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Sistema no lineal:
𝑓1 (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) = 0
𝑓2 (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) = 0
𝑓𝑛 (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) = 0
En forma matricial:
𝐹(𝑋) = 0
donde
𝑥1 𝑓1 (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) 𝑓1 (𝑋) 0
𝑥2 𝑓 (𝑥 , 𝑥 , … , 𝑥𝑛 ) 𝑓 (𝑋) 0
𝑋 = [ ⋮ ], 𝐹(𝑋) = [ 2 1 2 ]=[ 2 ], 0=[ ]
⋮ ⋮ ⋮
𝑥𝑛 𝑓𝑛 (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) 𝑓𝑛 (𝑋) 0
−1
𝑋 (𝑛+1) = 𝑋 (𝑛) − [𝐽(𝑋 (𝑛) )] 𝐹(𝑋 (𝑛) )
1
Métodos Numéricos Maestro: Jonathan Martínez Romero ICO
−1
Que, si se define 𝑌 (𝑛) = [𝐽(𝑋 (𝑛) )] 𝐹(𝑋 (𝑛) ) se puede escribir como
−1
1. Calculando la matriz inversa [𝐽(𝑋 (𝑛) )]
−1
2. Resolviendo un sistema de ecuaciones lineales partiendo de 𝑌 (𝑛) = [𝐽(𝑋 (𝑛) )] 𝐹(𝑋 (𝑛) )
Ejemplo
𝑓1 (𝑥1 , 𝑥2 ) = 𝑥12 + 𝑥1 𝑥2 − 10
𝑥1
𝑋=[ ]
𝑥2
𝑥12 + 𝑥1 𝑥2 − 10
𝐹(𝑥1 , 𝑥2 ) = 𝐹(𝑋) = [ ]
𝑥2 + 3𝑥1 𝑥22 − 57
(0)
𝑥1 1.5
𝑋 (0) = [ (0)
]=[ ]
𝑥2 3.5
SNL:
𝑥12 + 𝑥1 𝑥2 − 10 0
𝐹(𝑋) = 0 ↔ [ ]=[ ]
𝑥2 + 3𝑥1 𝑥22 − 57 0
2
Métodos Numéricos Maestro: Jonathan Martínez Romero ICO
Matriz Jacobiana del sistema:
𝜕𝑓1 𝜕𝑓1
2𝑥1 + 𝑥2 𝑥1
𝜕𝑥1 𝜕𝑥2
𝐽(𝑋) = =[ ]
𝜕𝑓2 𝜕𝑓2
3𝑥22 1 + 6𝑥1 𝑥2
[𝜕𝑥1 𝜕𝑥2 ]
• 1a iteración, 𝒏 = 𝟎
−1
𝑋 (1) = 𝑋 (0) − [𝐽(𝑋 (0) )] 𝐹(𝑋 (0) )
−1
(0) (0) (0) (0) 2 (0) (0)
(1)
𝑥1
(0)
𝑥1 2𝑥1 + 𝑥2 𝑥1 (𝑥1 ) + 𝑥1 𝑥2 − 10
[ (1) ] = [ (0) ] − [ ] [ ]
(0) 2 (0) (0) (0) (0) (0) 2
𝑥2 𝑥2 3(𝑥2 ) 1 + 6𝑥1 𝑥2 𝑥2 + 3𝑥1 (𝑥2 ) − 57
−1
1.5 2(1.5) + 3.5 1.5 (1.5)2 + 1.5(3.5) − 10
=[ ]−[ ] [ ]
2 2
3.5 3(3.5) 1 + 6(1.5)(3.5) 3.5 + 3(1.5)(3.5) − 57
−1
1.5 6.5 1.5 −2.5
=[ ]−[ ] [ ]
3.5 36.75 32.5 1.625
1.5 1 −83.6875
=[ ]− [ ]
156.125
3.5 102.4375
1.5 −0.536029
=[ ]−[ ]
3.5 0.656125
3
Métodos Numéricos Maestro: Jonathan Martínez Romero ICO
(1)
𝑥1 2.036029
[ (1)
]=[ ]
𝑥2 2.843875
• 2a iteración, 𝒏 = 𝟏
−1
𝑋 (2) = 𝑋 (1) − [𝐽(𝑋 (1) )] 𝐹(𝑋 (1) )
6.915933 2.036029
(1)
[𝐽(𝑋 )] = [ ]
24.262875 35.741272
−0.064374
(1)
𝐹(𝑋 )=[ ]
−4.756208
−1
(2) 2.036029 6.915933 2.036029 −0.064374
𝑥1
[ (2)
]=[ ]−[ ] [ ]
𝑥2 2.843875 24.262875 35.741272 −4.756208
−1
𝑋 (2) 𝑋 (1) [𝐽(𝑋 (1) )] 𝐹(𝑋 (1) )
4
Métodos Numéricos Maestro: Jonathan Martínez Romero ICO
−1
𝑋 (2) = 𝑋 (1) − [𝐽(𝑋 (1) )] 𝐹(𝑋 (1) ) = 𝑋 (1) − 𝑌 (1)
donde
−1
𝑌 (1) = [𝐽(𝑋 (1) )] 𝐹(𝑋 (1) )
1 1 0.294397 −0.009308
𝑅 → 𝑅1 [
6.915933 1 ]
24.262875 35.741272 −4.756208
1 0.294397 −0.009308
−24.262875 𝑅1 + 𝑅2 → 𝑅2
[ ]
0 28.598354 −4.530369
1 1 0.294397 −0.009308
𝑅2 → 𝑅2 [ ]
28.598354
0 1 −0.158414
5
Métodos Numéricos Maestro: Jonathan Martínez Romero ICO
1 0 0.037329
−0.294397 𝑅2 + 𝑅1 → 𝑅1
[ ]
0 1 −0.158414
(1)
𝑦1 0.037329
𝑌 (1) = [ ]=[ ]
(1)
𝑦2 −0.158414
2.036029 0.037329
𝑋 (2) = 𝑋 (1) − 𝑌 (1) = [ ]−[ ]
2.843875 −0.158414
(2)
𝑥1 1.9987
[ (2)
]=[ ]
𝑥2 3.002289