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a11 a12 · · · a1n
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⎨ x1 + 2x2 − 3x3 = 4

2x1 + 2x2 + 3x3 = 13 = 5>


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1 2 3

  
  
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⎪ 3x1 + 4x2 − 5x3 + x4 = −10


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⎪  11 
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⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
A=⎢ a31 a32 a33 · · · a3n ⎥ , x = ⎢ x3 ⎥  b = ⎢ b3 ⎥ = ->
⎢     ⎥ ⎢  ⎥ ⎢  ⎥
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⎢ ⎥
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    : =li A i = 1 : n>   =  7> *   


   
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 k + 1, k + 2, . . . , n A  
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⎢ ⎥
(0) ⎢ (0) (0) (0) (0) (0)⎥
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⎢   ···    ⎥ 
⎣ ⎦
(0) (0) (0) (0) (0)
an1 an2 an3 · · · ann bn ln

(0) (0) (0)


 aij = aij A bi = bi  a11 = 0

( 2 ' B)  *    I x1   


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li (i = 2, . . . , n)  *    . Ã(0)

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A l1 A  
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⎧ (1) (0)

⎪ a1j = a1j * j = 1, . . . , n


⎨ b(1) = b(0)
1 1
=  >


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aij = aij − mi1 a1j * i = 2, . . . , n  j = 1, . . . , n


⎩ (1) (0) (0)
bi = bi − mi1 b1 * i = 2, . . . , n

    *A   .0

⎡ (1) (1) (1) (1) (1)



a11 a12 a13 · · · a1n b1
⎢ (1) (1) (1) (1) ⎥
⎢ 0 a22 a23 · · · a2n b2 ⎥
⎢ ⎥
⎢ (1) (1) (1) (1) ⎥
Ã(1) =⎢ 0 a32 a33 · · · a3n b3 ⎥ =  >
⎢       ⎥
⎢       ⎥
⎣ ⎦
(1) (1) (1) (1)
0 an2 an3 · · · ann bn

( 2 ' B)  *    I x2   


 =:>
li (i = 3, . . . , n)       . Ã(1) 

    *  


A )8     *)E   
(1)
:A a22 A B <  . /    B *?)A  ;   *  
(1)
 ai2 = 0 (i = 2, . . . , n)A  ; det(A(1)) = 0A    *   det(A) = 0
$A  * :*I det(A) = 0A   *  *?) )    . A(k)A
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A  *   *   *A     
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(1)
a
*     mi2 = i2
(1)
(i = 3, . . . , n) ' BA    li (i = 3, . . . , n)
a22
 
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⎧ (2) (1)

⎪ aij = aij * i = 1, 2  j = i, i + 1, . . . , n


⎨ b(2) = b(1) * i = 1, 2
i i
=  >


(2) (1) (1)
aij = aij − mi2 a2j * i = 3, . . . , n  j = 2, . . . , n


⎩ (2) (1) (1)
bi = bi − mi2 b2 * i = 3, . . . , n

    *A   .0

⎡ (2) (2) (2) (2) (2)



a11 a12 a13 · · · a1n b1
⎢ (2) (2) (2) (2) ⎥
⎢ 0 a22 a23 · · · a2n b2 ⎥
⎢ ⎥
⎢ (2) (2) (2) ⎥
Ã(2) =⎢ 0 0 a33 · · · a3n b3 ⎥ =  #>
⎢       ⎥
⎢       ⎥
⎣ ⎦
(2) (2) (2)
0 0 an3 · · · ann bn

  ? ;A *8   * (n − 1)   .   


A    *A ;0

⎡ (n−1) (n−1) (n−1) (n−1) (n−1)



a11 a12 a13 · · · · · · a1n b1
⎢ (n−1) (n−1) (n−1) (n−1) ⎥
⎢ 0 a22 a23 · · · · · · a2n b2 ⎥
⎢ ⎥
⎢  (n−1) (n−1) (n−1) ⎥
⎢  0 a33 · · · · · · a3n b3 ⎥
à (n−1)
=⎢
⎢      

⎥ =  5>
⎢   0     ⎥
⎢      ⎥
⎢  ⎥
⎣    0    ⎦
(n−1) (n−1)
0 0 0 ··· 0 ann bn

    A(n−1) x = b(n−1)     *   )    8
 = 3>

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0, 0001x + y = 1
=  %>
x + y = 2

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*   


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aik
mik = (k−1)
i = k + 1, . . . , n =  3>
akk

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⎡ ⎤
3 2 1 −1 5
⎢ ⎥
⎢ 0 1 0 3 6 ⎥
à (1)
=⎢


⎥ =  ->
⎣ 0 −3 −5 7 7 ⎦
0 2 4 0 15

0   
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( 6 +  ?

|aj2 | = |a32 | = 3 ⇒ ? = −3


(1) (1)
max
=  7>
j = 2, 3, 4

$ "   + $  @

⎡ ⎤
3 2 1 −1 5
⎢ ⎥
⎢ 0 −3 −5 7 7 ⎥
à (1)
=⎢


⎥ =  >
⎣ 0 1 0 3 6 ⎦
0 2 4 0 15

   
  *

⎧ 1

⎪ m32 =

⎨ −3
=  >



⎩ m42 = 2
−3

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max |aij | = |ars | ⇒ *)E = ars
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∀ i, j ≥ k

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(1)
 a34 = 7A            A   A  :  0

⎡ ⎤
3 −1 1 2 5
⎢ ⎥
⎢ 0 7 −5 −3 7 ⎥
à (1)
=⎢


⎥ =  >
⎣ 0 3 0 1 6 ⎦
0 0 4 2 15

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⎪ x1 − 5x2 + 3x3 + 9x4 − 7x5 + 21x6 − 7x7 − 2x8 = −10, 790





⎪ 3x1 + 2x2 − 5x3 + 8x4 + 3x5 − 13x6 + 0 + x8 = −2, 140



⎪ x2 + 9x3 − 6x4 − 8x6 − 3x7 + 3x8 = −130, 608


2x1 + 6x5 +

⎨ 4x1 − 4x2 + 2x3 + 5x4 + 8x5 − 6x6 + 2x7 − 4x8 = 76, 300
=  #>

⎪ −5x1 + 6x2 − 4x3 + 4x4 + 9x5 − 10x6 + x7 + 5x8 = −11, 100





⎪ 6x1 + x2 + 5x3 − 2x4 + 15x5 + 4x6 − 9x7 + 7x8 = 0, 135



⎪ 0 − 9x2 + x3 + x4 − 12x5 + 2x6 + 10x7 + 8x8 = −3, 108



⎩ 3x
1 + 10x2 + 3x3 + 7x4 + 3x5 + x6 + x7 − 3x8 = 632, 500

 
  * 
x = [41, 6096 38, 3777 − 20, 6838 5, 1453 15, 6574 29, 9109 53, 7383 − 6, 4358]T

  
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Ax = b =  5>

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  ! A  .  A AA 
< =<  *>   *       .A L  U 0

A = LU =  %>

 L   .   <A  B    **      A
 U   .    *0

⎡ ⎤ ⎡ ⎤
1 0 0 0 u11 u12 u13 u14
⎢ ⎥ ⎢ ⎥
⎢ l21 1 0 0 ⎥ ⎢ u22 u23 u24 ⎥
L=⎢ ⎥  U =⎢ 0 ⎥ =  3>
⎢ ⎥ ⎢ ⎥
⎣ l31 l32 1 0 ⎦ ⎣ 0 0 u33 u34 ⎦
l41 l42 l43 1 0 0 0 u44

! 
A   =  5> *    <0

LU x = b =  ->

   *    *
     0


Ly = b
= 7>
Ux = y

()  * A  8 y  A *    A <;
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& A : L  U A   ; )     * 
* K 
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-S  -CEL  H  S  CEL C  .H  .S  .CEL  .S     
 9B: 91: 9 6):
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  3       

   

=

 
  
 (C  

7        
        
 
167) *  

( D      A + B = 1000

$ D      A = V + CH + CS + CCEL

@ D        CCEL = 0, 65A

8 D       CS = 0, 05A

  
      -


 
     
 

C D    3   


 ( C H = GH

E D      


 ( C S = GS

% D       


 ( CCEL = GCEL

, D      


 ( E = GC

- D    3   


 $ 0, 3B + GH = PH

(F D       


 $ 0, 65B + GCEL = PCEL

(( D      


 $ 0, 05B + GS = PS

($ D      


 $ GC = P C

(@ *    


 = PC /(PCEL + PH + PS + PC ) = 0, 03

(8 G 
  3   
 H V = 2/3(0, 3A)

(C G 
      
 6 E = 0, 5CH

6
      
      
     
  
   
   

x = [A B V CH CS CCEL E GH GS GCEL GC PCEL PH PS PC ]T = >

 
  
 
   

b = [1000 0 0 0 0 0 0 0 0 0 0 0 0 0 0]T =  >

  
  *  
 

x = [550, 4585 449, 5415 110, 0917 55, 0459 27, 5229 357, 7980 27, 5229 . . .
=  >
55, 0459 27, 5229 357, 7980 27, 5229 650, 0000 189, 9083 50, 0000 27, 5229]T

7   !" # $   %$&
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'   L  U *     *  


 
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* i ≥ k A mii = 1  U = akkj A k ≤ j A  BA    L     
   

  U      .   *  
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  <   

' @*       * * 


  . L  U *

 , 0

' ( ) 9 5  


     
    *



⎪ 10x1 + 5x2 − x3 + x4 = 2


⎨ 2x + 10x2 − 2x3 − x4 = −26
1
= >

⎪ −x1 − 2x2 + 10x3 + 2x4 = 20



x1 + 3x2 + 2x3 + 10x4 = −25

/
 L  U  
  * ! 
⎡ (0) (0) (0) (0) (0)
⎤ ⎡ ⎤
a11 a12 a13 a1n b1 10 5 −1 1 2
⎢ (0) (0) (0) (0) (0) ⎥ ⎢ ⎥
⎢ a21 a22 a23 a2n b2 ⎥ ⎢ ⎥
à (0)
=⎢ ⎥ = ⎢ 2 10 −2 −1 −26 ⎥ = #>
⎢ (0) (0) (0) (0) (0) ⎥ ⎢ ⎥
⎣ a31 a32 a33 a3n b3 ⎦ ⎣ −1 −2 10 2 20 ⎦
(0) (0) (0) (0) (0)
a41 a42 a43 a44 b4 1 3 2 10 −25

I 
 k = 1
⎡ (1) (1) (1) (1) (1)

a11 a12 a13 a1n b1
⎢ ⎥
⎢ m21 a(1) (1) (1) (1)
a23 a2n b2 ⎥
à (1)
=⎢

22
(1) (1) (1) (1)

⎥ = 5>
⎣ m31 a32 a33 a3n b3 ⎦
(1) (1) (1) (1)
m41 a42 a43 a44 b4

⎡ ⎤
10, 000 5, 000 −1, 000 1, 000 2, 000
⎢ ⎥
⎢ 0, 200 9, 000 −1, 800 −1, 200 −26, 400 ⎥
à (1)
=⎢


⎥ = %>
⎣ −0, 100 −1, 500 9, 900 2, 100 20, 200 ⎦
0, 100 2, 500 2, 100 9, 900 −25, 200

  
      


 
     
 

I 
 k = 2

⎡ (2) (2) (2) (2) (2)



a11 a12 a13 a1n b1
⎢ ⎥
⎢ m21 a(2) (2) (2) (2)
a23 a2n b2 ⎥
à (2) ⎢
=⎢ 22 ⎥ = 3>
(2) (2) (2) ⎥
⎣ m31 m32 a33 a3n b3 ⎦
(2) (2) (2)
m41 m42 a43 a44 b4

⎡ ⎤
10, 000 5, 000 −1, 000 1, 000 2, 000
⎢ ⎥
⎢ 0, 200 9, 000 −1, 800 −1, 200 −26, 400 ⎥
à (2)
=⎢


⎥ = ->
⎣ −0, 100 −0, 167 9, 599 1, 900 15, 791 ⎦
0, 100 0, 278 2, 600 10, 234 −17, 861

I 
 k = 3

⎡ (3) (3) (3) (3) (3)



a11 a12 a13 a1n b1
⎢ ⎥
⎢ m21 a(3) (3) (3) (3)
a23 a2n b2 ⎥
à (3) ⎢
=⎢ 22 ⎥ = #7>
(3) (3) (3) ⎥
⎣ m31 m32 a33 a3n b3 ⎦
(3) (3)
m41 m42 m43 a44 b4

⎡ ⎤
10, 000 5, 000 −1, 000 1, 000 2, 000
⎢ ⎥
⎢ 0, 200 9, 000 −1, 800 −1, 200 −26, 400 ⎥
à (3)
=⎢
⎢ −0, 100 −0, 167

⎥ = #>
⎣ 9, 599 1, 900 15, 791 ⎦
0, 100 0, 278 0, 271 9, 719 −22, 140

'
   * #$C(& 
  
2 L  U 

⎡ ⎤
1, 000 0, 000 0, 000 0, 000
⎢ ⎥
⎢ 0, 200 1, 000 0, 000 0, 000 ⎥
L=⎢


⎥ = # >
⎣ −0, 100 −0, 167 1, 000 0, 000 ⎦
0, 100 0, 278 0, 271 1, 000

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⎡ ⎤
10, 000 5, 000 −1, 000 1, 000
⎢ ⎥
⎢ 0, 000 9, 000 −1, 800 −1, 200 ⎥
U =⎢


⎥ = # >
⎣ 0, 000 0, 000 9, 599 1, 900 ⎦
0, 000 0, 000 0, 000 9, 719

 
 #$88&  
*    
* )4 #  * ! 
&   
    #$8F&
 
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 *
  A  L  U A   ) K *  
  
@   ** * $  ,  2 ).    . L  U  
<A  
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A *8     L  U
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!   
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  * k     * =    &   
  >A    . A * 

&  
  A = LU A 80


r
aij = mip upj , r = min(i, j) = #>
p=1

  
     


 
     
 

/  * k A *8 )0


k
akj = mkp upj , j ≥ k = ##>
p=1


k
aik = mip upk , i > k = #5>
p=1

     ** < B   <   mkk = 1A *


k = 1, 2, . . . , nA     ukk , uk,k+1, . . . uk,n  mk+1,k , mk+2,k , . . . , mn,k   
  
 = ##>  = #5>A  0



⎪ 
k−1

⎪ ukj = akj − mkp upj , j = k, k + 1, . . . , n






p=1

= #%>

⎪ 
k−1

⎪ aik −

⎪ mip upk



⎩ mik = p=1
, i = k + 1, k + 2, . . . , n
ukk

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 )    
   
       

  !  " A

 .
 k = 1 : n 3"

 .
 j = k : n 3"

k−1
 ukj = akj − mkp upj
p=1

 .
 j = k + 1 : n 3"

k−1
aik − mip upk
 mik =
p=1
ukk

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!    A <.8 ukk = 1A * k = 1, 2, . . . , n A  A   



*  * k 0



⎪ 
k−1

⎪ mik = aik − mip upk , i = k, k + 1, . . . , n






p=1

= #3>

⎪ 
k−1

⎪ −

⎪ akj mkp upj



⎩ ukj = p=1
, j = k + 1, k + 2, . . . , n
mkk

' ( ) : 5  


       .
  
 

 3       



⎨ 5x1 −
⎪ x2 + x3 = 10
2x1 + 4x2 + 0 = 12 = #->


⎩ x + x + 5x = −1
1 2 3

4   * #$C,& 




⎡ ⎤
5, 00000 0, 00000 0, 00000
⎢ ⎥
L=⎢
⎣ 2, 00000 4, 40000 0, 00000 ⎥
⎦ = 57>
1, 00000 1, 20000 4, 90909

⎡ ⎤
1, 00000 −0, 20000 0, 20000
⎢ ⎥

U = ⎣ 0, 00000 1, 00000 −0, 09091 ⎥ = 5>

0, 00000 0, 00000 1, 00000

5  
 Ly = b 
 y1 = 2, 00000 y2 = 1, 81818  y3 = −1, 05556
5  
 U x = y 
 x1 = 2, 55556 x2 = 1, 72222  x3 = −1, 05560
  
      #


 
     
 

1 
$  .) &) (
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     ,   1


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  A   :)      ukk A     * k ) 
:  < )A    .       
; 

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  8



⎪ 
k−1

⎪ u
(1)
= a − mkp upk

⎪ kk kk




p=1





⎨ k−1
(2)
ukk = ak+1,k − mk+1,p upk



⎪ p=1







⎪ 
k−1

⎪ (n−k+1)
= ank −

⎩ ukk mnp upk
p=1

 
(s) (r)
 &8 max ukk , 1 ≤ s ≤ n − k + 1 = ukk A  r   *
    
  ;@  B A  )  

 +8  . Ã =. A    )   * b>  


. LA  k 8 : * (k + r − 1)8 :A     

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⎪ 4x1 + 2x2 − x3 + x4 = 6


⎨ 8x + 4x2 + 2x3 − 2x4 = 10
1
= 5 >

⎪ x1 + 4x2 + 2x3 − 2x4 = 3



2x1 + x2 − 2x3 + 6x4 = 8

7 
2  
  
 Ã 3   
      a11
#
     +   & 

⎡ ⎤
8, 000 4, 000 2, 000 −2, 000 10, 000
⎢ ⎥
⎢ 4, 000 2, 000 −1, 000 1, 000 6, 000 ⎥
à = ⎢


⎥ = 5 >
⎣ 1, 000 4, 000 2, 000 −2, 000 3, 000 ⎦
2, 000 1, 000 −2, 000 6, 000 8, 000

= k = 1 j = 1, 2, 3, 4
 i = 2, 3, 4
  u11 = 8, 000 u12 = 4, 000 u13 =
2, 000 u14 = −2, 000J m21 = 0, 500 m31 = 0, 125  m41 = 0, 250

= k = 2 j = 2, 3, 4  i = 3, 4   


      u22  

  u22 *

(1)

⎪ u22 = a22 − m21 u12 = 0, 000






(2)
u22 = a32 − m31 u12 = 3, 500 = 5>







⎩ u(3) = a − m u
22 42 41 12 = 0, 000


* u22 = u(2)
22 = 3, 500 7  
   Ã    +  
 
 
 

⎡ ⎤
8, 000 4, 000 2, 000 −2, 000 10, 000
⎢ ⎥
⎢ 1, 000 4, 000 2, 000 −2, 000 3, 000 ⎥
à = ⎢


⎥ = 5#>
⎣ 4, 000 2, 000 −1, 000 1, 000 6, 000 ⎦
2, 000 1, 000 −2, 000 6, 000 8, 000

) m11 = 1, 000 m21 = 0, 125 m31 = 0, 500 m41 = 0, 250J u23 = a23 − m21 u13 =
1, 750 u24 = a24 − m21 u14 = −1, 750  m32 = (a32 − m31 u12 )/u22 = 0, 000 m42 = (a42 −
m41 u12 )/u22 = 0, 000

  
      %


 
     
 

= k = 3 j = 3, 4  i = 4 7


⎪ (1)
⎨ u33 = a33 − m31 u13 − m32 u23 = −2, 000

= 55>


⎩ u(2) = a − m u − m u
33 43 41 13 42 23 = −2, 500

=

 u33 = u(2)
33 = −2, 500 7  
   Ã 
  + 
 
  
 

⎡ ⎤
8, 000 4, 000 2, 000 −2, 000 10, 000
⎢ ⎥
⎢ 1, 000 4, 000 2, 000 −2, 000 3, 000 ⎥
à = ⎢


⎥ = 5%>
⎣ 2, 000 1, 000 −2, 000 6, 000 8, 000 ⎦
4, 000 2, 000 −1, 000 1, 000 6, 000

) m11 = 1, 000 m21 = 0, 125 m31 = 0, 250 m41 = 0, 500J m22 = 1, 000 m32 =
0, 000 m42 = 0, 000J u34 = a34 − m31 u14 = 6, 500J m43 = (a43 − m41 u13 − m42 u23 )/u33 = 0, 800

= k = 4 j = 4  u44 = a44 − m41 u14 − m42 u24 − m43 u34 = −3, 200 /
  



⎡ ⎤
1, 000 0, 000 0, 000 0, 000
⎢ ⎥
⎢ 0, 125 1, 000 0, 000 0, 000 ⎥
L=⎢


⎥ = 53>
⎣ 0, 250 0, 000 1, 000 0, 000 ⎦
0, 500 0, 000 0, 800 1, 000

⎡ ⎤
8, 000 4, 000 2, 000 −2, 000
⎢ ⎥
⎢ 0, 000 3, 500 1, 750 −1, 750 ⎥
U⎢
⎢ 0, 000 0, 000 −2, 500

⎥ = 5->
⎣ 6, 500 ⎦
0, 000 0, 000 0, 000 −3, 200

5  
 Ly = b 
 y1 = 10, 000 y2 = 1, 750 y3 = 5, 500 
y4 = −3, 400 5  
 U x = y  
 x1 = 1, 000 x2 = 1, 750 x3 = 0, 563 
x4 = 1, 063

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   A   )         

   C  *@
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     *  

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    > +    
  *  < C 
*  .
   
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)           

'  ) 


A xA     Ax = b .   )A
      C  *@
  x =x̂(1)A x̂(2)A . . .A x̂(k)>A  * 
 *@
  ) A x̂(0) ' ? <   );) =A )
 .>         L*@
MA   ) *@  );) 
   ' "  *CA *I  ?  );)A *  
   
 ) *@  );) <  

   Ax = b     **   <  .A 


BA aii = 0 * i = 1, 2, . . . , n0

⎡ ⎤ ⎡ ⎤
a x + a12 x2 + · · · + a1n xn b1
⎢ 11 1 ⎥ ⎢ ⎥
⎢ a x + a x + ··· + a x ⎥ ⎢ ⎥
⎢ 21 1 22 2 2n n ⎥ ⎢ b2 ⎥
⎢    ⎥=⎢  ⎥ = %7>
⎢   ···  ⎥ ⎢  ⎥
⎣ ⎦ ⎣ ⎦
an1 x1 + an2 x2 + · · · + ann xn bn

   *?) @* x1   *  


A x2      
  
 ) A *8 )     < ) * 
)0

  
      -


 
     
 

⎧  n 

⎪ b1 −

⎪ j=2 a1j xj

⎪ x1 =

⎪ a11

⎪  

⎪  

⎪  

⎨ n
bi − j=i aij xj = %>


xi =

⎪ aii

⎪  

⎪  

⎪  n−1 

⎪ bn −

⎪ anj xj

⎩ xn =
j=1

ann

/ (    )


! A   
   = %>   . *     C
   ) 
 xA x̂(1)A x̂(2)A . . .A x̂(n)
/   *@
 =)> A x̂(0)A .8    
*  
   = %> *    *@
 * x1  A  *

A 80

 

n
b1 − a1j x̂j (0)
j=2
x̂1 (1) = = % >
a11

'   *  ) x̂(1)A x̂2 (1)A x̂3 (1)A . . .A x̂n (1)A *   
  ;

 

n
bi − aij x̂j (0)
j=1, j=i
x̂i (1) = , i = 1, 2, . . . , n = % >
aii

 *    * *     *@


  )

A x A  *I@ *    ) x̂(1) *    ) *@
 
) 
A x̂(2) = [x̂1 (2) x̂2 (2) . . . x̂n (2)]T 

 @*   *  


   x̂i =i = 1, 2, . . . , n>A   

k A   *0

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n
bi − aij x̂j (k − 1)
j=1, j=i
x̂i (k) = , i = 1, 2, . . . , n = %>
aii

 *
   ; C@    C  )A  ?  )8
  *   ) A ) *  
     
  <
    x̂i (i = 1, 2, . . . , n)  
  ) < 
     ) =D>    
 * < 
L  *M *    * max(1 ≤ i ≤ n) |x̂i (k) − x̂i (k − 1)| < εA  ε  
D 

/    :  )C    6A )8 


=)   *  *)A  ;>    . A B  * L
MA  BA |aii | > |aij |, i, j = 1, 2, . . . , n

' ( )  5  


  167) 
2  
  K   x̂(0) =
[0 0 0]T  ε = 10−3 



⎨ 4, 00x1 + 0, 24x2 − 0, 08x3 = 8, 00

0, 09x1 + 3, 00x2 − 0, 15x3 = 9, 00 = %#>


⎩ 0, 04x − 0, 08x + 4, 00x = 20, 00
1 2 3

a 
"7)2

⎧  
⎪ b1 − [a12 x̂2 (0) + a13 x̂3 (0)] b1 a12 a13

⎪ x̂1 (1) = = − x̂2 (0) + x̂3 (0)

⎨ a11 a11 a11 a11
= %5>

⎪  

⎪ 8, 00 0, 24 (−0, 08)
⎩ x̂1 (1) = − ×0+ ×0 ∴ x̂1 (1) = 2, 00
4, 00 4, 00 4, 00

⎧  
⎪ b2 − [a21 x̂1 (0) + a23 x̂3 (0)] b2 a21 a23

⎪ x̂2 (1) = = − x̂1 (0) + x̂3 (0)

⎨ a22 a22 a22 a22
= %%>

⎪  

⎪ 9, 00 0, 09 (−0, 15)
⎩ x̂2 (1) = − ×0+ ×0 ∴ x̂2 (1) = 3, 00
3, 00 3, 00 3, 00

  
      


 
     
 

⎧  
⎪ b3 − [a31 x̂1 (0) + a32 x̂2 (0)] b3 a31 a32

⎪ x̂3 (1) = = − x̂1 (0) + x̂2 (0)

⎨ a33 a33 a33 a33
= %3>

⎪  

⎪ 20, 00 0, 04 (−0, 08)
⎩ x̂3 (1) = − ×0+ ×0 ∴ x̂3 (1) = 5, 00
4, 00 4, 00 4, 00

/   #$%E& #$%%&  #$%,& 


   
     


⎨ x̂1 (k + 1) = 2, 00 − 0, 06 x̂2 (k) + 0, 02 x̂3 (k)

x̂2 (k + 1) = 3, 00 − 0, 03 x̂1 (k) + 0, 05 x̂3 (k) = %->


⎩ x̂ (k + 1) = 5, 00 − 0, 01 x̂ (k) + 0, 02 x̂ (k)
3 1 2

a 
"7)2 =
  

  
  * 
  
* 
 x̂(1) =
[2, 00 3, 00 5, 00]T  
   *  x x̂(2)      
    #$%-&



⎨ x̂1 (2) = 2, 00 − (0, 06 × 3, 00) + (0, 02 × 5, 00) ∴
⎪ x̂1 (2) = 1, 92
x̂2 (2) = 3, 00 − (0, 03 × 2, 00) + (0, 05 × 5, 00) ∴ x̂2 (2) = 3, 19 = 37>


⎩ x̂ (2) = 5, 00 − (0, 01 × 2, 00) + (0, 02 × 3, 00) ∴ x̂3 (2) = 5, 04
3

a 
"7)2 =    3 
 x̂(3)  
  x̂(2)




⎨ x̂1 (3) = 1, 9094
x̂2 (3) = 3, 1944 = 3>


⎩ x̂ (3) = 5, 0446
3

H;    
   max(1 ≤ i ≤ n) |x̂i (k) − x̂i (k − 1)| < ε 



⎡ ⎤
0, 0110
⎢ ⎥
max(1 ≤ i ≤ n) |x̂(3) − x̂(2)| = max(1 ≤ i ≤ n) ⎢ ⎥
⎣ 0, 0040 ⎦ = 0, 0110 > ε = 3 >
0, 0046

  
   *  

  2  
 
   ;  
    
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L  ;&    < 3  

#
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&   

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'   , 8  *  )   
    68
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   = %>A *
*)  ;  B; <   * * *  .  ) 
*      <   A  )    * x̂1 (k + 1)
;   ;   x̂2 (k + 1)    )0

⎧  

⎪ b1 a12 a13 a1n

⎪ x̂1 (k + 1) = − x̂2 (k) + x̂3 (k) + . . . + x̂n (k)

⎪ a 11 a11 a 11 a 11





⎪  

⎪ b2 a21 a23 a2n

⎪ −


x̂2 (k + 1) = x̂1 (k + 1) + x̂3 (k) + . . . + x̂n (k)

⎪ a22 a22 a22 a22


  = 3 >


b3

a31 a32 a3n

⎪ x̂3 (k + 1) = x̂1 (k + 1) + x̂2 (k + 1) + . . . + x̂n (k)

⎪ a33 a33 a33 a33







⎪  

⎪  

⎪  

⎪ bn an1 an2 an,n−1

⎩ x̂n (k + 1) = − x̂1 (k + 1) + x̂2 (k + 1) + . . . + x̂n−1 (k + 1)
ann ann ann ann

' ( )  =    


     6 $((   
 
! 1  
 *         
     



⎨ x̂1 (k + 1) = 2, 00 − 0, 06 x̂2(k) + 0, 02 x̂3 (k)

x̂2 (k + 1) = 3, 00 − 0, 03 x̂1(k + 1) + 0, 05 x̂3 (k) = 3>


⎩ x̂ (k + 1) = 5, 00 − 0, 01 x̂ (k + 1) + 0, 02 x̂ (k + 1)
3 1 2

' ( )  5  


    
  ! 1  x̂(0) =
[0 0 0]T  ε = 5 × 10−2     
 
  

max (1 ≤ i ≤ n) |xi (k) − xi (k − 1)|


CP (k) = <ε = 3#>
max (1 ≤ i ≤ n) |xi (k)|




⎨ 5x1 + x2 + x3 = 5
3x1 + 4x2 + x3 = 6 = 35>


⎩ 3x + 3x + 6x = 0
1 2 3

  
     


 
     
 

7 
 * 2        
 *    



⎨ x̂1 (k + 1) = 1, 00 − 0, 20 x̂2(k) − 0, 20 x̂3(k)

x̂2 (k + 1) = 1, 50 − 0, 75 x̂1(k + 1) + 0, 25 x̂3 (k) = 3%>


⎩ x̂ (k + 1) = 0, 00 − 0, 50 x̂ (k + 1) + 0, 50 x̂ (k + 1)
3 1 2


"7) 2



⎨ x̂1 (1) = 1, 00 − 0, 00 − 0, 00 = 1, 000

x̂2 (1) = 1, 50 − (0, 75 × 1, 00) − 0, 00 = 0, 750 = 33>


⎩ x̂ (1) = (−0, 50 × 1, 00) − (0, 50 × 0, 75) = −0, 875
3


"7) 2



⎨ x̂1 (2) = 1, 00 − (0, 20 × 0, 75) − (0, 20 × −0, 875) = 1, 025

x̂2 (2) = 1, 50 − (0, 75 × 1, 025) − (0, 25 × −0, 875) = 0, 950 = 3->


⎩ x̂ (2) = (−0, 50 × 1, 025) − (0, 50 × 0, 950) = −0, 9875
3


"7) 2




⎨ x̂1 (3) = 1, 0075
x̂2 (3) = 0, 9912 = -7>


⎩ x̂ (3) = −0, 9993
3

7    * #$,C& ;    


  ! 1   
 * 
  
*  CP (3) = 0, 0402 < ε

 
"7)2      6A  :  )C   
, 8  *    8    . A B  * L 8
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 x̂ <   *@
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x1 + 1, 001x2 = 2, 001
= ->
0, 999x1 + x2 = 1, 999

7  * 


  
 #$-(&  x = [1, 000 1, 000]T  
 


x̂ = [2, 000 0, 001]T      
  #$-(& 

    
2, 001 1, 000 1, 001 2, 000
r= − = - >
1, 999 0, 999 1, 000 0, 001

   
2, 001 2, 001001
r= − = - >
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−0, 000001
r= = ->
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6     


    r x̂ = [2, 000 0, 001]T
     *  x   
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 2
 .    A A    .  A < )
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 A   .   nA    .A  *


det(A)   *0

  
      #


 
     
 

det(A)
det(A) = = -#>
α1 α2 . . . αn



αi = a2i1 + a2i2 + . . . + a2in , i = 1, 2, . . . , n = -5>

'  .  . A   = ->     5 × 10−7 A  BA


det(A)  1 /A     = ->   A  < 
 @* = >

&$   #   '      (    (  #   '



         


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y = f (x)A *  1  

12

10

x1 x2 x3

−2
0 10 20 30 40 50 60 70 80 90 100

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f (x̂0 ) f (xk )
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f (0) × f (1) < 0 ⇒ ∃ x∗ ∈ [0, 1]

  
      


 
     
 


 x∗   2  f (x) 


 

7    * #@@&      f (x) = ex (1 + x)


xk exk − 1
xk+1 = xk −
exk (1 + xk )

  
    
  
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+ 0 (   *@


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k xk ε = |xk+1 − xk |
7 A7 8
 7A53 - -% 7A 5757 %-
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7A#5% -% 7A77 % -
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f  (xk ) ≈ = >
(xk − xk−1 )

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 = >   *I* 
 
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⎡ ⎤
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xk+1 = xk − ⎢

⎥ = #>
f (xk ) − f (xk−1 ) ⎦
(xk − xk−1 )
 A

 
xk f (xk ) − xk−1 f (xk )
xk+1 = xk − = 5>
f (xk ) − f (xk−1 )

  
 = 5> *    <    * <    
 
*  $  0

xk−1 f (xk ) − xk f (xk−1 )


xk+1 = = %>
f (xk ) − f (xk−1 )

     
*  $    *  
)  *
   
      < 
   
y = f (x) *   1  #

1  #0  


  $  

  
      #


 
     
 


! A 8     * * * (xk−1 , f (xk−1 ))  (xk , f (xk )) 
 *@
  *   ) y = f (x)

/   


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   *   *0 A = xk+1 A B = xk A C = (xk , f (xk ))A D = (xk−1 , f (xk−1 )) 
E = xk−1  & <A *8 )0

f (xk ) f (xk−1 )
= = 3>
(xk − xk+1 ) (xk−1 − xk+1 )

@*  )  I   


 = 3>A xk+1 A 8    
 
*  $  A    @   K  
 = %>0

xk−1 f (xk ) − xk f (xk−1 )


xk+1 = = ->
f (xk ) − f (xk−1 )

2x
' ( )  1    * *  y = f (x) :

  y = e x − 1 − 3   
e −1
2  f (x)   
   
  x0 = 1  x1 = 3 
  ε = |xk+1 − xk | < 10−3
7 *      
  ; 
   2xk−1 
e2xk − 1 e −1
xk−1 − 3 − xk −3
exk − 1 exk−1 − 1
xk+1 =  2xk   2xk−1 
e −1 e −1
−3 − −3
exk − 1 exk−1 − 1

+  0 (   *@


 < * $   *   8


k xk+1 ε = |xk+1 − xk |
7 x0 = 1, 0 x1 = 3, 0
 7A-% 3 75 A73 %5%-
7A3#%%57#7 7A7#-#-#5
7A%7#3# 7A% 7- #
 7A5-# 33-- 7A7#- #-%
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$   
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     <0



⎪ f1 (x1 , x2 , . . . , xn ) = 0



⎨ f2 (x1 , x2 , . . . , xn ) = 0
 = 7>

⎪ 



⎩ f (x , x , . . . , x ) = 0
n 1 2 n

  fi A  i = 1, 2 . . . , nA   < 


   n );) 

    
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 *0

f(x) = 0 = >

 x   )  );) *  n *  f   < 


 )A 
);) )A     fi (x) < 
0

⎡ ⎤ ⎡ ⎤ ⎡ ⎤
x1 f1 (x1 , x2 , . . . , xn ) f1 (x)
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ f (x , x , . . . , x ) ⎥ ⎢ f (x) ⎥
⎢ x2 ⎥ ⎢ 2 1 2 n ⎥ ⎢ 2 ⎥
x=⎢  ⎥; f(x) = ⎢  ⎥ = ⎢  ⎥ =  >
⎢  ⎥ ⎢  ⎥ ⎢  ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
xn fn (x1 , x2 , . . . , xn ) fn (x)

' B)    )  x∗1 A x∗2 A . . .A x∗n A   



⎪ f1 (x∗1 , x∗2 , . . . , x∗n ) = 0



⎨ f (x∗ , x∗ , . . . , x∗ ) = 0
2 1 2 n
 =  >

⎪ 



⎩ f (x∗ , x∗ , . . . , x∗ ) = 0
n 1 2 n

A * <  * A  *  A  


     
    I0

  
      %


 
     
 



−x1 (x1 + 1) + 2x2 = 18
= >
(x − 1)2 + (x2 − 6)2 = 25

 *      x∗1 A x∗2 A   0


f1 (x∗1 , x∗2 ) = −x1 (x1 + 1) + 2x2 − 18 = 0
= #>
f2 (x∗1 , x∗2 ) = (x − 1)2 + (x2 − 6)2 − 25 = 0

,A  ?.   = #>    *  * =x1 , x2 >  


 )  * f1  f2  *

      "  


   A    

 
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*0

(x − xk )2 (x − xk )n
f (x) = f (xk ) + f  (xk )(x − xk ) + f  (xk ) + . . . + f n (xk ) = 5>
2! n!

+8 *  *   *@


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f (x) ≈ f (xk ) + f  (xk )(x − xk ) = %>

28  *@
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 = %>A *8   . 
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f (xk ) + f  (xk )(x∗ − xk ) = 0 = 3>

@*  )  .A x∗ A   


 = 3>A 80

f (xk )
x∗ = xk − = ->
f  (xk )
 A *    )  .  < 
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f  (xk )

 
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4&  5  & 6 7  23      &  %

,.   
 = 3> *  
   
    
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f(xk ) + F (xk )(x∗ − xk ) = 0 =  >

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A 80

f(xk ) + F (xk )(xk+1 − xk ) = 0 =  >

 F (x)   )   < 


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    *  xA   

% 
 0

 
 ∂fi
J(x) = F (x) = i, j = 1, 2, . . . , n. =  >
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 =  >   
 =  >0

f(xk ) + J(xk )(xk+1 − xk ) = 0 =  >

/    


  CA * *8   
 =  > * J−1 (xk ) 
@*8 xk+1 0

J−1 (xk ) f(xk ) + (xk+1 − xk ) = 0 =  #>

xk+1 = xk − J−1 (xk ) f(xk ) =  5>

  
      -


 
     
 


    *
   
 =  7> * 
     
   

! A      )   .   *


    *
 ) * A ** *      
A ?*   
*  : /8 )  * :    
 =  >
  < 
   )  @  *0

vk = xk+1 − xk =  %>

& <A 8  *@


  
 =k + 1> )  
  

  
 0

f(xk ) + J(xk ) vk = 0 =  3>

J(xk ) vk = −f(xk ) =  ->

'  =  ->A   ;  < *  Ax = bA *  ) *   
  
     A  ) *@
  ?.  f(x)A x∗ A
*        )  . 60

xk+1 = xk + vk =  7>

' ( ) 1 4  .


  IN
5+     
 
 * 

 
f1 (x1 , x2 ) = 2x31 − x22 − 1 = 0 1, 2
 x0 =
f2 (x1 , x2 ) = x1 x32 − x2 − 4 = 0 1, 7

7 
2 K   
 

 
6x21 −2x2
J(x1 , x2 ) =
x32 3x1 x22 − 1

"  *  



)#  !#         
#7   !" # $   %$&
'&#  ( 
)## *&#
5 $))  ,?)&@(A)& (
    ! "# ,7) &


   
8, 64 −3, 40 −0, 4340
J(x0 ) =  f(x0 ) =
4, 91 9, 40 0, 1956

5  
     * #@$-& 


v0 = [0, 03488 − 0, 03902]T

7    * #@@F& 


   *    2  



x1 = [1, 2349 1, 6610]T

=  3    *    J(x1) f(x1 )  v1  




x2 = [1, 2343 1, 6615]T

= ;   3    .


  IN
5+  
      
*

f1 (x0 ) = −0, 4340 f2 (x0 ) = 0, 1956


f1 (x1 ) = 7, 46 × 10−3 f2 (x1 ) = −1, 99 × 10−3
f1 (x2 ) = −1, 28 × 10−4 f2 (x2 ) = 3, 20 × 10−4

  
  
  
 
    
     



'0 1    )"  " -" 


$  ).  ;   . 6 *   @ <?A 8
*  *@  < 
    G  "   
     
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 . 6 *   &
   '



      ;  


  )   < 
 f (x)0

  
      #


 
     
 


df (x) f (x + ∆x) − f (x)


f  (x) = = lim∆x→0 =  >
dx ∆x
'   *   *  ) *0

∂fi fi (x + ∆x) − fi (x)


= lim∆x→0 =  >
∂xj ∆x
A * @*A    C  
   0




⎨ f1 (x1 , x2 , x3 ) = 0
f2 (x1 , x2 , x3 ) = 0 =  >


⎩ f (x , x , x ) = 0
3 1 2 3

 . 6   *0

⎡ ⎤
∂f1 ∂f1 ∂f1
⎢ ∂x1 ∂x2 ∂x3 ⎥
⎢ ⎥
⎢ ⎥
⎢ ⎥
⎢ ∂f2 ∂f2 ∂f2 ⎥
J(x) = ⎢
⎢ ∂x
⎥ =  >
⎢ 1 ∂x2 ∂x3 ⎥

⎢ ⎥
⎢ ⎥
⎣ ∂f3 ∂f3 ∂f3 ⎦
∂x1 ∂x2 ∂x3

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⎡ ⎤
f1 (x1 + ∆x) − f1 (x1 ) f1 (x2 + ∆x) − f1 (x2 ) f1 (x3 + ∆x) − f1 (x3 )
⎢ ⎥
⎢ ∆x ∆x ∆x ⎥
⎢ ⎥
⎢ ⎥
⎢ f2 (x1 + ∆x) − f2 (x1 ) f2 (x2 + ∆x) − f2 (x2 ) f2 (x3 + ∆x) − f2 (x3 ) ⎥
J(x) ≈ ⎢


⎥ =  #>
⎢ ∆x ∆x ∆x ⎥
⎢ ⎥
⎢ ⎥
⎣ f3 (x1 + ∆x) − f3 (x1 ) f3 (x2 + ∆x) − f3 (x2 ) f3 (x3 + ∆x) − f3 (x3 ) ⎦
∆x ∆x ∆x

 
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