1 3 Ù ‚5•§| êŠ){

Ù̇SNµ
(1) Gauss ž {, Gauss Ì ž {
(2) •§| 5 ÚØ O
(3) S“{ (Jacobi!Gauss-Seidel!SOR S“)
(4) ˜{Ú‡˜{

µ ¶ · ¸ ' r *
1 Gauss ž {
gŽµ|^‚5“ê¥ Ð 1C†ò•§|z• d n /
•§|.
1.1 n /•§| £“{
•Än /•§|
u11x1+ u12x2+ · · · + u1,n−1xn−1+ u1nxn = y1
u22x2+ · · · + u2,n−1xn−1+ u2nxn = y2
... ··· ······
un−1,n−1xn−1+ un−1,nxn = yn−1
unnxn = yn
Ù¥ uii 6= 0(i = 1, 2, · · · , n). ^e¡ £“{¦):
xn = yn/unn, 
Xn
x i =  yi − uij xj  /uii, i = n − 1, n − 2, · · · , 1.
j=i+1

µ ¶ · ¸ ' r *
1.2 Gauss ž {
•Ä˜„ ‚5•§|
Ax = b, (1.1)
Ù¥
     
a11 a12 · · · a1n x1 b1
 a21 a22 · · · a2n   x2   b2 
A=
 .. .. .. ..  , x= .
 . 
, b= .
 . 
.
an1 an2 · · · ann xn bn
ò•§ Ax = b ^O2Ý L«, P
 (1) (1) (1) (1)

a11 a12 · · · a1n a1,n+1
 (1) (1) (1) (1)
a a · · · a a

Ā(1) =  21 22 2n 2,n+1  ,

 .. .. .. .. .. 
(1) (1) (1) (1)
an1 an2 · · · ann an,n+1
Ù¥
(1)
aij = aij , i, j = 1, 2 · · · n,
µ ¶ · ¸ ' r *
 (1)
ai,n+1 = bi, i = 1, 2 · · · , n.
e¡^ n − 1 Úž £Ð 1C†¤òÝ Ā(1) z•þn Ý .
(1)
(1) ai1
(1) 1 1 Úž µb a11 6= 0 (ÄK †ü1 ˜), P li1 = (1)
,
a11
1 1 1¦ −li1 \ 1 i (2 ≤ i ≤ n) 1
 (1) (1) (1) (1)

a11 a12 ··· a1n a1,n+1
 0 a(2) ···
(2)
a2n
(2)
a2,n+1
 
Ā(1) (2)
−→ Ā =  . 22 
 . .. .. .. .. 
(2) (2) (2)
0 an2 · · · ann an,n+1
Ù¥
(2) (1) (1)
aij = aij − li1a1j , i = 2, 3, · · · , n, j = 2, 3, · · · , n + 1.
(2)
(2) ai2
(2) 1 2 Úž µb a22 6= 0 (ÄK †ü1 ˜), P li2 = (2)
,
a22
µ ¶ · ¸ ' r *
1 2 1¦ −li2 \ 1 i (3 ≤ i ≤ n) 1
 
(1) (1) (1) (1) (1)
a11 a12 a13 ··· a1n a1,n+1
 0 a(2) (2) (2) (2)
 
22 a23 ··· a2n a2,n+1 
Ā(2) (3)
 
−→ Ā =  (3) (3) (3)
 0 0 a33 ··· a3n a3,n+1 

 .. .. .. .. .. .. 
 
(3) (3) (3)
0 0 a3n ··· ann an,n+1
Ù¥
(3) (2) (2)
aij = aij − li2a2j , i = 3, 4, · · · , n, j = 3, 4, · · · , n + 1.
(3) b Uþ¡?1 k − 1 Úž , =k
Ā(1) −→ Ā(2) −→ Ā(3) −→ · · · −→ Ā(k),

µ ¶ · ¸ ' r *
Ù¥
 (1) (1) (1) (1) (1) (1) (1)

a11 a12 a13 ··· a1,k−1 a1k ··· a1n a1,n+1
 (2) (2) (2) (2) (2) (2) 

 0 a22 a23 ··· a2,k−1 a2,k ··· a2n a2,n+1 

(3) (3) (3) (3) (3)

 0 0 a33 ··· a3,k−1 a3k ··· a3n a3,n+1 

 .. .. .. ... .. .. ··· .. .. 
 
(k−1) (k−1) (k−1) (k−1)
Ā(k) = 0 0 0 · · · ak−1,k−1 ak−1,k ··· ak−1,n ak−1,n+1 
 
(k) (k) (k)
 

 0 0 0 ··· 0 akk ··· akn ak,n+1 
(k) (k) (k)
0 0 0 ··· 0 ak+1,k ··· ak+1,n ak+1,n+1 
 


 .. .. .. ··· .. .. ··· .. .. 

(k) (k) (k)
0 0 0 ··· 0 ank ··· ann an,n+1

µ ¶ · ¸ ' r *
 (k)
(4) 1 k Ú ž µ b akk 6= 0 (ÄK †ü1 ˜), P lik =
(k)
aik
(k)
, 1 k 1¦ −lik \ 1 i (k + 1 ≤ i ≤ n) 1
akk
Ā(k) −→ Ā (k+1)
 (1) (1) (1) 
(1) (1) (1) (1)
a11 a12 a13 ··· a1,k a1,k+1 ··· a1n a1,n+1
 0 a(2) (2)
···
(2) (2)
···
(2) (2)
 
22 a 23 a2,k a2,k+1 a2n a2,n+1 
 
 0 0 a(3) ···
(3)
a3,k
(3)
a3,k+1 ···
(3)
a3n
(3)
a3,n+1 
33
 .. .. .. .. .. .. ..
 
... ··· 
 
(k) (k) (k) (k)
= 0 0 0 ··· akk ak,k+1 ··· ak,n ak,n+1 
 
(k+1) (k+1) (k+1)
 
 0 0 0
 ··· 0 ak+1,k+1 ··· ak+1,n ak+1,n+1 

(k+1) (k+1) (k+1)
 0 0 0 ··· 0 ak+2,k+1 ··· ak+2,n ak+2,n+1 
 
 . .. .. .. .. .. ..
 . ··· ···


(k+1) (k+1) (k+1)
0 0 0 ··· 0 an,k+1 ··· ann an,n+1

µ ¶ · ¸ ' r *
Ù¥
(k+1) (k) (k)
aij = aij − lik akj ,
i = k + 1, k + 2, · · · , n, j = k + 1, k + 2, · · · , n + 1. (1.2)
(5) o ?1 n − 1 Ú (k = 1, 2, · · · , n − 1) ž ,
Ā(1) −→ Ā(2) −→ Ā(3) −→ · · · −→ Ā(k) −→ · · · −→ Ā(n),
Ù¥
 
(1) (1) (1) (1) (1)
a11 a12 ··· a1,n−1 a1n a1,n+1
 (2) (2) (2) (2) 
 a22 ··· a2,n−1 a2n a2,n+1 
Ā(n)

= ... .. .. .. 
. (1.3)
 (n−1) (n−1) (n−1)


 an−1,n−1 an−1,n an−1,n+1 

(n) (n)
ann an,n+1

µ ¶ · ¸ ' r *
 eP
   
(1) (1) (1) (1) (1)
a11 a12 ··· a1,n−1 a1n a1,n+1
 (2) (2) (2)   (2) 
 a22 ··· a2,n−1 a2n   a2,n+1


U = ... .. .. ,

y=
 .
.

,
  
 (n−1)
an−1,n−1
(n−1) 
an−1,n   a(n−1) 
  n−1,n+1 
(n) (n)
ann an,n+1
K (1.3) éA ‚5•§|• U x = y, ^£“Œ¦ x.
Œ± O, Gauss ž {)‚5•§| (1.1) I‡\~{Ú¦Ø{gê
þ• O(n3).
½n 1.1 ‰½‚5•§| Ax = b. XJ A ˆ ^SÌfªš
(k)
", K Gauss ž {¥ ˆÌ akk (k = 1, 2, · · · , n) þš".

µ ¶ · ¸ ' r *
1.3 né •§| J`{
•Äné •§|
    
b1 c1 x1 d1
 a2 b2 c2   x2   d2 
    
 a3 b3 c3   x3   d3 
 
... ... ...   ..  =  ..  (1.4)
   

    
 an−1 bn−1 cn−1   xn−1   dn−1 
an bn xn dn
ÙXêÝ ƒ÷v
(1) |b1| > |c1| > 0;
(2) |bi| ≥ |ai| + |ci|, aici 6= 0(i = 2, 3, · · · , n − 1);
(3) |bn| > |an| > 0.
´y (1.4) XêÝ šÛÉ. |^ Gauss ž {)•§| (1.4), zÚ
ž •‡ž˜‡ ƒ.

µ ¶ · ¸ ' r *
ž L§Ž{Xe:
β1 = b1, y1 = d1,
éi = 2, 3, · · · , n OŽ
ai
li = , βi = bi − lici−1, yi = di − liyi−1.
βi−1
£“Ž{µ
xn = yn/βn,
éi = n − 1, n − 2, · · · , 1 OŽ
xi = (yi − cixi+1)/βi.

µ ¶ · ¸ ' r *
1.4 Ì Gauss ž {
(k)
d (1.2) wÑ, 3 Gauss ž {¥, |lik | éŒ (X |akk | é ) ž,
(k) (k+1)
ƒ akj é Ø , ò — ƒ aij Œ Ø . ¤±F" |lik | ≤ 1.
?1 k − 1 Úž .
 (1) (1) (1) (1) (1) (1) (1)

a11 a12 a13 · · · a1,k−1 a1k ··· a1n a1,n+1
 0 a(2) (2) (2) (2) (2) (2)
 
 22 a 23 · · · a2,k−1 a2,k ··· a2n a2,n+1


 0 0 a ··· a(3) (3) (3) (3) (3)
 33 3,k−1 a3k ··· a3n a3,n+1


 .. .. .. . . . .. .. ··· .. .. 
 
Ā(k) =  0 0 0 · · · a(k−1) (k−1)
ak−1,k ···
(k−1)
ak−1,n
(k−1)
ak−1,n+1 
 
k−1,k−1
(k) (k) (k)
 
 0 0 0 ··· 0 akk ··· akn ak,n+1 
 
(k) (k) (k)
 0 0 0 ··· 0 ak+1,k ··· ak+1,n ak+1,n+1 
 
 . .. .. · · · .. .. .. ..
 . ···


(k) (k) (k)
0 0 0 ··· 0 ank ··· ann an,n+1
31 k Úž ƒc, l1 k ué ‚±e ƒ¥Àý銕Œ

µ ¶ · ¸ ' r *
öŠ•Ì . XJ
(k) (k)
|ask | = max |aik |,
k≤i≤n
= (s, k) ƒý銕Œ, K †1 s 1Ú1 k 1éA ƒ, , ?1
ž . w,džk
(k)
aik
|lik | = (k)
≤ 1.
akk
~ 1.1 ^ Ì Gauss ž
{¦e •§| ).
    
3 1 −1 x1 4
 4 0 4   x2  =  8  .
12 −3 3 x3 9

µ ¶ · ¸ ' r *
2 •§| 5 †Ø ©Û
2.1 •þ‰ê
x = (x1, x2, · · · , xn)T ∈ Rn.
½Â 2.1 f (x) = kxk ´ Rn þ ¼ê, XJ÷v:
(1) (šK5) ∀x ∈ Rn, k kxk ≥ 0, … kxk = 0 ⇔ x = 0;
(2) (àg5) ∀x ∈ Rn, λ ∈ R, k kλxk = |λ|kxk;
(3) ( n Ø ª) ∀x, y ∈ Rn, k kx + yk ≤ kxk + kyk.
K¡ k · k • Rn þ •þ‰ ê.
5 2.1 ^ Cn L«¤kE n ‘•þ|¤ E‚5˜m, aqŒ
±½ÂéA •þ‰ê.
~^ n‡•þ‰ê:
n
X
(1) 1− ‰ê: kxk1 = |xi|;
i=1
(2) ∞− ‰ê: kxk∞ = max {|xi|};
1≤i≤n
µ ¶ · ¸ ' r *
 v
u n
uX √ p
(3) 2− ‰ê: kxk2 = t 2 T
xi = x x = (x, x).
i=1

d‰ê½Â n Ø ª´
kxk − kyk ≤ kx − yk.
½n 2.1 (•þ‰ê ëY5) f (x) = kxk • Rn þ ?¿˜‡
•þ‰ê, K f (x) • x ©þ ëY¼ê. =
lim f (x) = f (y).
x→y

½Â 2.2 k · kp Ú k · kq ´ Rn þü‡‰ê. XJ•3 ~ê c1, c2

¦ é ∀x ∈ Rn, k
c1kxkp ≤ kxkq ≤ c2kxkp,
K¡‰ê k · kp Ú k · kq d.
½n 2.2 (•þ‰ê d5) Rn þ?¿ü‡‰êÑ d.
½Â 2.3 k · k ´ Rn þ ‰ê, x, y ∈ Rn, ¡ kx − yk • x Ú y
ƒm ål. µ ¶ · ¸ ' r *
 |^ålŒ±ïÄ 2 ‡•þƒm ýéØ
ÚƒéØ . x∗, x̃
∗
∗ kx − x̃k
´•§| Ax = b °()ÚCq). KŒ^ kx − x̃k Ú ½
kx∗k
kx∗ − x̃k
L«Cq) x̃ ýéØ Úƒ
ƒé Ø .
kx̃k
½Â 2.4 k · k ´ Rn ¥ ˜‡‰ê, x(0), x(1), x(2), · · · ´ Rn ¥
˜‡•þS , c ∈ Rn •~•þ. XJ
lim kx(k) − ck = 0,
k→∞

K¡•þS {x(k)}∞
k=0 Âñu c, P•

lim x(k) = c.
k→∞

µ ¶ · ¸ ' r *
2.2 Ý ‰ê
 
a11 a12 · · · a1n
 a21 a22 · · · a2n 
A=
 .. .. .. ..  ,
an1 an2 · · · ann
k · k • Rn þ ˜‡‰ê.
½Â 2.5 ¡
kAxk
maxn
x∈R kxk
x6=0
•Ý A ‰ê, P• kAk. =
kAxk
kAk = maxn .
x∈R kxk
x6=0

¯ K: •ŒŠUÄ ?
Ý ‰ê 5Ÿµ k · k ´˜‡Ý ‰ê, Kk
(1) ∀A ∈ Rn×n, kAk ≥ 0, … kAk = 0 ⇔ A = 0. µ ¶ · ¸ ' r *
 (2) ∀A ∈ Rn×n, λ ∈ R, k kλAk = |λ|kAk.
(3) ∀A, B ∈ Rn×n, k kA + Bk ≤ kAk + kBk.
(4) ∀A, B ∈ Rn×n, k kABk ≤ kAkkBk.
(5) ∀A ∈ Rn×n, x ∈ Rn, k kAxk ≤ kAkkxk.
½Â 2.6 Ý B ∈ Rn×n, λ1, λ2, · · · , λn • B n ‡A Š. ¡
ρ(B) = max {|λi|}
1≤i≤n

•Ý B ÌŒ».
½n 2.3 A ∈ Rn×n, K
(1) ( n )
kAxk1 X
kAk1 = maxn = max |aij | .
x∈R kxk1 1≤j≤n
x6=0 i=1

(2)  
n
kAxk∞ X 
kAk∞ = maxn = max |aij | .
x∈R kxk∞ 1≤i≤n 
j=1

x6=0
µ ¶ · ¸ ' r *
 (3)
kAxk2
q
kAk2 = maxn = ρ(AT A).
x∈R kxk2
x6=0

½n 2.4 k · k ´ Rn×n þ ?¿˜‡Ý ‰ê, A ∈ Rn×n, Kk

ρ(A) ≤ kAk.
½n 2.5 XJ A ∈ Rn×n •é¡Ý , K ρ(A) = kAk2.
½Â 2.7 k · kp Ú k · kq • Rn×n þ ü‡‰ê, XJ•3 ~ê
c1, c2, ¦ é ∀A ∈ Rn×n k
c1kAkp ≤ kAkq ≤ c2kAkp.
K¡ k · kp Ú k · kq d.
½n 2.6 Rn×n þ?¿ü‡Ý ‰êÑ d.
½Â 2.8 k·k ´ Rn×n þ Ý ‰ê, A, B ∈ Rn×n, ¡ kA−Bk
• A † B ƒm ål.
½Â 2.9 k · k ´ Rn×n þ Ý ‰ê, A(0), A(1), · · · , A(k), · · ·
• Rn×n þ ˜‡Ý S , A ∈ Rn×n. XJ
lim kA(k) − Ak = 0,
k→∞ µ ¶ · ¸ ' r *
K¡Ý S {A(k)}∞
k=0 ÂñuÝ A, P•
lim A(k) = A.
k→∞

½n 2.7 B ∈ Rn×n, KÝ S I, B, B 2, · · · , B k , · · · Âñu

"Ý (= lim B k = O) ¿‡^‡´ ρ(B) < 1.
k→∞

µ ¶ · ¸ ' r *
2.3 •§| 5 Ú^‡ê
~ 2.1 •Ä•§|
    
1 −1 x1 0
= ,
1 1 x2 2
Ù)• x1 = x2 = 1.
•§|Xêk 6Ä, •§|¤•
    
1 −1 x1 0
= ,
1 1.0005 x2 2
Ù)• x1 = x2 = 0.99975006.
T~f`²Ý Ø é) K•ØŒ.
~ 2.2 •Ä•§|
    
10 −10 x1 0
= ,
−1 1.001 x2 0.001
Ù)• x1 = x2 = 1.

µ ¶ · ¸ ' r *
 Ó , eXêkØ , •§|C•
    
10 −10 x1 0
= ,
−1 1.0015 x2 0.001
2
Ù)• x1 = x2 = .
3
ù‡~f`²•§| XêÝ Ø é) K•éŒ. ¯Kµ
No O?
A šÛÉ, b 6= 0, •§| Ax = b °()• x∗.
(1) b ké 6Ä δb, dž) x∗ C• x∗ + δx∗, =k
A(x∗ + δx∗) = b + δb.
5¿ Ax∗ = b, K
Aδx∗ = δb,
=
δx∗ = A−1δb.
ü> ‰ê¿d Ý ‰ê5Ÿ
kδx∗k ≤ kA−1kkδbk.
µ ¶ · ¸ ' r *
 ,˜•¡, d•§ Ax∗ = b Œ
kbk ≤ kAkkx∗k.
l k
kδx∗k −1 kδbk
∗
≤ kA kkAk . (2.1)
kx k kbk
(2) A k‡ Cz δA, )C• x∗ + δx∗. =
(A + δA)(x∗ + δx∗) = b.
|^•§ Ax∗ = b
δA(x∗ + δx∗) + Aδx∗ = 0,
=
δx∗ = −A−1δA(x∗ + δx∗).
ü> ‰ê
kδx∗k −1 kδAk
≤ kAkkA k . (2.2)
kx∗ + δx∗k kAk
½Â 2.10 A •šÛÉÝ , ¡ kAkkA−1k •Ý A ^‡ê,
P•
cond(A) = kAkkA−1k. µ ¶ · ¸ ' r *
~^ ^‡ê
(1) cond(A)∞ = kAk∞kA−1k∞.
s
−1 λmax(AT A)
(2) cond(A)2 = kAk2kA k2 = T
.
λmin(A A)
λ1
A é¡ ½ž, cond(A)2 =
λn
Ù¥,λmax(AT A) Ú λmin(AT A) ©O• AT A •ŒA ŠÚ•
A Š, λ1 Ú λn ©O• A •ŒA ŠÚ• A Š.
½Â 2.11 éu•§| Ax = b, Ù¥ A šÛÉ. XJ A ^‡ê
éŒ, K¡T•§|•¾ £€^‡¤•§|; XJ A ^‡ê'
, K¡T•§|•û £Ð^‡¤•§|.
Œ±OŽ~ (2.1) ¥Ý ^‡ê cond(A)∞ = 2, ~ (2.1) ¥
•§|´û . ~ (2.2) ¥Ý ^‡ê cond(A)∞ = 22002, ~
~ (2.1) ¥ •§|´¾ .
3¢S¥, duOŽ A−1 (J, ¤± cond(A) ØN´OŽ. Œ
±ÏLe¡œ/5 ä¾ Ý µ
(1) ^ Ì Gauss ž {žÑyýéŠé Ì .µ ¶ · ¸ ' r *
 (2) XêÝ , 1 ( ) Cq‚5ƒ'.
(3) XêÝ ƒmêþ?ƒ éŒ, …vk˜½5Æ.
éu¾ •§|, ˜„Œ±æ^
(1) V°ÝOŽ, ~ \Ø ;
(2) 镧|?1ý?n. =ÀJšÛÉÝ D, C, ò•§|
Ax = b z• d •§| DAC[C −1x] = Db, ¦ DAC ^‡
ê' .
(3) Kz•{.
2.4 •§ | Cq ) Œ ‚5 O
x̃ ••§| Ax = b Cq), P r = b − Ax̃, e r = 0, K x̃
•°(). ˜„ r 6= 0.
¯K UÄŠâ krk Œ 5 äCq) x̃ °(§Ý?
½n 2.8 x̃ ´•§| Ax = b ˜‡Cq), x∗ •°(),
r = b − Ax̃. K
kx∗ − x̃k krk
∗
≤ cond(A) .
kx k kbk
µ ¶ · ¸ ' r *
3 ‚5•§| S“{
3.1 S“‚ª E
A šÛÉ, b 6= 0. •Ä•§| Ax = b, Ù)• x∗. ò•§|
U • d •§
x = Bx + f
ùp B • n • , f ∈ Rn. ? ˜‡•þ x(0) ∈ Rn, )S“
x(k+1) = Bx(k) + f , k = 0, 1, 2 · · · . (3.1)
þª )˜‡•þS {x(k)}∞ k=0 . e§Âñu x̄, =
lim x(k) = x̄,
k→∞
(3.1) ü> 4• x̄ = B x̄ + f , § du Ax̄ = b. x̄ ´ •§|
), = x∗ = x̄.
(3.1) ¡•SS“‚ª, B •S S“Ý , ¡ x(k) •1
1 k gS“Cq),
e(k) = x∗ − x(k) •1 k gS
S“Ø . XJS“‚ª (3.1) é?¿Ð©•
þ x(0) ) S“S {x(k)}∞ k=0 þÂñ, ¡TS“Âñ.
¯K
(1) N ES“‚ª? (2) S“ÛžÂñ?
µ ¶ · ¸ ' r *
3.2 n‡~^ S“‚ª
ò‚5•§| Ax = b •©þ/ª
a11x1 + a12x2 + a13x3 + · · · + a1nxn = b1,



 a21x1 + a22x2 + a23x3 + · · · + a2nxn = b2,


a31x1 + a32x2 + a33x3 · · · + a3nxn = b3,


 ..


an1x1 + an2x2 + an3x3 · · · + annxn = bn.
b aii 6= 0 (i = 1, 2 · · · , n).
(1) Jacobi S“‚ª
3þ㕧|¥1 i ‡•§¦Ñ xi
x1 = (b1 − a12x2 − a13x3 − · · · − a1nxn)/a11,



 x2 = (b2 − a21x1 − a23x3 − · · · − a2nxn)/a22,


x3 = (b3 − a31x1 − a32x2 − · · · − a3nxn)/a33,


 ..

xn = (bn − an1x1 − an2x2 − · · · − an,n−1xn−1)/ann.


µ ¶ · ¸ ' r *
l )e¡ Jacobi S“‚ª

(k+1) (k) (k) (k)


 x 1 = (b 1 − a 12 x 2 − a 13 x 3 − · · · − a1n x n )/a11 ,
 (k+1) (k) (k) (k)
x = (b − a x − a 23 3 − · · · − a2n xn )/a22 ,
x

2 21 1

 2
(k+1) (k) (k) (k)
x 3 = (b 3 − a 31 x 1 − a 32 x 2 − · · · − a3n x n )/a33 ,
..





 (k+1)
 (k) (k) (k)
xn = (bn − an1x1 − an2x2 − · · · − an,n−1xn−1)/ann,
k = 0, 1, · · · .
e¡ò Jacobi S“^Ý Ú•þL«. P
 
0
 a21 0 
 
 a31 a32 0 
L= .. .. .. ... ,

 
 an−1,1 an−1,2 an−1,3 ··· 0 
an1 an2 an3 · · · an,n−1 0

µ ¶ · ¸ ' r *
    
a11 0 a12 a13 · · · a1n
 a22   0 a23 · · · a2n 

D= a33
 
, U =  ... ... .. 
,

 ... 




0 an,n−1 
ann 0
K
A = L + D + U =⇒
Ax = b ⇐⇒ (L + D + U )x = b
=⇒ Dx = −(L + U )x + b
=⇒ x = −D −1(L + U )x + D −1b.
Jacobi S“‚ªµ
x(k+1) = J x(k) + fJ , k = 0, 1, · · · ,
Ù¥
J = −D −1(L + U ), fJ = D −1b.

µ ¶ · ¸ ' r *
(2) Gauss-Seidel S “‚ª
3 Jacobi S“¥ò®²¦Ñ ©þ† ë\e˜‡©þ OŽ,
e¡ Gauss-Seidel S“‚ª:
(k+1) (k) (k) (k)


 x 1 = (b 1 − a 12 x 2 − a13 x 3 − · · · − a 1n x n )/a11 ,
(k+1) (k+1) (k)
− a23x3 − · · · − a2nx(k)

 x2 = (b2 − a21x1 n )/a22 ,


(k+1) (k+1) (k+1) (k) (k)
x 3 = (b 3 − a 31 x 1 − a32 x 2 − a 34 x 4 − · · · − a3n x n )/a33 ,
..





 (k+1)
 (k+1) (k+1) (k+1)
xn = (bn − an1x1 − an2x2 − · · · − an,n−1xn−1 )/ann,
k = 0, 1 · · · .
^Ý L«•:
x(k+1) = D −1(b − Lx(k+1) − U x(k)),
=⇒ (D + L)x(k+1) = b − U x(k).
Gauss-Seidel S“‚ª:
x(k+1) = Gx(k) + fG, k = 0, 1, · · · ,
Ù¥
G = −(D + L)−1U , fG = (D + L)−1b.
µ ¶ · ¸ ' r *
 Åg ‡ t µ ) S “ ‚ ª
(3) SOR(Å
(k) (k) (k)
®• x(k) = (x1 , x2 , · · · , xn )T , ò Gauss-Seidel S“¥ x(k+1)
† x(k) \ ²þ, SOR S“µ
 (k+1) (k) (k) (k)

 x 1 = (1 − ω)x 1 + ω(b 1 − a 12 x 2 − a 13 x 3 − · · · − a1nx(k)
n )/a11 ,

 x(k+1) = (1 − ω)x(k) + ω(b − a x(k+1) − a x(k) − · · · − a x(k))/a ,

2 2 2 21 1 23 3 2n n 22
 ...


(k+1) (k+1) (k+1)

 (k+1)
xn = (1−ω)x(k)
n +ω(bn −an1 x1 −an2x2 −· · ·−an,n−1xn−1 )/ann,

k = 0, 1, · · · ,
Ù¥ ω ¡•tµÏf. ω = 1, þª¤• Gauss-Seidel S“.
ò SOR S“^Ý L«µ
x(k+1) = (1 − ω)x(k) + ωD −1(b − Lx(k+1) − U x(k)), =⇒
Dx(k) = (1 − ω)Dx(k) + ω(b − Lx(k+1) − U x(k)), =⇒
(D + ωL)x(k+1) = [(1 − ω)D − ωU ]x(k) + ωb, =⇒
x(k+1) = Sω x(k) + fω ,
Ù¥
Sω = (D + ωL)−1[(1 − ω)D − ωU ], fω = ω(D + ωL)−1b.
µ ¶ · ¸ ' r *
3.3 S“‚ª Âñ5
(1) S“{Ä ½n
½n 3.1 S“‚ª x(k+1) = Bx(k) + f (k = 0, 1, 2 · · · ) Âñ
⇐⇒ ρ(B) < 1.
½n 3.2 eS“Ý kBk < 1, KS“ x(k+1) = Bx(k) + f Â
ñ.
·‚„Œ±y²µe kBk < 1, Ké k = 1, 2, 3, · · · k
kBk
x∗ − x(k) ≤ x(k) − x(k−1) ,
1 − kBk
k
kBk
x∗ − x(k) ≤ x(1) − x(0) .
1 − kBk
(2) Jacobi S“Ú Gauss-Seidel S“ Âñ5
d½n 3.1, Jacobi S“Âñ ⇐⇒ ρ(J ) < 1. J A •§•
|λI − J | = |λI + D −1(L̃ + U )| = |D −1(λD + L + U )| = 0.
⇐⇒ |λD + L + U | = 0.
µ ¶ · ¸ ' r *
 ~ 3.1 ‰½‚5•§|
    
8 −1 1 x1 1
2 10 −1 x2 = 4 .
1 1 −5 x3 3
(1) Ñ Jocobi S“‚ª.
(2) ©Û Jocobi S“‚ª Âñ5.
) (1) JacobiS“‚ª•
 (k+1) (k) (k)
x
 1
 = (1 + x 2 − x 3 )/8,
(k+1) (k) (k)
x2 = (4 − 2x1 + x3 )/10,

 (k+1) (k) (k)
x3 = (3 − x1 − x2 )/(−5).
(2) Jacobi S“Ý J A •§•
8λ −1 1
2 10λ −1 = 0,
1 1 −5λ
Ðm
400λ3 + 12λ − 3 = 0, µ ¶ · ¸ ' r *
^ Newton S“{¦ ˜‡¢Š• λ1 = 0.146084. P,üŠ•
λ2, λ3, ÏL–½XêŒ
(λ − λ1)(400λ2 + bλ + c) = 0,
Ù¥
1 3
b= , c= .
400λ1 λ1
´• λ1, λ2 • ÝEŠ, …k
3
|λ2λ3| = ,
400λ1
r
3
|λ1| = |λ2| = = 0.226584,
400λ1
¤±
ρ(J ) = max {|λi|} = 0.226584 < 1,
i=1,2,3
Jacobi S“Âñ.

µ ¶ · ¸ ' r *
Ó d½n 3.1, Gauss-Seidel S“Âñ ⇐⇒ ρ(G) < 1. G A •
§•
|λI − G| = |λI + (D + L)−1U |
= |(D + L)−1(λ(D + L) + U | = 0.
⇐⇒ |(λ(D + L) + U | = 0.

µ ¶ · ¸ ' r *
 ~ 3.2 ‰½‚5•§|
    
8 −1 1 x1 1
2 10 −1 x2 = 4 .
1 1 −5 x3 3
(1) Ñ Gauss-Seidel S“‚ª.
(2) ©Û Gauss-Seidel S“‚ª Âñ5.
) (1) Gauss-Seidel S“‚ª•
 (k+1) (k) (k)
 1
 x = (1 + x 2 − x 3 )/8,
(k+1) (k+1) (k)
x2 = (4 − 2x1 + x3 )/10,

 (k+1) (k+1) (k+1)
x3 = (3 − x1 − x2 )/(−5).
(2) Gauss-Seidel S“Ý G A •§•
8λ −1 1
2λ 10λ −1 = 0,
λ λ −5λ
Ðm
λ(400λ2 + 10λ − 1), µ ¶ · ¸ ' r *
¦ √ √
−1 + 17 −1 − 17
λ1 = 0, λ2 = , λ2 = ,
80 80
ρ(G) = max {|λi|} = 0.0640388 < 1,
i=1,2,3
Gauss-Seidel S“Âñ.

µ ¶ · ¸ ' r *
 ½Â 3.1
 
a11 a12 · · · a1n
 a21 a22 · · · a2n 
A=
 .. .. .. 

an1 an2 · · · ann
XJ
n
X
|aii| > |aij |, i = 1, 2, · · · , n
j=1
i6=j
K¡ A U1î‚é Ó`¶XJ
n
X
|ajj | > |aij |, j = 1, 2, · · · , n
i=1
j6=i

K¡ A U î‚é Ó`"U1î‚é Ó`½U î‚é Ó

`Ú¡•î‚é Ó`"

µ ¶ · ¸ ' r *
Ún 3.1 A ´î‚é Ó`Ý , K |A| =
6 0.

µ ¶ · ¸ ' r *
y ùp=y A ´U1î‚é Ó` œ¹. ^‡y{.
|A| 6= 0, Kàg•§| Ax = 0 kš") x∗ = (x∗1 , x∗2 , · · · , x∗n)T .
kx∗k∞ = |x∗k | =
6 0. d1 k ।
n
X
akk x∗k + akj x∗j = 0
j=1,j6=k

Œ
n
X n
X
|akk | · |x∗k | = | akj x∗j | ≤ |akj | · |x∗j |
j=1,j6=k j=1,j6=k
X n
≤ |akj | · |x∗k |
j=1,j6=k

ü> |x∗k |,
n
X
|akk | ≤ |akj |
j=1,j6=k
†U1î‚é Ó`gñ. Ï |A| =
6 0.
µ ¶ · ¸ ' r *
 ½n 3.3 ‰½‚5•§| Ax = b, XJ A ´î‚é Ó`
Ý , K Jacobi S“‚ªÂñ.

µ ¶ · ¸ ' r *
y² P
 
λa11 a12 · · · a1n
 a21 λa22 · · · a2n 
B(λ) = 
 .. .. .. 

an1 an2 · · · λann
K Jacobi S“Ý J A •§• |B(λ)| = 0. A ´U1î‚é
Ó` , K |λ| ≥ 1 ž, k
n
X
|λaii| ≥ |aii| > |aij | (i = 1, 2, · · · , n)
j=1,j6=k

= B(λ) ´î‚U1é Ó` "dþ¡ ˜‡ÚnŒ•, |λ| ≥

1 ž, |B(λ)| =
6 0. †é{`, •§ |B(λ)| = 0 n ‡Š λ1, λ2, · · · , λn
ÑA÷v |λi| < 1, i = 1, 2, · · · , n. u´ ρ(J ) < 1. Ó Œy A U
î‚é Ó` œ¹"Ï Jacobi S“‚ªÂñ"

µ ¶ · ¸ ' r *
 ½n 3.4 ‰½‚5•§| Ax = b, XJ A ´î‚é Ó`
Ý , K Gauss-Seidel S“‚ªÂñ.

µ ¶ · ¸ ' r *
y P
 
λa11 a12 · · · a1n
 λa21 λa22 · · · a2n 
C(λ) = 
 .. .. .. 

λan1 λan2 · · · λann
K Gauss-Seidel S“Ý G A •§• |C(λ)| = 0. A ´U
1î‚é Ó` , K |λ| ≥ 1 ž, k
n
X
|λaii| = |λ||aii| > |λ| |aij |
j=1,j6=k
i−1
X Xn
≥ |λ| |aij | + |aij | i = 1, 2, · · · , n
j=1 j=i+1

= C(λ) ´î‚U1é Ó` "dþ¡ ˜‡ÚnŒ•, |λ| ≥

1 ž, |C(λ)| =
6 0. †é{`, •§ |C(λ)| = 0 n ‡Š λ1, λ2, · · · , λn
ÑA÷v |λi| < 1, i = 1, 2, · · · , n. u´ ρ(G) < 1. Ó Œy A U
î‚é Ó` œ¹"Ï Gauss-Seidel S“‚ªÂñ"
µ ¶ · ¸ ' r *
 5 3.1 d½n3.3 Ú½n3.4 •, ~3.1 Ú~3.2 ¥ XêÝ î
‚é Ó`, Jacobi S“Ú Gauss-Seidel S“þÂñ.

µ ¶ · ¸ ' r *
(3) SOR S“ Âñ5
SOR S“ S“Ý •
Sω = (D + ωL)−1[(1 − ω)D − ωU ],
d½n 3.1, SOR S“Âñ ⇐⇒ ρ(Sω ) < 1.
½n 3.5 SOR S“Âñ 7‡^‡´ 0 < ω < 2.

µ ¶ · ¸ ' r *
y Sω A Š• λ1, λ2, · · · , λn, Kd‚5“ê•
|det(Sω )| = |λ1λ2 · · · λn| ≤ ρ(Sω )n.
,˜•¡, d½n 3.1, e SOR Âñ, K ρ(Sω ) < 1, l k |det(Sω )| <
1. 1 ª
det(Sω ) = det[(D + ωL)−1]det[(1 − ω)D − ωU ]
n
!−1 n
Y Y
= aii [(1 − ω)aii]
i=1 i=1
n
= (1 − ω) .
l k
|(1 − ω)n| < 1, =⇒ 0 < ω < 2.

µ ¶ · ¸ ' r *
 ½n 3.6 ‰½‚5•§| Ax = b. XJ A é¡ ½, …
0 < ω < 2, K SOR S“Âñ.
5 3.2 XJ A é¡ ½, K Gauss-Seidel S“Âñ.

µ ¶ · ¸ ' r *
 ~ 3.3 ‰½‚5•§|
    
2 1 1 x1 1
1 2 1 x2 = 2
1 1 2 x3 3
(a) ©O Ñ)T•§| Jacobi S“Ú Gauss-Seidel S“‚
ª.
(b) ©Ûùü«S“‚ª Âñ5.
)
(a) Jacobi S“‚ª•
 (k+1) (k) (k)
x
 1
 = (−x 2 − x 3 + 1)/2,
(k+1) (k) (k)
x2 = (−x1 − x3 + 2)/2, k = 0, 1, · · · .

 (k+1) (k) (k)
x3 = (−x1 − x2 + 3)/2.

µ ¶ · ¸ ' r *
Gauss-Seidel S“‚ª•
 (k+1) (k) (k)
 1
 x = (−x 2 − x 3 + 1)/2,
(k+1) (k+1) (k)
x2 = (−x1 − x3 + 2)/2, k = 0, 1, · · · .

 (k+1) (k+1) (k+1)
x3 = (−x1 − x2 + 3)/2.
(b) Jacobi S“Ý J A •§•
2λ 1 1
1 2λ 1 = 0,
1 1 2λ
Ðm
4λ3 − 3λ + 1 = 0,
=k
(2λ − 1)2(λ + 1) = 0,
¦
1
λ1,2 = , λ3 = −1,
2
¤± ρ(J ) = 1, Jacobi S“uÑ.
µ ¶ · ¸ ' r *
Gauss-Seidel S“Ý G A •§´
2λ 1 1
λ 2λ 1 = 0,
λ λ 2λ
Ðm
λ(8λ2 − 2λ + 1) = 0,
¦ √
1 ± 7i
λ1 = 0, λ2,3 = ,
√ 8
2
¤± ρ(G) = < 1, Gauss-Seidel S“Âñ.
4

µ ¶ · ¸ ' r *
 ~ 3.4 ‰½‚5•§| Ax = b, A • n šÛÉÝ . ES
“
x(k+1) = x(k) + ω(b − Ax(k)), (k = 0, 1, 2, · · · .)
Ù¥ ω 6= 0 •~ê.
(a) y²µXJS“Âñ, KS“S {x(k)}∞ k=0 Âñu•§
Ax = b ).  
2 1 1
(b) A =  1 2 1 , K ω ÛŠžS“Âñ?
1 1 2
)
(a) y lim x(k) = x∗. 3S“‚ªü> 4•
k→∞

lim x(k+1) = lim [x(k) + ω(b − Ax(k))].

k→∞ k→∞
x∗ = x∗ + ω(b − Ax∗). Ï• ω 6= 0, ¤± Ax∗ = b, = x∗ ´•
§ Ax = b ).
(b) S“‚ª S“Ý • I − ωA, S“Âñ ⇐⇒ ρ(I −
µ ¶ · ¸ ' r *
ωA) < 1. Ý I − ωA A •§•
|λI − I − ωA|
(λ − 1 + 2ω) ω ω
= ω (λ − 1 + 2ω) ω = 0,
ω ω (λ − 1 + 2ω)
Pµ = (λ − 1 + 2ω), =⇒ µ3 − 3ω 2µ + 2ω 3 = 0,
=⇒ (µ − ω)2(µ + 2ω) = 0.
 µ = ω½µ = −2ω, =⇒ λ = 1 − ω½λ = 1 − 4ω.
=⇒
|1 − ω| < 1 1
=⇒ 0 < ω < .
|1 − 4ω| < 1 2

µ ¶ · ¸ ' r *
4 ˜{†‡˜{
˜{Ú‡˜{´S“{. ˜{^u¦Ý U •Œ A ŠÚé
A A •þ. A Šš"ž, ‡˜{^u¦U • A ŠÚ
éA A •þ.
4.1 ¦ÌA Š ˜{
A = (aij )n×n ´ n • , §k n ‡‚5Ã' A •þ x1,
x2, · · · , xn, éA A Š• λj (j = 1, 2 · · · , n), U Œ ü
|λ1| ≥ |λ2| ≥ · · · ≥ |λn|,
Ù¥ λ1 ´ÌA Š. ‰½ÐŠš"•þ v0, ES“
vk = Avk−1, k = 1, 2, · · · .
v0 Œd x1, x2, · · · , xn ‚5L«, L«•
n
X
v0 = aixi,
i=1

µ ¶ · ¸ ' r *
… a1 6= 0. Ïdk
n
X n
X
vk = Avk−1 = Ak v0 = Ak ai x i = aiλki xi, k = 1, 2, · · · .
i=1 i=1
(1) A Š÷v |λ1| > |λ2| ≥ · · · ≥ |λn|. K
"  k  k #
k λ2 λn
vk = λ1 a1x1 + a2 x 2 + · · · + an xn
λ1 λ1
"  k+1  k+1 #
k+1 λ2 λn
vk+1 = λ1 a1x1 + a2 x 2 + · · · + an xn
λ1 λ1

Ï•
|λ1| > |λi| i = 2, 3, · · · , n,
 k
λi
lim = 0, i = 2, 3, · · · , n.
k→∞ λ1
l k ¿©Œ, k
vk ≈ a1λk1 x1, vk+1 ≈ a1λk+1
1 x1 ≈ λ1 vk . µ ¶ · ¸
(4.1)
' r *
dþª• vk+1 = Avk ≈ λ1vk . Tª`² vk ´ λ1 éA CqA
•þ, vk Ú vk+1 Cq‚5ƒ'. ¤±
(vk+1)i
λ1 = lim ,
k→∞ (vk )i

Ù¥ (vk )i L« vk 1 i ‡©þ. ¢SOŽž, • ;• vk ©þ

)ÄÑ, Œ±æ^/8˜z0, äNòŽ{U•µ

u = v0,
 0


vk = Auk−1,
k = 1, 2, · · · , (4.2)

 m k = max(vk ),
 u = v /m ,
k k k

Ù¥ mk = max(vk ) L« vk ¥ (ÄgÑy ) ý銕Œ ©þ.

µ ¶ · ¸ ' r *
 ½n 4.1 |λ1| > |λ2| ≥ · · · ≥ |λn|, KdŽ{ (4.2) ) S
{uk } Ú {mk } þÂñ, …
x1
lim uk = , lim mk = λ1.
k→∞ max (x1) k→∞

µ ¶ · ¸ ' r *
y
1 1
uk = vk = Auk−1, k = 1, 2, · · · ,
mk mk
|^þª4í
 
1 1
uk = A Auk−2
mk mk−1
1
= A2uk−2
mk mk−1
= ···
1
= A k u0 .
mk mk−1 · · · m1
max(Ak u0)
d uk 8˜z, mk mk−1 · · · m1 = = max(Ak u0),
max(uk )
A k u0
uk =
max(Ak u0)

µ ¶ · ¸ ' r *
  n  k 
λk1 a1x1 + ai λλ1i xi
P
i=2
=   n   k

max λ1 a1x1 + ai λλ1i xi
k
P
i=2
n  k
a1x1 + ai λλ1i xi
P
i=2
=  n  k  .
max a1x1 + ai λλ1i xi
P
i=2

l
x1
lim uk = .
k→∞ max(x1)
Ó
A k u0
vk = Auk−1 =
max(Ak−1u0)

µ ¶ · ¸ ' r *
  n  k 
λ1 max a1x1 + ai λλ1i xi
P
i=2
=  n   k−1
.
max a1x1 + ai λλ1i
P
xi
i=2

Ïd
lim max(vk ) = λ1.
k→∞

λ2 λ2
l±þ©Û•˜{ Âñ„݆ k', ¡'Š •˜{
λ1 λ1
Âñ„Ç.

µ ¶ · ¸ ' r *
 ~ 4.1 ^˜{OŽÝ
 
2 3 2
A = 10 3 4
3 6 1
ÌA Š9éA A •þ.
) u0 = (0, 0, 1)T , d (4.2) ES“
u0 = v0,
vk = Auk−1,
mk = max(vk ),
uk = vk /mk , k = 1, 2, · · · .
OŽ(J„L6.1.

µ ¶ · ¸ ' r *
 L 6.1 ˜{¦ÌA Š
k uTk mk
0 (0, 0, 1) 1
1 (0.5, 1.0, 0.25) 4
2 (0.5, 1.0, 0.8611) 9
3 (0.5, 1.0, 0.7306) 11.4400
4 (0.5, 1.0, 0.7535) 10.9224
5 (0.5, 1.0, 0.7493) 11.0140
6 (0.5, 1.0, 0.7501) 10.9927
7 (0.5, 1.0, 0.7500) 11.0004
8 (0.5, 1.0, 0.7500) 11.0000

µ ¶ · ¸ ' r *
(2) |λ1| = |λ2|, … |λ2| > |λ3| ž.
(a) λ1 = λ2.
A k u0
uk =
max(Ak u0)
n  k
a1x1 + a2x2 + ai λλ1i xi
P
i=3
=  n  k 
max a1x1 + a2x2 + ai λλ1i xi
P
i=3

Ïd
a1x1 + a2x2
lim uk = .
k→∞ max(a1x1 + a2x2)
lim mk = lim max(vk ) = λ1.
k→∞ k→∞

(b) λ1 = −λ2
(c) λ1 = λ¯2

µ ¶ · ¸ ' r *
4.2 ‡˜{
A šÛÉž, A A Šš". A−1 U •ŒA ŠÒ´ A
U • A Š. Ïd^˜{Œ±¦ A−1 U •Œ A Š=
A U • A Š, ùÒ´‡˜{. Ž{Xeµ

u = v0
 0


Avk = uk−1
k = 1, 2, · · · .

 mk = max(v k )
 u = v /m
k k k

´•
xn 1
lim uk = , lim mk = .
k→∞ max(xn) k→∞ λn

µ ¶ · ¸ ' r *
 )
3 1 −1 4 r ↔r 12 −3 3 9 − 1 r1+r2
" # " #
1 3
4 0 4 8 −− −→ 4 0 4 8 −−3−−→
12 −3 3 9 3 1 −1 4 − 14 r1+r3
   
12 −3 3 9 12 −3 3 9
 0 1 3 5  r2↔r3  7 7 7  − 47 r2+r3
 7 7 7  −−−→  0 4 − 4 4  −−−−→
0 − 0 1 3 5
 4 4 4
12 −3 3 9
7 7 7
 0 − .

4 4 4
0 0 4 4
£“ x1 = 1, x2 = 2, x3 = 1.

µ ¶ · ¸ ' r *
 kAxk
•ŒŠmaxn UÄ ? d½n 2.1 •, é ∀x ∈ Rn, kAxk 3 Rn
x∈R kxk
x6=0
þëY. P
S = {y|y ∈ Rn, kyk = 1},
S ´k.48. kAxk 3 S þU •ŒŠ, •ŒŠ• M . =•3
y0 ∈ S ¦
max kAyk = kAy0k = M.
y∈S
x x
é ∀x ∈ R , x 6= 0, k
n
∈ S, - y = ,k
kxk kxk
kAxk
max = max kAyk = M.
x∈Rn kxk y∈S
x6=0

µ ¶ · ¸ ' r *
5 SK
SK 3 p.120
1, 5(2), 9, 17, 19, 20, 23, 25, 27, 28, 30, 32(1)(2), 34, 39(þÅK)

µ ¶ · ¸ ' r *