第十章：迭代法
牛顿迭代格式 :
x
k
+
1
=
x
k
−
f
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x
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f
′
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x
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,
k
=
1
,
2
,
⋯
x_{k+1}=x_{k}-\frac{f\left(x_{k}\right)}{f^{\prime}\left(x_{k}\right)}, \quad k=1,2, \cdots
xk+1=xk−f′(xk)f(xk),k=1,2,⋯
例10.3 用牛顿迭代法求方程
f
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x
)
=
x
3
−
7.7
x
2
+
19.2
x
−
15.3
f(x)=x^{3}-7.7 x^{2}+19.2 x-15.3
f(x)=x3−7.7x2+19.2x−15.3 在
x
0
=
1
x_{0}=1
x0=1 附近的根.
解 迭代格式为
x
k
+
1
=
x
k
−
x
k
3
−
7.7
x
k
2
+
19.2
x
k
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15.3
3
x
k
2
−
15.4
x
k
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19.2
=
x
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−
(
(
x
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−
7.7
)
x
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19.2
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x
k
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15.3
(
3
x
k
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15.4
)
x
k
+
19.2
\begin{aligned} x_{k+1} &=x_{k}-\frac{x_{k}^{3}-7.7 x_{k}^{2}+19.2 x_{k}-15.3}{3 x_{k}^{2}-15.4 x_{k}+19.2} \\ &=x_{k}-\frac{\left(\left(x_{k}-7.7\right) x_{k}+19.2\right) x_{k}-15.3}{\left(3 x_{k}-15.4\right) x_{k}+19.2} \end{aligned}
xk+1=xk−3xk2−15.4xk+19.2xk3−7.7xk2+19.2xk−15.3=xk−(3xk−15.4)xk+19.2((xk−7.7)xk+19.2)xk−15.3
- 用 Newton 法求非线性方程
x + sin x = 1 x+\sin x=1 x+sinx=1
的根(计算一步求出 x 1 x_1 x1即可)，并说明收敛的理由。
${ f ( x ) = x + \sin x - 1 } $.
f ( 0 ) ⋅ f ( 1 ) < 0 f ′ ( x ) = 1 + cos x ≠ 0 f ′ ′ ( x ) = − sin x 符 号 不 变 取 x 0 = π 8 ， f ′ ′ ( x 0 ) f ( x 0 ) > 0. x 0 ∈ ( a , b ) \left. \begin{array} { l } { f ( 0 ) \cdot f ( 1 ) < 0 } \\ { f ^ { \prime } ( x ) = 1 + \cos x }{\ne}0 \\ { f ^ { \prime \prime } ( x ) = - \sin x } 符号不变 \end{array} \right.\\取x_0=\frac{ \pi }{8}，f^{\prime \prime}\left(x_{0}\right) f\left(x_{0}\right)>0 . x_{0} \in(a, b) f(0)⋅f(1)<0f′(x)=1+cosx=0f′′(x)=−sinx符号不变取x0=8π，f′′(x0)f(x0)>0.x0∈(a,b).
x 1 = x 0 − f ( x 0 ) f ′ ( x 0 ) = 0.50945 x_{1}=x_{0}-\frac{f\left(x_{0}\right)}{f^{\prime}\left(x_{0}\right)}=0.50945 x1=x0−f′(x0)f(x0)=0.50945.
定理2：设
f
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x
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f(x)
f(x) 在区间
[
a
,
b
]
[a, b]
[a,b] 上二阶导数存在, 且满足:
(1)
f
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a
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f
(
b
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<
0
f(a) f(b)<0
f(a)f(b)<0
(2)
f
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≠
0
,
x
∈
(
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f^{\prime}(x) \neq 0, x \in(a, b)
f′(x)=0,x∈(a,b)
(3)
f
′
′
(
x
)
f^{\prime \prime}(x)
f′′(x) 不变号,
x
∈
(
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,
b
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x \in(a, b)
x∈(a,b)
(4)
f
′
′
(
x
0
)
f
(
x
0
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>
0.
x
0
∈
(
a
,
b
)
f^{\prime \prime}\left(x_{0}\right) f\left(x_{0}\right)>0 . x_{0} \in(a ,b)
f′′(x0)f(x0)>0.x0∈(a,b)
则Newton迭代公式收敛于
f
(
x
)
=
0
f(x)=0
f(x)=0 在
(
a
,
b
)
(a, b)
(a,b) 内的惟一根
x
∗
x^{*}
x∗ 。
f ( 0 ) ⋅ f ( 1 ) < 0 f ′ ( x ) = 1 + cos x f ′ ′ ( x ) = − sin x f ′ ′ ( x 0 ) f ( x 0 ) > 0. x 0 = π 8 \left. \begin{array} { l } { f ( 0 ) \cdot f ( 1 ) < 0 } \\ { f ^ { \prime } ( x ) = 1 + \cos x } \\ { f ^ { \prime \prime } ( x ) = - \sin x } \end{array} \right.\\f^{\prime \prime}\left(x_{0}\right) f\left(x_{0}\right)>0 . x_{0}= \frac {\pi}{8} f(0)⋅f(1)<0f′(x)=1+cosxf′′(x)=−sinxf′′(x0)f(x0)>0.x0=8π
都满足，则说明 ( 0 , 1 ) (0,1) (0,1)存在一个根，收敛。
- 取 ε = 0.01 \varepsilon=0.01 ε=0.01, 用 Newton 法求方程
f ( x ) = x 3 − 8 x 2 + 20 x − 15 f(x)=x^{3}-8 x^{2}+20 x-15 f(x)=x3−8x2+20x−15
在 x 0 = 1 x_{0}=1 x0=1 附近的根。
f ( 1 ) = − 2 , f ( 2 ) = 1 , f ( 1 ) ∗ f ( 2 ) < 0 f(1)=-2,f(2)=1,f(1)*f(2)<0 f(1)=−2,f(2)=1,f(1)∗f(2)<0.
f ( x ) = x 3 − 8 x 2 + 20 x − 15 f(x)=x^{3}-8 x^{2}+20 x-15 f(x)=x3−8x2+20x−15
f ′ ( x ) = 3 x 2 − 16 x + 20 f^{\prime}(x)=3x^2-16x+20 f′(x)=3x2−16x+20
f ′ ′ ( x ) = 6 x − 16 f^{\prime\prime}(x)=6x-16 f′′(x)=6x−16.
x 0 = 1 , f ( x 0 ) = − 2 x_0=1,f(x_0)=-2 x0=1,f(x0)=−2
x 1 = x 0 − f ( x 0 ) f ′ ( x 0 ) = 1.2857 , f ( x 1 ) = − 0.3849 x_1=x_0-\frac{f(x_0)}{f^{\prime}{(x_0)}}=1.2857,f(x_1)=-0.3849 x1=x0−f′(x0)f(x0)=1.2857,f(x1)=−0.3849.
x 2 = 1.3002 , f ( x 2 ) = − 0.3221 x_2=1.3002,f(x_2)=-0.3221 x2=1.3002,f(x2)=−0.3221.
最后求出来的根： x − > 1.38197 {x \quad-> \quad1.38197} x−>1.38197.
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