Численные методы. Ч.2. Решение уравнений. Буслов В.А - 9 стр.

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A
N × N
Ax = b .
|| || R
N
||x|| max
i
|x
i
| =
P
|x
i
| =
p
P
x
2
i
A
M = ||A|| = max
x6=0
||Ax||
||x||
.
y = Ax m
m = min
x6=0
||Ax||
||x||
= min
y6=0
||y||
||A
1
y||
=
³
max
y6=0
||A
1
y||
||y||
´
1
= ||A
1
||
1
.
C(A) =
M
m
= ||A|| · ||A
1
||
C(A) 1
C(αA) = C(A)
A C(A) =
max
i
|a
ii
|
min
i
|a
ii
|
C(A) b
x
||x||
||x||
C(A)
||b||
||b||
.
Ax = b A(x + x) = b + b Ax = b
m
||Ax||
||x||
=
||b||
||x||
,
||x||
1
m
||b|| Ax = b ||b|| M||x||
||x||
||x||
M
m
||b||
||b||
.
Ax = b
a
11
a
12
··· a
1N
a
21
a
22
··· a
2N
··· ··· ··· ···
a
N1
a
N2
··· a
NN
x
1
x
2
···
x
N
=
b
1
b
2
···
b
N
a
ij
b
i
a
(1)
ij
A
1
b
1
A = A
1
, b = b
1
a
21
a
11
= c
21
i i = 2, 3, . . . , N
i1
=
a
i1
a
11
b
1