = an xn + an1 xn1 + + a1 x + a0

n 1 ai

Pn (x) = an (x x1 )k1 (x x2 )k2 (x xs )ks ,

x1 , x2 , . . . , xs Pn (x), k1 , k2 , . . . , ks -
k1 + k2 + + ks = n.
134 8.

kj xj .
n -
n.

1.3 ( ).
n n + 1 x,
.
1.2.
1.4 ( -). f -
[a, b] f (a) f (b).
[a, b], f () = .

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

M ,
x y M (0, 1) , x + (1 )y M .

1.6. M e , ,

M.

1.7 ( ).
f g [a, b], f
[a, b], g (
) (a, b). (a, b),

Z b Z b
f (x)g(x) dx = f () g(x) dx.
a a


[1] . , . .,
, . , , 1994.

[2] . , , , , 1995.

[3] . , . , -
, I -
. ,
( ), , 1996, 2006.

[4] A. Booth, Numerical Methods, Butterworths Scientific Publications,

London, 1957 ( : - -
, 1959).

[5] . , , , ,
1974.

[6] . Ralston, A First course in Numerical Analysis, McGraw-Hill Book

Company, New York, 1965 ( : -
, , , 1972).

[7] . , . , I, , ,
1976.

[8] . , . ., ,
. . . , , 1983.

[9] J. H. Mathews, K. D. Fink, Numerical Methods Using MATLAB, (third

edition) Prentice Hall, Inc., 1999, ( : -
. MATLAB, , ,
2001).

135


1. 2
1. . . . . . . . . . . . . . . . . . 3
1.1. ? . . . . . . . . . . . . . . . . . . . . 3
1.2. . . . . . . . . . . . . . . . . . . 4
1.3. . . . . . . . 4
1.4. . . . . . . . . . . . . . . . . . . 4
1.5. . . . . 7

2. 11
1. . . . . . . . . . . . . 12
1.1. ? . 12
1.2. . . . . . . . . . . . 13
1.3. . . . . . . . . . 15
1.4. -
. . . . . . . . . . . . . . . . . . . . . . . . 17
2. .
. . . . . . . . . . . . . . . . . . . . . . . . 19
2.1. . . . . . . . . . . . . . . . . . . . . . 19
2.2. -
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3. . -
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.1. . . . . . . . . . . . . . . . . . . . . . . 25
3.2. . . . . . . . 26
3.3. 27
4. . . . . . . . . . . . . . . . . . 31
4.1. . . . . . . . . . . . . . . . . . . 31

136
 137

4.2. . . . . . . . . . . . 32

3. -
35
1. - 36
1.1. . . . . . . . . . . . . . . 36
1.2. . . . . . . . . . . . . . . . . 36
1.3. . . . . . . . . . . . . . . . . . . . . . 37
1.4. . . . . . . . . . . . . . . . . . 38
2. 41
2.1. . . . . . . 41
2.2. . . . . . . . . . . . . . . . . . 41
3. . . . . . . . . . . . . . . . 45
3.1. , -
. . . . . . . . . 45
3.2. 46
3.3. 49
4. - . . . . . 51
4.1. - . . . . . . 51
4.2. -
. . . . . . . . . . . . . . . . . . . . . . 51
4.3. - . . . . 53

4. 56
1. . . . . . . . . . . . . . . . . . . . . 57
2. . . . . . . . . . . . . . . . . . . . . . . 62
2.1. . . . . . . . . . . . . . . . . . . 62
2.2. . . . . . . . . . . . . . . . 63
3. - . . . . . . . . . . . 65
3.1. - - . . . . . . . . 65
3.2. . . . . . . . . 66
138

3.3. . . . . . . . . . . . . 69
3.4. . . . . . . . . . . . . 71
4. . . . . . . . . . . 73
4.1. . . . . . . . . . . . . . . . 73
4.2. . . . . . . . . . . . . 76

5. 79
1. . . . . . . . . 80
2. . 83
2.1. . . . . . . . . . . . . . . . . . 83
2.2. . . . . . . . . 84
2.3. . . . . . . . . . . . . . . . . . . . . . . 85
2.4. . . . . . . . . . . . . . . . . . . . . . . 88

6. -
93
1. ()
. . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
1.1. . . . . . . . . . . . . . . . . . . . . . . . . 94
1.2. - . . . . . . . . . . . . . . . . . . . 97
1.3. . . . . . . . . . . . . . . . . . . . . . 99
2. -
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
2.1. , . . . . . . 103
2.2. . . . . . . . . 106
2.3. ( ) . . . . . 109
2.4. - . . . . . . . . . . . . . . . . . . . 111

7.
114
1. . . . . . . . . . . . . . . . . . . . . . 114
 139

2. . . . . . . . . . . . . . . . . . . . . . . . . 116
2.1. . . . . . . . . . . . . . . . . . . . . . . 117
2.2. . . . . . . . . . . . . . . . . . . . 120
3. . . . . . . . . . . . . . . . . . . . . . . 124
3.1. . . . . . . . . . . . . . . . . . . . . . . . 124
3.2. . . . . . . . . . . . . . . . . . . . . . . . 126

8. 131
1. . . . . . . . . . . . . . 131
1.1. . . . . . . . . . . . 131
1.2. . . . . . . . . . . . . 134

135