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Title: Author: LEFTERIS KOLLEROS Last modified by: Lefteris Created Date: 10/3/2005 3:23:09 AM Document presentation format – PowerPoint PPT presentation

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Title: ????


1
????µ?t??? ?????s?
  • ?. ??f?d??

2
?? e??a? ? ????µ?t??? ?????s?
  • ???a? ?p?st?µ?
  • ?s???e?ta? µe µe??d??? ep???s?? µa??µat????
    p??ß??µ?t?? µe ???s? a???µ?t???? p???e?? (µe ?/?)
    ?a??? ?a? µe t?? a????s? t?? sfa?µ?t?? st??
    p??s????s? t?? ??se??.
  • ???a? ?????
  • ?f??? st?? ep????? e?e???? t?? µe??d?? p?? e??a?
    p?? ?at?????? ??a t?? ep???s? e???
    s???e???µ???? p??ß??µat??.
  • ?pa?te? a??pt??? de???t?t?? ?a? d?a?s??s??.

3
?a??de??µa ?p???s? G?aµµ???? S?st?µat??
???s?se?? (1)
?
4
?a??de??µa ?p???s? G?aµµ???? S?st?µat??
???s?se?? (2)
  • ????d??
  • ??p?? t?? Cramer (?)
  • xA-1b (?2)
  • ?µese? µ???d?? Gauss (?)
  • ?p??
  • ?e µe???? ?d???s?
  • ?e ????? ?d???s?
  • ?pa?a??pt???? µ???d??
  • Jacobi
  • Gauss-Seidel
  • ?.?.

5
?a??de??µa ?p???s? G?aµµ???? S?st?µat??
???s?se?? (3)
  • ???t???a ep?????? µe??d??
  • Ge????
  • ????p????t?ta (?p?????st???, µ??µ??, ???p???s??)
  • ?a??t?ta s?????s?? (??a epa?a??pt???? µe??d???)
  • ????ße?a
  • ???e?t???t?ta se a???µ?t??? sf??µata
    (a?apa??stas?? ded?µ???? ?a? p???e??)
  • ??a?t?µe?a ap? t? s???e???µ??? p??ß??µa
  • ?at?stas? t?? p??a?a t?? s?st?µat??
  • ?????? µ?de????? st???e??? t?? p??a?a
  • ??ast?se?? t?? p??ß??µat??
  • ????? s?µµet??e? st?? p??a?a, ?.?.

6
?a??de??µa ?p???s? G?aµµ???? S?st?µat??
???s?se?? (4)
  • ?.?. ?p???s? t?? s?st?µat??
  • µe 4 s?µa?t??? ??f?a
  • ????ß?? ??s? (µe 4 ??f?a)
  • ?p?? µ???d?? Gauss
  • ????d?? Gauss µe µe???? ?d???s?

7
?e??e??µe?a
  • ????µ?t??? t?? ?p?????st?
  • ???s????s? ?a? sf??µata
  • S?st?µata ??aµµ???? e??s?se??
  • ?d??t?µ?? ?a? ?d??d?a??sµata
  • ?a?eµß???
  • ?p???s? µ? ??aµµ???? e??s?se??
  • ????µ?t??? pa?a????s? ?a? ????????s?
  • ?fa?µ???? se C / Mathematica

8
S?????µµata
  • G. S. ?apa?e?????? ?a? ?. G. ?s?t???a?,
    ????µ?t??? ?????s? (µe efa?µ???? se Matlab ?a?
    Mathematica), 3? ??d?s?, ??d?se?? S?µe??, ????a
    2004.
  • ?. ?. F?a??????, ????d?? ????µ?t???? ?????s??,
    ??µ?? ? Te???a ?a? ?fa?µ???? ?a? ? Mathematica
    ?a? ?? efa?µ???? t??, ??d?se?? ?f?? ????a??d?,
    Tessa?????? 2005.
  • ?. ??µ?t???d?? ?a? ?. ?????a?, ?fa?µ?sµ???
    ????µ?t??? ?????s?, 2? ??d?s?, ??d?se?? ????
    ?e?????????, ????a 2008.
  • G. S. S?f?a??? ?a? ?. T. ????p?????, ????µ?t???
    ?????s?, ??d?se?? ?. Staµ?????, ????a 2005.
  • ?. ?. ??a??t??, ????µ?t??? ?????s?, ??d?se??
    ???????? G??µµata, ????a 2002.
  • S?µe??se?? Mathematica.

9
??ß?????af?a
  • S. ??a?a???, Mathematica ?a? ?fa?µ????, ?a?/???
    ??d?se?? ???t??, 2001.
  • G. S. ?apa?e??????, ?. G. ?s?t???a?, ?a? ?. T.
    Faµ????, S??????? ?a??µat??? ????sµ??? Matlab
    Mathematica, ??d?se?? S?µe??, ????a 2004.
  • E. Don, Mathematica, ??d?se?? ??e?d????µ??, 2005.
  • R. L. Burden and J. Douglas Faires, Numerical
    Analysis, 6th ed., Brooks/Cole, 1997 (d?a??s?µ?
    st? ß?ß???????).
  • A. Ralston and P. Rabinowitz, A First Course in
    Numerical Analysis, 2nd ed., Dover, 1978.

10
???s?µe? ??e????se??
  • ?st?se??da µa??µat?? http//www.unipi.gr/faculty/
    kofidis/teaching.htm
  • ??sa???? st? Mathematica (S?µe??se??)
  • http//www.unipi.gr/faculty/mbouts/sim/Intro_to_M
    athematica08.pdf

11
???tas? - ?a?µ?????s?
  • ???as?a (at?µ???) ??a t? sp?t?
  • G?apt? e??tas?
  • ?e????? ßa?µ??
  • max(ßa?µ?? ??apt??,
  • 0.3ßa?µ?? e??as?a?0.7ßa?µ?? ??apt??)

12
???s????s? ?a? Sf??µata (1)
  • ???? pepe?asµ???? µe?????? µ??µ??, ? a?apa??stas?
    a???µ?? st?? ?/? ?a? ?? p???e?? µ a?t??? (µp??e?
    ?a) e?????? a?a???ße?e?.
  • ??? a?t?? ep??e????? t?? a???ße?a µe t?? ?p??a
    ?p??????eta? ? ??s? e??? p??ß??µat?? µe ??p??a
    a???µ?t??? µ???d?

13
???s????s? ?a? Sf??µata (2)
  • ?a??de??µa
  • ?? e??a? ?? p??se???se?? t?? a???µ??
    , µe s?et??? sf??µata
  • p??? e??a? t? s?et??? sf??µa st?? p??s????s? t??
    ????µ???? t???,
  • (?p??t?s? a?
    a??et? µ????.)

14
S?st?µata G?aµµ???? ???s?se?? (1)
  • ?p?????sµ?? t?? t?µ?? t?? n a???st?? x st?
    s?st?µa t?? n e??s?se?? Axb, µe d?sµ??a t?? nxn
    p??a?a A ?a? t? nx1 d????sµa b.

15
S?st?µata G?aµµ???? ???s?se?? (2)
  • ????d?? apa???f?? Gauss
  • ???????p???s? t?? p??a?a t?? s?st?µat??
  • ?p???s? t?? ?s?d??aµ?? t????????? s?st?µat?? µe
    p?s? a?t??at?stas?

?
x
b
16
S?st?µata G?aµµ???? ???s?se?? (3)
  • ?fa?µ????
  • ?p???s? p????? s?st?µ?t?? µe t?? ?d?? p??a?a
  • ?p?????sµ?? a?t?st??f?? p??a?a
  • ?p?????sµ?? ??????sa? p??a?a
  • ?a?a???t?p???s? p??a?a se ??? ?a? ??t?
    t?????????? pa?????te?

17
S?st?µata G?aµµ???? ???s?se?? (4)
  • ?p?????sµ?? ?d??t?µ?? (?) ?a? ?d??d?a??sµ?t?? (x)
    e??? p??a?a A ?x?x
  • ????d?? t?? d???µe?? (power method) ??a
    ?p?????sµ? t?? µ???st?? (?at ap???t? t?µ?)
    ?d??t?µ?? ?a? a?t?st????? ?d??d?a??sµat??
  • ??????p???s? x(0)
  • ?pa?????? (k0,1,2,)
  • x(k1)A x(k)
  • ?a??????p???s? t?? x(k1)

18
S?st?µata G?aµµ???? ???s?se?? (5)
  • ?fa?µ??? ?????s? se p??te???se? s???st?se?
    (Principal Component Analysis (PCA))

19
?a?eµß??? (Interpolation) (1)
  • ?? ????????µe t?? t?µ?? µ?a? (s??e????)
    s????t?s?? f µ??? sta k1 s?µe?a x0 , x1 , , xk
    , p?? µp????µe ?a p??se???s??µe t?? t?µ?? t?? se
    ???a e?d??µesa s?µe?a
  • ???????µ??? p??s????s? ???se??????µe t?? f µ
    ??a p??????µ? k ßa?µ??, Pk(x) f(x), ?a?
    ?p????????µe t?? t?µ?? a?t?? t?? p??????µ?? a?t?
    t?? f.

20
?a?eµß??? (Interpolation) (2)
  • ?a??de??µa
  • ???????µ? Taylor 2?? ßa?µ?? ???? ap? t? x0
  • ???????µ? Newton 2?? ßa?µ??

21
?a?eµß??? (Interpolation) (3)
22
?p???s? ??-G?aµµ???? ???s?se?? (1)
  • ??sµ???? µ?a? µ?-??aµµ???? s????t?s?? f, p??e?
    e??a? ?? ???e? t?? e??s?s?? f(x)0
  • ?????t??? p????f???a
  • ???st?µa a,ß st? ?p??? ?e?ta? ? ??t??µe?? ???a,
    ?.
  • ????µ?? ???t? st?? ?p???? p?ste?eta? ?t?
    ß??s?eta? ? ???a.

23
?p???s? ??-G?aµµ???? ???s?se?? (2)
  • Ge???? µe??d?????a ?pa?a??pt??? ße?t??s? t??
    p???t?ta? t?? d?a??s?µ?? e?t?µ?s?? ??a t? ???a,
    ?.
  • ?????? e?t?µ?s? ?0
  • ?pa?????? (k0,1,2,...)
  • ?k1F (?k)
  • ??? ?t?? t? ?k1 ?a e??a? a??et? ???t? st?
    ?k,
  • ?p?? F e??a? ? µ???d?? ße?t??s?? t?? e?t?µ?s??.

24
?p???s? ??-G?aµµ???? ???s?se?? (3)
  • ????d?? Newton-Raphson

25
?p???s? ??-G?aµµ???? ???s?se?? (4)
  • ?a??de??µa

26
????µ?t??? ?a?a????s? (1)
  • ?? ??a µ?a s????t?s? f ????????µe µ??? t?? t?µ??
    t?? se k1 ?sap????ta (?at? h) s?µe?a x0, x1 , ,
    xk , p?? µp????µe ?a p??se???s??µe t?? t?µ?? t??
    pa?a????? t?? s a?t? ta s?µe?a ?a? se e?d??µes?
    t???

27
????µ?t??? ?a?a????s? (2)
  • Ge???? µe??d?????a ???se??????µe t?? f µ ??a
    p??????µ? ?a? ?p????????µe t?? t?µ?? t??
    pa?a????? a?t?? t?? p??????µ?? a?t? t?? pa?a?????
    t?? f.
  • ?.?. ? pa??????? st? ?e?t???? s?µe?? t????
    s?µe??? ?p??????eta? ??

28
????µ?t??? ?a?a????s? (3)
29
????µ?t??? ????????s? (1)
  • ?e ta ?d?a ded?µ??a, p?? µp????µe ?a
    p??se???s??µe t? ????????µa t?? f ap? x0 ??? xk
  • Ge???? µe??d?????a ????????s? t?? p??????µ?? p??
    pa?eµß???e? t?? f sta s?µe?a a?t?.

30
????µ?t??? ????????s? (2)
  • ?a???a? ??ape???? (S???et??)

31
????µ?t??? ????????s? (3)
  • ?a???a? Simpson (?p???)

32
?e????? ap? t??? d?µ????????
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