Universidade Da Beira Interior: Algebra Linear Num Erica
Universidade Da Beira Interior: Algebra Linear Num Erica
|x − x̄|
Ea (x̄) = |x − x̄| e Er (x̄) =
|x|
Polinómio de Taylor
(x − x0 )2 00 (x − x0 )3 (3) (x − x0 )n (n)
Pn (x) = f (x0 )+(x−x0 )f 0 (x0 )+ f (x0 )+ f (x0 )+· · ·+ f (x0 )
2 3! n!
(x − x0 )(n+1) (n+1)
Rn (x) = f (ξ) ξ ∈ (x, x0 )
(n + 1)!
Diferenciação numérica
f 0 (xi ) = f 00 (xi ) =
1
h
[f (xi+1 ) − f (xi )] − h2 f 00 (ξ) 1
h2
[f (xi ) − 2f (xi+1 ) + f (xi+2 )] − hf 000 (ξ)
h2 (4)
1
h
[f (xi ) − f (xi−1 )] + h2 f 00 (ξ) 1
h2
[f (xi−1 ) − 2f (xi ) + f (xi+1 )] − 12
f (ξ)
2
1
2h
[−3f (xi ) + 4f (xi+1 ) − f (xi+2 )] + h3 f 000 (ξ) 1
h2
[f (xi−2 ) 000
− 2f (xi−1 ) + f (xi )] + hf (ξ)
2
1
2h
[−f (xi−1 ) + f (xi+1 )] − h6 f 000 (ξ)
2
1
2h
[f (xi−2 ) − 4f (xi−1 ) + 3f (xi )] + h3 f 000 (ξ)
xi − xi−1 = h > 0, i = 1, 2, . . .
Condicionamento
cond(A) = kAk.kA−1 k
1
f (xk )
– Secante xk+1 = xk − (xk − xk−1 ), k = 1, 2, . . .
f (xk ) − f (xk−1 )
Condições de convergência para os métodos de Newton e da secante
- f ∈ C 2 ([a, b])
- f (a)f (b) < 0
- f 0 (x) 6= 0, x ∈ [a, b]
- f 00 (x) não muda de sinal em [a, b]
f (a) f (b)
- f 0 (a) ≤ b − a e f 0 (b) ≤ b − a ou ∃x0 ∈ [a, b] : f (x0 ) × f 00 (x0 ) > 0
– Ponto fixo x = G(x) xk+1 = G(xk ), |G0 (x)| < 1, ∀x ∈ [a, b], k = 0, 1, . . .
– Cholesky A = U T U
v
u j−1
√ a1j u X
u11 = a11 , u1j = , ujj = ajj −
t u2kj , j = 2, . . . , n
u11 k=1
i−1
!
1 X
uij = aij − uki ukj , i = 2, . . . , n, j = i + 1, . . . , n uij = 0, i > j
uii k=1
– Normas
p
kxk1 = |x1 |+· · ·+|xn |, kxk2 = |x1 |2 + · · · + |xn |2 , kxk∞ = max {|x1 |, . . . , |xn |}
i=1,...,n
v
n n
u n 2
X X uX
kAk1 = max |aij |; kAk∞ = max |aij |; kAkE = t aij
j=1,...,n i=1,...,n
i=1 j=1 i,j=1
– Jacobi A = D + L + U
n
(k+1) bi X aij (k)
xi = − x , i = 1, . . . , n k = 0, 1, . . .
aii j=1
aii j
j6=i
– Gauss-Seidel A = D + L + U
i−1 n
(k+1) bi X aij (k+1) X aij (k)
xi = − xj − xj , i = 1, . . . n k = 0, 1, . . .
aii j=1 aii j=i+1
a ii
2
Interpolação polinomial Pn (xi ) = f (xi ), i = 0, 1, . . . , n
– Polinómio de Lagrange
n n
X Y x − xi
Pn (x) = f (xk )Lk (x), Lk (x) =
k=0 i=0,i6=k
x k − xi
– Polinómio de Newton
Diferenças Divididas
f (xj ) − f (xi )
* ordem 1 : fi,j = f [xi , xj ] =
xj − xi
fi+1,...,i+j − fi,...,i+j−1
* ordem j : fi,...,i+j = f [xi , . . . , xi+j ] =
xi+j − xi
n
X
Pn (x) = f (x0 ) + f0,...,k (x − x0 ) . . . (x − xk−1 ),
k=1
Se f (x) é desconhecida:
|f (x) − Pn (x)| ≤ M |(x − x0 ) . . . (x − xn )| onde M é o maior módulo das diferenças
divididas de ordem n + 1 e x ∈ (x0 , xn ).
Rb R1
Integração numérica I = b−a b+a b−a
a
f (x) dx = −1
g(w) dw, com g(w) = 2
f 2
+ 2
w
3
Equações diferenciais ordinárias
y 0 = f (t, y)
– Problemas de valores iniciais: , t ∈ [a, b]
y(t ) = y
0 0
Rt
Picard : yi+1 (t) = y0 + t0
f (x, yi (x)) dx
Euler explı́cito: yi+1 = yi + hf (ti , yi )
Euler implı́cito: yi+1 = yi + hf (ti+1 , yi+1 )
Trapézios: yi+1 = yi + h2 [f (ti , yi ) + f (ti+1 , yi+1 )]
h2 0 hn (n−1)
Taylor de ordem n: yi+1 = yi + hf (ti , yi ) + 2
f (ti , yi ) + ··· + n!
f (ti , yi ); f 0 = ft0 + fy0 × f (t, y)
Runge-Kutta 2: yi+1 = yi + h2 (k1 + k2 ), k1 = f (ti , yi ), k2 = f (ti + h, yi + hk1 )
Runge-Kutta 4: yi+1 = yi + h6 (k1 + 2k2 + 2k3 + k4 ), k1 = f (ti , yi ), k2 = f (ti + h2 , yi + h2 k1 )
k3 = f (ti + h2 , yi + h2 k2 ), k4 = f (ti + h, yi + hk3 )