lOMoARcPSD|2935381

Mục lục

1 Chuẩn bị 1
1.1 Ôn tập về phép tính . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Sai số làm tròn và số học máy tính . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Thuật toán và sự hội tụ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.4 Ngôn ngữ lập trình . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

2 Giải phương trình một biến 4

2.1 Phương pháp chia đôi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Phương pháp Newton và mở rộng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.3 Lặp điểm bất động . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4 Phân tích sai số của các phương pháp lặp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.5 Tăng tốc độ hội tụ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6 Nghiệm của đa thức và phương pháp Müller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

3 Nội suy và xấp xỉ bằng đa thức 11

3.1 Đa thức nội suy và đa thức Lagrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.1.1 Nội suy tổng quát . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.1.2 Đa thức nội suy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.1.3 Đa thức Lagrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3.2 Xấp xỉ số liệu và phương pháp Neville . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.3 Sai phân chia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.4 Nội suy Hermite . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.5 Nội suy Newton . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.6 Nội suy spline bậc ba . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.7 Đường cong tham số . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

4 Đạo hàm và tích phân bằng số 16

4.1 Đạo hàm bằng số . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
4.1.1 Công thức hai điểm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.1.2 Công thức ba điểm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.1.3 Công thức bốn điểm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.2 Ngoại suy Richardson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.3 Tích phân bằng số . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.3.1 Quy tắc hình thang . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.3.2 Quy tắc Simpson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.3.3 Công thức Newton–Cotes đóng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.3.4 Công thức Newton–Cotes mở . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.4 Tích phân Romberg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.5 Phương pháp cầu phương thích ứng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.6 Cầu phương Gauss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.7 Tích phân bội . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.8 Tích phân suy rộng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

Downloaded by EBOOKBKMT VMTC (nguyenphihung1009@gmail.com)

python -m pip install jupyter - tabnine -- user

jupyter nbextension install -- py j up y te r_ t ab n in e -- user

+
 f (x) = 0, x ∈ [a, b] .

f ∈ C [a, b]

f (a) f (b) < 0

∃x ∗ ∈ [a, b] , f x ∗ = 0
[an , bn ]

[a0 , b0 ] = [a, b]
an + bn
cn = f (an ) f (cn ) < 0 [an+1 , bn+1 ] = [an , cn ] f (cn ) f (bn ) ≤ 0
2
[an+1 , bn+1 ] = [cn , bn ]

an , bn −−−→ x ∗
n→∞

b−a
∀xn ∈ [an , bn ] : |xn − x ∗ | ≤ bn − an = xn = an
2n
[a0 , b0 ] ⊃ [a1 , b1 ] ⊃ ... ∗
x

bn − 1 − an − 1 b−a
bn − an = = .
2 2n

x 3 + 2x − 1 = 0 x ∈ [0, 2]

10−2

10−6

f (x) = x 3 + 2x − 1 f ∈ C [0, 2] f (0) = −1 < 0, f (2) = 11 > 0

 n an bn cn f (an ) f (bn ) f (cn ) εn
−
−
− −
− −
− −
−
− −
−
−

[0.4375, 0.5]
10−2 x8 = a8 = 0.453125

b−a b−a
< 10−6 ⇒ n > log2 = 20.9316 n = 21
2n 10−6

f (x) = 0, x ∈ [a, b] .

f ′ f ′′ [a, b]

f (a) f (b) < 0

∃!x ∗ ∈ (a, b) , f x ∗ = 0
{xn }
x0 ∈ [a, b] saochof (x0 ) f ′′ > 0 x0 a b

f (xn )
xn+1 = xn − ′ , n = 0, 1, ...
f (xn )
y y = f (x) y y = f (x)

a x∗ x a x∗ x
x3 x2 x1 x0 = b x3x2 x1 x0 = b

{xn } lim xn = x ∗
n→∞

M 2
|xn − x ∗ | ≤ |xn − xn−1 | , n = 1, 2, ...
2m
M ≥ |f ′′ (x)| 0 < m ≤ |f ′ (x)| , ∀x ∈ [a, b]
 f (xn )
xn+1 = xn − ′
f (x0 )

f ′′ [a, b] f′ f′ f ′ (a) f ′ (b) > 0

m = min{|f ′ (a)| , |f ′ (b)|}
M |f ′′ (x)| [a, b]
|f ′′ (x)|

x 3 = x 2 + 3 (∗) x ∈ [1, 4]

x3

10−6

(∗) ⇔ f (x) = x 3 − x 2 − 3 = 0

f ′ (x) = 3x 2 − 2x, f ′′ (x) = 6x − 2 ≥ 4 > 0, ∀x ∈ [1, 4] .

f ′ (1) = 1 > 0 f ′ (4) = 40 > 0 ⇒ f ′ (x) > 0, ∀x ∈ [1, 4]

f (1) = −3 < 0 f (4) = 45 > 0

f (4) f ′′ > 0 ⇒ x0 = 4

f (xn ) xn3 − xn2 − 3

xn+1 = xn − ′ = xn −
f (xn ) 3xn2 − 2xn

M 2
|xn − x ∗ | ≤ |xn − xn−1 | =: εn
2m

|f ′′ (x)| = f ′′ (x) = 6x − 2 ≤ 22, ∀x ∈ [1, 4] ⇒ M = 22

m = min{|f ′ (1)| , |f ′ (4)| = min{1, 40} = 1.

n xn εn

2.76859 · 10−10

10−6 x6 = 86371

f (xn ) xn3 − xn2 − 3

xn+1 = xn − ′ = xn −
f (x0 ) 40

M = 20 + 2.5 = 22.5
 n xn

1
x = a
a

1
f (x) = − a = 0.
x

1 2
f ′ (x) = − , f ′′ (x) = 3
x2 x

1
−a
f (xn ) xn
xn+1 = xn − ′ = xn − = xn (2 − axn ) ∗
f (xn ) 1
−
xn2

x0 |1 − ax0 | < 1


1 − axn+1 = 1 − a 2xn − axn2 = (1 − axn )2
n 1 1 n
⇒ 1 − axn = (1 − ax0 )2 ⇒ − xn = (1 − ax0 )2 −−−→ 0
a a n→∞
1
⇒ xn −−−→ .
n→∞ a

1
9.347

a = 9.347 x0 = 0.1 |1 − ax0 | = 0.0653 < 1 ∗

n xn
0.10698
4
0.106986

√
x = a f (x) = x 2 − a = 0 f ′ (x) = 2x, f ′′ (x) = 2
 
f (xn ) xn2 − a 1 a
xn+1 = xn − ′ = xn − = xn + .
f (xn ) 2xn 2 xn

√
2

x0 = 2

n xn
 x = g (x) , x ∈ [a, b] .

g [a, b]

g (x) ∈ [a, b] ∀x ∈ [a, b]

∃q < 1, ∀x, y ∈ [a, b]

|g (x) − g (y)| ≤ q |x − y | . ∗

∃!x ∗ ∈ [a, b] , x ∗ = g x ∗
{xn }
a+b
x0 ∈ [a, b] x0 =
2

xn+1 = g (xn ) , n = 0, 1, ...

lim xn = x ∗
n→∞

qn
|xn − x ∗ | ≤ |x1 − x0 |
1−q
q
|xn − x ∗ | ≤ |xn − xn−1 |
1−q

|g ′ (x)| ≤ q < 1, ∀x ∈ [a, b] ∀x, y ∈ [a, b]

|g (x) − g (y)| = |g ′ (c)| · |x − y | ≤ q |x − y |

∗
√
3
x3 = x2 + 3 ⇔ x = x2 + 3 x ∈ [1, 4]

x0 = 2.5 x3

10−4

10−10

√
3
g (x) = x2 + 3

2x
g ′ (x) =
2/3 > 0, ∀x ∈ [1, 4]
3 x2 +3
⇒ g (1) ≤ g (x) ≤ g (4) ⇒ 1.5874 ≤ g (x) ≤ 2.6684 ⇒ 1 ≤ g (x) ≤ 4

′′ 2 9 − x2
g (x) =
5/3 = 0 ⇔ x = 3 ∈ [1, 4]
9 x2 + 3

1.6 ≤ g (x) ≤ 2.6 + 0.2

 ⇒ |g ′ (x)| ≤ max{|g ′ (1)| , |g ′ (4)| , |g ′ (3)|} =
= max{0.264567, 0.374513, 0.381571} = 0.381571 = q < 1 .

p
xn+1 = g (xn ) = 3
xn2 + 3
q
|xn − x ∗ | ≤ |xn − xn−1 | =: εn .
1−q

n xn εn

10−4 x9 = 1.86377

qn 10−10 (1 − q)
|x1 − x0 | < 10−10 ⇒ q n <
1−q |x1 − x0 |
10−10 (1 − q)
⇒ n > logq = 23.4491 ⇒ n = 24.
|x1 − x0 |

P (x) = a0 x n + a1 x n−1 + ... + an−1 x + an a0 6 = 0

| ai |
M = max P [− (M + 1) , M + 1]
1≤i ≤n |a0 |

P (x) Q (x) Q2 | P

P
P (x)
gcd (P, P ′ )

P
P
gcd (P, P ′ )

P (x)

P0 = P
P1 = P ′

q = 0.38 + 0.005


Pi+1 = − Pi −1 mod Pi

Pk +1 = 0
V (a) P0 (a) , P1 (a) , ... , Pk (a)
P (a, b] V (a) − V (b)
 V L:V →R

L (f ) = f (x0 )
(k )
L (f ) = f (x0 )
Z b
L (f ) = f (x) f0 (x) dx.
a

n {f1 , f2 , ... , fn } V n L1 , L2 , ... , Ln

P
n
X
P = ci fi
i=1

Li (P) = bi , ∀i = 1, n ∗

n
!
X
∗ ⇔ Li cj fj = bi , ∀i = 1, n
j=1
n
X

⇔ Li fj cj = bi , ∀i = 1, n
j=1
n
X
⇔ aij cj = bi , ∀i = 1, n
j=1

Ac = b


A = aij n
, b = (b1 , b2 , ... , bn ) c = (c1 , c2 , ... , cn )
| A| 6 = 0

n
X
P (x) = ai x i
i=0
 xi
P (xi ) = yi , ∀i = 0, n. ∗

f0 = 1, f1 = x, f2 = x 2 , ... , fn = x n

j
Li (f ) = f (xi ) Li x j = xi i, j = 0, n 00 = 1

n
X j
∗ ⇔ aj xi = bi , i = 0, n
j=0
    
1 x0 x02 · · · x0n a0 y0
1
 x1 x12 · · · x1n   a 1   y1 
   
⇔
1 x2 x22 · · · x2n 
  a 2  =  y2  .
   
 ..........  · · ·  · · · 
1 xn xn2 · · · xnn an yn
Q

| A| = xj − x i 6 = 0
i <j

x −1
y

P (x) = a + bx + cx 2 + dx 3

P (−1) = a − b + c − d = 4, P (0) = a = 3,
P (1) = a + b + c + d = 2, P (2) = a + 2b + 4c + 8d = 7

a = 3, b = −2, c = 0, d = 1 P (x) = 3 − 2x + x 3

    
1 −1 1 −1 a 4
 b  = 3 .
1 0 0 0     

1 1 1 1   c  2
1 2 4 8 d 7

n
X
P (x) = yi Li (x)
i=0
(

0 i 6= j
Li xj = δij =
1 i =j
Y
Q

Li (x) = C x − xj Li (xi ) = 1 C xi − xj = 1
j 6 =i
j 6 =i

Y x − xj
Li (x) =
xi − xj
j 6 =i
 (x − 0) (x − 1) (x − 2) x3 x2 x
L−1 (x) = =− + −
(−1 − 0) (−1 − 1) (−1 − 2) 6 2 3
(x + 1) (x − 1) (x − 2) x3 2
x
L0 (x) = = −x − +1
(0 + 1) (0 − 1) (0 − 2) 2 2
3 2
(x + 1) (x − 0) (x − 2) x x
L1 (x) = =− + +x
(1 + 1) (1 − 0) (1 − 2) 2 2
3
(x + 1) (x − 0) (x − 1) x x
L2 (x) = = −
(2 + 1) (2 − 0) (2 − 1) 6 6

P (x) = 4L−1 (x) + 3L0 (x) + 2L1 (x) + 7L2 (x) = x 3 − 2x + 3.

f ∈ C n+1 [a, b] P (x) f (x)

xi ∈ [a, b] , i = 0, n x ∈ [a, b] ξ (x) min xi max xi
0≤i ≤n 0≤i ≤n

n


f (n+1) ξ (x) Y
f (x) = P (x) + (x − xi ).
(n + 1)!
i=0

yi i = 0, n k yi i = 0, n − k

∆0 yi = yi , ∀i
∆k yi = ∆k −1 yi+1 − ∆k −1 yi , k = 1, n.

∆yi = ∆1 yi = ∆0 yi+1 − ∆0 yi = yi+1 − yi

∆2 yi = ∆1 yi+1 − ∆1 yi = (yi+2 − yi+1 ) − (yi+1 − yi ) = yi+2 − 2yi+1 + yi
∆3 yi = ∆2 yi+1 − ∆2 yi = (yi+3 − 2yi+2 + yi+1 ) − (yi+2 − 2yi+1 + yi )
= yi+3 − 3yi+2 + 3yi+1 − yi .

k
X
(−1)k −j Ck yi+j .
j
∆k yi =
j=0

∆ k − 1 yi
−
∆ k yi
+
∆k −1 yi+1
 yi ∆yi ∆2 yi ∆3 yi
y0
∆ y0
y1 ∆2 y0
∆ y1 ∆ 3 y0
2
y2 ∆ y1
∆y2
y3

xi − xi −1 = h, ∀i =

1, n.
x − x0
t =
h h lla khoang cách giӳa 2 mӕc nӝi
n k −1
suy
X ∆k y0 Y
P (x) = (t − i) n bang so moc -1
k!
k =0 i=0

∆ 2 y0 ∆n y0
= y0 + ∆y0 t + t (t − 1) + · · · + t (t − 1) · · · (t − n + 1)
2! n!
x − xn
t =
h
n k −1
X ∆k yn−k Y
P (x) = (t + i)
k!
k =0 i=0

∆2 yn−2 ∆ n y0
= yn + ∆yn−1 t + t (t + 1) + · · · + t (t + 1) · · · (t + n − 1)
2! n!

h=1

yi ∆yi ∆ 2 yi ∆3 yi

−1

−1

x − (−1)
t = =x +1
1
0 6
P (x) = 4 + (−1) t + t (t − 1) +
t (t − 1) (t − 2)
2! 3!
= 4 − (x + 1) + (x + 1) x (x − 1) = x 3 − 2x + 3.

x −2
t =
1
66
P (x) = 7 + 5t + t (t + 1) +
t (t + 1) (t + 2)
2!
3!
= 7 + 5 (x − 2) + 3 (x − 2) (x − 1) + (x − 2) (x − 1) x
= x 3 − 2x + 3.
 P (x) f (x) f (x) f (x) P (x)

(k )
f (x) ≈ P (k) (x) , k = 0, 1, 2, ... ,
Z b Z b
f (x) dx ≈ P (x) dx.
a a

f (x) xi , i = 0, n f (xi ) = yi

f (x) = P (x) + r (x)

n
X
P (x) = yi Li (x),
i=0
n


f (n+1) ξ (x) Y
r (x) = (x − xi ).
(n + 1)!
i=0

xi − xi −1 = h, ∀i =
1, n

n k −1
X ∆k y0 Y
P (x) = (t − i),
k!
k =0 i=0

hn+1 (n+1)


r (x) = t (t − 1) · · · (t − n) f ξ (x)
(n + 1)!

x − x0
t =
h

g (x) = f (n+1) ξ (x)

(k )
f (x) = P (k ) (x) + r (k ) (x)

1 1
P ′ (x) = ∂t P · ∂x t ∂x t = P (k ) (x) = ∂t k P
h hk
( k  
)
(k ) hn+1 X k (k −i)
r (x) = ∂x i [t (t − 1) · · · (t − n)] × g (x)
(n + 1)! i
i=0

f ξ (x)
 ( k  
)
hn+1 X k 1 (k −i)
= ∂t i [t (t − 1) · · · (t − n)] ×g (x)
(n + 1)! i hi
i=0


= O hn−k +1 .

n f (x) xi , i = 0, n x
f (k) (x) x
f (x)

x0 , x1
P (x) = y0 + (y1 − y0 ) t

y1 − y0 h
y1 − y0
f ′ (x0 ) = − f ′′ ξ (x0 ) = + O (h)
h 2 h

y1 − y0 h ′′
y1 − y0
f ′ (x1 ) = + f ξ (x1 ) = + O (h) .
h 2 h

f ′ (xi )

yi+1 − yi h
yi+1 − yi
f ′ (xi ) = − f ′′ ξ (xi ) = + O (h) , i = 0, n − 1,
h 2 h
yn − yn−1 h ′′
yn − yn−1
f ′ (xn ) = + f ξ (xn ) = + O (h) .
h 2 h

from sympy import *

x , t , h , x0 = symbols ( ’x t h x0 ’)
g = symbols ( ’g ’ , cls = Function )

n = 2 # n mốc nội suy x0 , x1 , ... , xn−1 , ứng với công thức n–điểm
Y = MatrixSymbol ( ’Y ’ , n , 1)
D = [ Y [ i ] for i in range ( n ) ] # sai phân

P = D [0] # đa thức nội suy

for k in range (1 , n ) :
for i in range ( n - k ) :
D [ i ] = D [ i + 1] - D [ i ] # ∆k yi
N = D [0]
for i in range ( k ) :
∆k y0
N *= ( t - i ) / ( i + 1) # t (t − 1) · · · (t − k + 1)
k!
P += N
P # t −Y0,0 + Y1,0 + Y0,0

k = 1 # cấp đạo hàm

r = 1 / factorial ( n ) * g ( x )
for i in range ( n ) :
r *= x - x0 - i * h

for i in range ( n ) :
display (( P . diff (t , k ) / h ** k ) . subs (t , i ) ) # P k (xi )
display ( r . diff (x , k ) . subs (x , x0 + i * h ) ) # r (k ) (xi )

x0 , x1 , x2

y2 − 2y1 + y0
P (x) = y0 + (y1 − y0 ) t + t (t − 1)
2
 −y2 + 4y1 − 3y0 h2 ′′′
−y2 + 4y2 − 3y0

f ′ (x0 ) = + f ξ (x0 ) = + O h2 ,
2h 3 2h
′ y2 − y0 h2

f (x1 ) = − f ′′′ ξ (x1 )
2h 6
yi+1 − yi −1 h2
yi+1 − yi −1

⇒ f ′ (xi ) = − f ′′′ ξ (xi ) = + O h2 , i = 1, n − 1,
2h 6 2h
3y2 − 4y1 + y0 h2 ′′′

f ′ (x2 ) = + f ξ (x2 )
2h 3
3yn − 4yn−1 + yn−2 h2 ′′′
3yn − 4yn−1 + yn−2

⇒ f ′ (xn ) = + f ξ (xn ) = + O h2 .
2h 3 2h

y2 − 2y1 + y0 2h2 ′ y2 − 2y1 + y0

f ′′ (x0 ) = − hg (x0 ) +
g (x0 ) = + O (h)
h2 3 h2
yi+1 − 2yi + yi −1 h2 ′ yi+1 − 2yi + yi −1

f ′′ (xi ) = − g (xi ) = + O h2 , i = 1, n − 1
h2 3 h2
yn − 2yn−1 + yn−2 2h2 ′ yn − 2yn−1 + yn−2
f ′′ (xn ) = 2
+ g (xn ) + hg (xn ) = + O (h) .
h 3 h2

x0 , x1 , x2 , x3

∆ 2 y0 ∆3 y0
P (x) = y0 + ∆y0 t + t (t − 1) + t (t − 1) (t − 2)
2! 3!
y2 − 2y1 + y0 y3 − 3y2 + 3y1 − y0
= y0 + (y1 − y0 ) t + t (t − 1) + + t (t − 1) (t − 2) .
2 6

f ′ (xi )

2y3 − 9y2 + 18y1 − 11y0 h3

f ′ (x0 ) = − g (x0 )
6h
| 4{z }
O (h3 )

−yi+2 + 6yi+1 − 3yi − 2yi −1 h3

f ′ (xi ) = + g (xi ) , i = 1, n − 2
6h
|12{z }
O (h3 )

2yn + 3yn−1 − 6yn−2 + yn−3 h3

f ′ xn−1 = − g xn−1
6h 12
′ 11yn − 18yn−1 + 9yn−2 − 2yn−3 h3
f (xn ) = + g (xn ) .
6h 4

f ′′ (xi )

−y3 + 4y2 − 5y1 + 2y0 11h2 h3 ′

f ′′ (x0 ) = + g (x0 ) − g (x0 )
h2
| 12 {z 2
}
O (h2 )

yi+1 − 2yi + yi −1 h2 h3
f ′′ (xi ) = − g (xi ) + g ′ (xi ), i = 1, n − 2
h2
| 12 {z 6 }
O (h2 )

yn − 2yn−1 + yn−2 h2
h3 ′


f ′′ xn−1 = − g xn − 1 −
g xn−1
h2 12 6
2
2yn − 5yn − 1 + 4y n − 2 − yn − 3 11h h3 ′
f ′′ (xn ) = + g (x3 ) + g (x3 ) .
h2 12 2
 yi+2 − 3yi+1 + 3yi − yi −1
f ′′′ (xi ) = + O (h) , i = 1, n − 2
h3
y3 − 3y2 + 3y1 − y0
yn − 3yn−1 + 3yn−2 − yn−3
f ′′′ (x0 ) = + O (h) ; f ′′′ xn−1 , f ′′′ (xn ) = + O (h) .
h3 h3

1 ′′ 1 1 (4)

f (x0 + h) = f (x0 ) + f ′ (x0 ) h +f (x0 ) h2 + f ′′′ (x0 ) h3 + f ξ1 h 4 ,
2 6 24
′ 1 ′′ 2 1 ′′′ 3 1 (4)

f (x0 − h) = f (x0 ) − f (x0 ) h + f (x0 ) h − f (x0 ) h + f ξ−1 h 4
2 6 24

x0 − h < ξ−1 < x0 < ξ1 < x0 + h

1 


f (x0 + h) + f (x0 − h) = 2f (x0 ) + f ′′ (x0 ) h2 +
(4)
f ξ1 + f (4) ξ−1 .
24

f ′′ (x0 )

f (x0 + h) − f (x0 ) + f (x0 − h) h2 



f ′′ (x0 ) =
(4)
− f ξ1 + f (4) ξ−1 .
h2 24

1




f ∈ C 4 [x0 − h, x0 + h] f (4) ξ1 + f (4) ξ−1 f (4) ξ1 f (4) ξ−1
2
ξ ξ1 ξ−1 ξ ∈ (x0 − h, x0 + h)

(4)

1  (4)
(4)

f ξ = f ξ1 + f ξ− 1 .
2

f (x0 + h) − 2f (x0 ) + f (x0 − h) h2

f ′′ (x0 ) = − f (4) ξ .
h2
| 12 {z }
O (h2 )

yi+1 − 2yi + yi −1 h2

f ′′ (xi ) = 2
− f ξ , i = 1, n − 1
h 12


ξ ∈ xi −1 , xi+1

Z b
I= f (x) dx
a

f (x)

[a, b] N a = α0 < α1 < α2 < ... < αN = b

N Z αi
X
I= f (x) dx,
i=1 α i −1
Z αi
Ii = f (x) dx
α i −1
 Z b
I = f (x) dx
a
n
X
I ai yi yi = f (xi ) xi ∈ [a, b]
i=0

P (x) f (x) xi , i = 0, n

f (x) = P (x) + r (x)

n
X
P (x) = yi Li (x),
i=0
n


f (n+1) ξ (x) Y
r (x) = (x − xi ).
(n + 1)!
i=0

Z b Z b Z b
f (x) dx = P (x) dx + r (x) dx
a a a
Z b n Z b n
X 1 (n+1)

Y
= f (xi ) Li (x)dx + f ξ (x) (x − xi )dx
a (n + 1)! a
i=0 i=0

Z b n
X
f (x) dx ≈ ai y i
a i=0
Z b
ai = Li (x) dx
a

Z b n
1 (n+1)

Y
E (f ) = f ξ (x) (x − xi )dx.
(n + 1)! a i=0

Z x1
y0 + y1 h3 ′′

f (x) dx = h − f ξ
x0 2 12

h = x1 − x0 ξ ∈ (x0 , x1 )
[a, b] n a = x0 < x1 < x2 < ... < xn = b
Z b n
X
yi −1 + yi
I= f (x) dx ≈ xi − xi − 1
a 2
i=1

M2 (b − a) d 2
ε2 =
12
′′
d = max |xi − xi −1 | M2 = sup |f (x)| ε2
1≤i ≤n x ∈[a,b]
 b−a
xi − xi −1 = h, ∀i = 1, n d =h= xi = a + ih, i = 0, n
n

n
hX

I≈ yi −1 + yi
2
i=1
y + y 
0 n
=h + y1 + y2 + · · · + yn−1 ,
2
M2 (b − a) h2 M2 (b − a)3
ε2 = = .
12 12n2

Z x2
y0 + 4y1 + y2 h5 (4)


f (x) dx = h − f ξ
x0 3 90
x2 − x0 x0 + x2
h= x0 , x1 , x2 x1 = ξ ∈ (x0 , x2 )
2 2
[a, b] 2n a = x0 < x1 < x2 < ... < x2n = b
  x2i + x2i −2
x2i −2 , x2i , i = 1, n x2i −2 , x2i −1 , x2i x2i −1 =
2

x1 x3 x5
x0 = a x2 x4 x6

n
X
y2i −2 + 4y2i −1 + y2i
I≈ x2i − x2i −2
6
i=1

M4 (b − a) d 4
ε3 =
180
(4)
d = max |xi − xi −1 | M4 = sup f (x)
1≤i ≤2n x ∈[a,b]
b−a
xi − xi −1 = h, i = 1, 2n h= , xi = a + ih, i = 0, 2n
2n
n
hX

I≃ y2i + 4y2i −1 + y2i −2 =
3
i=1
2h
y + y 
0 2n
= + 2y1 + y2 + 2y3 + y4 + · · · + y2n−2 + 2y2n−1 ,
3 2
M4 (b − a) h4 M4 (b − a)5
ε3 = = .
180 180(2n)4

f (x) = esin x x ∈ [0, 2] [0, 2]

f ′ , f ′′

Z 2
I= esin x dx
0

I 10−4 [0, 2]
I

f ′ (x) = esin x cos x f ′′ (x) = esin x cos2 x − sin x
 x f (x) P ′ (x) f ′ (x) P ′′ (x) f ′′ (x)

−0.485541 −0.47528
−1.27156 −1.27482
−2.01429 −2.03362
−2.53068 −2.56264
−0.0772565 −0.0793387 −2.67789 −2.71365
−0.586363 −0.601657 −2.41317 −2.44216
−1.069 −1.03312 −2.41317 −1.82747

−1.47612 + 4 · 1.21978 − 3 · 1
P ′ (0) =
2 · 0.2
′ 2.04901 − 1.47612
P (0.6) =
2 · 0.2
3 · 2.48258 − 4 · 2.64811 + 2.71712
P ′ (2) =
2 · 0.2
′′ 2.53968 − 2 · 2.31978 + 2.04901
P (1) = .
0.22

 
0.2 1 + 2.48258
I≃ + 1.21978 + 1.47612 + ... + 2.64811 = 4.22975.
2 2

M2 (b − a)3
|f ′′ (x)| = |esin x | |cos2 x − sin x | ≤ e1 |cos2 x | + |sin x | ≤ 2e = 5.43656 = M2 ⇒ εht = 2
=
12n
5.43656(2 − 0)3
= 0.0362438
12 · 102


2 · 0.2 1 + 2.48258
I≃ + 2 · 1.21978 + 1.47612 + 2 · 1.75882 + ... +
3 2

+ 2.71712 + 2 · 2.64811 = 4.23656.

(4)


f (x) = esin x −4cos2 x + cos4 x + sin x − 6cos2 x sin x + 3sin2 x
⇒ f (4) (x) ≤ e1 (4 + 1 + 1 + 6 + 3) = 40.7742 = M4
M4 (b − a)5 40.7742(2 − 0)5
⇒ εpb = = = 0.000724875.
180(2n)4 180 · 104

r
M2 (b − a)3 −4 M2 (b − a)3
< 10 ⇒n> = 190.378 ⇒ n = 191.
12n2 12 · 10−4
I ≃ 4.23651

r
M4 (b − a)5 −4 4 M4 (b − a)5
< 10 ⇒ 2n > = 16.4084 ⇒ 2n = 18.
180(2n)4 180 · 10−4

I ≃ 4.23653
 (
y ′ = f (x, y) x0 ≤ x ≤ x
y (x0 ) = y0

y, f ∈ Rm
 ′

 y1 = f1 (x, y1 , y2 , ... , ym )

y ′ = f (x, y , y , ... , y )
2 2 1 2 m


 ...

 ′
ym = fm (x, y1 , y2 , ... , ym )
(0)
yi (x0 ) = yi , i = 1, m
(

y (m) = f x, y, y ′ , y ′′ , ... , y (m−1)
(0)
y (i) (x0 ) = yi , i = 0, m − 1

y1 = y, y2 = y ′ , y3 = y ′′ , ... , ym = y (m−1)


 y1′ = y2


 ′
y2 = y3

...

 ′
ym−1 = ym



y ′ = f (x, y , y , ... , y )
m 1 2 m

(0)
yi (x0 ) = yi −1 , i = 1, m

y ′ = y − x, y (0) = 2 y = 1 + x + ex

( (
y ′ = xy − z y (1) = −1
z′ = y + z − 1 z (1) = 2.

y ′′′ − xy ′′ + y = 0 y (−1) = 1 y ′ (−1) = 0 y ′′ (−1) = −2

y = z u = y ′′ (= z ′ )
′
u ′ = y ′′′ = xy ′′ − y = xu − y
 
′
y = z
 y (−1) = 1

z′ = u , z (−1) = 0

 
u ′ = xu − y
 (
u −1) = −2.
 f (x, y ) y D ⊂ R2
∃L > 0, ∀ (x, y1 ) , (x, y2 ) ∈ D
|f (x, y1 ) − f (x, y2 )| ≤ L |y1 − y2 | .
L f

D ⊂ R2




∀ (x1 , y1 ) , (x2 , y2 ) ∈ D, λ ∈ [0, 1] ⇒ 1 − λ x1 + λx2 , 1 − λ y1 + λy2 ∈ D.

f (x, y) D ⊂ R2

∃L > 0, |∂y f (x, y)| ≤ L, ∀ (x, y) ∈ D,

f D y L

D = {(x, y) | x0 ≤ x ≤ x, −∞ < y < ∞} f (x, y) D y

y ′ (x) = f (x, y (x)) , x0 ≤ x ≤ x; y (x0 ) = y0

y (x) x0 ≤ x ≤ x

yn (x) y (x)

y0 (x) = y0 , ∀x
Z x
 
yn (x) = y0 + f t, yn−1 (t) dt, n = 1, 2, ...
x0

(0) (0)
yi (x0 ) = yi , i = 1, m
Z x
 (n−1)

(t) , y2 −1) (t) , ... , ym(n−1) (t) dt, i = 1, m, n = 1, 2, ...
(n) (0) (n
yi (x) = yi + fi t, y1
x0

y3 (x)

y0 (x) = 2
Z x
 
yn (x) = 2 + yn−1 (t) − t dt.
0

Z x
x2
y1 (x) = 2 + (2 − t)dt = 2 + 2x −
Z0 x   2
t2 x2 x3
y2 (x) = 2 + 2 + 2t − − t dt = 2 + 2x + −
0 2 2 6
 Z x
  
t2 t3 x2 x3 x4
y3 (x) = 2 + 2 + 2t + − − t dt = 2 + 2x + + −
0 2 6 2 6 24

x2 x3 xn x n+1
yn (x) = 2 + 2x + + + ... + −
2! 3! n! (n + 1)!
 n

x 2
x x n+1
= 1+x + + ... + +1+x −
2! n! (n + 1)!
x
−−−→ e + 1 + x = y (x) .
n→∞

y2 (x) , z2 (x)

y0 (x) = −1, z0 (x) = 2,

Z x Z x
   
yn (x) = −1 + tyn−1 (t) − zn−1 (t) dt, zn (x) = 2 + yn−1 (t) + zn−1 (t) − 1 dt.
1 1

Z x
3 x2
∗ y1 (x) = −1 + [t (−1) − 2] dt = − 2x −
1 2 2
Z x
z1 (x) = 2 + [−1 + 2 − 1] dt = 2
1
Z x
   
3 25 3x 2 t2
2x 3 x4
∗ y2 (x) = −1 + t − 2 dt = − 2t −
− 2x + − −
1 2 2 24 4 3 8
Z x
 
3 t2 2 5x x 3
z2 (x) = 2 + − 2t − + 2 − 1 dt = + − x2 −
1 2 2 3 2 6

y3 (x)

y0 (x) = 1, z0 (x) = 0, u0 (x) = −2

Z x Z x Z x
 
yn (x) = 1 + zn−1 (t) dt, zn (x) = 0 + un−1 (t) dt, un (x) = −2 + tun−1 (t) − yn−1 (t) dt.
−1 −1 −1

Z x
∗ y1 (x) = 1 + 0dt = 1
−1
Z x
z1 (x) = 0 + −2dt = −2 − 2x
−1
Z x
u1 (x) = −2 + [t (−2) − 1] dt = −2 − x − x 2
−1
Z x
∗ y2 (x) = 1 + (−2 − 2t) dt = −2x − x 2
−1
Z x

11 x2 x3
z2 (x) = 0 + −2 − t − t 2 dt = − − 2x − −
−1 6 2 3
Z x

 25 x3 x4
u2 (x) = −2 + t −2 − t − t 2 − 1 dt = − − x − x2 − −
−1 12 3 4
Z x
 2 3
 3
11 t t 1 11x x x4
∗ y3 (x) = 1 + − − 2t − − dt = − − x2 − −
−1 6 2 3 12 6 6 12
 n
X y (k) (x0 )
yn (x) = (x − x0 )k
k!
k =0

n (k )
X y (x0 ) i
yin (x) = (x − x0 )k , i = 1, m.
k!
k =0

y3 (x)

y (0) = 2
y′ = y − x ⇒ y ′ (0) = y (0) − 0 = 2
y ′′ = y ′ − 1 ⇒ y ′′ (0) = 2 − 1 = 1
y ′′′ = y ′′ ⇒ y ′′′ (0) = 1

2 1 1 x2 x3
y3 (x) = 2 + (x − 0) + (x − 0)2 + (x − 0)3 = 2 + 2x + + .
1! 2! 3! 2 6

y (k ) = y ′′ ∀k ≥ 2 ⇒ y (k ) (0) = y ′′ (0) = 1

x2 x3 xn
yn (x) = 2 + 2x + + + ... +
 2! 3!
 n!
x2 xn
= 1+x + + ... + +1+x
2 n!
−−−→ ex + 1 + x = y (x) .
n→∞

y3 (x) z3 (x)

y (1) = −1, z (1) = 2

∗ y ′ = xy − z ⇒ y ′ (1) = 1y (1) − z (1) = 1 (−1) − 2 = −3
z′ = y + z − 1 ⇒ z ′ (1) = y (1) + z (1) − 1 = −1 + 2 − 1 = 0
∗ y ′′ = y + xy ′ − z ′ ⇒ y ′′ (1) = −1 + 1 (−3) − 0 = −4
z ′′ = y ′ + z ′ ⇒ z ′′ (1) = −3 + 0 = −3
∗ y ′′′ = 2y ′ + xy ′′ − z ′′ ⇒ y ′′′ (1) = 2 (−3) + 1 (−4) − (−3) = −7
z ′′′ = y ′′ + z ′′ ⇒ z ′′′ (1) = −4 + (−3) = −7

−4 −7
y3 (x) = −1 + (−3) (x − 1) + (x − 1)2 + (x − 1)3
2! 3!
7
= 1 − 3 (x − 1) − 2(x − 1)2 − (x − 1)3
6
−3 −7 3 7
z3 (x) = 2 + 0 (x − 1) + (x − 1)2 + (x − 1)3 = 2 − (x − 1)2 − (x − 1)3 .
2! 3! 2 6
 y5 (x)

y (−1) = 1 y ′ (−1) = 0 y ′′ (−1) = −2

y ′′′ = xy ′′ − y ⇒ y ′′′ (−1) = (−1) (−2) − 1 = 1
(4) ′′ ′′′ ′
y = y + xy − y ⇒ y (4) (−1) = −2 + (−1) 1 − 0 = −3
(5) ′′′ (4) ′′
y = 2y + xy − y ⇒ y (5) (−1) = 2 · 1 + (−1) (−3) − (−2) = 7

−21 −3 7
y5 (x) = 1 + 0 (x + 1) + (x + 1)2 + (x + 1)3 + (x + 1)4 + (x + 1)5
2! 3! 4! 5!
1 1 7
= 1 − (x + 1)2 + (x + 1)3 − (x + 1)4 + (x + 1)5 .
6 8 120

y (xn ) yn x0 < x1 < ... < xN 6 x

hn = xn+1 − xn , n = 0, N − 1 xn+1 − xn =
h, ∀n

yn+1 = yn + hn f (xn , yn ) , n = 0, 1, ...

(n+1) (n) (n) (n) (n)

yi = yi + hn fi xn , y1 , y2 , ... , ym , i = 1, m.

n xn yn hn f (xn , yn )

n xn yn d = hn f (xn , yn )
n+1 xn+1 = xn + hn yn+1 = yn + d

yn hf (xn , yn )
(n) (n)
yi hn fi xn , y1n , y2 , ... , ym(n) i = 1, m

y (xn ) = exn + 1 + xn

yn+1 = yn + hn (yn − xn ) .

n xn yn hn f (xn , yn ) y (xn )

= 0.1 (2.4 − 0.2)

= 2.4 + 0.22
 yn+1 = yn + hn (xn yn − zn )
zn+1 = zn + hn (yn + zn − 1) .

n xn yn zn hn fy (xn , yn , zn ) hn fz (xn , yn , zn )
−1 −0.3
−1.3 −0.686 −0.06
−1.986 −0.90436 −0.2092
−2.89036

−0.8, −0.6, −0.5

yn+1 = yn + hn zn
zn+1 = zn + hn un
un+1 = un + hn (xn un − yn ) .

n xn yn zn un hn fy hn fz hn fu
−1 −2 −0.4
−0.8 −0.4 −1.8 −0.08 −0.36
−0.6 −0.76 −1.712 −0.076 −0.1712
−0.5

f L

D = {(x, y) | x0 ≤ x ≤ x, −∞ < y < ∞} ,

∃M, |y ′′ (x)| ≤ M, ∀x ∈ [x0 , x] ,

y ′′ (x)

y ′ = f (x, y) , x0 ≤ x ≤ x; y (x0 ) = y0 .

y0 , y1 , ... , yN ∀n = 0, N
hM  
|y (xn ) − yn | ≤ eL(xn −a) − 1 .
2L

(r )
yn+1 = yn + hn T (xn , yn ) , i = 0, N − 1,

(r ) h ′ hr −1 (r −1)
T (tn , yn ) = f (xn , yn ) + f (xn , yn ) + · · · + f (xn , yn ) .
2 r!
 k

y ′ (x) = f (x, y (x)) , x0 ≤ x ≤ x; y (x0 ) = y0 ,

h y ∈ C r +1 [a, b] O (hr )

k1 + 2k2 + 2k3 + k4
yn+1 = yn + , n = 1, 2 ...
6
k1 , k2 , k3 , k4 n

k1 = hn f (x

 n , yn
)


 hn k1
k2 = hn f xn + , yn +

 2 2
 hn k2


 k3 = hn f xn + , yn +

 2 2

k4 = hn f (xn + hn , yn + k3 )

(n+1) (n) k1i + 2k2i + 2k3i + k4i

yi = yi + , i = 1, m.
6
i = 1, m

(n) (n)


k1i = hn fi xn , y1 , ... , ym
 
hn (n) k11 (n) k1m
k2i = hn fi xn + , y1 + , ... , ym +
2 2 2
 
hn (n) k21 (n) k2m
k3i = hn fi xn + , y1 + , ... , ym +
2 2 2
(n) (n)


k4i = hn fi xn , y1 + k31 , ... , ym + k3m .

x y k = hf (x, y)

n x y k = hn f (x, y)

n xn yn n , yn )
k1 = hn f (x 
hn k1 hn k1
xn + yn + k2 = hn f xn + , yn +
2 2  2 2
hn k2 hn k2
xn + yn + k3 = hn f xn +
, yn +
2 2 2 2
xn + hn yn + k 3 k4 = hn f (xn + hn , yn + k3 )
k1 + 2k2 + 2k3 + k4
d =
6
n+1 xn+1 = xn + hn yn+1 = yn + d
 0.2, 0.3

k1 = hn (yn − xn )
   
k1 hn
k2 = hn yn + − xn +
2 2
   
k2 hn
k3 = hn yn + − xn +
2 2
 
k4 = hn (yn + k3 ) − (xn + hn )
k1 + 2k2 + 2k3 + k4
yn+1 = yn + .
6

n x y hn f (x, y) y (xn )

       
y yn xy − z −1
Y = Yn = f (x, Y ) = Y ′ = f (x, Y ) Y (1) =
z zn y +z−1 2

k1 = hn f (xn , Yn )
 
hn k1
k2 = hn f xn + , Yn +
2 2
 
hn k2
k3 = hn f xn + , Yn +
2 2
k4 = hn f (xn + hn , Yn + k3 ) ,
k1 + 2k2 + 2k3 + k4
Yn+1 = Yn + .
6
 n x y z hn fy hn fz
−1 −0.3
−1.15 −0.32075 −0.015
−1.16038 −0.321089 −0.0167875
−1.32109 −0.343641 −0.0337877
−0.32122 −0.0162271
−1.32122 −0.687423 −0.0674894
−1.66493 −0.789589 −0.142981
−1.71601 −0.7943 −0.160746
−2.11552 −0.91464 −0.258499
−0.794974 −0.155574
−2.11619

−0.8, −0.6

       
y yn z 1
Y = z  Yn = zn  f (x, Y ) =  u  Y ′ = f (x, Y ) Y (−1) =  0 
u un xu − y −2

n x y z u hn fy hn fz hn fu
−1 −2 −0.4
−0.9 −0.2 −1.9 −0.04 −0.38
−0.9 −0.19 −1.929 −0.038 −0.3858
−0.8 −0.3858 −1.84878 −0.07716 −0.369756
−0.03886 −0.383559
−0.8 −0.383559 −1.85169 −0.0767119 −0.370339
−0.7 −0.568729 −1.79967 −0.113746 −0.359934
−0.7 −0.563526 −1.81799 −0.112705 −0.363599
−0.6 −0.747158 −1.77803 −0.149432 −0.355605
−0.113174 −0.362168
−0.6
 Ax = b aij = 0, ∀ |i − j | > 1
 
d1 u1 b1
 l1 d2 u2 b2

 

 l2 d3 u3 b3


A= 
 
 
 ln−2 dn − 1 un−1 bn−1 
ln−1 dn bn

u1 b1
u1 = , b1 = d2 = d2 − l1 u1 , b2 = b2 − l1 b1
d1 d1
u2 b2
u2 = , b2 = d3 = d3 − l2 u2 , b3 = b3 − l2 b2
d2 d2

k = 1, n − 1

uk bk
uk = , bk = dk +1 = dk +1 − lk uk , bk +1 = bk+1 − lk bk .
dk dk

bn
xn = ,
dn
xk = bk − uk xk +1 , k = n − 1 ↓ 1.

6 (n − 1) + 1 + 2 (n − 1) = 8n − 7

d = (−2, −2, −2, −2, −2) u = l = (1, 1, 1, 1) b = (3, −9, 7, −5, 4)

di −2 −2 −2 −2 −2
ui 1
li 1
bi −9 −5
3 4 5 6
di −2 − − − −
2 3 4 5
1 2 3 4
ui − − − −
2 3 4 5
3 3 14 6
bi − −
2 2 5 5
xi −1
x = (1, 5, 0, 2, −1)
 x ∈ (x1 , x2 , ... , xn ) ∈ Rn p p≥1 x

n
! p1
X p
kx kp = |xi | .
i=1

v
u n
uX 2
p = 2 ⇒ kx k2 = kx k = t |xi |
i=1

n
X
p = 1 ⇒ kx k1 = |xi |
i=1

p = ∞ ⇒ kx k∞ = max |xi |
1≤i ≤n

p x = (6, −2, 3) p = 1, 2, ∞

q
2 2 2
kx k = |6| + |−2| + |3| = 7
kx k1 = 6 + 2 + 3 = 11
kx k∞ = max{6, 2, 3} = 6.

A = aij m ×n
p≥1 A

kAx kp
kAkp = sup
x 6 =θ kx kp

x ∈ Rn

√
p = 2 ⇒ kAk2 = kAk = max λi λi AT A
1≤i ≤n

m
X
p = 1 ⇒ kAk1 = max |aij |
1≤j ≤n
i=1

n
P
p = ∞ ⇒ kAk∞ = max |aij |
1≤i ≤m j=1
  
5 0 2
p A= p = 1, 2, ∞
3 −2 −4

kAk1 = max{|5| + |3| , |0| + |−2| , |2| + |−4|} = max{8, 2, 6} = 8

kAk∞ = max{5 + 0 + 2, 3 + 2 + 4} = 9
  
34 −6 −2
λ=0
AT A =  − 6 4 8  AT A P λ = −λ3 + 58λ2 − 792λ = 0 ⇔  λ = 22
−2 8 20 λ = 36
√ √ √
kAk = max{ 0, 22, 36} = 6

x = Bx + g
n


x = (x1 , x2 , ... , xn ) ∈ R B = bij n
g = (g1 , g2 , ... , gn )

 x1
 = b11 x1 + b12 x2 + · · · + b1n xn + g1

x2 = b21 x1 + b22 x2 + · · · + b2n xn + g2

 ..........................

xn = bn1 x1 + bn2 x2 + · · · + bnn xn + gn

 n 
x = P b x + g
i ij j i
j=1

i = 1, n.

q = kB k∞ < 1


∃!x ∗ = x1∗ , x2∗ , ... , xn∗ x ∗ = Bx ∗ + g
(k ) (k )


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

x (0) ∈ Rn x (0) = θ

(k+1) (k )
x = Bx + g, k = 0, 1, ...

lim x (k ) = x ∗
k →∞

∀k ≥ 1

qk
x
(k )
− x∗ ∞
≤ x
(1)
− x (0) ∞
1−q
(k ) ∗ q (k) (k −1)
x −x ∞
≤ x −x ∞
.
1−q

   !
x (k +1) = P b x (k +1) +
 P
bij xj
(k )
+ gi
i ij j
j <i j ≥i


i = 1, n
 (k +1) (k ) (k )
 x1(k +1)
 = b11 x1 + b12 x2 + ··· + b1n xn(k ) + g1
 (k +1) (k )
 x2
 = b21 x1 + b22 x2 + ··· + b2n xn(k ) + g2
(k +1) (k +1) (k +1) (k )
x3 = b31 x1 + b32 x2 + b33 x3 + ··· + b3n xn(k ) + g3



 ..............................................
 (k+1) (k +1)
xn(k +1) = bn1 x1 + bn2 x2 + · · · + bn,n−1 xn(k−+1)
1 + bnn xn(k ) + gn .


 x1 = −0.21x1 − 0.28x2 + 0.05x3 − 0.9
x2 = 0.19x1 + 0.01x2 − 0.26x3 + 3.8

x3 = 0.39x1 − 0.12x2 − 0.06x3 − 2.9

x (0) = (0, 2, −1)

10−3

10−8

   
−0.21 −0.28 0.05 −0.9
B =  0.19 0.01 −0.26  3.8  q = kB k∞ = 0.57 < 1
0.39 −0.12 −0.06 −2.9

 (k+1)
 x1 = −0.21x1(k ) − 0.28x2
(k )
+ 0.05x3
(k)
− 0.9
(k+1) (k ) (k ) (k)
x = 0.19x1 + 0.01x2 − 0.26x3 + 3.8
 2(k+1) (k ) (k ) (k)
x3 = 0.39x1 − 0.12x2 − 0.06x3 − 2.9
q
x (k) − x ∗ ∞ ≤ εk = x (k ) − x (k −1) ∞
1−q

(k) (k ) (k )
k x1 x2 x3 εk
−1.51 −3.08
−1.8793 −3.7937
−1.91435 −3.92787

−1.94678 −3.94766
−1.94919 −3.96265

−1.95001 −3.96338

10−3 x (8) = (−1.95001, 4.50491, −3.96338)

qk 10−8 (1 − q)
x
(1)
− x (0) ∞
< 10−8 ⇒ q k <
1−q kx (1) − x (0) k∞
10−8 (1 − q)
⇒ k > logq = 35.5744 ⇒ k = 36.
kx (1) − x (0) k∞

 (k +1)
 x1 = −0.21x1(k ) − 0.28x2
(k )
+ 0.05x3
(k )
− 0.9
(k +1) (k +1) (k ) (k)
x2 = 0.19x1 + 0.01x2 − 0.26x3 + 3.8
 (k+1) (k +1) (k +1) (k)
x3 = 0.39x1 − 0.12x2 − 0.06x3 − 2.9
 (k ) (k ) (k )
k x1 x2 x3
−1
−1.51 −3.88407
−1.83917 −3.92403
−1.96951 4.49102 −3.97159

Ax = b ∗


x = (x1 , x2 , ... , xn ) A = aij n
b = (b1 , b2 , ... , bn )
A
 P
|aii | > |aij |
j 6 =i
i = 1, n

n
X
∗ ⇔ aij xj = bi , i = 1, n
j=1
 
X
⇔ aii xi = − aij xj  + bi , i = 1, n
j 6 =i
 
X aij bi
⇔ xi = − xj  + , i = 1, n
aii aii
j 6 =i


− aij i 6= j bi
bij = aii , gi = i, j = 1, n
0 i =j aii

n
!
X
∗ ⇔ xi = bij xj + gi , i = 1, n
j=1

⇔ x = Bx + g

n
X X aij 1 X
q = kB k∞ = max |bij | = max − = max |aij | < 1
1≤i ≤n 1≤i ≤n aii 1≤i ≤n |aii |
j=1 j 6 =i j 6 =i

∗

 −15.4x + y + 6.3z = 30
−4.2x + 10.8y + 3.3z = 25 (∗)

−2.4x + 5.3y + 15.9z = −10
x0 = y0 = z0 = 0


x = 0.0649351y + 0.409091z − 1.94805
(∗) ⇔ y = 0.388889x − 0.305556z + 2.31481

z = 0.150943x − 0.333333y − 0.628931
 
0 0.0649351 0.409091
B = 0.388889 0 −0.305556 ⇒ q = kB k∞ = 0.694444 < 1
0.150943 −0.333333 0
 
 xk+1 = 0.0649351yk + 0.409091zk − 1.94805
yk+1 = 0.388889xk − 0.305556zk + 2.31481

zk+1 = 0.150943xk − 0.333333yk − 0.628931
q

kXk − X ∗ k∞ ≤ kXk − Xk −1 k∞ Xk = (xk , yk , zk ) X ∗ = x ∗ , y ∗ , z ∗
1−q

k xk yk zk εk
−1.94805 −0.628931
−2.05503 −1.69458
−2.52769 −1.52226

−2.43875 −1.68828
−2.52203 −1.59603

−2.49051 −1.61858

10−3

x14 = −2.49051, y14 = 1.84063, z14 = −1.61858.

qk 10−8 (1 − q)
kX1 − X0 k∞ < 10−8 ⇒ q k <
1−q kX1 − X0 k∞
−8
10 (1 − q)
⇒ k > logq = 56.0703 ⇒ k = 57.
kX1 − X0 k∞


 xk +1 = 0.0649351yk + 0.409091zk − 1.94805
yk +1 = 0.388889xk +1 − 0.305556zk + 2.31481

zk +1 = 0.150943xk +1 − 0.333333yk +1 − 0.628931

k xk yk zk
−1.94805 −1.44206
−2.43686 −1.59935
−2.48494 −1.6164

A X = A− 1

Xn+1 = Xn (2I − AXn )

X0 kI − AX0 k < 1 A− 1

I − AXn+1 = I − A · Xn (2I − AXn ) = (I − AXn )2

n n
⇒ I − AXn = (I − AX0 )2 ⇒ A−1 − Xn = A−1 (I − AX0 )2
n
2
⇒ A−1 − Xn ≤ A−1 · kI − AX0 k −−−→ 0 ⇒ Xn −−−→ A−1 .
n→∞ n→∞
  
−2.9 −4.5 3.5
A−1 A =  1.1 0.3 3.3 A− 1
−1.4 −4.8 3.6

   
−0.6 0 0.6 −0.618 0.018 0.576
X0 =  0.3 0.2 −0.5 X1 =  0.315 0.205 −0.484
0.2 0.3 −0.1 0.167 0.267 −0.166

 
−0.61599 0.0218436 0.578855
A−1 ≃ X5 =  0.312363 0.201689 −0.488569 .
0.176933 0.277414 −0.148536
 √
(V , <·, ·>) <f , g > kf k = <f , f > V
W {f1 , f2 , ... , fn } f ∈
/W P ∈W kf − P k = min kf − Q k
Q ∈W
P f W

n
X
P = ci fi .
i=1

n n
2
X X
G (c) = kf − P k =<f − ci fi , f − ci fi >
i=1 i=1
n n n
2
X X X
= kf k − 2 <f , fi > ci + <fi , fj > ci cj
i=1 i=1 j=1

aij =<fi , fj >, bi =<f , fi >

aij = aji
n
∂G X X
= −2bi + 2aii ci + 2 aij cj = −2bi + 2 aij cj .
∂ ci
j 6 =ij=1

G (c) c

n
∂G X
= 0, ∀i = 1, n ⇒ aij cj = bi ∀i = 1, n.
∂ ci j=1

A = aij n
b = (b1 , b2 , ... , bn )
Ac = b

{f1 , f2 , ... , fn } A det A 6 = 0

 
∂2G ∂2G
= 2aij , ∀i, j = 1, n = 2A
∂ ci ∂ cj ∂ ci ∂ cj i,j=1,n
G (c)
V x1 , x2 , ... , xN
v
N
u N
X uX
<f , g>= f (xk )g (xk ), kf k = t f 2 (xk ).
k =1 k=1

N N
X X
aij = fi (xk ) fj (xk ), bi = yk fi (xk ), i, j = 1, n
k =1 k =1
v
u N
uX  2
kf − P k = t yk − P (xk )
k =1

y = f (x)

x
y

{1, x, ln x }

x
ln x
P
f −P −0.01173 −0.04125
P (x) = a · 1 + bx + c ln x

     
4 6 1.48614 a 17.3 a = 1.24243

6 9.58  b =  26.92 ⇒ b = 2.2693

1.48614 2.62944 0.830854 c 
c = −0.864993

a23 =<x, ln x >= 1 · 0 + 1.3 · 0.262364 + 1.7 · 0.530628 + 2 · 0.693147 = 2.62944

b3 =<f , ln x >= 3.5 · 0 + 4 · 0.262364 + 4.6 · 0.530628 + 5.2 · 0.693147
= 7.09471.

P (x) = 1.24243 + 2.2693x − 0.864993 ln x

p
(−0.01173)2 + 0.034432 + (−0.04125)2 + 0.018542 = 0.0580325.

z = f (x, y)

(x, y) (−0.7, −2.9) (1.7, −1.1) (−4.9, −2.9) (3.1, 1.5) (−1.3, 0.8)
z −3.1 −1 −8.7
 P (x, y) = a + bx + cy {1, x, y }
     
5 −2.1 −4.6 a 0.1 a = −2.54722

−2.1 38.69 17.98  b =
  28.29  ⇒ b = 2.39859

−4.6 17.98 20.92 c −26.44 
c = −3.88546

P −3.03247 −0.939779 −8.77375

f −P −0.0043924 −0.067531 −0.0602206
√
kf − P k = 0.05839352 + 0.00439242 + · · · + 0.07375052 = 0.130596

Z b
V = {f | f 2 (x) dx < ∞} V
a

s
Z b Z b
<f , g>= f (x) g (x) dx, kf k = f 2 (x) dx
a a

f (x) = sin x [0, 1]

{1, x, ex }

P (x) = a · 1 + bx + cex

     
1 0.5 1.71828 a 0.459698 a = 0.278208

 0.5 0.333333  b =  0.301169  ⇒ b = 1.33291

1.71828 1 3.19453 c 
c = −0.282237.

Z 1
a23 =<x, ex >= xex dx = 1
0
Z 1
b3 =<sin x, ex >= ex sin xdx = 0.909331.
0

x
⇒ P (x) = 0.278208
sZ· 1 + 1.33291x − 0.282237e
1
kf − P k = [f (x) − P (x)]2 dx = 0.00125824
0
 u = u (x, y, t)

∂2u
Lu = a

∂2u ∂u ∂u
+b +c +d + gu
∂ x2 ∂y 2 ∂x ∂y