《计算方法迭代法.pptVIP

第三章迭代法 §3.1 二分法 §3.2 迭代法原理 §3.3 Newton迭代法和迭代加速 §3.4 解线性方程组的迭代法 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. §3.1 二分法 根的估计 二分法 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 根的估计 引理3.1（连续函数的介值定理） 设f(x)在[a,b]上连续，且f(a)f(b)0，则存在x*?(a,b)使f(x*)=0。 例3.1 证明x3?3x?1 = 0 有且仅有3个实根，并确定根的大致位置使误差不超过? =0.5。 解: 单调性分析和解的位置 选步长h=2?, 扫描节点函数值 异号区间内有根 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. f(x)= x3?3x?1 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 二分法 条件: 设f(x)在[a,b]上连续，f(x)=0在[a,b]上存在唯一解，且f(a)f(b)0。记 Step 1: If f(a0)f(x0)0, then x*?(a0,x0) let a1=a0, b1=x0; Else x*?(x0,b0) let a1=x0, b1=b0; Let x1=(a1+b1)/2. Step k: If f(ak-1)f(xk-1)0, then x*?(ak-1,xk-1) let ak=ak-1, bk=xk-1; Else x*?(xk-1,bk-1) let ak=xk-1, bk=bk-1; Let xk=(ak+bk)/2. 收敛性及截断误差分析: Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 例3.2 x3?3x?1 = 0, [1,2], 精度0.5e-1 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 二分法 优点 算法简单 收敛有保证 只要f(x)连续 缺点 对区间两端点选取条件苛刻 收敛速度慢 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. §3.2 迭代法原理 迭代法的思想 不动点原理 局部收敛性 收敛性的阶 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 迭代法的思想 条件: f(x)=0 在x0附近有且仅有一个根 设计同解变形 x=g(x) 迭代式 xk=g(xk-1), k=1,2,… 如果收敛 xk ?x*, 则x*是f(x)=0 的根 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 不动点原理(迭代过程收敛) 定理3.1 (不动点原理) 设映射g(x)在[a,b]上有连续的一阶导数且满足 1o 封闭性：?x ? [a,b], g(x) ? [a,b] , 2o 压缩性： ?L ?(0,1)使对?x ? [a,b], |g(x)|?L, 则在[a,b]上存在唯一的不动点x*，且