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Phuong Phap Tinh - Ngo Thu Luong - Chuong 2 Giai He
Phuong Phap Tinh - Ngo Thu Luong - Chuong 2 Giai He
Phuong Phap Tinh - Ngo Thu Luong - Chuong 2 Giai He
Ax=b
1) Heä coù A laø ma traän tam giaùc treân
a11 a12 . . a1n x1 b1
0 a22 a 23 . a2 n x2 b 2
Ax = 0 0 a33 . . . = .
.
. . . . . .
0 0 0 0 ann xn b n
Tính nghieäm
xn → xn −1 → xn − 2 → xn −3 .... → x1
0 0
B= 0
0 0
B = 0
x ≥0
x =0 ↔ x=0
k1 ( A ) = cond 1 ( A ) = A 1 . A − 1
1
k ∞ ( A ) = cond ∞ ( A ) = A ∞ . A − 1
∞
4 3 −1 −1/2 3/ 2
Ví duï : A = , A =
2 1 1 − 2
k∞ ( A) = A ∞ . A−1 = 7. 3 = 21
∞
−1 7
k1 ( A ) = A 1 . A = 6 = 21
1 2
10 x1 − 1x2 + 2 x3 = 0
1x1 + 10 x2 − 1x3 = 5
2 x + 3 x + 10 x = − 10
1 2 3
x1 = + 0 .1 x 2 − 0 . 2 x3 + 0
x 2 = − 0 . 1 x1 + 0 . 1 x3 + 0 . 5
x = − 0. 2 x − 0.3 x −1
3 1 2
Φ ∞ = 0.5 = q∞
Φ 1 = 0.4 = q1
Ngô Thu Lương Phương pháp Tính
CuuDuongThanCong.com https://fb.com/tailieudientucntt
x(k +1) = + 0.1x
(k )
− 0 .2 x
(k )
+0
1 2 3
(k +1) (k ) (k )
2
x = − 0.1x 1 + 0 .1 x 3 + 0.5
x(k +1) = − 0. 2x(k ) − 0.3x(k ) −1
3 1 2
x(k+1) = + 0.1x(k)
− 0.2x(k)
+0
1 2 3
(k+1) (k+1) (k)
2x = − 0.1x1 + 0.1 x3 +0.5
(k+1)
x3 =−0.2x1(k+1) −0.3x(2k+1) −1
c) Nhaän xeùt :
Phöông phaùp Gauss – Seidel thoâng thöôøng coù
toác ñoä hoäi tuï nhanh hôn phöông phaùp laëp jacobi
Giaûi thuaät ñôn giaûn hôn so vôùi phöông phaùp
Jacobi .
Nhược điểm : Đánh giá sai số phức tạp
Ngô Thu Lương Phương pháp Tính
CuuDuongThanCong.com https://fb.com/tailieudientucntt
Jacobi Ax = b 10 0 0
A = D − L −U
(D − L − U )x = b D= 0 10 0
Dx = ( L + U ) x + b 0 0 10
−1 −1
x = D (L + U )x + D b
0 0 0
x= Φx + g
L = −1 0 0
10 − 1 2
−2 −3 0
A = 1 10 −1
0 1 −2
2 3 10
U= 0 0 1
0 0 0
Ngô Thu Lương Phương pháp Tính
CuuDuongThanCong.com https://fb.com/tailieudientucntt
Gauss--Seidel
Gauss
Ax = b
A = D − L −U
(D − L − U )x = b
( D − L) x = Ux + b
−1 −1
x = ( D − L) U x + ( D − L) b
−1
( D − L) U = Φ
−1
( D − L) b = g