(2)解Ux?y?25?6??x1??10??3?7??x????1????2????4?????x3????4??解得:x3?1,x2?2,x1?3
所以方程组的解为x?(3,2,1)T。 6
第三章 解线性方程组的迭代法
?1aa?a131、
A????a1a?orA???a?R
???1a2??aa1?????32a???若Jacobi迭代收敛,求a的范围
??1aa??解:(1)、A??a1a?0?a时的Jacobi迭代矩阵B???a0????aa1?????a?a?aa?E?B?a?a?(??2a)(??a)2
aaaJacobi迭代收敛??(B)?1?????2a?1???1?a?1 ?a?122?a13?(2)、A???1a2?Jacobi迭代矩阵 ?32a??????a?1?3B?1??a??10?2? ?3?20?????13aa2121?E?B?1aa?a?2?a??2?1a?3a2
?32a?a?3a?a?3aaaa?=?(?2?4a2)?116323a(a???a2)?a(a2?a?) ??(?2?48a???(?24a2)?2?a2)
???221?0?2ai?3??ai
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?a??a?0??? ??1?12?Jacobi迭代收敛??(B)?1???2?1??i?1?a?2
a???1?32、讨论AX?b的Jacobi迭代和Gauss-Seidel迭代的收敛性
?1?22???11?1其中,A???????2?21??b?(1,1,0)T
?1??02?2?????解:Jacobi迭代法的迭代矩阵BJ??1?(I?A)??101?
??220?1??????1则?I?BJ??3?0??(BJ)?0?1
?Jacobi迭代收敛 Gauss-Seidel迭代矩阵
?1??????11???2?21????1BG?S?02?2??1??02?2??02?2?????????01?1101?02?1???????? ??????0?0????421????08?6??I?BG?S??(?2?4??4)?0??(B2)?2?22?1
?Gauss-Seidel迭代发散 3、讨论下列迭代法的收敛性
①AX?b的G-S迭代
?211?? A??131????125??②X(K?1)?BX(k)?b
?0.1?0.5B???0.02??0.50.20.10.30.10.30.1?0.20.1?? 0.20.3??0.20.05????0?0.5?0.5???11解:①?(D?L)?1?U??0???B
?66??11??0?306?? 8
?E?B?1?(30?2?10??1)?0 30?1?0?2?3?10??20
2?30??1故(?B)=max?i?1?Gauss?Seidel迭代收敛
②||B||??0.9?1,故B的谱半径?(B)?||B||??1,由迭代法收敛的充分必要条件知该迭代格式收敛
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第五章 非线性方程和方程组的数值解法
1、给定函数f(x),设对一切x,f'(x)存在且0?m?f'(x)?M
证明:?0???2,迭代过程xk?1?xk??f(xk)均收敛于f(x)?0的根? M证明:f(x)?0的等价形式为x?x??f(x)
则xk?1?xk??f(xk)对应的迭代函数
?(x)?x??f(x) ?'(x)?1??f'(x)
0?m?f'(x)?M0??m??f'(x)???M?20???m???f(x)???M??21?1??m?1??f'(x)?1??M??1??'(x)?1??f'(x)?max?1??m,1??M??1
'
易证f(x)?0有根,故迭代过程xk?1?xk??f(xk)收敛于f(x)?0的根? 2、证明:?x0?R,由xk?1?cosxk(k?0,1,2)所产生的序列收敛于x?cosx的根
证:①考虑区间??1,1?
?x???1,1??x???1,1?,,?(x)?cosx???1,1??(x)?sinx?sin1?1'
??x0???1,1?由xk?1?cosxk所得序列收敛于cosx?x的根
②?x0?R,x1?cosx0???1,1?,将x1看作新的迭代初值,则由①知序列必收敛于x?cosx的根 3、利用适当的迭代格式证明
lim2?2???2?2
??????k?????k个2 10