仅供大致参考,有许多定义存在不严谨的地方;不同学校的考察重点自然是不同的
第二章 插值法
拉格朗日插值
P n ( x ) = L n ( x ) = ∑ i = 0 n f ( x i ) l i ( x ) P_{n}(x)=L_{n}(x)=\sum_{i=0}^{n} f\left(x_{i}\right) l_{i}(x) Pn(x)=Ln(x)=i=0∑nf(xi)li(x) 其中拉格朗日基函数 { l i ( x ) } i = 0 n \left\{l_{i}(x)\right\}_{i=0}^{n} {li(x)}i=0n定义如下: l i ( x ) = ∏ k = 0 k ≠ i n x − x k x i − x k = ω n + 1 ( x ) ( x − x i ) ω n + 1 ′ ( x i ) l_{i}(x)=\prod_{k=0 \atop k \neq i}^{n} \frac{x-x_{k}}{x_{i}-x_{k}}=\frac{\omega_{n+1(x)}}{\left(x-x_{i}\right) \omega_{n+1}^{\prime}\left(x_{i}\right)} li(x)=k=ik=0∏nxi−xkx−xk=(x−xi)ωn+1′(xi)ωn+1(x) 该基函数有如下性质(可由余项推得): ∑ i = 0 n x i k l i ( x ) = x k , k = 0 , 1 , … , n \sum_{i=0}^{n} x_{i}^{k} l_{i}(\mathrm{x})=x^{k}, \quad k=0,1, \ldots, n i=0∑nxikli(x)=xk,k=0,1,…,n
牛顿插值
P n ( x ) = N n ( x ) = ∑ i = 0 n f [ x 0 , x 1 , ⋯ , x i ] ω i ( x ) P_{n}(x)=N_{n}(x)=\sum_{i=0}^{n} f\left[x_{0}, x_{1}, \cdots, x_{i}\right] \omega_{i}(x) Pn(x)=Nn(x)=i=0∑nf[x0,x1,⋯,xi]ωi(x) 其中 ω 0 ( x ) ≡ 1 , ω i ( x ) = ∏ k = 0 i − 1 ( x − x k ) \omega_{0}(x) \equiv 1, \omega_{i}(x)=\prod_{k=0}^{i-1}\left(x-x_{k}\right) ω0(x)≡1,ωi(x)=k=0∏i−1(x−xk)
插值余项
记原函数(被插值函数)为 f ( x ) f(x) f(x),插值函数作为原函数的一个近似,为 P ( x ) P(x) P(x),则有差值余项为: R ( x ) = def f ( x ) − P ( x ) R(x) \stackrel{\text { def }}{=} f(x)-P(x) R(x)= def f(x)−P(x) 事实上插值余项也可以看做是一种截断误差。
ω n + 1 ( x ) \omega_{n+1}(x) ωn+1(x)与 ω n ′ ( x j ) \omega_{n}'(x_j) ωn′(xj)
ω n + 1 ( x ) = ( x − x 0 ) ( x − x 1 ) … ( x − x n ) \omega_{n+1}(x)=\left(x-x_{0}\right)\left(x-x_{1}\right) \ldots\left(x-x_{n}\right) ωn+1(x)=(x−x0)(x−x1)…(x−xn) ω n + 1 ′ ( x j ) = ( x j − x 0 ) ⋯ ( x j − x j − 1 ) ( x j − x j + 1 ) ⋯ ( x j − x n ) \omega_{n+1}'(x_j)=\left(x_{j}-x_{0}\right) \cdots\left(x_{j}-x_{j-1}\right)\left(x_{j}-x_{j+1}\right) \cdots\left(x_{j}-x_{n}\right) ωn+1′(xj)=(xj−x0)⋯(xj−xj−1)(xj−xj+1)⋯(xj−xn)
插值余项的估计
注:
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M_{n+1}=\max _{a \leqslant x \leqslant b}\left|f^{(n+1)}(x)\right|
Mn+1=maxa⩽x⩽b∣∣f(n+1)(x)∣∣为
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\left|f^{(n+1)}(x)\right|
∣∣f(n+1)(x)∣∣在
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[a,b]的上界
考虑被插值函数
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f(x) \in C^{n+1}[a, b]
f(x)∈Cn+1[a,b],可得插值余项为:
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R_{n}(x)=f(x)-L_{n}(x)=\frac{f^{(n+1)}\left(\xi_{x}\right)}{(n+1) !} \omega_{n+1}(x)
Rn(x)=f(x)−Ln(x)=(n+1)!f(n+1)(ξx)ωn+1(x) 插值余项的截断误差界为:
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\left|R_{n}(x)\right| \leqslant \frac{M_{n+1}}{(n+1) !}\left|\omega_{n+1}(x)\right|
∣Rn(x)∣⩽(n+1)!Mn+1∣ωn+1(x)∣
均差(差商)
称 f [ x 0 , x k ] = f ( x k ) − f ( x 0 ) x k − x 0 f\left[x_{0}, x_{k}\right]=\frac{f\left(x_{k}\right)-f\left(x_{0}\right)}{x_{k}-x_{0}} f[x0,xk]=xk−x0f(xk)−f(x0)为函数 f ( x ) f(x) f(x)关于点 x 0 x_{0} x0, x k x_{k} xk的一阶均差(一种看起来像斜率的东西), f [ x 0 , x 1 , x k ] = f [ x 0 , x k ] − f [ x 0 , x 1 ] x k − x 1 f[x_{0},\left.x_{1}, x_{k}\right]=\frac{f\left[x_{0}, x_{k}\right]-f\left[x_{0}, x_{1}\right]}{x_{k}-x_{1}} f[x0,x1,xk]=xk−x1f[x0,xk]−f[x0,x1]称为 f ( x ) f(x) f(x)的二阶均差。一般地,有: f [ x 0 , x 1 , ⋯ , x k ] = f [ x 0 , ⋯ , x k − 2 , x k ] − f [ x 0 , x 1 , ⋯ , x k − 1 ] x k − x k − 1 f\left[x_{0}, x_{1}, \cdots, x_{k}\right]=\frac{f\left[x_{0}, \cdots, x_{k-2}, x_{k}\right]-f\left[x_{0}, x_{1}, \cdots, x_{k-1}\right]}{x_{k}-x_{k-1}} f[x0,x1,⋯,xk]=xk−xk−1f[x0,⋯,xk−2,xk]−f[x0,x1,⋯,xk−1] 为 f ( x ) f(x) f(x)的 k k k阶均差。
均差的性质
n阶均差可表示为函数值 f ( x 0 ) , f ( x 1 ) , . . . , f ( x n ) f(x_0),f(x_1),...,f(x_n) f(x0),f(x1),...,f(xn)的线性组合: f [ x 0 , x 1 , ⋯ , x n ] = ∑ j = 0 k f ( x j ) ( x j − x 0 ) ⋯ ( x j − x j − 1 ) ( x j − x j + 1 ) ⋯ ( x j − x n ) \left.f[x_{0}, x_{1}, \cdots, x_{n}\right]=\sum_{j=0}^{k} \frac{f\left(x_{j}\right)}{\left(x_{j}-x_{0}\right) \cdots\left(x_{j}-x_{j-1}\right)\left(x_{j}-x_{j+1}\right) \cdots\left(x_{j}-x_{n}\right)} f[x0,x1,⋯,xn]=j=0∑k(xj−x0)⋯(xj−xj−1)(xj−xj+1)⋯(xj−xn)f(xj) 更常见的是下面这种形式: f [ x 0 , x 1 , ⋯ , x n ] = ∑ j = 0 n f ( x j ) ω n ′ ( x j ) f\left[x_{0}, x_{1}, \cdots, x_{n}\right]=\sum_{j=0}^{n} \frac{f\left(x_{j}\right)}{\omega_{n}^{\prime}\left(x_{j}\right)} f[x0,x1,⋯,xn]=j=0∑nωn′(xj)f(xj)若 f ( x ) f(x) f(x)在 [ a , b ] [a,b] [a,b]上存在 n n n阶导数,且节点 x 0 , x 1 , . . . , x n ∈ [ a , b ] x_{0},x_{1},...,x_{n} \in [a,b] x0,x1,...,xn∈[a,b],则 n n n阶均差与导数的关系为: f [ x 0 , x 1 , ⋯ , x n ⌋ = f ( n ) ( ξ ) n ! , ξ ∈ [ a , b ] f\left[x_{0}, x_{1}, \cdots, x_{n}\right\rfloor=\frac{f^{(n)}(\xi)}{n !}, \quad \xi \in[a, b] f[x0,x1,⋯,xn⌋=n!f(n)(ξ),ξ∈[a,b]
差分
令 x k x_k xk处的函数值为 f k = f ( x k ) f_k=f(x_k) fk=f(xk),称 Δ f k = f k + 1 − f k \Delta f_k=f_{k+1}-f_k Δfk=fk+1−fk为 x k x_k xk处以 h h h为步长的一阶(向前)差分。类似地, Δ 2 f k = Δ f k + 1 − Δ f k \Delta^2 f_k=\Delta f_{k+1}-\Delta f_k Δ2fk=Δfk+1−Δfk为 x k x_k xk处的二阶差分。一般地,记 Δ n f k = Δ n − 1 f k + 1 − Δ n − 1 f k \Delta^n f_k=\Delta^{n-1} f_{k+1}-\Delta^{n-1} f_k Δnfk=Δn−1fk+1−Δn−1fk 为 x k x_k xk处的 n n n阶差分。
三次样条插值
若函数 S ( x ) ∈ C 2 [ a , b ] S(x)\in C^{2}[a,b] S(x)∈C2[a,b],且在每个子区间 [ x k , x k + 1 ] [x_k,x_{k+1}] [xk,xk+1](k=0,1,…,n-1)上是三次多项式,则称 S ( x ) S(x) S(x)是关于节点 a = x 0 < x 1 < . . . < x n = b a=x_0<x_1<...<x_n=b a=x0<x1<...<xn=b的三次样条函数。若进一步有 S ( x k ) = f ( x k ) ( k = 0 , 1 , . . . , n ) S(x_k)=f(x_k)(k=0,1,...,n) S(xk)=f(xk)(k=0,1,...,n),则称 S ( x ) S(x) S(x)是 f ( x ) f(x) f(x)关于 { x i } i = 0 n \left\{x_{i}\right\}_{i=0}^{n} {xi}i=0n的三次样条插值函数。相应的插值形式如下: S ( x ) = m k ( x k + 1 − x ) 3 6 h k + M k + 1 ( x − x k ) 3 6 h k + ( f ( x k ) − M k h k 2 6 ) x k + 1 − x h k + ( f ( x k + 1 ) − M k + 1 h k 2 6 ) x − x k h k x ∈ [ x k , x k + 1 ] , k = 0 , 1 , ⋯ , n − 1 \begin{aligned} S(x) &=m_{k} \frac{\left(x_{k+1}-x\right)^{3}}{6 h_{k}}+M_{k+1} \frac{\left(x-x_{k}\right)^{3}}{6 h_{k}} \\ &+\left(f\left(x_{k}\right)-\frac{M_{k} h_{k}^{2}}{6}\right) \frac{x_{k+1}-x}{h_{k}}+\left(f\left(x_{k+1}\right)-\frac{M_{k+1} h_{k}^{2}}{6}\right) \frac{x-x_{k}}{h_{k}} \\ x & \in\left[x_{k}, x_{k+1}\right], k=0,1, \cdots, n-1 \end{aligned} S(x)x=mk6hk(xk+1−x)3+Mk+16hk(x−xk)3+(f(xk)−6Mkhk2)hkxk+1−x+(f(xk+1)−6Mk+1hk2)hkx−xk∈[xk,xk+1],k=0,1,⋯,n−1 其中 h k = x h + 1 − x k h_k=x_{h+1}-x_{k} hk=xh+1−xk
例1
设 x i ( i = 0 , 1 , 2 , 3 , 4 , 5 ) x_i(i=0,1,2,3,4,5) xi(i=0,1,2,3,4,5)是互异结点, l i ( x ) ( i = 0 , 1 , 2 , 3 , 4 , 5 ) l_i(x)(i=0,1,2,3,4,5) li(x)(i=0,1,2,3,4,5)是对应的5次拉格朗日插值基函数,求 ∑ i = 0 5 x i 5 l i ( 0 ) \sum_{i=0}^{5} x_{i}^{5} l_{i}(0) ∑i=05xi5li(0)
解 根据拉格朗日基函数的性质,有 ∑ i = 0 n x i k l i ( x ) = x k , k = 0 , 1 , … , n \sum_{i=0}^{n} x_{i}^{k} l_{i}(\mathrm{x})=x^{k}, \quad k=0,1, \ldots, n i=0∑nxikli(x)=xk,k=0,1,…,n 这里的话 n = 5 n=5 n=5, x = 0 x=0 x=0,因此 ∑ i = 0 5 x i 5 l i ( 0 ) = 0 5 = 0 \sum_{i=0}^{5} x_{i}^{5} l_{i}(0)=0^5=0 ∑i=05xi5li(0)=05=0
例2
设函数
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f(x)=e−2x,
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L2(x)是以0,1,2为节点的
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f(x)的二次拉格朗日插值多项式,求其余项
解 无论是拉格朗日插值还是别的插值,其余项都可以用上面那个余项公式求得,即
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R_{n}(x)=\frac{f^{(n+1)}\left(\xi_{x}\right)}{(n+1) !} \omega_{n+1}(x) = -\frac{4 e^{-2 \xi}}{3} x(x-1)(x-2)
Rn(x)=(n+1)!f(n+1)(ξx)ωn+1(x)=−34e−2ξx(x−1)(x−2)
例3
多项式
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f(x)=x^3+x+1
f(x)=x3+x+1,求差商
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解 根据均差可以表示为函数值的线性组合,有
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f[0,1,2]=\frac{f(0)}{(0-1)(0-2)} + \frac{f(1)}{(1-0)(1-2)} + \frac{f(2)}{(2-0)(2-1)} = 3
f[0,1,2]=(0−1)(0−2)f(0)+(1−0)(1−2)f(1)+(2−0)(2−1)f(2)=3
例4
证明 n n n阶均差有下列性质:若 F ( x ) = f ( x ) + g ( x ) F(x)=f(x)+g(x) F(x)=f(x)+g(x),则: F [ x 0 , x 1 , ⋯ x n ] = f [ x 0 , x 1 , ⋯ , x n ] + g [ x 0 , x 1 , ⋯ , x n ] F\left[x_{0}, x_{1}, \cdots x_{n}\right]=f\left[x_{0}, x_{1}, \cdots, x_{n}\right]+g\left[x_{0}, x_{1}, \cdots, x_{n}\right] F[x0,x1,⋯xn]=f[x0,x1,⋯,xn]+g[x0,x1,⋯,xn] 解 F [ x 0 , x 1 , ⋯ , x n ] = ∑ j = 0 n F ( x j ) ω n ′ ( x j ) = ∑ j = 0 n f ( x j ) + g ( x j ) ω n ′ ( x j ) = ∑ j = 0 n f ( x j ) ω n ′ ( x j ) + ∑ j = 0 n g ( x j ) ω n ′ ( x j ) = f [ x 0 , x 1 , ⋯ , x n ] + g [ x 0 , x 1 , ⋯ , x n ] . \begin{aligned} F\left[x_{0}, x_{1}, \cdots, x_{n}\right] &=\sum_{j=0}^{n} \frac{F\left(x_{j}\right)}{\omega_{n}^{\prime}\left(x_{j}\right)}=\sum_{j=0}^{n} \frac{f\left(x_{j}\right)+g\left(x_{j}\right)}{\omega_{n}^{\prime}\left(x_{j}\right)} \\ &=\sum_{j=0}^{n} \frac{f\left(x_{j}\right)}{\omega_{n}^{\prime}\left(x_{j}\right)}+\sum_{j=0}^{n} \frac{g\left(x_{j}\right)}{\omega_{n}^{\prime}\left(x_{j}\right)} \\ &=f\left[x_{0}, x_{1}, \cdots, x_{n}\right]+g\left[x_{0}, x_{1}, \cdots, x_{n}\right] . \end{aligned} F[x0,x1,⋯,xn]=j=0∑nωn′(xj)F(xj)=j=0∑nωn′(xj)f(xj)+g(xj)=j=0∑nωn′(xj)f(xj)+j=0∑nωn′(xj)g(xj)=f[x0,x1,⋯,xn]+g[x0,x1,⋯,xn].
例5
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f(a)=f(b)=0,求证:
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\max _{a \leqslant x \leqslant b}|f(x)| \leqslant \frac{1}{8}(b-a)^{2} \max _{a \leqslant x \leqslant b}\left|f^{\prime\prime}(x)\right|
a⩽x⩽bmax∣f(x)∣⩽81(b−a)2a⩽x⩽bmax∣f′′(x)∣
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[a,b]上有连续二阶导数
解 首先构造一个
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L1(x)=f(a)a−bx−b+f(b)b−ax−a≡0 现在,我们有了原函数与插值函数,可以计算差值余项如下:
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∣f(x)−L1(x)∣⩽2!M2∣ω2(x)∣ 其中
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ω2(x)=(x−a)(x−b);考虑
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\begin{aligned} \left|f(x)-L_{1}(x)\right| &=\left|\frac{1}{2 !} f^{\prime \prime}(\xi)(x-a)(x-b)\right| \quad \xi \in(a, b) \\ & \leqslant \frac{1}{2} \max _{a \leqslant x \leqslant b}\left|f^{\prime \prime}(x)\right| \max _{a \leqslant x \leqslant b}|(x-a)(x-b)| \\ \end{aligned}
∣f(x)−L1(x)∣=∣∣∣∣2!1f′′(ξ)(x−a)(x−b)∣∣∣∣ξ∈(a,b)⩽21a⩽x⩽bmax∣f′′(x)∣a⩽x⩽bmax∣(x−a)(x−b)∣ 又
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\max _{a \leqslant x \leqslant b}|(x-a)(x-b)|=\frac{1}{4}(b-a)^{2}
maxa⩽x⩽b∣(x−a)(x−b)∣=41(b−a)2(二次函数极值),因此有
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\max _{a \leqslant x \leqslant b}|f(x)| \leqslant \frac{1}{8}(b-a)^{2} \max _{a \leqslant x \leqslant b}\left|f^{\prime\prime}(x)\right|
maxa⩽x⩽b∣f(x)∣⩽81(b−a)2maxa⩽x⩽b∣f′′(x)∣
例6
证明
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+
g
k
+
1
Δ
f
k
\Delta\left(f_{k} g_{k}\right)=f_{k} \Delta g_{k}+g_{k+1} \Delta f_{k}
Δ(fkgk)=fkΔgk+gk+1Δfk
解
Δ
(
f
k
g
k
)
=
f
k
+
1
g
k
+
1
−
f
k
g
k
=
f
k
+
1
g
k
+
1
−
f
k
g
k
+
1
+
f
k
g
k
+
1
−
f
k
g
k
=
(
f
k
+
1
−
f
k
)
g
k
+
1
+
f
k
(
g
k
+
1
−
g
k
)
=
g
k
+
1
Δ
f
k
+
f
k
Δ
g
k
.
\begin{aligned} \Delta\left(f_{k} g_{k}\right) &=f_{k+1} g_{k+1}-f_{k} g_{k} \\ &=f_{k+1} g_{k+1}-f_{k} g_{k+1}+f_{k} g_{k+1}-f_{k} g_{k} \\ &=\left(f_{k+1}-f_{k}\right) g_{k+1}+f_{k}\left(g_{k+1}-g_{k}\right) \\ &=g_{k+1} \Delta f_{k}+f_{k} \Delta g_{k} . \end{aligned}
Δ(fkgk)=fk+1gk+1−fkgk=fk+1gk+1−fkgk+1+fkgk+1−fkgk=(fk+1−fk)gk+1+fk(gk+1−gk)=gk+1Δfk+fkΔgk.
例7
证明
∑
k
=
0
n
−
1
f
k
Δ
g
k
=
f
n
g
n
−
f
0
g
0
−
∑
k
=
0
n
−
1
g
k
+
1
Δ
f
k
\sum_{k=0}^{n-1} f_{k} \Delta g_{k}=f_{n} g_{n}-f_{0} g_{0}-\sum_{k=0}^{n-1} g_{k+1} \Delta f_{k}
∑k=0n−1fkΔgk=fngn−f0g0−∑k=0n−1gk+1Δfk
解
∑
k
=
0
n
−
1
f
k
Δ
g
k
+
∑
k
=
0
n
−
1
g
k
+
1
Δ
f
k
=
∑
k
=
0
n
−
1
(
f
k
Δ
g
k
+
g
k
+
1
Δ
f
k
)
=
∑
k
=
0
n
−
1
(
f
k
+
1
g
k
+
1
−
f
k
g
k
)
=
f
n
g
n
−
f
0
g
0
\begin{aligned} \sum_{k=0}^{n-1} f_{k} \Delta g_{k}+\sum_{k=0}^{n-1} g_{k+1} \Delta f_{k} &=\sum_{k=0}^{n-1}\left(f_{k} \Delta g_{k}+g_{k+1} \Delta f_{k}\right) \\ &=\sum_{k=0}^{n-1}\left(f_{k+1} g_{k+1}-f_{k} g_{k}\right) \\ &=f_{n} g_{n}-f_{0} g_{0} \end{aligned}
k=0∑n−1fkΔgk+k=0∑n−1gk+1Δfk=k=0∑n−1(fkΔgk+gk+1Δfk)=k=0∑n−1(fk+1gk+1−fkgk)=fngn−f0g0 因此
∑
k
=
0
n
−
1
f
k
Δ
g
k
=
f
n
g
n
−
f
0
g
0
−
∑
k
=
0
n
−
1
g
k
+
1
Δ
f
k
\sum_{k=0}^{n-1} f_{k} \Delta g_{k}=f_{n} g_{n}-f_{0} g_{0}-\sum_{k=0}^{n-1} g_{k+1} \Delta f_{k}
∑k=0n−1fkΔgk=fngn−f0g0−∑k=0n−1gk+1Δfk
例8
若
f
(
x
)
=
a
0
+
a
1
x
+
⋯
+
a
n
−
1
x
n
−
1
+
a
n
x
n
f(x)=a_{0}+a_{1} x+\cdots+a_{n-1} x^{n-1}+a_{n} x^{n}
f(x)=a0+a1x+⋯+an−1xn−1+anxn有
n
n
n个不同实根
x
1
,
x
2
,
.
.
.
,
x
n
x_1,x_2,...,x_n
x1,x2,...,xn,证明:
∑
j
=
1
n
x
j
k
f
′
(
x
j
)
=
{
0
,
0
⩽
k
⩽
n
−
2
;
1
a
n
,
k
=
n
−
1
\sum_{j=1}^{n} \frac{x_{j}^{k}}{f^{\prime}\left(x_{j}\right)}=\left\{\begin{array}{l} 0, \quad 0 \leqslant k \leqslant n-2 ; \\ \frac{1}{a_{n}}, k=n-1 \end{array}\right.
j=1∑nf′(xj)xjk={0,0⩽k⩽n−2;an1,k=n−1
解 根据
f
(
x
)
f(x)
f(x)的互异实根,可以得到:
f
(
x
)
=
a
n
(
x
−
x
1
)
⋯
(
x
−
x
n
)
=
a
n
ω
n
(
x
)
f(x)=a_{n}\left(x-x_{1}\right) \cdots\left(x-x_{n}\right)=a_{n} \omega_{n}(x)
f(x)=an(x−x1)⋯(x−xn)=anωn(x) 这样我们就可以更方便地把
∑
j
=
1
n
x
j
k
f
′
(
x
j
)
=
∑
j
=
1
n
x
j
k
a
n
ω
n
′
(
x
j
)
=
1
a
n
∑
j
=
1
n
x
j
k
ω
n
′
(
x
j
)
\sum_{j=1}^{n} \frac{x_{j}^{k}}{f^{\prime}\left(x_{j}\right)}=\sum_{j=1}^{n} \frac{x_{j}^{k}}{a_{n} \omega_{n}^{\prime}\left(x_{j}\right)}=\frac{1}{a_{n}} \sum_{j=1}^{n} \frac{x_{j}^{k}}{\omega_{n}^{\prime}\left(x_{j}\right)}
j=1∑nf′(xj)xjk=j=1∑nanωn′(xj)xjk=an1j=1∑nωn′(xj)xjk记
g
(
x
)
=
x
k
g(x)=x^k
g(x)=xk,利用差商的函数值表达形式,有:
∑
j
=
1
n
x
j
k
f
′
(
x
j
)
=
1
a
n
∑
j
=
1
n
g
(
x
j
)
ω
n
′
(
x
j
)
=
1
a
n
g
[
x
1
,
x
2
,
⋯
,
x
n
]
\sum_{j=1}^{n} \frac{x_{j}^{k}}{f^{\prime}\left(x_{j}\right)}=\frac{1}{a_{n}} \sum_{j=1}^{n} \frac{g\left(x_{j}\right)}{\omega_{n}^{\prime}\left(x_{j}\right)}=\frac{1}{a_{n}} g\left[x_{1}, x_{2}, \cdots, x_{n}\right]
j=1∑nf′(xj)xjk=an1j=1∑nωn′(xj)g(xj)=an1g[x1,x2,⋯,xn] 再根据差商与导数的关系,得到:
∑
j
=
0
n
x
j
k
f
′
(
x
j
)
=
{
0
,
0
⩽
k
⩽
n
−
2
1
a
n
g
(
n
−
1
)
(
n
−
1
)
!
(
n
−
1
a
n
,
k
=
n
−
1
\sum_{j=0}^{n} \frac{x_{j}^{k}}{f^{\prime}\left(x_{j}\right)}=\left\{\begin{aligned} 0, & 0 \leqslant k \leqslant n-2 \\ \frac{1}{a_{n}} \frac{g^{(n-1)}(n-1) !}{\left(n-\frac{1}{a_{n}}\right.}, & k=n-1 \end{aligned}\right.
j=0∑nf′(xj)xjk=⎩⎪⎪⎨⎪⎪⎧0,an1(n−an1g(n−1)(n−1)!,0⩽k⩽n−2k=n−1
例9
给定数据表如下
x
j
0.25
0.30
0.39
0.45
0.53
y
j
0.5000
0.5477
0.6245
0.6708
0.7280
\begin{array}{|c|c|c|c|c|c|} \hline x_{j} & 0.25 & 0.30 & 0.39 & 0.45 & 0.53 \\ \hline y_{j} & 0.5000 & 0.5477 & 0.6245 & 0.6708 & 0.7280 \\ \hline \end{array}
xjyj0.250.50000.300.54770.390.62450.450.67080.530.7280 试求三次样条插值
S
(
x
)
S(x)
S(x),并满足条件
S
′
′
(
0.25
)
=
S
′
′
(
0.53
)
=
0
S^{\prime \prime}(0.25)=S^{\prime \prime}(0.53)=0
S′′(0.25)=S′′(0.53)=0。
注 两端的二阶导数已知,
S
′
′
(
x
0
)
=
S
′
′
(
x
n
)
=
0
S^{\prime \prime}(x_0)=S^{\prime \prime}(x_n)=0
S′′(x0)=S′′(xn)=0,属于一种自然边界条件。
解 首先计算
h
i
h_i
hi,有:
h
0
=
0.30
−
0.25
=
0.05
h
1
=
0.39
−
0.30
=
0.09
h
2
=
0.45
−
0.39
=
0.06
h
3
=
0.53
−
0.45
=
0.08
\begin{array}{ll} h_{0}=0.30-0.25=0.05 & h_{1}=0.39-0.30=0.09 \\ h_{2}=0.45-0.39=0.06 & h_{3}=0.53-0.45=0.08 \end{array}
h0=0.30−0.25=0.05h2=0.45−0.39=0.06h1=0.39−0.30=0.09h3=0.53−0.45=0.08 然后,根据
μ
i
=
h
i
−
1
h
i
−
1
+
h
i
,
λ
i
=
h
i
h
i
−
1
+
h
i
\mu_{i}=\frac{h_{i-1}}{h_{i-1}+h_{i}}, \lambda_{i}=\frac{h_{i}}{h_{i-1}+h_{i}}
μi=hi−1+hihi−1,λi=hi−1+hihi,可解得:
μ
1
=
5
14
,
λ
1
=
9
14
μ
2
=
3
5
,
λ
2
=
2
5
μ
3
=
3
7
,
λ
3
=
4
7
\begin{aligned} &\mu_{1}=\frac{5}{14}, \quad \lambda_{1}=\frac{9}{14} \\ &\mu_{2}=\frac{3}{5}, \quad \lambda_{2}=\frac{2}{5} \\ &\mu_{3}=\frac{3}{7}, \quad \lambda_{3}=\frac{4}{7} \end{aligned}
μ1=145,λ1=149μ2=53,λ2=52μ3=73,λ3=74 现在已知二阶导数边界条件,有
M
0
=
M
4
=
0
M_0=M_4=0
M0=M4=0,构建弯矩方程组:
[
2
9
14
0
3
5
2
2
5
0
3
7
2
]
[
M
1
M
2
M
3
]
=
6
[
−
0.719
3
−
0.544
0
−
0.405
0
]
\left[\begin{array}{ccc} 2 & \frac{9}{14} & 0 \\ \frac{3}{5} & 2 & \frac{2}{5} \\ 0 & \frac{3}{7} & 2 \end{array}\right]\left[\begin{array}{l} M_{1} \\ M_{2} \\ M_{3} \end{array}\right]=6\left[\begin{array}{l} -0.719 & 3 \\ -0.544 & 0 \\ -0.405 & 0 \end{array}\right]
⎣⎡25301492730522⎦⎤⎣⎡M1M2M3⎦⎤=6⎣⎡−0.719−0.544−0.405300⎦⎤ 利用追赶法,解得
M
1
≈
−
1.8809
,
M
2
≈
−
0.8616
,
M
3
≈
−
1.0314
M_{1} \approx-1.8809, \quad M_{2} \approx-0.8616, \quad M_{3} \approx-1.0314
M1≈−1.8809,M2≈−0.8616,M3≈−1.0314,即
S
(
x
)
=
{
−
6.2697
x
3
+
4.7023
x
2
−
0.2059
x
+
0.3555
,
x
∈
[
0.25
,
0.30
]
1.8876
x
3
−
2.639
x
2
+
1.9966
x
+
0.1353
,
x
∈
[
0.25
,
0.39
]
−
0.4689
x
3
+
0.1178
x
2
+
0.9213
x
+
0.2751
,
x
∈
[
0.39
,
0.45
]
2.1467
x
3
−
3.4132
x
2
+
2.5103
x
+
0.0367
,
x
∈
[
0.45
,
0.53
]
S(x)=\left\{\begin{array}{cc} -6.2697 x^{3}+4.7023 x^{2}-0.2059 x+0.3555, x \in[0.25,0.30] \\ 1.8876 x^{3}-2.639 x^{2}+1.9966 x+0.1353, x \in[0.25,0.39]\\ -0.4689 x^{3}+0.1178 x^{2}+0.9213 x+0.2751, x \in[0.39,0.45] \\ 2.1467 x^{3}-3.4132 x^{2}+2.5103 x+0.0367, x \in[0.45,0.53] \end{array}\right.
S(x)=⎩⎪⎪⎨⎪⎪⎧−6.2697x3+4.7023x2−0.2059x+0.3555,x∈[0.25,0.30]1.8876x3−2.639x2+1.9966x+0.1353,x∈[0.25,0.39]−0.4689x3+0.1178x2+0.9213x+0.2751,x∈[0.39,0.45]2.1467x3−3.4132x2+2.5103x+0.0367,x∈[0.45,0.53]
例10
在等距节点的二次拉格朗日插值多项式中,若函数值带有误差 ε i = f ( x i ) − f i , i = 0 , 1 , 2 {\varepsilon _i} = f({x_i}) - {f_i},i = 0,1,2 εi=f(xi)−fi,i=0,1,2,并且 ε = max { ∣ ε 1 ∣ , ∣ ε 2 ∣ , ∣ ε 3 ∣ } \varepsilon = \max \{ |{\varepsilon _1}|,|{\varepsilon _2}|,|{\varepsilon _3}|\} ε=max{∣ε1∣,∣ε2∣,∣ε3∣},试证,用近似值 f i f_i fi进行运算后,相应的误差界为 5 4 ε \frac{5}{4} \varepsilon 45ε
证 首先在真值 f ( x i ) f(x_i) f(xi)上进行插值,可以得到插值多项式: L 2 ( x ) = ( x − x 1 ) ( x − x 2 ) ( x 0 − x 1 ) ( x 0 − x 2 ) f ( x 0 ) + ( x − x 0 ) ( x − x 2 ) ( x 1 − x 0 ) ( x 1 − x 2 ) f ( x 1 ) + ( x − x 0 ) ( x − x 1 ) ( x 2 − x 0 ) ( x 2 − x 1 ) f ( x 2 ) {L_2}(x) = {{(x - {x_1})(x - {x_2})} \over {({x_0} - {x_1})({x_0} - {x_2})}}f({x_0}) + {{(x - {x_0})(x - {x_2})} \over {({x_1} - {x_0})({x_1} - {x_2})}}f({x_1}) + {{(x - {x_0})(x - {x_1})} \over {({x_2} - {x_0})({x_2} - {x_1})}}f({x_2}) L2(x)=(x0−x1)(x0−x2)(x−x1)(x−x2)f(x0)+(x1−x0)(x1−x2)(x−x0)(x−x2)f(x1)+(x2−x0)(x2−x1)(x−x0)(x−x1)f(x2) 既然是等距节点,我们可以先令 x 1 = x 0 + h x_1 = x_0 + h x1=x0+h, x 2 = x 0 + 2 h x_2 = x_0 + 2h x2=x0+2h,则有: L 2 ( x ) = ( x − x 1 ) ( x − x 2 ) 2 h 2 f ( x 0 ) − ( x − x 0 ) ( x − x 2 ) h 2 f ( x 1 ) + ( x − x 0 ) ( x − x 1 ) 2 h 2 f ( x 2 ) {L_2}(x) = {{(x - {x_1})(x - {x_2})} \over {2{h^2}}}f({x_0}) - {{(x - {x_0})(x - {x_2})} \over {{h^2}}}f({x_1}) + {{(x - {x_0})(x - {x_1})} \over {2{h^2}}}f({x_2}) L2(x)=2h2(x−x1)(x−x2)f(x0)−h2(x−x0)(x−x2)f(x1)+2h2(x−x0)(x−x1)f(x2) 即在非精确值 f i f_i fi上插值得到的插值多项式为 L 2 ∗ ( x ) {L_2^*}(x) L2∗(x),题中"相应的误差界"指的就是要证: ∣ L 2 ( x ) − L 2 ∗ ( x ) ∣ ≤ 5 4 ε |{L_2}(x) - {L_2^*}(x)| \leq \frac{5}{4} \varepsilon ∣L2(x)−L2∗(x)∣≤45ε 而实际上: ∣ L 2 ( x ) − L 2 ∗ ( x ) ∣ = ∣ f ( x 0 ) − f 0 2 h 2 ( x − x 1 ) ( x − x 2 ) − f ( x 1 ) − f 1 h 2 ( x − x 0 ) ( x − x 2 ) + f ( x 2 ) − f 2 2 h 2 ( x − x 0 ) ( x − x 1 ) ∣ ≤ ∣ ε 2 h 2 ( x − x 1 ) ( x − x 2 ) ∣ + ∣ ε h 2 ( x − x 0 ) ( x − x 2 ) ∣ + ∣ ε 2 h 2 ( x − x 0 ) ( x − x 1 ) ∣ \begin{aligned} &\left|L_{2}(x)-L_{2}^{*}(x)\right| \\ &=\left|\frac{f\left(x_{0}\right)-f_{0}}{2 h^{2}}\left(x-x_{1}\right)\left(x-x_{2}\right)-\frac{f\left(x_{1}\right)-f_{1}}{h^{2}}\left(x-x_{0}\right)\left(x-x_{2}\right)+\frac{f\left(x_{2}\right)-f_{2}}{2 h^{2}}\left(x-x_{0}\right)\left(x-x_{1}\right)\right| \\ &\leq\left|\frac{\varepsilon}{2 h^{2}}\left(x-x_{1}\right)\left(x-x_{2}\right)\right|+\left|\frac{\varepsilon}{h^{2}}\left(x-x_{0}\right)\left(x-x_{2}\right)\right|+\left|\frac{\varepsilon}{2 h^{2}}\left(x-x_{0}\right)\left(x-x_{1}\right)\right| \end{aligned} ∣L2(x)−L2∗(x)∣=∣∣∣∣2h2f(x0)−f0(x−x1)(x−x2)−h2f(x1)−f1(x−x0)(x−x2)+2h2f(x2)−f2(x−x0)(x−x1)∣∣∣∣≤∣∣∣2h2ε(x−x1)(x−x2)∣∣∣+∣∣∣h2ε(x−x0)(x−x2)∣∣∣+∣∣∣2h2ε(x−x0)(x−x1)∣∣∣ 注意到 ( x − x 1 ) ( x − x 2 ) (x - {x_1})(x - {x_2}) (x−x1)(x−x2)等二式均为"二元一次方程",容易求得其最大值各自为 h 2 / 4 h^2/4 h2/4, h 2 h^2 h2, h 2 / 4 h^2/4 h2/4,代回上式即可得到 ∣ L 2 ( x ) − L 2 ∗ ( x ) ∣ ≤ 5 4 ε |{L_2}(x) - {L_2^*}(x)| \leq \frac{5}{4} \varepsilon ∣L2(x)−L2∗(x)∣≤45ε。