Mtodos Numricos Formulrio

1

Formulrios
Equaes No Lineares .......................................................................................... 2
Sistemas de Equaes Lineares ............................................................................ 4
Interpolao Polinomial ......................................................................................... 8
Integrao Numrica ........................................................................................... 10
Mtodos Numricos Formulrio
2

Equaes No Lineares

Mtodo da Bisseco
*
2
i i
i
a b
x m
+
~ = ;
ln ln
ln2
b a
k
c
| |
|
|
|
\ .

>


Mtodo da Falsa Posio
1
k k k k
k k
k
a f b b f a
x
f b f a
| |
| |
|
|
|
|
| \ .
\ .
| |
| |
|
|
|
|
| \ .
\ .
+

=

Mtodo Iterativo Simples (Mtodo do ponto fixo)
1 k k
x x |
| |
|
|
|
\ .
+
=
;

1
1 0 1 0 1
*
1 1 1
k
k L
k k k k
L L
e x x x x L x x x x
L L L

= s s =



onde
'
max 1
a x b
x L |
| |
|
|
\ .
s s
= <

Mtodos Numricos Formulrio
3


Mtodo de Newton-Raphson
1
'
k
k k
k
f x
x x
f x
| |
|
|
|
\ .
| |
|
|
|
\ .
+
=
;
2
1
*
2
k k k k
M
e x x x x
m
| |
|
|
|
\ .

= s


onde
''
,
max
x a b
M f x
(
(
(
(
(
(

| |
|
|
\ .
e
=

'
,
min
x a b
m f x
(
(
(
(
(
(

| |
|
|
\ .
e
=


Mtodo da Secante
1 1
1
k
k k k k
k k
f x
x x x x
f x f x
| |
|
|
| |
|
|
\ .
|
| | | |
|
| |
\ .
| |
| |
\ . \ .
+

Mtodos Numricos Formulrio
4

Sistemas de Equaes Lineares

Mtodos Directos
1
1
, 1,2, , 1, 1, ,
k
ik
ik
k
kk
a
m k n i k n
a
| |
|
|
|
|
|
\ .
| |
|
|
|
|
|
\ .

= = = +


Decomposio LU
1 linha de U
11 11 12 12 1 1
, , ,
n n
u a u a u a = = =


1 coluna de L 1 21
21 1
11 11
, ,
n
n
a a
l l
u u
= =


Restantes linhas de U
1
1
, 2
i
ij ij
ik kj
K
u a l u i j n

=
= s s s

Restantes linhas de U
1
1
, 2
j
ij
ik kj
k
ij
jj
a l u
l j i n
u

= s < s

Mtodos Numricos Formulrio
5


Factorizao de Cholesky
Elementos Diagonais de G
11 11
12
1
2
1
, 2, ,
i
ii ii
ik
k
g a
g a g i n

(
(
(
(
(
(

=
=
= =

Elementos no Diagonais de G
1
1
11
1
1
, 2,3, ,
, 2
i
i
j
ij ij jj
ik jk
k
a
g i n
g
g a g g g j i

=
= =
= s <

Mtodos Iterativos
Erros
( ) ( ) 1
1
1
max
k k
u u
k k
i i
i n
u u c =

s s
<
,
( ) ( )
( )
1
1
1
1
max
max
k k
u u
k
u
k k
i i
i n
k
i
i n
u u
u
c =

s s
s s

< .

Mtodos Numricos Formulrio
6


Mtodo de Gauss-Jacobi
1
1 12 13 14 1 1 2 3 4
11
1
2 21 23 24 2 2 1 3 4
22
1
1
k k k k k
n
n
k k k k k
n
n
x b a x a x a x a x
a
x b a x a x a x a x
a
| | | | | | | | | |
| | | | |
| | | | |
| | | | |
\ . \ . \ . \ . \ .
| | | | | | | | | |
| | | | |
| | | | |
| | | | |
\ . \ . \ . \ . \ .
| |
|
|
|
|
|
\ .
|
\
+
+
=
=
1
3 31 32 34 3 3 1 2 4
33
1
1 2 , 1 1 2 1
1
1
k k k k k
n
n
k k k k
n n
n n n n n
nn
x b a x a x a x a x
a
x b a x a x a x
a
| | | | | | | | | |
| | | | |
| | | | |
| | | | |
\ . \ . \ . \ . \ .
| | | | | | | |
| | | |
| | | |
| | | |
\ . \ . \ . \ .
|
|
|
|
|
|
.
| |
|
|
|
|
|
\ .
|
+
+

=
=

\ .

12 11 13 11 1 11
21 22 23 22 2 22
1 2 3
0
0
0
n
n
nn nn nn
n n n
a a a a a a
a a a a a a
B
a a a a a a
(
(
(
(
(
(
(
(
(
(
(
(
(
(



=


1 11
2 22
n nn
b a
b a
g
b a
(
(
(
(
(
(
(
(
(
(
(
(
(

=

Mtodos Numricos Formulrio
7

Mtodo de Gauss-Seidel
1
1 12 13 14 1 1 2 3 4
11
1 1
2 21 23 24 2 2 1 3 4
22
1
1
k k k k k
n
n
k k k k k
n
n
x b a x a x a x a x
a
x b a x a x a x a x
a
| | | | | | | | | |
| | | | |
| | | | |
| | | | |
\ . \ . \ . \ . \ .
| | | | | | | | | |
| | | | |
| | | | |
| | | | |
\ . \ . \ . \ . \ .
| |
|
|
|
|
|
\ .
+
+ +
=
=
1 1 1
3 31 32 34 3 3 1 2 4
33
1 1 1
1 2 , 1 1 2 1
1
1
k k k k k
n
n
k k k k
n n
n n n n n
nn
x b a x a x a x a x
a
x b a x a x a x
a
| | | | | | | | | |
| | | | |
| | | | |
| | | | |
\ . \ . \ . \ . \ .
| | | | | |
| | |
| | |
| | |
\ . \ . \ .
| |
|
|
|
|
|
\ .
| |
|
|
|
|
|
\ .
+ + +
+ + + +

=
=
1
| |
|
|
|
\ .

| |

\ .

Mtodos Numricos Formulrio
8

I In nt te er rp po ol la a o o P Po ol li in no om mi ia al l

Frmula de Lagrange

, 0,1,2, ,
i i
y f x i n
| |
|
|
|
\ .
= = ;
0 1 1 1
0 1 1 1
n
k k
k
n
k k k k k k k
x x x x x x x x x x
L x
x x x x x x x x x x
| | | | | | | |
| |
| | | |
|
| | | |
|
| | | |
\ . | |
\ . \ . \ . \ .
|
|
| | | | | | | | | |
\ .
| | | | |
| | | | |
| | | | |
\ . \ . \ . \ . \ .
+
+

=

,
0,1,2, , k n =


- Polinmio interpolador de grau n:
0 0 1 1
n n n
p x y L x y L x y L x
| | | | | | | |
| | | |
| | | |
\ . \ . \ . \ .
= + + +

1 0 1
n
n
x x x x x x x t
| || |
| |
| |
| |
|
|
| |
|
|
| | \ .
\ .
\ . \ .
+
=

1
0
n
k
n
n
k
k
y
p x x
D
t
| | | |
| |
| |
\ . \ .
+
=
=


Mtodos Numricos Formulrio
9

Frmula de Newton
1 2 0 1 1
0 1
0
, , , , , ,
, , ,
k k
k k
k
k
f x f x
f x x x f x x x
f x x x
x x
( | |
| (
| (
\ .
( (
( (
( ( (

(
(

=


0 1 0 2 0 1 0 1 1
n n
n
p x d d x x d x x x x d x x x x x x
| | | | | | | | | | | |
| |
| | | | | |
|
| | | | | |
|
| | | | | | \ .
\ . \ . \ . \ . \ . \ .

= + + + +
sendo
0 1
, , , , 0,1, ,
k k
d f x x x k n
(
(
(
(

= =
.
1
,
0 1
max
1!
n
x a b
n n n
f x
x f x p x x x x x x x
n
c
| |
|
|
|
|
|
\ .
(
(
(
(
(
(

| |
|
|
\ .
| | | | | |
| | |
| | |
| |
\ . \ . \ .
|
|
|
\ .
+
e
= s
+


Frmula de Newton-Gregory
0
1 1
k k
r r r
k k k
f x f x
f x f x h f x
| | | |
| |
| |
| |
\ . \ .
| | | | | |
| | |
| | |
| | |
\ . \ . \ .

A =
A =A + A

2
0 0 0
0 0 0 1 0 1 1
2
!
2!
n
n
n n
f x f x f x
p x f x x x x x x x x x x x x x
h n h
h
| | | | | |
| | |
| | |
| | | | | | | | | | | | | |
| | |
| |
\ . \ . \ . | | | | | | |
|
| | | | | | |
| | | | | | | \ .
\ . \ . \ . \ . \ . \ . \ .

A A A
= + + + +

1
1
,
max
4 1
n
n
x a b
n n
h f x
x f x p x
n
c
| |
|
|
|
|
\ .
(
(
(
(
(

| |
|
\ .
| | | | | |
| | |
| |
\ . \ . \ .
|
|
|
\ .
+
+
e

= s
+

Mtodos Numricos Formulrio
10

I In nt te eg gr ra a o o N Nu um m r ri ic ca a
0
n
b
k k
a
k
w x f x dx A f x
| |
| | | |
|
| |
|
| |
| \ . \ .
\ .
=
~

}
sendo

b
k k
a
A w x L x dx
| | | |
| |
| |
\ . \ .
=
}
;
0
n
b
k k a
k
R f w x f x dx A f x
| | | |
| | | |
| |
| |
| |
| |
| |
| |
\ . \ . | |
\ . \ .
=
=

}


Regra dos Trapzios
0
1 0 1 1
1
2
2 2
n
n
b x
n
i i n
a x
i
h h
f x dx f x dx f x f x f x f x f x f x
| |
| | | | |
| | | | | | | | | | | |
|
| | | | | |
| | | | | | |
| | | |
| | | | | | |
| | | |
| | | | | \ . \ . \ . | |
|
\ . \ . \ . \ . \ . | |
| \ . \ .
\ .

=
= ~ + = + + + +

} }
0
n
x x
h
n

=
;
0
3
''
max
12
n
x x x
nh
R f f x
| |
| |
|
|
|
|
| \ .
\ .
s s
s

Regra 1/3 de Simpson

2
0
2 2 2 1 2
1
0 1 2 3 4 2 2 2
4
3
4 2 4 2 2 4
3
n
n
b x
i i i
a x
i
n
h
f x dx f x dx f x f x f x
h
f x f x f x f x f x f x f x
| |
| | | | | |
|
| | | |
| | |
|
| |
| | |
|
| | | \ . \ .
\ . \ . \ . |
\ .
| | | | | | | | | | | |
| | | | | |
| | | | | |
| | | | | |
\ . \ . \ . \ . \ . \ .

=

= ~ + +
= + + + + + + +

} }
1 2 n n
f x
| |
| | | |
|
| |
|
| |
|
| |
\ . \ . |
\ .

+


2 0
2
n
x x
h
n

= ;
0 2
4
5
max
90
n
x x x
nh
R f f x
| |
|
|
|
|
|
\ .
| |
| |
|
|
|
|
| \ .
\ .
s s
s
Mtodos Numricos Formulrio
11


Regra 3/8 de Simpson
3
0
3 3 3 2 3 1 3
1
3
3 3
8
n
n
b x
i i i i
a x
i
f x dx f x dx h f x f x f x f x
| |
| | | | | | | | |
| | | |
| | | |
|
| | =
| | | |
|
| |
| | | | \ . \ . |
\ . \ . \ . \ . |
\ .

=
= ~ + + +

} }
5 0 1 2 3 3 4 6 3 3 3 2 3 1 3
3
( ) 3 ( ) 3 ( ) ( ) ( ) 3 ( ) 3 ( ) ( ) ( ) 3 ( ) 3 ( ) ( )
8
n n n n
h f x f x f x f x f x f x f x f x f x f x f x f x
(
( ( (
=
(
( ( (

(


+ + + + + + + + + + +

3 0
3
n
x x
h
n

=
;
0 3
4
5
3
max
80
n
x x x
nh
R f f x
| |
|
|
|
|
|
\ .
| |
| |
|
|
|
|
| \ .
\ .
s s
=


Polinmios Ortogonais
0
0 0
1 0
0 0
1 1
1
0 , 0
,1
. 0 .1
1,1
0 , 0
. . . , 1,2,3,
k k k k k k
x
x
x
x x x o
x x x x x k

o |

| |
|

|
\ .

| | | |

| |

| |

| |
| | \ . \ .
| |
|
|

|
|
| \ .
| | | |
\ .

| |

| |

| |
\ . \ .

| | | | | | | |

| | | |
| | | |
\ . \ . \ . \ .

+
=
= =
= =
1 1
,
,
,
,
k k
k
k k
k k
k
k k
x x x
x x
nde
x x
x x

o


|

| | | |

| |

| |
\ . \ .

| | | |
| |
| |

\ . \ .

| | | |

| |

| |
\ . \ .

| | | |
| |
| |

\ . \ .

=
=


,
b
a
f g w x f x g x dx
| | | | | |
| | |
| | |
\ . \ . \ .
=
}