弦截法
例题
求 x e x − 1 = 0 xe^x - 1 = 0 xex−1=0 的根,取初值 x 0 = 0.5 , x 1 = 0.6 。 x_0 = 0.5, x_1 = 0.6。 x0=0.5,x1=0.6。
实现
其数学迭代公式为:
x
k
+
1
=
x
k
−
f
(
x
k
)
f
(
x
k
)
−
f
(
x
k
−
1
)
⋅
(
x
k
−
x
k
−
1
)
x_{k + 1} = x_k - \frac{f(x_k)} {f(x_k) - f(x_{k - 1})} \cdot (x_k - x_{k - 1})
xk+1=xk−f(xk)−f(xk−1)f(xk)⋅(xk−xk−1)
使用Matlab实现:
f = inline('x * e^x - 1');
x = 0;
xx = 0.5;
xxx = 0.6;
i=0;
while abs(xx-xxx) >= 1e-5
x = xx;
xx = xxx;
xxx = xx - f(xx) / (f(xx) - f(x)) * (xx - x);
i = i + 1;
end
经过迭代4次,得到
x
5
=
0.56714
x_5 = 0.56714
x5=0.56714。
如果需要看到更多小数位数,可以使用:
format long g
二分法
例题
用二分法求方程 2 e − x − s i n x = 0 2e^{-x} - sinx = 0 2e−x−sinx=0 在区间 [ 0 , 1 ] [0, 1] [0,1] 内的根,要求 ∣ x k − x ∗ ∣ < 1 2 × 1 0 − 5 | x_k - x^* | < \frac12 \times 10^{-5} ∣xk−x∗∣<21×10−5 。
实现
首先通过求端点值,求导,确定左边函数在
[
0
,
1
]
[0, 1]
[0,1] 有解,且是单根区间。
取
c
=
0
,
d
=
1
c = 0, d = 1
c=0,d=1 ,将
[
c
,
d
]
[c, d]
[c,d] 对分,设对分点为
x
0
=
1
2
(
c
+
d
)
x_0 = \frac12 (c + d)
x0=21(c+d) ,计算
f
(
x
0
)
f(x_0)
f(x0) ,如果
f
(
x
0
)
f(x_0)
f(x0) 与
f
(
c
)
f(c)
f(c) 同号,……
d
n
−
c
n
=
1
2
n
(
d
−
c
)
d_n - c_n = \frac1{2^n} (d - c)
dn−cn=2n1(d−c) ,只要n足够大,有根区间长度就会足够小,当长度达到精度要求时,取
x
n
=
1
2
(
c
n
+
d
n
)
x_n = \frac12 (c_n + d_n)
xn=21(cn+dn) 作为方程的根的近似值。
使用Matlab实现:
f = inline('2 * e^(-x) - sin(x)');
c = 0;
d = 1;
x = 1/2 * (c + d);
i = 0;
while d - c >= 1e-5/2
x = 1/2 * (c + d);
i ++;
if f(x) > 0
c = x;
elseif f(x) < 0
d = x;
else
break;
end;
end;
经过18次迭代, c = x 17 c = x_{17} c=x17 时, d − c < 1 2 × 1 0 − 5 d - c < \frac12 \times 10^{-5} d−c<21×10−5 ,得到原方程的解为: x ∗ = 1 2 ( c 18 + d 18 ) = 0.92103 x^* = \frac12 (c_{18} + d_{18}) = 0.92103 x∗=21(c18+d18)=0.92103 。
CG法
例题
取
x
0
=
(
0
,
0
)
T
,
用
C
G
法
求
解
:
x_0 = (0, 0)^T,用CG法求解:
x0=(0,0)T,用CG法求解:
[
6
3
3
2
]
⋅
[
x
1
x
2
]
=
[
0
−
1
]
\left[\begin{array}{cc} 6 & 3\\ 3 & 2\\ \end{array}\right] \cdot \left[\begin{array}{c} x_1\\ x_2\\ \end{array}\right] = \left[\begin{array}{c} 0\\ -1\\ \end{array}\right]
[6332]⋅[x1x2]=[0−1]
实现
方程组化为:
A
⋅
x
=
b
A \cdot x = b
A⋅x=b 。
取
x
0
=
(
0
,
0
)
T
,
r
0
=
b
−
A
x
0
=
(
0
,
−
1
)
T
,
p
0
=
r
0
x_0 = (0, 0)^T,r_0 = b - Ax_0 = (0, -1)^T,p_0 = r_0
x0=(0,0)T,r0=b−Ax0=(0,−1)T,p0=r0
α
0
=
(
r
0
,
r
0
)
(
p
0
,
A
p
0
)
=
1
2
\alpha_0 = \frac{(r_0, r_0)}{(p_0, Ap_0)} = \frac12
α0=(p0,Ap0)(r0,r0)=21
x
1
=
x
0
+
α
0
⋅
p
0
=
(
0
,
−
1
2
)
T
x_1 = x_0 + \alpha_0 \cdot p_0 = (0, -\frac12)^T
x1=x0+α0⋅p0=(0,−21)T
r
1
=
r
0
−
α
0
⋅
A
⋅
p
0
=
(
3
2
,
0
)
T
r_1 = r_0 - \alpha_0 \cdot A \cdot p_0 = (\frac32, 0)^T
r1=r0−α0⋅A⋅p0=(23,0)T
β
0
=
(
r
1
,
r
1
)
(
r
0
,
r
0
)
=
9
4
\beta_0 = \frac{(r_1, r_1)}{(r_0, r_0)} = \frac94
β0=(r0,r0)(r1,r1)=49
p
1
=
r
1
+
β
⋅
p
0
=
(
3
2
,
−
9
4
)
T
p_1 = r_1 + \beta \cdot p_0 = (\frac32, -\frac94)^T
p1=r1+β⋅p0=(23,−49)T
α
1
=
(
r
1
,
r
1
)
(
p
1
,
A
p
1
)
=
2
3
\alpha_1 = \frac{(r_1, r_1)}{(p_1, Ap_1)} = \frac23
α1=(p1,Ap1)(r1,r1)=32
x
2
=
x
1
+
α
1
⋅
p
1
=
(
1
,
−
2
)
T
x_2 = x_1 + \alpha_1 \cdot p_1 = (1, -2)^T
x2=x1+α1⋅p1=(1,−2)T
r
2
=
r
1
−
α
1
⋅
A
⋅
p
1
=
(
0
,
0
)
T
r_2 = r_1 - \alpha_1 \cdot A \cdot p_1 = (0, 0)^T
r2=r1−α1⋅A⋅p1=(0,0)T
在
r
k
=
0
或
(
p
k
,
A
p
k
)
=
0
r_k = 0 或 (p_k, Ap_k) = 0
rk=0或(pk,Apk)=0 时,计算终止,有
x
k
=
x
∗
x_k = x^*
xk=x∗ 。
使用Matlab实现:
x = [0;0];
A = [6,3;3,2];
b = [0;-1];
r = b - A * x;
p = r;
i = 0;
while !all(r == [0;0]) && !all(dot(p, A * p) == [0;0])
alpha = dot(r, r) / dot(p, A * p);
xx = x + alpha * p;
rr = r - alpha * A * p;
beta = dot(rr, rr) / dot(r, r);
pp = rr + beta * p;
i ++;
r = rr;
x = xx;
p = pp;
end;