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Sistema de Ecuaciones No Lineales SENL
Sistema de Ecuaciones No Lineales SENL
METODOS ITERATIVOS
Ax=b
(k+1 ) (k )
x =T x + c
A=D−L−U
[ ][ ][ ]
a11 0 … 0 0 0 … 0 0 −a12 … −a1 n
0 0 ⋮
D= 0 a22 0 ⋮ L= 0 0
−a21 −a23 −a2 n
U=
⋮ 0 ⋱ 0 ⋮ 0 ⋱ 0 ⋮ ⋮ ⋱ ⋮
0 … 0 ann −a n 1 −an 2 … 0 0 0 … 0
Jacobi: −1
T j=D ( L+ U )
−1
c j =D b
Por Jacobi:
Forma 1: Hallando la matriz T y c a partir de las ecuaciones
2 x2 5
3 x1 +2 x 2=5 x1=0 x 1− +
3 3
−3 x 1 8
3 x1 + 4 x 2=8 x 2= +0 x 2+
4 4
[ ][ ] [ ]
−2 5
0
x=
[]
x1
x2
=
−3
4
3 x1
0 x2
+ 3
8
4
(k+1 ) (k )
x =T x + c
[ ]
1
0
[ ]
D= 3 0 =¿ D−1= 3
0 4
0
1
L [
¿ 0 0
−3 0 ] [
U= 0 −2
0 0 ]
4
[ ][ ] [ ]
1 −2
0 0
−1 3 0 −2 3
T j=D ( L+ U )= =
1 −3 0 −3
0 0
4 4
[ ][ ] [ ]
1 5
0
c j =D b= 3
−1 5= 3
1 8 8
0
4 4
[ ][ ] [ ]
−2 5
0
x
x2[]
x= 1 =
0
3 x1
1 x2
2
+ 3
3
4
[ ] []
−2 5
0
x
x2[]
x= 1 =
0
3 x1
1 x2
2
[ ]+ 3
3
4
(k+1 ) (k )
x =T x + c
TEOREMAS PARA VERIFICAR SI LA FORMULA DE RECURRENCIA
CONVERGE A LA SOLUCION
Ejemplo 1:
7 x+ y+ 2 z=1
2 x −5 y +1 z=7
[ ] []
7 1 2 1
A= 2 −5 1 b= 7
−2 −4 7 1
Ejemplo 2: A= 4
3 [ ] []
4 b= 1
1 2
Primero: Aplicando el teorema de la EDD, se verifica que no es
estrictamente diagonal dominante, por lo tanto, se debe verificar el
teorema del radio espectral.
Segundo: Aplicando teorema del radio espectral:
Para Jacobi:
[ ]
D= 4 0
0 1 [
D−1= 1/ 4 0
0 1 ] L [
¿ 0 0
−3 0 ] [
U= 0 −4
0 0 ]
[ ][
T j=D −1 ( L+U )= 1 /4 0 0 −4
0 1 −3 0 ]=[ 0 −1
−3 0 ]
Primero hallamos los autovalores( λ ) de Tj .
Aplicamos => |T j− λI|=0
|[ ] [ ]|
0 −1 −λ 1 0 =0
−3 0 0 1
| |
−λ −1 =0
−3 −λ
2
λ =3 λ=± √3 ρ ( T ) =|λ|max
D= 4 0
0 1[ ] [
L= 0 0
−3 0 ] U= 0 −4
0 0 [ ]
−1
T gs=( D−L ) U=
4 0
−1
−
([ ] [
0 0
0 1 −3 0 ]) [ 0 −4
0 0 ]
−1
¿ [ ][
4 0
3 1
0 −4
0 0 ][ ]
=
0 −1
0 3
Aplicando => |T gs−λI |=0
|[ 0 −1
0 3 ] [ ]|
−λ
1 0
0 1
=0
|−λ −1 =0
0 3−λ | 2
λ −3 λ=0 λ=0 ; 3
3 m+ n=1
[ ] []
A= 6 1 b= 5
3 1 1
[ ]
D= 6 0
0 1
L [
¿ 0 0
−3 0 ] [
U= 0 −1
0 0 ]
[
T =D−1 ( L+U )= 1/6 0 0 −1
0 1 −3 0 ][ ]=[ 0 −1 /6
−3 0 ]
Para hallar los autovalores de T,
aplicamos => |T −λI |=0
|[
−3 0 0 1] [ ]|
0 −1/6 −λ 1 0 = 0
| |
−1
−λ
6 =0
−3 −λ
λ2=
1
2
λ=±
√ 1
2
=± 0.707
[ ][ ] [ ]
c=D−1 b= 1/6 0 5 = 5/6
0 1 1 1
y −3 [][
0 y ][ ] [ ]
x=Tx+ c=¿ x = 0 −1/6 x + 5/ 6
1
Valor semilla es= > [][]
x =0
y 0
[][ 0 0 1][ ] [ ] [ ]
x = 0 −1/6 0 + 5/6 = 5/6
y −3 1
‖[ ] [ ]‖ ‖ ‖
5
er = 6 − 0
1
0
∞
5
= 6 =1
1 ∞
[][ 0 1 ][ ] [ ] [ ]
x = 0 −1/6 5/6 + 5/6 = 0.6666
y −3 1 −1.5
‖[
er =
0.6666
−1.5
− ] [ ]‖ ‖ ‖
5/ 6
1 ∞
=
−0.166
−2.5 ∞
=2.5
[][
y −3 0 −1.5 ][
x = 0 −1/6 0.6666 + 5/6 = 1.083
1 −1.001 ][ ][ ]
[ ]
D= 6 0
0 1
L [
¿ 0 0
−3 0 ] [
U= 0 −1
0 0 ]
[ ][ ] [ ]
1 −1
−1 0 0
−1
T =( D−L) U= [ ][
6 0
3 1
0 −1
0 0 ]= 6
−1
1
0 −1
0 0
=
0
6
1
2 2
|[ ] | | |
−1 −1
0 −λ
0
6 − λ 1 0 =0
1 0 1 [ ] 0
6 =0
−λ +
1
1
λ2− λ=0
2
2 2
1
λ=0 ; Radio espectral=¿ ρ ( T )=0.5
2
Por lo tanto, este sistema si converge para el método de Gauss
Seidel.
Resolviendo:
[ ][ ] [ ]
1 5
0
c=( D−L)−1 b= 6 5= 6
−1 1 −3
1
2 2
[ ] [ ][ ] [ ]
−1 5
0
x 6 x 6
x=Tx+ c=¿ = +
y 1 y −3
0
2 2
En la primera iteración:
[ ][ ] [ ] [ ]
−1 5 5
0
[]
x =
y
0
6 0+ 6 = 6
1 0 −3 −3
2 2 2
En la segunda iteración:
[ ][ ] [ ] [ ]
−1 5 5 13
0
[]
x =
y
0
6 6 + 6 = 12
1 −3 −3 −9
2 2 2 4
En la tercera iteración:
[ ][ ] [ ] [ ]
−1 13 5 29
0
[]
x =
y
0
6 12 + 6 = 24
−1 −9 −3 −21
2 4 2 8
Ejemplo 4: Resuelva el siguiente sistema de ecuaciones:
7 x1 + 4 x 2+2 x 3=8
x 1 +4 x2 +5 x 3=9
2 x 1 +4 x2 +5 x 3=10
[]
1
partiendo del vector: x= 2
3
Solución:
[ ][]
7 4 2 8
A= 1 4 5 b= 9
2 4 5 10
[ ] [ ] [ ]
7 0 0 0 0 0 0 −4 −2
D= 0 4 0 L ¿ −1 0 0 U= 0 0 −5
0 0 5 −2 −4 0 0 0 0
−1
[ ][ ] 7 0 0
T =( D−L )−1 U= 1 4 0
2 4 5
0 −4 −2
0 0 −5
0 0 0
[ ][ ]
0.1428571 0 0 0 −4 −2
T = −0.0357143 0.25 0 0 0 −5
−0.0285714 −0.2 0.2 0 0 0
[ ]
0 −0.5714286 −0.2857143
T = 0 0.1428571 −1.1785714
0 0.1142857 1.0571429
−1
[ ][ ][ ][ ]
7 0 0 8 0.1428571 0 0 8
−1
c=( D−L) b= 1 4 0 9 = −0.0357143 0.25 0 9
2 4 5 10 −0.0285714 −0.2 0.2 10
[ ]
1.1428571
c= 1.9642857
−0.0285714
(k+1 ) (k )
x =T x + c
[ ] [ ]
0 −0.5714286 −0.2857143 1.1428571
(k+1 ) (k )
x = 0 0.1428571 −1.1785714 x + 1.9642857
0 0.1142857 1.0571429 −0.0285714
[]
1
x(0)= 2
3
[ ] [ ][ ]
0 −0.5714286 −0.2857143 1.1428571 −0.8571429
(1) (0)
x = 0 0.1428571 −1.1785714 x + 1.9642857 = −1.2857143
0 0.1142857 1.0571429 −0.0285714 3.3714286
[ ] [ ][ ]
0 −0.5714286 −0.2857143 1.1428571 0.9142857
(2) (1)
x = 0 0.1428571 −1.1785714 x + 1.9642857 = −2.1928571
0 0.1142857 1.0571429 −0.0285714 3.3885714
[ ] [ ][ ]
0 −0.5714286 −0.2857143 1.1428571 1.4277551
(3) (2)
x = 0 0.1428571 −1.1785714 x + 1.9642857 = −2.3426531 x|
0 0.1142857 1.0571429 −0.0285714 3.3030204
[ ]
1.0000013
x= −0.9166696
2.3333351
Así mismo el script reporto un ρ ( T gs )=0.8725541 , por lo que era de esperar que converja
para el método iterativo de Gauss Seidel
5 m+5 n=4
[ ] []
A= 6 1 b= 5
3 1 1
Primero: Aplicando el teorema EDD, se verifica que no es estrictamente
diagonal dominante, por lo tanto, se debe verificar el teorema del radio
espectral.
Segundo: Aplicando el teorema del radio espectral: