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analisa-numerik

analisa-numerik

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12/07/2013

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Analisa Numerik

Sistem Persamaan Non-Linear 2
2
Secant
• Algoritma 3.4 Secant
f(x), x
-1
= a, x
0
= b
for n = 0, 1, 2, ... until satisfied do
x
n+1
= [f(x
n
)x
n-1
– f(x
n-1
)x
n
] / [f(x
n
) – f(x
n-1
)]
end for
Perhatikan f(xn) – f(xn-1) dpt. 0  round off error
Ubah penulisan x
n+1
= [f(x
n
)x
n-1
– f(x
n-1
)x
n
] / [f(x
n
) – f(x
n-1
)]
menjadi






~
¬ ÷ =
~
÷
÷
~
÷ ÷
÷ = ¬
÷
÷
÷ =
+
÷
÷
÷
÷ ÷
+
÷
÷
+
) ( '
) (
) ( '
)] ( ) ( [
. .
) /( )] ( ) ( [
) (
) (
) ( ) (
) (
1
1
1
1
1 1
1
1
1
1
n
n
n n
n
x x
n n
n n
x x n n
n
n n n
n n
x x
n n n
x f
x f
x x
x f
x x
x f x f
mk x x Jk
x x x f x f
x f
x f x x
x f x f
x x
x f x x
Metoda Newton, cukup 1 ttk. x
0
3
Iterasi Titik Tetap
• Iterasi titik tetap (fixed-point iteration)
Cari
Cara : f(x) = 0  x = g(x)
• Pembentukan x = g(x)
1. Cari interval I = [a, b] di mana utk. setiap x ∈ I, g(x)
terdefinisi dan g(x) ∈ I.
2. Cari g(x) yg. kontinu pada I = [a, b].
3. g(x) harus differensiabel pada I, dan ada K < 1 yg. memenuhi
|g’(x)| ≤ K utk. semua x ∈ I.

0 ) ( ~ ÷ ç ç f
4
Contoh

5
Contoh
• Contoh :
f(x) = x – 2 sin x = 0  x = 2 sin x
Jd. g(x) = 2 sin x.
Ada akar antara t/3 dan 2t/3
Jk. t/3 ≤ x ≤ 2t/3, mk. √3 ≤ g(x) ≤ 2
– Jk. t/3 ≤ x ≤ √3 dan 2 ≤ b ≤ 2t/3, mk. syarat 1 dan 2 dipenuhi.
– g’(x) = 2 cos x, turun dari 1 ke –1 pada saat naik dari t/3 ke
2t/3. Jd. syarat 3 dipenuhi.
– Jd. iterasi konvergen pada I = [t/3, 2t/3] jk. x
0
∈ (t/3, 2t/3)
6
Newton

dimana adalah vektor berukuran N (∈ R
N
).

Algoritma 5.3
Diberikan
taksiran harga
For m = 0, 1, 2, ... until satisfied do

end do

0 ) ( , 0 ) ( = ÷ = ç ç f cari x f
T
N
T
N
x f x f x f x f x x x x )] ( ) ( ) ( [ ) ( , ] [
2 1 2 1
  = =
ç , , x f
0
x
0 ) ( ) ( ~ ÷ ç ç f cari x f
ç
n
j i
j
i m i m m i m m
x
f
x f x f x f x x
1 ,
1 ) ( ) ( 1 ) ( ) ( ) 1 (
) ( ) ( dimana , ) ( ) (
=
÷ ÷ +
c
c
= ÷ =
7
Newton
Perhatikan
 SPL
Algoritma 5.3
1

Diberikan , taksiran awal
For m = 0, 1, 2, ... until satisfied do
Dekomposisi
Cari

end do
Contoh :
) ( ) (
) ( ) (
) ( ) ( 1
) ( 1 ) ( 1
m m
m m
x f b x f
b x f x f
=
=
÷
) (x f
0
x
LU x f
m
= ) (
) ( 1
) (
) (m
x f b LU b = ÷
b x x
m m
÷ =
+ ) ( ) 1 (
0 cos
0 cos
0 sin
3
3 2 3 2
4
1
3 1 2 1
2
2
1
3
3 2
2
2 1
= + +
= + +
= ÷
x x x x x
x x x x x
x x x x x
8
Kelemahan Metoda Newton
• Kelemahan Metoda Newton :
– Taksiran awal dapat buruk.
– Mendapatkan ‘yang benar’.
• Metoda Damped Newton :
– Tolak jk. residu (‘kesalahan’) naik
( )
– Cari dimana residunya lebih
kecil dari

b
b x x
m m
+ =
+ ) ( ) 1 (
2
) (
2
) 1 (
) ( ) (
m m
x f x f >
+
) ( ... , 2 , 1 ,
2
pertama i i
b
x
i
m
= +
2
) 1 (
(
+ m
x f
9
Damped Newton
• Algoritma
Diberikan , taksiran awal
For M = 0, 1, 2, ... until satisfied do




end do
Dlm. implementasi

jk. i tdk. ada then error exit
di mana j
max
diberikan oleh user, misal j
max
= ·


) (x f
0
x
i
m m
m
j
m
m m
b
x x
x f
b
x f j j i
x f x f h
2
) ) ( )
2
( , 0 : min(
) ( ) (
) ( ) 1 (
2
2
) ( 1 ) ( 1
+ =
< + s =
÷ =
+
÷
*
} ) ( )
2
( , 0 : min{
2
2
) (
max
m
j
m
x f
b
x f j j j i < + s s =
*

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