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ANLISIS
NUMRICO
Norma de frobenius, norma espectral,
Polinomio caracterstico, radio
espectral, mtodo de jacobi, mtodo de
gauss Seidel, Criterio de
Convergencia, Polinomio de Taylor.
REALIZADO POR:
ENTREGADO A:
GRUPO 2
FACULTAD DE INGENIERIA
TALLER
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1. Para cada una de las siguientes matrices determine P A () ,
los valores caractersticas de A y ( ) .
[ ]
1 3 3
a) A= 3 5 3
6 6 4
P A ( ) =det [ AI ]
[ ][ ][ ]
1 3 3 0 0 (1) 3 3
A I = 3 5 3 0 0 = 3 (5) 3
6 6 4 0 0 6 6 (4 )
det [ A I ] =
( 1 ) [ (5 )( 4 ) ( 3 ) (6 ) ]+3 [ ( 3 ) ( 4 )( 3 ) ( 6 ) ] +3 [( 3 ) (6 )( 6 34 eberjasticossvaloresquedebetomard
( 1 ) [2+ + 2 ] + 3 [3 6 ] + 3[12+ 6 ]
= 2 + 2 3 2+ 2 9 18+18 +36
3 12 16=0
1 0 12 16 2
2 4 16
1 2 8 0 +2
( +2 ) ( 22 8)=0
(+2)(4 )( +2)=0
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[ ]
1+ d 1 1
b) A= 1 1+d 1
1 1 1+ d
P A ( ) =det [ AI ]
[ ][ ]
1+d 1 1 0 0
A I = 1 1+ d 1 0 0
1 1 1+d 0 0
[ ]
1+d 1 1
1 1+ d 1
1 1 1+ d
[ ]
m 1 1
A I = 1 m 1 Haciendo m=(1+ d)
1 1 m
det [ A I ] =( m ) [ m21 ] 1 [ m1 ] +1[1m]
3
m mm+1+1m
Polinomio Carasteristico
m33 m+ 2
3
m 3 m+2=0
1 0 3 2 1
1 1 2
1 1 2 0 m1
( m1 ) ( m2+ m2 )=0
(m1)(m+ 2)(m1)=0
( m1 )=0 ( m+ 2 )=0
=d =d +3
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[ ]
d 1 1
c) A= 1 d 1
1 1 d
P A ( ) =det [ AI ]
[ ][ ][ ]
d 1 1 0 0 (d ) 1 1
A I = 1 d 1 0 0 = 1 (d) 1
1 1 d 0 0 1 1 (d)
[ ]
m 1 1
A I = 1 m 1 Haciendo m=(d)
1 1 m
m33 m2=0
1 0 3 2 1
1 1 2
1 1 2 0 m+ 1
( m+ 1 ) (m2m2)=0
(m+1)(m2)(m+1)=0
(d +1)(d2)(d+ 1)=0
1=d+ 1, 2=d2, 3 =d +1
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[ ]
1 1 0
A= 1 2 1
0 1 1
a) P(A)llAII2
[ ]
2 1 0
PA ( )=det 1 2 1
0 1 1
(1- ) det [ 2 1
1 1 ] -(-1) det [ 1 1
0 1 ]
PA ( )= 3 4 2+ 3
PA ( )=0
3 4 2+ 3 =0
1 =3 =1
2 =0 valores caractersticos
3
Para A2 : ( A T
A)
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[ ]
1 1 0
T
A = 1 2 1
0 1 1
[ ]
1 1 0
A= 1 2 1
0 1 1
[ ]
2 3 1
AT A = 3 6 3
1 3 2
A T A()=det (A T A( ) I )
[ ]
2 3 1
T
A A ( ) = det 3 6 3
1 3 2
(2- ) det [ 6 3
3 2 ] + (3) det [ 3 3
1 2 ] + (1) det
[ 3 6
1 3 ]
A ( ) = - 3 10 2 +9 =0
A2 = 9
A2 =3
b) A2 = A1 . A
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3
A1 = Max { I a ij I }
I :1
3 3 3
Max { I a i1 I , { I ai 2 I }, { I ai 3 I }}
i: 1 i :1 i :1
Max=4
3
A = Max { I a ij I }
j:1
3 3 3
Max { I a 1 j I ,{ I a 2 j }, { I a3 j I }}
j:1 j:1 j:1
Max=4
A2 = A1 . A
3 16
34 si se cumple
5 x1x 2 + x 3=10
2 x 1 +8 x 2x 3=11
x 1 + x 2+ 4 x 3=3
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1 1
x 1=2+ x 2 x3
5 5
11 1 1
x 2= x + x 3
8 4 1 8
3 1 1
x 3 = + x x2
4 4 1 4
(k+1 ) 1 k 1 k
x1 =2+ x 2 x 3
5 5
(k+1 ) 11 1 k 1 k
x 2 = x1 + x3
8 4 8
(k+1 ) 3 1 k 1 k
x 3 = + x 1 x 2
4 4 4
1 (0 ) 1 (0) 1 1
x(1)
1 =2+ x 2 x 3 x (11 )=2+ ( 0 ) ( 0 ) x(1)
1 =2
5 5 5 5
11 1 (0) 1 (0) 11 1 1
x(1)
2 = x 1 + x 3 x(1) 2 = ( 0 )+ ( 0 ) x (1)
2 =1.375
8 4 8 8 4 8
(1) 3 1 (0 ) 1 (0) (1 ) 3 1 1 (1)
x 3 = + x 1 x 2 x 3 = + ( 0 ) ( 0 ) x 3 =0.75
4 4 4 4 4 4
ITERACIN 2 [k = 2]:
ITERACIN 3 [k = 3]:
1 (2 ) 1 (2) 1 1
x(3)
1 =2+ x 2 x 3 x (31 )=2+ ( 0.96875 ) ( 0.90625 ) x(3)
1
5 5 5 5
x(3)
1 =2.0125
11 1 (2) 1 (2) 11 1 1
x(3)
2 = x 1 + x 3 x(3) 2 =2.0125= ( 2.125 ) + ( 0.90625 )
8 4 8 8 4 8
(3)
x 2 =0.95703125
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(3) 3 1 (2) 1 (2) (3) 3 1 1
x 3 = + x 1 x 2 x 3 = + ( 2.125 ) ( 0.96875 )
4 4 4 4 4 4
(3)
x 3 =1.0390625
ITERACIN 4 [k = 4]:
(4 ) 1 (3) 1 (3) (4 ) 1 1
x 1 =2+ x 2 x 3 x 1 =2+ ( 0.95703125 ) (1.0390625 )
5 5 5 5
(4 )
x 1 =1.98359375
11 1 1 (3) 11 1 1
x(42 )= x(3) 1 + x 3 x (4)
2 = ( 2.0125 ) + (1.0390625 )
8 4 8 8 4 8
x(42 )=1.00175781
3 1 1 (3 ) 3 1 1
x(43 )= + x(3) (4 )
1 x2 x3 = + ( 2.0125 ) ( 0.95703125 )
4 4 4 4 4 4
(4 )
x 3 =1.01386719
ITERACIN 5 [k = 5]:
1 (4) 1 (4) 1 1
x(5)
1 =2+ x 2 x 3 x (51 )=2+ ( 1.00175781 ) ( 1.01386719 )
5 5 5 5
(5)
x 1 =1.99757812
(5) 11 1 (4 ) 1 (4 ) (5) 11 1 1
x 2 = x 1 + x 3 x 2 = ( 1.98359375 ) + ( 1.01386719 )
8 4 8 8 4 8
(5)
x 2 =1.00583496
3 1 (4) 1 (4) 3 1 1
x(5)
3 = + x x x (53 )= + ( 1.98359375 ) ( 1.00175781 )
4 4 1 4 2 4 4 4
(5)
x 3 =0.99545899
k x(k+1
1
)
x(k+1
2
)
x(k+1
3
)
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5 1.99757 1.00583 0.99545
EA=II0.00003; 0.00001,-0,00005II
= [0.00005]
4 x 1 +3 x 2+ 0 x 3=24
3 x1 + 4 x 2x 3=30
0 x 1x 2+ 4 x 3=24
k (k+1 )
x1
(k+1 )
x2
(k+1 )
x3 xx (k +1)2
1 5.25000 3.81250 -5.04688 2.25829
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8 3.00838 3.99301 -5.00175 0.01105
A.
[ ]
n m
1/2
AF = a ij
i=1 i=1
aij 0 ij
Por tanto
n m
aij 2
0
i=1 i=1
AF 0
B.
n m
Si AF = 0 aij 2
=0
i=1 i=1
m
Esto solo se da a ij 2
=0
i=1
Es decir aij = 0 A = 0
Si A = 0 aij = 0 ij
aij2 = 0
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m
a ij
2
=0
i=1
n m
a ij
2
=0
i=1 i=1
AF = 0
C.
ka
m
kAf = [ ij )2]1/2
i=1
n
i=1
n m
=[ k 2
aij2 ]1/2
i=1 i=1
n m
=[ k ( 2
a ij
2
) ]1/2
i=1 i=1
n m
=(k ) 2 1/2
[ a ij
2
]1/2
i=1 i=1
=
k A f
x 1+ax 2=1
x 1+ x 2+ x 3=1
bx 2+ x 3=1
Pruebe que:
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La convergencia del mtodo de Jacobi para este sistema
requiere que (TJ)= a+b <1
La convergencia del mtodo de Gauss-Seidel para este
sistema requiere que (TG)= |a+ b| <1
Solucin;
1 a 0 0 0 0 1 0 0
A = 1 1 1 = AL= 1 0 0 AD= 0 1 0 AU=
0 b 1 0 b 0 0 0 1
0 a 0
0 0 1
0 0 0
1 0 0 0 a 0
AD 1= 0 1 0 ; AL+ AU = 1 0 1
0 0 1 0 b 0
0 a 0
1
AD ( AL+ AU )=1 0 1 = TJ
0 b 0
[ ][ ]
0 a 0 1 0 0
Ahora hallamos TJ I = 1 0 1 0 1 0
0 b 0 0 0 1
[ ][ ]
0 a 0 0 0
TJ I = 1 0 1 0 0
0 b 0 0 0
[ ]
a 0
TJ I = 1 1
0 b
[
det 1
b ] [
(a)det 1 1
0 ] [
+0 1
0 b ]
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[ 2b ]+ a [ +0 ] +0
3 +b + a
( 2+ b+a)=0
2
=0 ^ ( 2+b+ a)=0 Por tanto =ba multiplicando por
-1 2=a+b
= a+ b
P (TJ )= a+ b
P (TJ )= a+ b 1
Solucin;
1 a 0 0 0 0 1 0 0
A = 1 1 1 = AL= 1 0 0 AD= 0 1 0 AU=
0 b 1 0 b 0 0 0 1
0 a 0
0 0 1
0 0 0
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1 0 0
AL+ AD = 1 1 0
0 b 1
1 0 01 0 0
( AL+ AD)1 = 1 1 00 1 0
0 b 10 0 1
1 0 0 1 0 0
F 2=F 1+ F 2 0 1 0 1 1 0
0 b 1 0 0 1
1 0 0 1 0 0
F 3=bF 2+ F 3 0 1 0 1 1 0
0 0 1 b b 1
1 0 0 1 0 0
( AL+ AD)1=1 1 0 ( AL+ AD)1= 1 1 0
b b 1 b b 1
[ ][ ]
1 0 0 0 a 0
1
( AL+ AD) AU = 1 1 0 0 0 1
b b 1 0 0 0
[ ]
0 a 0
1
( AL+ AD ) AU = 0 a 1 =TG
0 ab b
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[ ][ ]
0 a 0 1 0 0
TG I = 0 a 1 0 1 0
0 ab b 0 0 1
[ ][ ]
0 a 0 0 0
TG I = 0 a 1 0 0
0 ab b 0 0
[ ]
a 0
TG I = 0 a 1
0 ab b
[ ] [
det a 1 + adet 0 1 + 0 0 a
ab b 0 b 0 ab ] [ ]
[ ( a )( b )ab ] + a [ 0 ] + 0
( a ) ( b ) +ab
[ ] ; ab+a 2 +b 23 + ab
a 2 +b 23
a+b
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El radio espectral es
P (TG ) =a+b
P (TJ )=a+ b 1
7.
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Con ( A ) = A2=8
8. sea Ax = B un sistema de ecuaciones lineales cuya
solucin exacta es X. si x es una aproximacin a X, se
define el vector residual r como el vector :
r= b- A x
x- x A-1r
Si AX-b
A-1 AX = A-1b
IX = A-1b
X = A-1b y la solucin existe entonces
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X-A-1b
X- x = A-1 b- x
A(X- x = A (A-1 b- x
A(X- x = A A-1 b - A x
A(X- x = b - A x
A(X- x = r
A-1 A(X- x = A-1 r
(X- x = A-1 r
x- x = A-1r A-1r
[
A= a b , donde >0
a+ b ]
Pruebe que si b 0 y 0, entonces usando la norma F (norma de
Frobenius), tenemos que:
2 2 2
2a +2 b +2 a+
Con(A )=
b
1
AF =[ ( a2 + (b )2 ) + ( ( a+ )2 + (b )2 ) ] 2
1
2 2 2 2 2
AF =[ ( a + b ) + ( a+ ) +b ]
1
2 2 2 2
AF =[2 a +2 b +2 a+ ]
det ( A )=ab+b ( a+ )
det ( A )=ab+ab +b
det ( A )=b
A1=
1
[b b
b ( a+ ) a ]
[ ]
1 1
A1=
( a+ ) a
b b
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1
A1F = 1 [2 a2 +2 b2 +2 a+2 ]2
1
* [2 a 2+2 b2 +2 a+ 2 ] 2
b
2 2 2
2a +2 b +2 a+
Con(A )=
b
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