f (x) x

f (x)

f (x) = 1 − cos x
1 − cos2 x
=
1 + cos x
sin2 x
=
1 + cos x
x

xA yA xT
yT

xT = xA +! yT = yA +η Er (xA ±yA )

(xT ± yT ) − (xA ± yA )
Er (xA ± yA ) =
xT ± yT
(xT ± yT ) − (xT − ! ± (yT − η))
=
xT ± yT
 !±η
Er (xA ± yA ) = .
xT ± yT

xT ≈ yT

|Er (xA + yA )| ≤ |Er (xA )| + |Er (yA )|,

Er (xA × yA )

(xT × yT ) − (xA × yA )
Er (xA × yA ) =
xT × yT
! "
(xT × yT ) − (xT − !) × (yT − η)
=
xT × yT
ηxT + !yT − !η
=
xT × yT
# $# $
! η ! η
= + −
xT yT xT yT

Er (xA × yA ) = Er (xA ) + Er (yA ) − Er (xA )Er (yA ).

|Er (xA × yA )| ≤ |Er (xA )| + |Er (yA )| + |Er (xA )| |Er (yA )|

|Er (xA )| |Er (yA )|

|Er (xA )| + |Er (yA )|.

|Er (xA × yA )| ! |Er (xA )| + |Er (yA )|,

 Er (xA /yA )
(xT /yT ) − (xA /yA )
Er (xA /yA ) =
xT /yT
xT (yT − η) − yT (xT − !)
=
xT (yT − η)
!yT − ηxT
=
xT (yT − η)
yT
= (Er (xA ) − Er (yA ))
yT − η

1 ! "
Er (xA /yA ) = Er (xA ) − Er (yA ) .
1 − Er (yA )

Er (yA ) ≈ 1 yA y

Er (xA )−Er (yA )

|Er (xA /yA )| ! |Er (xA ) − Er (yA )| ≤ |Er (xA )| + |Er (yA )|,

! "
n fl fl(x)%fl(y)
x%y
fl(x) fl(y) n x y
! "
fl fl(x) % fl(y) n fl(x) %
fl(y)

! " % ! "&
(x % y) − fl fl(x) % fl(y) = (x % y) − fl(x) % fl(y)
%! " ! "&
+ fl(x) % fl(y) − fl fl(x) % fl(y) ,

x%y
 ' 1
xn
In = dx, n = 0, 1, · · · , 30.
0 x+5

In
In
1
In = − 5In−1 , I0 = ln(6/5).
n

In−1
1 1
In−1 = − In , I30 = 0.54046330 × 10−2 .
5n 5

In

n
 f : R → R f (x)
xA x f (xA ) f (x)
Er (f (xA )) Er (xA )

f C1

f (x) − f (xA ) = f " (ξ)(x − xA ),

ξ x xA f (xA )
f (x)

f " (ξ)
Er (f (xA )) = (x − xA ).
f (x)

# $
f " (ξ)
Er (f (xA )) = x Er (xA ).
f (x)

xA x ξ x xA

f (x) − f (xA ) ≈ f " (x)(x − xA ).

# $
f " (x)
Er (f (xA )) ≈ x Er (xA ).
f (x)

f (xA ) xA

f (x)

f x=c

( " (
( f (c) (
( (
( f (c) c( .
 x=c
x=c

f x=c

( " (
( f (c) (
( (
( f (c) c(

c x = c

√
f (x) = x,
x ∈ [0, ∞)
1
f " (x) = √ , x ∈ [0, ∞).
2 x

f
( " (
( f (x) ( 1
( ( x ∈ [0, ∞),
( f (x) x( = 2 ,

1
|Er (f (xA ))| ≈ |Er (xA )|.
2
Er (f (xA )) Er (xA )
 10
f (x) = ,
1 − x2
x ∈ R.
20x
f " (x) = ,
(1 − x2 )2

(# $ (
( 20x (
( " ( ( x (
( f (x) ( ( (1 − x2 )2 (
( x ( = ( (
( f (x) ( ( 10 (
( (
( (1 − x2 ) (
2x2
=
|1 − x2 |

|x| x

√ √
f (x) = x+1− x, x ∈ (0, ∞).

x ∈ (0, ∞)
(# $ (
( 1 1 (
( " ( ( √ − √ (
( f (x) ( 1 ( x + 1 x (
( ( ( (
( f (x) x( = 2 ( √x + 1 − √x x(
( (
( (
1 x
= √ √
2 x+1 x
1
≤ ,
2
f x ∈ (0, ∞)
 f (12345)
√ √
f (12345) = 12346 − 12345
= 111.113 − 111.108
= 0.005,

f (12345) = 0.00450003262627751 · · ·

n f (x) x=c
n

f f
f x = x0
√ √
x1 := x0 + 1, x2 := x1 , x3 := x0 , x4 := x2 − x3 .

x2
x3

f4 (t) := x2 − t.

f4
( " ( ( (
( f4 (t) ( ( t (
( ( ( (
( f4 (t) t( = ( x2 − t ( .

f4 t x2
f (x)
 f (x)
1
f˜(x) = √ √ .
x+1+ x

f˜ x = x0
√ √
x1 := x0 + 1, x2 := x1 , x3 := x0 , x4 := x2 + x3 , x5 := 1/x4 .

1
f˜5 (t) = ,
x2 + t

( (
( f˜" (x) ( (( t (( 1
( 5 (
( x( = (( (≈
˜
( f5 (x) ( x2 + t ( 2

t x2 f˜(x)

x
 X
x

x×X 3×X 3×x x/X X/x

5 37654 + 25.874 − 37679

a = 0.00456, b = 0.123, c = −0.128 3
(a + b) + c a + (b + c)
a = 2, b = −0.6, c = 0.602 3 a × (b + c)
(a × b) + (a × c)
a+b
[a, b] 2
[0.982, 0.987]

b−a
a+ 2

e m ≤ e ≤ M
m, M ∈ Z. n
−n
δ=2 n ≤ |m| + 1.

(x) x !
(x) = (1 − !)x.
x y z
x y z
x(y + z) !1 + !2 − !1 !2 !1 = Er ( (y + z))
!2 = Er ( (x × (y + z)))
! = Er (fl(x))
|!| ≤ 10−n+1 n
|!| ≤ 12 10−n+1 n
 sin x ≈ x [−δ, δ] δ > 0
x ∈ [−δ, δ],
x3
| sin x − x| < .
6
δ>0
1
| sin x − x| < 10−6 ,
2
x ∈ [−δ, δ].

xA = 3.14 yA = 2.651 xT yT 4

xT yT xT + yT xT − yT xT × yT xT /yT
P V = nRT R
T P =V =n=1 R
RA = 8.3143 0.12 × 10−2
T RA R

xA x

x = 451.01 xA = 451.023 x = −0.04518 xA = −0.045113

x = 23.4604 xA = 23.4213
xT = 0.71456371 yT = 0.71456238
−5
zT = xT − yT (= 0.133 × 10 ) xA =
0.71456414 yA = 0.71456103 zA = xA − yA (= 0.311 × 10−5 )
zA
xA
x<0<y xA yA
x y zA := xA − yA
z := x − y

x = 0.65385 y = 0.93263
 x=c
2 x
f (x) = x g(x) = π h(x) = bx .
xT xA = 2.5 xT
3
f (x) = x x = xA
x = xT
f (x) = (ex − 1)/x
x≈0

1 − cos x
f (x) =
x2
x≈0 f x≈0

# $ # $
1 1
f (x) = x+ − x−
3 3
x

# $ # $
x2 x2
3+ − 3−
3 3
g(x) = 2
x
x 0

sin2 x
h(x) =
1 − cos2 x
x 0

sin x
)
1 − sin2 x
x = 89.9, 89.95, 89.99
tan x x
 n n
a11 x1 + a12 x2 + · · · + a1n xn = b1 ,
a21 x1 + a22 x2 + · · · + a2n xn = b2 ,
···
···
···
an1 x1 + an2 x2 + · · · + ann xn = bn .
aij
bi i, j = 1, 2, · · · , n

    
a11 a12 ··· a1n x1 b1
 a21 a22 ··· a2n   x2   b2 
   
 
   =  
 ···    
an1 an2 ··· ann xn bn

Ax = b,
A n×n aij x = (x1 , x2 , · · · , xn )T
b = (b1 , b2 , · · · , bn )T
A n×n b ∈ Rn
Ax = b
det(A) *= 0

b Ax = b x

b=0 Ax = b x=0

A
A

x1 , x2 , x3

a11 x1 + a12 x2 + a13 x3 = b1 ,

a21 x1 + a22 x2 + a23 x3 = b2 ,
a31 x1 + a32 x2 + a33 x3 = b3 .

E1 E2 E3

a11 *= 0
a21 a31
m21 = , m31 = .
a11 a11

E1
E2 E2 − m21 E1 .
E3 E3 − m31 E1 .
 a11 x1 + a12 x2 + a13 x3 = b1
(2) (2) (2)
0 + a22 x2 + a23 x3 = b2
(2) (2) (2)
0 + a32 x2 + a33 x3 = b3 ,
(2) (2)
aij bk
0
(2)
aij = aij − mi1 a1j , i, j = 2, 3,
(2)
bk = bk − mk1 b1 , k = 2, 3.

x1
(2)
a22 *= 0
(2)
a32
m32 = (2)
.
a22
E1 , E2 , E3

E3 − m32 E2

a11 x1 + a12 x2 + a13 x3 = b1

(2) (2) (2)
0 + a22 x2 + a23 x3 = b2
(3) (3)
0 + 0 + a33 x3 = b3 ,
(3) (3)
a33 b3
(3) (2) (2)
a33 = a33 − m32 a23 ,
(3) (2) (2)
b3 = b3 − m32 b2 .

x2

x3
(3)
a33 * 0
= x3
x2 x1 x2 x1
  
a11 a12 a13
 (2) (2) 
U =  0 a22 a23  .
(3)
0 0 a33

L
 
1 0 0
 
L = m21 1 0 .
m31 m32 1

LU = A

# $# $ # $
0 1 x1 1
= .
1 1 x2 2

a11 = 0
0<!+1
# $# $ # $
! 1 x1 1
= .
1 1 x2 2

! *= 0
# $# $ # $
! 1 x1 1
= .
0 1 − !−1 x2 2 − !−1

2 − !−1
x2 = , x1 = (1 − x2 )!−1 .
1 − !−1
! 2−!−1 −!−1 1−!−1
−!−1 x2 ≈ 1 x1 ≈ 0

1 1 − 2!
x1 = ≈ 1, x2 = ≈ 1.
1−! 1−!

! = 10−3 , ! = 10−5

6x1 + 2x2 + 2x3 = −2

2 1
2x1 + x2 + x3 = 1
3 3
x1 + 2x2 − x3 = 0.
 6.000x1 + 2.000x2 + 2.000x3 = −2.000
2.000x1 + 0.6667x2 + 0.3333x3 = 1.000
1.000x1 + 2.000x2 − 1.000x3 = 0.000

x1 m21 = 0.3333
m31 = 0.1667

6.000x1 + 2.000x2 + 2.000x3 = −2.000

0.000x1 + 0.0001x2 − 0.3333x3 = 1.667
0.000x1 + 1.667x2 − 1.333x3 = 0.3334

x2 m32 = 16670

6.000x1 + 2.000x2 + 2.000x3 = −2.000

0.000x1 + 0.0001x2 − 0.3333x3 = 1.667
0.000x1 + 0.0000x2 + 5555x3 = −27790

x1 = 1.335 x2 = 0 x3 = −5.003
x1 = 2.6 x2 = −3.8 x3 = −5
x2

x1 , x2 , x3
a11 x1 + a12 x2 + a13 x3 = b1
a21 x1 + a22 x2 + a23 x3 = b2
a31 x1 + a32 x2 + a33 x3 = b3 .
E1 E2
E3
 s1 = max { |a11 |, |a21 |, |a31 | } s1 *= 0 k
th
s1 = |ak1 | k

(1) (1) (1) (1)

a11 x1 + a12 x2 + a13 x3 = b1
(1) (1) (1) (1)
a21 x1 + a22 x2 + a23 x3 = b2
(1) (1) (1) (1)
a31 x1 + a32 x2 + a33 x3 = b3 .

(1) (1) (1) (1) (1) (1) (1) (1)

a11 = ak1 , a12 = ak2 , a13 = ak3 , ak1 = a11 , ak2 = a12 , ak3 = a13 ; b1 = bk , bk = b1 ,

(1)
aij aij
th
k k th
x1
(1) (1)
a21 a31
m21 = (1)
, m31 = (1)
.
a11 a11

E2 − m21 E1
E3 − m31 E1

(1) (1) (1) (1)

a11 x1 + a12 x2 + a13 x3 = b1
(2) (2) (2)
0 + a22 x2 + a23 x3 = b2
(2) (2) (2)
0 + a32 x2 + a33 x3 = b3 ,

(2) (2)
aij bk

(2) (1) (1)

aij = aij − mi1 a1j , i, j = 2, 3
(2) (1) (1)
bi = bi − mi1 b1 , i = 2, 3.

x1
1 2
(2) (2)
s2 = max |a22 |, |a32 | s2 *= 0 l
(2)
sl = |al2 | lth
 (1) (1) (1) (1)
a11 x1 + a12 x2 + a13 x3 = b1
(3) (3) (3)
0 + a22 x2 + a23 x3 = b2
(3) (3) (3)
0 + a32 x2 + a33 x3 = b3 ,
(3) (3)
aij bi
(3) (2) (3) (2) (3) (2) (3) (2)
a22 = al2 , a23 = al3 , al2 = a22 , al3 = a23 ,
(3) (2) (3) (2)
b2 = bl , bl = b2
E1 , E2 , E3

l=2
x2
(3)
a32
m32 = (3)
a22

E3 − m32 E2

(1) (1) (1) (1)

a11 x1 + a12 x2 + a13 x3 = b1
(3) (3) (3)
0 + a22 x2 + a23 x3 = b2
(4) (4)
0 + 0 + a33 x3 = b3 ,
(4) (4)
a33 b3
(4) (3) (3)
a33 = a33 − m32 a23 ,
(4) (3) (3)
b3 = b3 − m32 b2 .
x2

(4)
x3 a33 *= 0
x3
x2 x1 x2
x1
 Ax = b.

A
b

(n − 1)2 (n − 1)2 n−1

(n − 2)2 (n − 2)2 n−2

n−1
n(n−1)(2n−1) n(n−1)(2n−1) n(n−1)
6 6 2

p p
3 p(p + 1) 3 2 p(p + 1)(2p + 1)
j= , j = , p ≥ 1.
j=1
2 j=1
6

m21 , m31 , · · · , mn1 (n − 1) i, j = 2, 3, · · · , n,

(2)
aij
(n − 1)2 (n − 1)2
x1 2nd nth
(2)
ai1

n(n − 1)(4n + 1)
,
6
O(n3 ) n → ∞.
 n(n − 1)
(n − 1) + (n − 2) + · · · + 1 =
2
n(n − 1)
(n − 1) + (n − 2) + · · · + 1 =
2

n(n − 1), O(n2 ) n → ∞.

n(n − 1)
(n − 1) + (n − 2) + · · · + 1 =
2
n(n + 1)
n + (n − 1) + · · · + 1 =
2

n2 .

4n3 + 9n2 − 7n
,
6
O(n3 ) n→∞

β1 x1 +γ1 x2 +0x3 +0x4 +0x5 +0x6 +··· +0xn−2 +0xn−1 +0xn = b1

α2 x1 +β2 x2 +γ2 x3 +0x4 +0x5 +0x6 +··· +0xn−2 +0xn−1 +0xn = b2
0x1 +α3 x2 +β3 x3 +γ3 x4 +0x5 +0x6 +··· +0xn−2 +0xn−1 +0xn = b3
0x1 +0x2 +α4 x3 +β4 x4 +γ4 x5 +0x6 +··· +0xn−2 +0xn−1 +0xn = b4
···
···
···
0x1 +0x2 +0x3 +0x4 +0x5 +0x6 +··· +αn−1 xn−2 +βn−1 xn−1 +γn−1 xn = bn−1
0x1 +0x2 +0x3 +0x4 +0x5 +0x6 +··· +0xn−2 +αn xn−1 +βn xn = bn
 αi i = 2, 3, · · · , n βi i = 1, 2, · · · , n γi i = 1, 2, · · · , n−1

β1 x1 + γ1 x2 = b1 .

γ1 b1
x1 + e 1 x2 = f 1 , e 1 = , f1 = .
β1 β1
x1
α2

γ2 b2 − α 2 f 1
x2 + e 2 x3 = f 2 , e 2 = , f2 = .
β2 − α2 e1 β2 − α2 e1
j th

xj + ej xj+1 = fj ,
ej fj (j + 1)th
γj+1 bj+1 − αj+1 fj
xj+1 + ej+1 xj+2 = fj+1 , ej+1 = , fj+1 = ,
βj+1 − αj+1 ej βj+1 − αj+1 ej
j = 1, 2, · · · , n − 2 j = n−2 j + 1 = (n − 1)th

γn−1 bn−1 − αn−1 fn−2

xn−1 + en−1 xn = fn−1 , en−1 = , fn−1 = .
βn−1 − αn−1 en−2 βn−1 − αn−1 en−2
n xn−1
th
n αn
n
(αn en−1 − βn )xn = αn fn−1 − bn .

x1 +e1 x2 +0x3 +0x4 +0x5 +0x6 +··· +0xn−2 +0xn−1 +0xn = f1

0x1 +x2 +e2 x3 +0x4 +0x5 +0x6 +··· +0xn−2 +0xn−1 +0xn = f2
···
···
···
0x1 +0x2 +0x3 +0x4 +0x5 +0x6 +··· +0xn−2 +xn−1 +en−1 xn = fn−1
0x1 +0x2 +0x3 +0x4 +0x5 +0x6 +··· +0xn−2 +0xn−1 +(αn en−1 − βn )xn = αn fn−1 − bn
 ej fj
βj − αj ej−1 = 0 xj

    
a11 a12 ··· a1n x1 b1
 a21 a22 ··· a2n   x2   b2 
   
 
   =  
 ···    
an1 an2 ··· ann xn bn

 
d1 0 0 ··· 0
 0 d2 0 ··· 0
 
 
 ··· ··· 
0 0 0 ··· dn

di *= 0 i = 1, 2, · · · , n x = (x1 , x2 , · · · , xn )T
# $T
b1 b2 bn
x= , ,··· ,
d1 d2 dn

 
l11 0 0 ··· 0
 l21 l22 0 ··· 0
 
 
 ··· ··· 
ln1 ln2 ln3 ··· lnn
lii *= 0 i = 1, 2, · · · , n
    
l11 0 0 ··· 0 x1 b1
 l21 l22 0 ··· 0   x 2   b2 
   
 
   =  
 ··· ···    
ln1 ln2 ln3 ··· lnn xn bn
x1
b1
x1 = .
l11
x1 x2
b1
b2 − l21
l11
x2 = .
l22
x

 
u11 u12 u13 ··· u1n
 0 u22 u23 ··· u2n 
 
 
 ··· ··· 
0 0 0 ··· unn
uii *= 0 i = 1, 2, · · · , n
    
u11 u12 u13 ··· u1n x1 b1
 0 u22 u23 ··· u2n   x2   b2 
   
 
   =  
 ··· ···    
0 0 0 ··· unn xn bn
xn
bn
xn = .
unn
xn xn−1

bn
bn−1 − un−1,n
unn
xn−1 = .
un−1,n−1
x
 A

L U

A = LU .

Ax = b
! "
L U x = b.

Lz = b

z
z

Ux = z

A U

A = LU

LU

A
L U

A = LU .
 LU L U

A = LU = (LD)(D−1 U ) = L̃Ũ
D A = L̃Ũ LU
A L̃ Ũ

A
L 1 U

A = LU .

A n×n
k <n A k×k
n−k n−k A
k
k
k A
n−k n−k A
k A
k A

k k<n
 3×3
 
a11 a12 a13

A = a21 a22 a23  .
a31 a32 a33

A
A

|a11 | = a11 .

A
( (
( a11 a12 ((
( = a11 a22 − a12 a21 .
( a21 a22 (

n≥2 A n×n n−1

A LU L
A

n=3

3×3
L U 3×3
A
A = LU
    
a11 a12 a13 1 0 0 u11 u12 u13
a21 a22  
a23 = l21 1 0   0 u22 u23 
a31 a32 a33 l31 l32 1 0 0 u33
 a11 = u11 , a12 = u12 , a13 = u13 ,
a21 = l21 u11 , a31 = l31 u11 .

L U L
U

a22 = l21 u12 + u22 , a23 = l21 u13 + u23 .

u22 u23 L

l31 u12 + l32 u22 = a32 , l31 u13 + l32 u23 + u33 = a33 .

l32 u33 L U
u11 *= 0 u22 =
* 0 L
A
A

 
1 1 −1
A= 1 2 −2  .
−2 1 1

u11 = 1, u12 = 1, u13 = −1,

a21 a31
l21 = = 1, l31 = = −2.
u11 u11

u22 = a22 − l21 u12 = 2 − 1 × 1 = 1

u23 = a23 − l21 u13 = −2 − 1 × (−1) = −1
(a32 − l31 u12 ) (1 − (−2) × 1)
l32 = = =3
u22 1
u33 = a33 − l31 u13 − l32 u23 = 1 − (−2) × (−1) − 3 × (−1) = 2
 A
  
1 0 0 1 1 −1
A= 1 1 0  0 1 −1  .
−2 3 1 0 0 2

b = (1, 1, 1)T Ax = b
A
    
1 0 0 z1 1
 1 1 0   z 2 = 1 .
 
−2 3 1 z3 1
z1 = 1, z2 = 0, z3 = 3 z = (1, 0, 3)T

    
1 1 −1 x1 1
 0 1 −1   x2 = 0  .
 
0 0 2 x3 3

x1 = 1, x2 = 3/2, x3 = 3/2.

LU

A
L U 1

A = LU .
3×3
 A

xT Ax > 0,

x.

n×n A
A
A
A

A
L
A = LLT .

A n×n A

A = LLT ,
L
 n=1
n=k k∈N
k×k Bk
k×k L̃k

Bk = L̃k L̃Tk .

n = k+1 A (k + 1) × (k + 1)

A
# $
Ak a
A= ,
aT a(k+1)(k+1)

Ak k×k A a = (a1(k+1) , a2(k+1) , · · · , ak(k+1) )T

Ak
k×k Lk Ak = Lk LTk
# $
Lk 0
L= ,
lT l(k+1)(k+1)

l(k+1)(k+1) l = (l1(k+1) , l2(k+1) , · · · , lk(k+1) )T

A = LLT .
# $ # $# $
Ak a Lk 0 LTk l
= .
aT a(k+1)(k+1) lT l(k+1)(k+1) 0T l(k+1)(k+1)

0 k

Lk l = a,

l. Lk

lT l + l(k+1)(k+1)
2
= a(k+1)(k+1)

2
l(k+1)(k+1) = a(k+1)(k+1) − lT l,
2
l(k+1)(k+1)
 L

 
9 3 −2
A= 3 2 3 .
−2 3 23

n=1 A1 = (9) L1 = (3)

n=2 # $
9 3
A2 = .
3 2

# $ # $
L1 0 3 0
L2 = = .
l l22 l l22
l=1 l2 + l22
2
=2 l22 = 1.
# $
3 0
L2 = .
1 1

n=3 # $
L2 0
L= ,
lT l33
lT = (l13 , l23 ) l33 A = LLT
l
a = (−2, 3)T l = (−2/3, 11/3)T
2
l33 = 82/9
L  
3 0 0
L= 1 1 0 .
√
−2/3 11/3 82/3
A = LLT
 i = 1, 2, . . . , n

lij j = 1, 2, . . . , i − 1
4 j−1
56
3
lij = aij − lik ljk ljj ;
k=1

7
8 i−1
8 3
lii = 9aii − 2 .
lik
k=1

j −1
i−1 ith

n
3 n 3
3 i−1
n3 n
2 (i − 1) + (j − 1) = − .
6 6
i=1 i=1 j=1

n3 /6
n

 
60 30 20
A = 30 20 15 .
20 15 12
   
1 0 0 60 30 20
A =  12 1 0  0 5 5  ≡ LU .
1
3
1 1 0 0 13

    1 1
1 0 0 60 0 0 1 2 3
A =  12 1 0  0 5 0  0 1 1  ≡ LDÛ .
1
3
1 1 0 0 13 0 0 1

L̂ = LD
   1 1
60 0 0 1 2 3
A = 30 5 0  0 1 1  ≡ L̂Û .
20 5 13 0 0 1
1 1
D D = D2D2
LDÛ
    1 1
1 0 0 60 0 0 1 2 3
A =  1
1 0   0 5 0   0 1 1
2
1 1
3
1 1 0 0 3
0 0 1
  √  √  
1 0 0 60
√
0 0 60 0
√
0 1 12 13
    
= 1
2
1 0  0 5 0  0 5 0  0 1 1 
1 1 √1
3
1 1 0 0 √
3
0 0 3
0 0 1

A
√  √ √
60
√
60

60 0 0 60 2 3
  
√ √  √ √ 
  
A =  260 5 0  0 5 5  ≡ L̃L̃T
  
√  
√
60
5 √13 0 0 √1
3 3

α β |α − β|
|α| |β|
 |·|

Rn . · . : Rn → [0, ∞)

.x. ≥ 0 x ∈ Rn
.x. = 0 x=0
.αx. = |α|.x. x ∈ Rn α∈R
.x + y. ≤ .x. + .y. x, y ∈ Rn

x ∈ Rn

x = (x1 , x2 , · · · , xn )T .

Rn
Rn
l2 Rn . · .2
7
8 n
83
.x.2 = 9 |xi |2 .
i=1

l∞ Rn . · .∞

.x.∞ = max { |x1 |, |x2 |, · · · , |xn | } .

l1 Rn . · .1

.x.1 = |x1 | + |x2 | + · · · + |xn |.

 x = (4, 4, −4, 4)T y = (0, 5, 5, 5)T
z = (6, 0, 0, 0)T .x.1 = 16 .y.1 = 15 .z.1 = 6 .x.2 = 8 .y.2 = 8.66
.z.2 = 6 .x.∞ = 4 .y.∞ = 5 .z.∞ = 6

Rn

Mn (R) n×n

n×n Mn (R)
. · . : Mn (R) → [0, ∞)
.A. ≥ 0 A ∈ Mn (R)
.A. = 0 A=0
.αA. = |α|.A. A ∈ Mn (R) α∈R
.A + B. ≤ .A. + .B. A, B ∈ Mn (R)

A ∈ Mn (R)
A = (aij )1≤i≤n, 1≤j≤n

aij ith j th A

Mn (R)
 Mn (R)
7
8 n 3
n
83
.A. = 9 |aij |2 .
i=1 j=1

.A. = max { |aij | : 1 ≤ i ≤ n, 1 ≤ j ≤ n } .

:
n :n
.A. = |aij |.
i=1 j=1

. · . Rn A ∈ Mn (R). A
.·.

.A. := sup {.Ax. : x ∈ Rn , .x. = 1} .

Mn (R)

A ∈ Mn (R) .·.

.Az.
.A. = max .
z &=0 .z.

z *= 0 x = z/||z||
; # $;
; z ;
max ||Ax|| = max ;A ; ; = max ||Az|| .
||x||=1 ||z ||&=0 ||z|| ; ||z ||&=0 ||z||
 .·.
.Ax. ≤ .A..x. x ∈ Rn
.I. = 1 I
.AB. ≤ .A. .B. A, B ∈ Mn (R)

l∞ Rn
.A.∞
n
3
.A.∞ = max |aij |,
1≤i≤n
j=1

l1
l1 Rn
.A.1
n
3
.A.1 = max |aij |.
1≤j≤n
i=1

.A.1 A

Rn
 l2
Rn .A.2
<
.A.2 = max |λi |,
1≤i≤n

λ 1 , λ 2 , · · · , λn AT A .A.2
A

.A.∞ .A.2
 
1 1 −1
 1 2 −2 .
−2 1 1
.A.∞ = 5
3
3
|a1j | = |1| + |1| + | − 1| = 3,
j=1
3
3
|a2j | = |1| + |2| + | − 2| = 5,
j=1
3
3
|a3j | = | − 2| + |1| + |1| = 4.
j=1

.A.2 ≈ 3.5934 AT A λ1 ≈ 0.0616 λ2 ≈ 5.0256

√
λ3 ≈ 12.9128 .A.2 ≈ 12.9128 ≈ 3.5934.

A n×n x x̃

Ax = b Ax̃ = b̃,
 b b̃

.x − x̃. .b − b̃.
≤ .A. .A−1 .
.x. .b.

A
= >
x − x̃ = A−1 b − b̃ .

.Ax. ≤ .A..x.
x∈R n

.x − x̃. ≤ .A−1 ..b − b̃.

Ax = b

b
'b '
Ax = b .b. = .Ax. ≤ .A..x. .x. ≥ 'A'

.A. .A−1 .

A n×n
A κ(A)

κ(A) := .A. .A−1 ..

 A
Rn

5x1 + 7x2 = 0.7

7x1 + 10x2 = 1

x1 = 0, x2 = 0.1 x = (0, 0.1)T

b = (0.7, 1)T

5x1 + 7x2 = 0.69

7x1 + 10x2 = 1.01

x1 = −0.17, x2 = 0.22 x̃ = (−0.17, 0.22)T

b̃ = (0.69, 1.01)T
l∞

.x − x̃.∞
= 1.7,
.x.∞

.b − b̃.∞
= 0.01.
.b.∞
 n
 1 1 1

1 2 3
··· n
1 1 1
··· 1 
2 3 4 n+1 
 
· ··· 
Hn =  
· ··· 
 
· ··· 
1 1 1 1
n n+1 n+1
··· 2n−1

n = 4,
25
κ(H4 ) = .H4 .∞ .H4−1 .∞ = 13620 ≈ 28000
12
n

A ∈ Mn (R) n×n B

1 .A − B.
≤ .
κ(A) .A.

   
1 1 1  1  
≤ 1  1 

= =
κ(A) −1
.A..A . .A.  −1
.A x.  .A. .A y. 
 −1
max
x&=0 .x. .y.

y *= 0 y = Az z
# $
1 1 .Az.
≤ .
κ(A) .A. .z.
 z *= 0 Bz = 0 B

1 .(A − B)z.
≤
κ(A) .A..z.
.(A − B)..z.
≤
.A..z.
.A − B.
= .
.A.

A
κ(A)

# $
1 1
B=
1 1
!>0
# $
1 1+!
A= .
1−! 1

!>0 A
# $
−1 −2 1 −1 − !
A =! .
−1 + ! 1

l∞ Rn .A.∞ = 2 + ! .A−1 .∞ = !−2 (2 + !)

κ(A) = .A.∞ .A−1 .∞

# $2
2+!
=
!
4
> 2.
!
! ≤ 0.01 κ(A) ≥ 40, 000 !→0 A
B
κ(A) ∞
Ax = b
b
40, 000
 6x1 + 2x2 + 2x3 = −2,
2x1 + 0.6667x2 + 0.3333x3 = 1,
x1 + 2x2 − x3 = 0.

0.729x1 + 0.81x2 + 0.9x3 = 0.6867,

x1 + x2 + x3 = 0.8338,
1.331x1 + 1.21x2 + 1.1x3 = 1

x1 − x2 + 3x3 = 2,
3x1 − 3x2 + x3 = −1,
x1 + x2 = 3.

0.001x1 + x2 = 1, x1 + x2 = 2

! 0<!+1
x1 + x2 + x3 = 6,
3x1 + (3 + !)x2 + 4x3 = 20,
2x1 + x2 + 3x3 = 13

!
 x∗ r = b − Ax∗
A b

A = (aij )

max |aij | = 1 ∀i = 1, 2, · · · , n.
1≤j≤n

30.00x1 + 591400x2 = 591700

5.291x1 − 6.130x2 = 46.78

?
? =b
Ax
?
A ?
? =b
Ax

a11 x1 + · · · +a1n xn = b1 ,
···
···
an1 x1 + · · · +ann xn = bn ,

aij = 0 i−j ≥ 2

2x1 + 3x2 = 1,
x1 + 2x2 + 3x3 = 4,
x2 + 2x3 + 3x4 = 5,
x3 + 2x4 = 2.
 A LU
A

3×3 A
A

4x1 + x2 + x3 = 4,
x1 + 4x2 − 2x3 = 4,
3x1 + 2x2 − 4x3 = 6.

 
2 2 1
 1 1 1 
3 2 1

 
2 6 −4
A=  6 17 −17  .
−4 −17 −20
A = LDLT D L
1

A n×n S
{1, 2, · · · , n} AS = (aij )i,j∈S

 
4 6 2

A= 6 10 3
2 3 5
A = LLT L
 A = LLT L

L1 L2
L1 L−1
2 =I

x1 − 2x2 + 2x3 = 4,
−2x1 + 5x2 − 3x3 = −7,
2x1 − 3x2 + 6x3 = 10.

Rn
x ∈ Rn
√
.x.∞ ≤ .x.2 ≤ n.x.∞
.x.∞ ≤ .x.1 ≤ n.x.∞
√
.x.2 ≤ .x.1 ≤ n.x.2

n×n
.A. := max |aij |
1≤i≤n
1≤j≤n

Rn

A κ(A)
κ(A) ≥ 1

A B κ(A) κ(B)
κ(AB) ≤ κ(A)κ(B)

A n×n κ2 (A) κ∞ (A)

A .A.2
.A.∞
κ∞ (A) = 1
T
Q Q Q=I
κ2 (Q) = 1
κ2 (A) = 1 AT A
A
 A(α) α∈R
# $
0.1α 0.1α
A(α) =
1.0 2.5

α ∈ R A(α) α0
A(α0 ) { κ (A(α)) :
α ∈ R}
R2
Ax = b
# $
1 2
A= ,
1 2.01

b x
b = (4, 4)T b̃ = (3, 5) T

R 2

x1 + x2 = 1, x1 + 2x2 = 2.

10−4 x1 + 10−4 x2 = 10−4 , x1 + 2x2 = 2.

A1 x = b1 A2 x = b2

A1 A2

@1
b @2
b

@1
A1 x = b @2
A2 x = b
@1 = (1.02, 1.98)T
b @2 = (1.02 × 10−4 , 1.98)T
b

A Ã b *= 0 x x̃
Ax = b Ãx̃ = b

.x̃ − x. .A − Ã.
≤ κ(A) .
.x̃. .A.
 .·.

A B

1
≤ .A−1 ..
.A − B.
A B
1
> .A−1 ..
.A − B.

B
C .I − C. < 1 C
D .D. < 1 I−D

A ρ(A) := max |λj | λj

j=1,··· ,n
A
.·. ρ(A) ≤ .A.
A x(k+1) = Bx(k) + c
Ax = b x(0)
b ρ(B) < 1

A
Ax = b

A aij = 0 i, j ∈
{1, 2, · · · , n} i > j+1