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diff --git a/anm/n.lyx b/anm/n.lyx new file mode 100644 index 0000000..f21d8ea --- /dev/null +++ b/anm/n.lyx @@ -0,0 +1,168 @@ +#LyX 2.3 created this file. For more info see http://www.lyx.org/ +\lyxformat 544 +\begin_document +\begin_header +\save_transient_properties true +\origin unavailable +\textclass book +\use_default_options true +\maintain_unincluded_children false +\language spanish +\language_package default +\inputencoding auto +\fontencoding global +\font_roman "default" "default" +\font_sans "default" "default" +\font_typewriter "default" "default" +\font_math "auto" "auto" +\font_default_family default +\use_non_tex_fonts false +\font_sc false +\font_osf false +\font_sf_scale 100 100 +\font_tt_scale 100 100 +\use_microtype false +\use_dash_ligatures true +\graphics default +\default_output_format default +\output_sync 0 +\bibtex_command default +\index_command default +\paperfontsize 10 +\spacing single +\use_hyperref false +\papersize a5paper +\use_geometry true +\use_package amsmath 1 +\use_package amssymb 1 +\use_package cancel 1 +\use_package esint 1 +\use_package mathdots 1 +\use_package mathtools 1 +\use_package mhchem 1 +\use_package stackrel 1 +\use_package stmaryrd 1 +\use_package undertilde 1 +\cite_engine basic +\cite_engine_type default +\biblio_style plain +\use_bibtopic false +\use_indices false +\paperorientation portrait +\suppress_date false +\justification true +\use_refstyle 1 +\use_minted 0 +\index Index +\shortcut idx +\color #008000 +\end_index +\leftmargin 0.2cm +\topmargin 0.7cm +\rightmargin 0.2cm +\bottommargin 0.7cm +\secnumdepth 3 +\tocdepth 3 +\paragraph_separation indent +\paragraph_indentation default +\is_math_indent 0 +\math_numbering_side default +\quotes_style swiss +\dynamic_quotes 0 +\papercolumns 1 +\papersides 1 +\paperpagestyle empty +\tracking_changes false +\output_changes false +\html_math_output 0 +\html_css_as_file 0 +\html_be_strict false +\end_header + +\begin_body + +\begin_layout Title +Análisis Numérico Matricial +\end_layout + +\begin_layout Date +\begin_inset Note Note +status open + +\begin_layout Plain Layout + +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +def +\backslash +cryear{2020} +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +\begin_inset CommandInset include +LatexCommand input +filename "../license.lyx" + +\end_inset + + +\end_layout + +\begin_layout Standard +Bibliografía: +\end_layout + +\begin_layout Itemize +Introducción y complementos de análisis matricial, Antonio José Pallarés + Ruiz (2019), Universidad de Murcia. +\end_layout + +\begin_layout Chapter +Introducción +\end_layout + +\begin_layout Standard +\begin_inset CommandInset include +LatexCommand input +filename "n1.lyx" + +\end_inset + + +\end_layout + +\begin_layout Chapter +\start_of_appendix +Octave +\end_layout + +\begin_layout Standard +\begin_inset CommandInset include +LatexCommand input +filename "na.lyx" + +\end_inset + + +\end_layout + +\end_body +\end_document diff --git a/anm/n1.lyx b/anm/n1.lyx new file mode 100644 index 0000000..14e4f3e --- /dev/null +++ b/anm/n1.lyx @@ -0,0 +1,2253 @@ +#LyX 2.3 created this file. For more info see http://www.lyx.org/ +\lyxformat 544 +\begin_document +\begin_header +\save_transient_properties true +\origin unavailable +\textclass book +\use_default_options true +\maintain_unincluded_children false +\language spanish +\language_package default +\inputencoding auto +\fontencoding global +\font_roman "default" "default" +\font_sans "default" "default" +\font_typewriter "default" "default" +\font_math "auto" "auto" +\font_default_family default +\use_non_tex_fonts false +\font_sc false +\font_osf false +\font_sf_scale 100 100 +\font_tt_scale 100 100 +\use_microtype false +\use_dash_ligatures true +\graphics default +\default_output_format default +\output_sync 0 +\bibtex_command default +\index_command default +\paperfontsize default +\spacing single +\use_hyperref false +\papersize default +\use_geometry false +\use_package amsmath 1 +\use_package amssymb 1 +\use_package cancel 1 +\use_package esint 1 +\use_package mathdots 1 +\use_package mathtools 1 +\use_package mhchem 1 +\use_package stackrel 1 +\use_package stmaryrd 1 +\use_package undertilde 1 +\cite_engine basic +\cite_engine_type default +\biblio_style plain +\use_bibtopic false +\use_indices false +\paperorientation portrait +\suppress_date false +\justification true +\use_refstyle 1 +\use_minted 0 +\index Index +\shortcut idx +\color #008000 +\end_index +\secnumdepth 3 +\tocdepth 3 +\paragraph_separation indent +\paragraph_indentation default +\is_math_indent 0 +\math_numbering_side default +\quotes_style french +\dynamic_quotes 0 +\papercolumns 1 +\papersides 1 +\paperpagestyle default +\tracking_changes false +\output_changes false +\html_math_output 0 +\html_css_as_file 0 +\html_be_strict false +\end_header + +\begin_body + +\begin_layout Standard +\begin_inset Note Note +status open + +\begin_layout Plain Layout +p1[7] no incluída. +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Section +Matrices +\end_layout + +\begin_layout Standard +\begin_inset Note Comment +status open + +\begin_layout Plain Layout +Una +\series bold +matriz +\series default + de tamaño +\begin_inset Formula $m\times n$ +\end_inset + +, o de +\begin_inset Formula $m$ +\end_inset + + filas y +\begin_inset Formula $n$ +\end_inset + + columnas, sobre un anillo +\begin_inset Formula $A$ +\end_inset + + es una disposición de elementos de +\begin_inset Formula $A$ +\end_inset + + ordenados por un índice de 1 a +\begin_inset Formula $m$ +\end_inset + + y otro de 1 a +\begin_inset Formula $n$ +\end_inset + +, que se representa como +\begin_inset Formula +\[ +\left(\begin{array}{ccc} +a_{11} & \cdots & a_{1n}\\ +\vdots & & \vdots\\ +a_{m1} & \cdots & a_{mn} +\end{array}\right). +\] + +\end_inset + +Llamamos +\begin_inset Formula ${\cal M}_{m\times n}(A)$ +\end_inset + + o +\begin_inset Formula ${\cal M}_{mn}(A)$ +\end_inset + + al conjunto de las matrices +\begin_inset Formula $m\times n$ +\end_inset + + sobre el anillo +\begin_inset Formula $A$ +\end_inset + +, o +\begin_inset Formula ${\cal M}_{n}(A):={\cal M}_{nn}(A)$ +\end_inset + +, pudiendo omitir +\begin_inset Formula $(A)$ +\end_inset + + si el anillo está claro. + Una matriz es +\series bold +fila +\series default + si solo tiene una fila o +\series bold +columna +\series default + si solo tiene una columna, y podemos identificar +\begin_inset Formula ${\cal M}_{1n}(A)$ +\end_inset + + o +\begin_inset Formula ${\cal M}_{n1}(A)$ +\end_inset + + con +\begin_inset Formula $A^{n}$ +\end_inset + +. +\end_layout + +\begin_layout Plain Layout +Dadas +\begin_inset Formula $X,Y\in{\cal M}_{m\times n}(A)$ +\end_inset + +, llamamos +\begin_inset Formula $X+Y:=(X_{ij}+Y_{ij})_{1\leq i\leq m}^{1\leq j\leq n}$ +\end_inset + +, y dadas +\begin_inset Formula $X\in{\cal M}_{m\times n}(A)$ +\end_inset + + e +\begin_inset Formula $Y\in{\cal M}_{n\times p}(A)$ +\end_inset + +, llamamos +\begin_inset Formula $XY:=(\sum_{k=1}^{n}X_{ik}Y_{kj})_{1\leq i\leq m}^{1\leq j\leq p}$ +\end_inset + +. + Con esto, +\begin_inset Formula ${\cal M}_{n}(A)$ +\end_inset + + es un anillo con elemento nulo +\begin_inset Formula $(0)_{ij}$ +\end_inset + + y elemento unidad la +\series bold +matriz identidad +\series default +, +\begin_inset Formula $(\delta_{ij})_{ij}$ +\end_inset + +. +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +Dada +\begin_inset Formula $M\in{\cal M}_{m\times n}(\mathbb{C})$ +\end_inset + +, llamamos +\series bold +matriz adjunta +\series default + de +\begin_inset Formula $M$ +\end_inset + + a +\begin_inset Formula $M^{*}:=(\overline{M_{ji}})_{ij}\in{\cal M}_{n\times m}(\mathbb{C})$ +\end_inset + + y +\series bold +matriz traspuesta +\series default + de +\begin_inset Formula $M$ +\end_inset + + a +\begin_inset Formula $M^{t}:=(M_{ji})_{ij}\in{\cal M}_{n\times m}(\mathbb{C})$ +\end_inset + +, que coincide con la adjunta cuando los coeficientes son reales, y se tiene + +\begin_inset Formula $(AB)^{*}=B^{*}A^{*}$ +\end_inset + + y +\begin_inset Formula $A^{**}=A$ +\end_inset + +. + +\end_layout + +\begin_layout Standard +Llamamos +\series bold +traza +\series default + de una matriz +\begin_inset Formula $A\in{\cal M}_{n}$ +\end_inset + + a +\begin_inset Formula +\[ +\text{tr}A:=\sum_{k=1}^{n}a_{kk}. +\] + +\end_inset + +El +\series bold +determinante +\series default + es la única aplicación +\begin_inset Formula $\det:{\cal M}_{n}(\mathbb{K})\to\mathbb{K}$ +\end_inset + + multilineal (lineal en cada fila o columna) y alternada (que cambia de + signo al permutar dos filas o columnas) que le asocia 1 a la identidad, + y cumple +\begin_inset Formula $\det(AB)=\det(A)\det(B)$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Sean +\begin_inset Formula $A\in{\cal M}_{n}(\mathbb{K})$ +\end_inset + +, +\begin_inset Formula $\lambda\in\mathbb{K}$ +\end_inset + + y +\begin_inset Formula $p\in\mathbb{K}^{n}\setminus0$ +\end_inset + +, si +\begin_inset Formula $Ap=\lambda p$ +\end_inset + +, +\begin_inset Formula $\lambda$ +\end_inset + + es un +\series bold +valor propio +\series default + y +\begin_inset Formula $p$ +\end_inset + + es un +\series bold +vector propio +\series default + de +\begin_inset Formula $A$ +\end_inset + +. + Los valores propios de +\begin_inset Formula $A$ +\end_inset + + son los ceros de su +\series bold +polinomio característico +\series default +, +\begin_inset Formula $p_{A}(\lambda):=\det(A-\lambda I)$ +\end_inset + +. + Si estos son +\begin_inset Formula $\lambda_{1},\dots,\lambda_{n}$ +\end_inset + +, el +\series bold +espectro +\series default + de +\begin_inset Formula $A$ +\end_inset + + es +\begin_inset Formula $\sigma(A):=\{\lambda_{1},\dots,\lambda_{n}\}$ +\end_inset + + y su +\series bold +radio espectral +\series default + es +\begin_inset Formula $\rho(A):=\max\{|\lambda_{1}|,\dots,|\lambda_{n}|\}$ +\end_inset + +. +\end_layout + +\begin_layout Section +Sistemas de ecuaciones +\end_layout + +\begin_layout Standard +Un +\series bold +sistema +\series default + de +\begin_inset Formula $m$ +\end_inset + + ecuaciones lineales con +\begin_inset Formula $n$ +\end_inset + + incógnitas es un sistema de la forma +\begin_inset Formula +\[ +\left\{ \begin{aligned}a_{11}x_{1}+\dots+a_{1n}x_{n} & =b_{1},\\ + & \vdots\\ +a_{m1}x_{1}+\dots+a_{mn}x_{n} & =b_{m}. +\end{aligned} +\right. +\] + +\end_inset + +Llamamos +\series bold +coeficientes +\series default + a los escalares +\begin_inset Formula $a_{ij}$ +\end_inset + +, +\series bold +términos independientes +\series default + a los escalares +\begin_inset Formula $b_{i}$ +\end_inset + + y +\series bold +soluciones +\series default + del sistema a los vectores +\begin_inset Formula $(x_{1},\dots,x_{n})$ +\end_inset + + que cumplen todas las igualdades. + Un sistema es +\series bold +compatible +\series default + si tiene soluciones, en cuyo caso es +\series bold +determinado +\series default + si solo tiene una o +\series bold +indeterminado +\series default + si tiene más, y en otro caso es +\series bold +incompatible +\series default +. + Es +\series bold +homogéneo +\series default + si todos los términos independientes son 0, en cuyo caso tiene al menos + la +\series bold +solución trivial +\series default + 0. + Dos sistemas de ecuaciones son +\series bold +equivalentes +\series default + si tienen el mismo conjunto de soluciones. +\end_layout + +\begin_layout Standard +Llamamos +\series bold +matriz de coeficientes +\series default + a la matriz +\begin_inset Formula $m\times n$ +\end_inset + + +\begin_inset Formula $A:=(a_{ij})_{ij}$ +\end_inset + +, +\series bold +columna de términos independientes +\series default + a la matriz columna +\begin_inset Formula $b:=(b_{i})_{ij}$ +\end_inset + + y +\series bold +matriz ampliada +\series default + a +\begin_inset Formula $\left(\begin{array}{c|c} +A & b\end{array}\right)$ +\end_inset + +. + Entonces podemos representar el sistema como +\begin_inset Formula $Ax=b$ +\end_inset + +. + Si +\begin_inset Formula $A$ +\end_inset + + es invertible, el sistema es compatible determinado, pues +\begin_inset Formula $x=A^{-1}Ax=A^{-1}b$ +\end_inset + +. +\end_layout + +\begin_layout Section +Aplicaciones lineales +\end_layout + +\begin_layout Standard +Una +\series bold +base +\series default + de un espacio vectorial +\begin_inset Formula $E$ +\end_inset + + de dimensión finita sobre un cuerpo +\begin_inset Formula $\mathbb{K}$ +\end_inset + + es un conjunto +\begin_inset Formula $\{v_{1},\dots,v_{n}\}$ +\end_inset + + de vectores linealmente independientes de +\begin_inset Formula $E$ +\end_inset + + tal que todo +\begin_inset Formula $x\in E$ +\end_inset + + se puede escribir como +\begin_inset Formula +\[ +\sum_{k=1}^{n}x_{k}v_{k} +\] + +\end_inset + +con +\begin_inset Formula $x_{1},\dots,x_{n}\in\mathbb{K}$ +\end_inset + +. + Esto nos permite identificar los vectores +\begin_inset Formula $x\in E$ +\end_inset + + con sus coordenadas +\begin_inset Formula $(x_{1},\dots,x_{n})\in\mathbb{K}^{n}$ +\end_inset + +, y por tanto con la correspondiente matriz columna. +\end_layout + +\begin_layout Standard +Llamamos +\series bold +producto escalar euclídeo +\series default + en +\begin_inset Formula $\mathbb{R}^{n}$ +\end_inset + + a +\begin_inset Formula +\[ +\langle x,y\rangle:=\sum_{k=1}^{n}x_{k}y_{k}=x^{t}y=y^{t}x, +\] + +\end_inset + +y +\series bold +producto escalar hermitiano +\series default + en +\begin_inset Formula $\mathbb{C}^{n}$ +\end_inset + + a +\begin_inset Formula +\[ +\langle x,y\rangle:=\sum_{k=1}^{n}x_{k}\overline{y_{k}}=y^{*}x=\overline{x^{*}y}. +\] + +\end_inset + + +\end_layout + +\begin_layout Standard +Sean +\begin_inset Formula $M\in{\cal M}_{m\times n}(\mathbb{C})$ +\end_inset + +, +\begin_inset Formula $u\in\mathbb{C}^{n}$ +\end_inset + + y +\begin_inset Formula $v\in\mathbb{C}^{m}$ +\end_inset + +, +\begin_inset Formula $\langle Mu,v\rangle=\langle u,M^{*}v\rangle$ +\end_inset + +, y en particular, para +\begin_inset Formula $M\in{\cal M}_{m\times n}(\mathbb{R})$ +\end_inset + +, +\begin_inset Formula $u\in\mathbb{R}^{n}$ +\end_inset + + y +\begin_inset Formula $v\in\mathbb{R}^{m}$ +\end_inset + +, +\begin_inset Formula $\langle Mu,v\rangle=\langle u,M^{t}v\rangle$ +\end_inset + +. + En efecto, +\begin_inset Formula $\langle Me_{i},e_{j}\rangle=\langle(M_{ki})_{k},e_{j}\rangle=M_{ji}$ +\end_inset + +, y +\begin_inset Formula $\langle e_{i},M^{*}e_{j}\rangle=\langle e_{i},((M^{*})_{kj})_{k}\rangle=\langle e_{i},(\overline{M_{jk}})_{k}\rangle=\overline{\overline{M_{ji}}}=M_{ji}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Dos vectores +\begin_inset Formula $x,y\in\mathbb{C}^{n}$ +\end_inset + + son +\series bold +ortogonales +\series default + si +\begin_inset Formula $\langle x,y\rangle=0$ +\end_inset + +. + +\end_layout + +\begin_layout Standard +Sean +\begin_inset Formula $f:V\to W$ +\end_inset + + una aplicación lineal y +\begin_inset Formula ${\cal B}:=(v_{1},\dots,v_{n})$ +\end_inset + + y +\begin_inset Formula ${\cal B}':=(w_{1},\dots,w_{m})$ +\end_inset + + bases respectivas de +\begin_inset Formula $V$ +\end_inset + + y +\begin_inset Formula $W$ +\end_inset + +, si +\begin_inset Formula +\[ +\left\{ \begin{aligned}f(v_{1}) & =a_{11}w_{1}+\dots+a_{m1}w_{1},\\ + & \vdots\\ +f(v_{m}) & =a_{1n}w_{1}+\dots+a_{mn}w_{m}, +\end{aligned} +\right. +\] + +\end_inset + +llamamos +\series bold +matriz asociada +\series default + a +\begin_inset Formula $f$ +\end_inset + + con respecto de las bases +\begin_inset Formula ${\cal B}$ +\end_inset + + y +\begin_inset Formula ${\cal B}'$ +\end_inset + + a +\begin_inset Formula $(a_{ij})_{1\leq i\leq m}^{1\leq j\leq n}$ +\end_inset + +. + Dadas dos aplicaciones lineales +\begin_inset Formula $U\overset{f}{\to}V\overset{g}{\to}W$ +\end_inset + +, +\begin_inset Formula $g\circ f$ +\end_inset + + también es lineal, y si +\begin_inset Formula $U$ +\end_inset + +, +\begin_inset Formula $V$ +\end_inset + + y +\begin_inset Formula $W$ +\end_inset + + son de dimensión finita y +\begin_inset Formula $f$ +\end_inset + + y +\begin_inset Formula $g$ +\end_inset + + tienen matrices respectivas +\begin_inset Formula $A$ +\end_inset + + y +\begin_inset Formula $B$ +\end_inset + +, +\begin_inset Formula $g\circ f$ +\end_inset + + tiene matriz +\begin_inset Formula $BA$ +\end_inset + + respecto de las mismas bases. +\end_layout + +\begin_layout Section +Matrices especiales +\end_layout + +\begin_layout Standard +Una matriz +\begin_inset Formula $A$ +\end_inset + + es +\series bold +cuadrada +\series default + si tiene el mismo número de filas que de columnas, en cuyo caso es +\series bold +diagonal +\series default + si +\begin_inset Formula $\forall i\neq j,A_{ij}=0$ +\end_inset + +, +\series bold +triangular superior +\series default + si +\begin_inset Formula $\forall i>j,A_{ij}=0$ +\end_inset + + y +\series bold +triangular inferior +\series default + si +\begin_inset Formula $\forall i<j,A_{ij}=0$ +\end_inset + +. + Es +\series bold +simétrica +\series default + si +\begin_inset Formula $A=A^{t}$ +\end_inset + +, +\series bold +hermitiana +\series default + si +\begin_inset Formula $A=A^{*}$ +\end_inset + +, +\series bold +ortogonal +\series default + si +\begin_inset Formula $A^{-1}=A^{t}$ +\end_inset + +, +\series bold +unitaria +\series default + si +\begin_inset Formula $A^{-1}=A^{*}$ +\end_inset + + y +\series bold +normal +\series default + si +\begin_inset Formula $AA^{*}=A^{*}A$ +\end_inset + +. + Si +\begin_inset Formula $A\in{\cal M}_{n}(\mathbb{C})$ +\end_inset + +: +\end_layout + +\begin_layout Enumerate +Existe +\begin_inset Formula $U\in{\cal M}_{n}$ +\end_inset + + unitaria tal que +\begin_inset Formula $U^{-1}AU$ +\end_inset + + es triangular superior. +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[19] +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Enumerate +Si +\begin_inset Formula $A$ +\end_inset + + es normal, existe +\begin_inset Formula $U\in{\cal M}_{n}$ +\end_inset + + unitaria tal que +\begin_inset Formula $U^{-1}AU$ +\end_inset + + es diagonal. +\end_layout + +\begin_deeper +\begin_layout Standard +Existe +\begin_inset Formula $U$ +\end_inset + + unitaria tal que +\begin_inset Formula $T:=U^{-1}AU=U^{*}AU$ +\end_inset + + es triangular superior, pero +\begin_inset Formula $T^{*}T=(U^{*}AU)^{*}U^{*}AU=U^{*}A^{*}U^{**}U^{*}AU=U^{*}A^{*}UU^{*}AU=U^{*}A^{*}AU$ +\end_inset + + y +\begin_inset Formula $TT^{*}=U^{*}AU(U^{*}AU)^{*}=U^{*}AUU^{*}A^{*}U=U^{*}AA^{*}U=U^{*}A^{*}AU=T^{*}T$ +\end_inset + +, luego +\begin_inset Formula $T$ +\end_inset + + es normal. + Entonces, para +\begin_inset Formula $i<j$ +\end_inset + +, +\begin_inset Formula $A_{ij}=(A^{*})_{ij}=\overline{A_{ji}}=\overline{0}=0$ +\end_inset + +, pues +\begin_inset Formula $j>i$ +\end_inset + + y +\begin_inset Formula $A$ +\end_inset + + es triangular superior. + Por tanto +\begin_inset Formula $T$ +\end_inset + + es diagonal. +\end_layout + +\end_deeper +\begin_layout Enumerate +Si +\begin_inset Formula $A$ +\end_inset + + es simétrica real, existe +\begin_inset Formula $O$ +\end_inset + + ortogonal con +\begin_inset Formula $O^{-1}AO$ +\end_inset + + diagonal. +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[19] +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +Dada +\begin_inset Formula $A\in{\cal M}_{n}$ +\end_inset + +, los valores propios de +\begin_inset Formula $A^{*}A$ +\end_inset + + son no negativos, pues si +\begin_inset Formula $p\neq0$ +\end_inset + +, +\begin_inset Formula $A^{*}Ap=\lambda p\implies\lambda\Vert p\Vert^{2}=\lambda\langle p,p\rangle=\lambda p^{*}p=p^{*}\lambda p=p^{*}A^{*}Ap=(Ap)^{*}(Ap)=\Vert Ap\Vert^{2}\geq0\implies\lambda\geq0$ +\end_inset + +. + Llamamos +\series bold +valores singulares +\series default + de +\begin_inset Formula $A$ +\end_inset + + a las raíces cuadradas de estos valores propios, y existen +\begin_inset Formula $U$ +\end_inset + + y +\begin_inset Formula $V$ +\end_inset + + ortogonales tales que +\begin_inset Formula $U^{*}AV$ +\end_inset + + es una matriz diagonal cuya diagonal está formada por los valores singulares + de +\begin_inset Formula $A$ +\end_inset + +. + +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[20] +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Section +Cocientes de Rayleigh +\end_layout + +\begin_layout Standard +El +\series bold +cociente de Rayleigh +\series default + de una matriz +\begin_inset Formula $A\in{\cal M}_{n}$ +\end_inset + + es una aplicación +\begin_inset Formula $R_{A}:\mathbb{C}^{n}\setminus\{0\}\to\mathbb{C}$ +\end_inset + + dada por +\begin_inset Formula +\[ +R_{A}(v):=\frac{\langle Av,v\rangle}{\langle v,v\rangle}=\frac{v^{*}Av}{v^{*}v}. +\] + +\end_inset + +Si +\begin_inset Formula $A$ +\end_inset + + es hermitiana, este cociente toma valores reales, pues entonces +\begin_inset Formula $\overline{R_{A}(v)}=\frac{\overline{\langle Av,v\rangle}}{\langle v,v\rangle}=\frac{\langle v,Av\rangle}{\langle v,v\rangle}=\frac{\langle A^{*}v,v\rangle}{\langle v,v\rangle}=\frac{\langle Av,v\rangle}{\langle v,v\rangle}=R_{A}(v)$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Sean +\begin_inset Formula $A\in{\cal M}_{n}$ +\end_inset + + es hermitiana con valores propios +\begin_inset Formula $\lambda_{1}\leq\dots\leq\lambda_{n}$ +\end_inset + +, +\begin_inset Formula $(p_{1},\dots,p_{n})$ +\end_inset + + una base ortonormal ( +\begin_inset Formula $(p_{i},p_{j})=\delta_{ij}$ +\end_inset + +) de vectores propios correspondientes ( +\begin_inset Formula $Ap_{k}=\lambda_{k}p_{k}$ +\end_inset + +), +\begin_inset Formula $E_{k}:=\text{span}\{p_{1},\dots,p_{k}\}$ +\end_inset + + para cada +\begin_inset Formula $k$ +\end_inset + +, +\begin_inset Formula ${\cal S}_{k}$ +\end_inset + + la familia de todos los subespacios de +\begin_inset Formula $\mathbb{C}^{n}$ +\end_inset + + con dimensión +\begin_inset Formula $k$ +\end_inset + +, +\begin_inset Formula $E_{0}:=\{0\}$ +\end_inset + + y +\begin_inset Formula ${\cal S}_{k}:=\{E_{0}\}$ +\end_inset + +. + Entonces, para +\begin_inset Formula $1\leq k\leq n$ +\end_inset + +: +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\lambda_{k}=R_{A}(p_{k})$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +Sean +\begin_inset Formula $U$ +\end_inset + + unitaria tal que +\begin_inset Formula $D:=U^{*}AU=\text{diag}(\lambda_{1},\dots,\lambda_{n})$ +\end_inset + +, +\begin_inset Formula $v\in\mathbb{C}^{n}\setminus\{0\}$ +\end_inset + + y +\begin_inset Formula $v=Uw$ +\end_inset + +, +\begin_inset Formula $R_{A}(v)=\frac{v^{*}Av}{v^{*}v}=\frac{w^{*}U^{*}AUw}{w^{*}U^{*}Uw}=\frac{D}{w^{*}w}=\frac{\sum_{k}\lambda_{k}|w_{k}|^{2}}{\sum_{k}|w_{k}|^{2}}$ +\end_inset + +. + Como +\begin_inset Formula $w$ +\end_inset + + es +\begin_inset Formula $v$ +\end_inset + + expresado respecto de la base +\begin_inset Formula $(p_{1},\dots,p_{n})$ +\end_inset + +, +\begin_inset Formula $Up_{k}=e_{k}$ +\end_inset + +, luego +\begin_inset Formula $R_{A}(p_{k})=\frac{\lambda_{k}}{1}=\lambda_{k}$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $\lambda_{k}=\max\{R_{A}(v):v\in E_{k}\setminus\{0\}\}$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[21] +\end_layout + +\end_inset + + +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $\lambda_{k}=\min\{R_{A}(v):v\bot E_{k-1}\}$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[21] +\end_layout + +\end_inset + + +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $\lambda_{k}=\min_{E\in{\cal S}_{k}}\max\{R_{A}(v):v\in E\setminus\{0\}\}$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[21] +\end_layout + +\end_inset + + +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $\lambda_{k}=\max_{E\in{\cal S}_{k-1}}\min\{R_{A}(v):v\bot E\}$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[21] +\end_layout + +\end_inset + + +\end_layout + +\end_deeper +\begin_layout Section +Normas matriciales +\end_layout + +\begin_layout Standard +Sea +\begin_inset Formula $E$ +\end_inset + + un +\begin_inset Formula $\mathbb{K}$ +\end_inset + +-espacio vectorial, una +\series bold +norma +\series default + sobre +\begin_inset Formula $E$ +\end_inset + + es una aplicación +\begin_inset Formula $\Vert\cdot\Vert:E\to[0,+\infty)$ +\end_inset + + tal que: +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\Vert x\Vert=0\iff x=0$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\Vert x+y\Vert\leq\Vert x\Vert+\Vert y\Vert$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\Vert ax\Vert=|a|\Vert x\Vert$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Llamamos +\series bold +espacio vectorial normado +\series default + al par +\begin_inset Formula $(E,\Vert\cdot\Vert)$ +\end_inset + +. + La función +\begin_inset Formula $d(x,y)=\Vert x-y\Vert$ +\end_inset + + es una distancia en +\begin_inset Formula $E$ +\end_inset + +. + Todas las normas en un espacio de dimensión finita son equivalentes, es + decir, definen la misma topología. +\end_layout + +\begin_layout Standard +Llamamos +\series bold +norma +\begin_inset Formula $p$ +\end_inset + + +\series default + de +\begin_inset Formula $x\in\mathbb{C}^{n}$ +\end_inset + + a +\begin_inset Formula +\[ +\Vert x\Vert_{p}:=\sqrt[p]{\sum_{k=1}^{n}|x_{k}|^{p}}, +\] + +\end_inset + + +\series bold +norma euclídea +\series default + a +\begin_inset Formula $\Vert x\Vert_{2}=\sqrt{\langle x,x\rangle}$ +\end_inset + + y +\series bold +norma infinito +\series default + a +\begin_inset Formula +\[ +\Vert x\Vert_{\infty}:=\max{_{k=1}^{n}}|x_{k}|. +\] + +\end_inset + + +\end_layout + +\begin_layout Standard +Una +\series bold +norma matricial +\series default + en +\begin_inset Formula ${\cal M}_{n}(\mathbb{K})$ +\end_inset + + es una que cumple +\begin_inset Formula $\forall A,B\in{\cal M}_{n}(\mathbb{K}),\Vert AB\Vert\leq\Vert A\Vert\Vert B\Vert$ +\end_inset + +. + Dada una norma +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + en +\begin_inset Formula $\mathbb{K}^{n}$ +\end_inset + +, llamamos +\series bold +norma matricial subordinada +\series default + a la norma +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + a la norma matricial en +\begin_inset Formula ${\cal M}_{n}(\mathbb{K})$ +\end_inset + + dada por +\begin_inset Formula +\[ +\Vert A\Vert:=\sup\left\{ \frac{\Vert Ax\Vert}{\Vert x\Vert}\right\} _{x\in\mathbb{K}^{n}\setminus\{0\}}=\sup\left\{ \frac{\Vert Ax\Vert}{\Vert x\Vert}\right\} _{\Vert x\Vert\leq1}=\sup\left\{ \Vert Ax\Vert\right\} _{\Vert x\Vert=1}. +\] + +\end_inset + +Entonces, para +\begin_inset Formula $A\in{\cal M}_{n}(\mathbb{K})$ +\end_inset + + y +\begin_inset Formula $x\in\mathbb{K}^{n}$ +\end_inset + +, +\begin_inset Formula $\Vert Ax\Vert\leq\Vert A\Vert\Vert x\Vert$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Sea +\begin_inset Formula $A:=(a_{ij})_{ij}\in{\cal M}_{n}(\mathbb{C})$ +\end_inset + +: +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\Vert A\Vert_{1}=\max_{j}\sum_{i}|a_{ij}|$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Formula $\sup\{\Vert Ax\Vert:\Vert x\Vert=1\}=\sup\{\sum_{k}|Ax|_{k}:\sum_{k}|x_{k}|=1\}=\sup\{\sum_{k,i}|a_{ki}||x_{i}|:\sum_{i}|x_{i}|=1\}$ +\end_inset + +. + Sea +\begin_inset Formula $j$ +\end_inset + + tal que +\begin_inset Formula $\max_{i}\sum_{k}|a_{ki}|=\sum_{k}|a_{kj}|$ +\end_inset + +, para +\begin_inset Formula $x$ +\end_inset + + con +\begin_inset Formula $\sum_{i}|x_{i}|$ +\end_inset + +, +\begin_inset Formula +\[ +\sum_{k,i}|a_{ki}||x_{i}|=\sum_{i}\left(|x_{i}|\sum_{k}|a_{ki}|\right)\leq\left(\sum_{i}|x_{i}|\right)\left(\sum_{k}|a_{kj}|\right)=\sum_{k}|a_{kj}|, +\] + +\end_inset + +luego +\begin_inset Formula $\sup\{\sum_{k,i}|a_{ki}||x_{i}|:\sum_{i}|x_{i}|=1\}=\max_{i}\sum_{k}|a_{ki}|$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $\Vert A\Vert_{2}=\sqrt{\rho(A^{*}A)}=\Vert A^{*}\Vert_{2}$ +\end_inset + +. + En particular, +\begin_inset Formula $\Vert A\Vert_{2}$ +\end_inset + + es el mayor valor singular de +\begin_inset Formula $A$ +\end_inset + +, y si +\begin_inset Formula $A$ +\end_inset + + es unitaria o real ortogonal, +\begin_inset Formula $\Vert A\Vert_{2}=1$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Formula $\Vert A\Vert_{2}^{2}=\sup\left\{ \frac{\Vert Ax\Vert_{2}^{2}}{\Vert x\Vert_{2}^{2}}:\Vert x\Vert_{2}=1\right\} =\sup\left\{ \frac{\langle Ax,Ax\rangle}{\langle x,x\rangle}=\frac{\langle A^{*}Ax,x\rangle}{\langle x,x\rangle}=R_{A^{*}A}(x):\Vert x\Vert_{2}=1\right\} $ +\end_inset + +, pero si +\begin_inset Formula $\lambda_{1},\dots,\lambda_{m}\geq0$ +\end_inset + + son los valores propios de +\begin_inset Formula $A^{*}A$ +\end_inset + + y +\begin_inset Formula $E_{1},\dots,E_{m}$ +\end_inset + + son los subespacios propios asociados, +\begin_inset Formula $\rho(A^{*}A)=\max\{\lambda_{1},\dots,\lambda_{m}\}=\max_{k=1}^{m}\max\{R_{A^{*}A}(v):v\in E_{k}\setminus\{0\}\}=\max\{R_{A^{*}A}(v):v\neq0\}$ +\end_inset + +, y como +\begin_inset Formula +\[ +R_{A^{*}A}(v)=\frac{\langle Av,v\rangle}{\langle v,v\rangle}=\left\langle A\frac{v}{\sqrt{\langle v,v\rangle}},\frac{v}{\sqrt{\langle v,v\rangle}}\right\rangle =\left\langle A\frac{v}{\Vert v\Vert_{2}},\frac{v}{\Vert v\Vert_{2}}\right\rangle , +\] + +\end_inset + +queda +\begin_inset Formula $\rho(A^{*}A)=\max\{R_{A^{*}A}(v):v\neq0\}=\max\{R_{A^{*}A}(v):\Vert v\Vert_{2}=1\}=\Vert A\Vert_{2}^{2}$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $\Vert A\Vert_{\infty}=\max_{i}\sum_{j}|a_{ij}|$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Formula +\begin{align*} +\Vert A\Vert_{\infty} & =\sup\{\Vert Ax\Vert_{\infty}:\Vert x\Vert_{\infty}=1\}=\sup\{\max_{k}|Ax|_{k}:\max_{k}|x_{k}|=1\}=\\ + & =\sup\left\{ \max_{k}\left|\sum_{i}a_{ki}x_{i}\right|:\max_{i}|x_{i}|=1\right\} =\max_{k}\sup\left\{ \left|\sum_{i}a_{ki}x_{i}\right|:\max_{i}|x_{i}|=1\right\} . +\end{align*} + +\end_inset + + Este supremo se alcanza cuando, para cada +\begin_inset Formula $i$ +\end_inset + +, +\begin_inset Formula $x_{i}=1$ +\end_inset + + si +\begin_inset Formula $a_{ki}>0$ +\end_inset + + o +\begin_inset Formula $x_{i}=-1$ +\end_inset + + si +\begin_inset Formula $a_{ki}<0$ +\end_inset + +, con lo que +\begin_inset Formula $\sup\{|\sum_{i}a_{ki}x_{i}|:\max_{i}|x_{i}|=1\}=\left|\sum_{i}|a_{ki}|\right|=\sum_{i}|a_{ki}|$ +\end_inset + +, luego +\begin_inset Formula $\Vert A\Vert_{\infty}=\max_{k}\sum_{i}|a_{ki}|$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Enumerate +Si +\begin_inset Formula $A$ +\end_inset + + es normal, +\begin_inset Formula $\Vert A\Vert_{2}=\rho(A)$ +\end_inset + +. +\end_layout + +\begin_layout Standard +La +\series bold +norma euclídea +\series default +, +\begin_inset Formula $\Vert A\Vert_{E}:=\sqrt{\sum_{i,j}|a_{ij}|^{2}}$ +\end_inset + +, es una norma matricial no subordinada a ninguna norma en +\begin_inset Formula $\mathbb{K}^{n}$ +\end_inset + +, pero es más fácil de calcular que +\begin_inset Formula $\Vert\cdot\Vert_{2}$ +\end_inset + + y +\begin_inset Formula $\Vert A\Vert_{2}\leq\Vert A\Vert_{E}\leq\sqrt{n}\Vert A\Vert_{2}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Si +\begin_inset Formula $A\in{\cal M}_{n}(\mathbb{K})$ +\end_inset + +: +\end_layout + +\begin_layout Enumerate +Toda norma matricial +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + en +\begin_inset Formula ${\cal M}_{n}(\mathbb{K})$ +\end_inset + + cumple +\begin_inset Formula $\rho(A)\leq\Vert A\Vert$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +Sean +\begin_inset Formula $\lambda$ +\end_inset + + un valor propio tal que +\begin_inset Formula $|\lambda|=\rho(A)$ +\end_inset + +, +\begin_inset Formula $p\neq0$ +\end_inset + + un vector propio de +\begin_inset Formula $\lambda$ +\end_inset + + y +\begin_inset Formula $q\in\mathbb{K}^{n}$ +\end_inset + + tal que la matriz +\begin_inset Formula $pq^{t}\neq0$ +\end_inset + +. + Entonces +\begin_inset Formula $\rho(A)\Vert pq^{t}\Vert=\Vert\lambda pq^{t}\Vert=\Vert(Ap)q^{t}\Vert=\Vert A(pq^{t})\Vert\leq\Vert A\Vert\Vert pq^{t}\Vert$ +\end_inset + +, y despejando, +\begin_inset Formula $\rho(A)\leq\Vert A\Vert$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Enumerate +Para todo +\begin_inset Formula $\varepsilon>0$ +\end_inset + + existe una norma matricial subordinada +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + tal que +\begin_inset Formula $\Vert A\Vert\leq\rho(A)+\varepsilon$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +Sea +\begin_inset Formula $U$ +\end_inset + + la matriz unitaria tal que +\begin_inset Formula $U^{-1}AU$ +\end_inset + + es triangular superior. + Entonces la diagonal está formada por los valores propios +\begin_inset Formula $\lambda_{1},\dots,\lambda_{n}$ +\end_inset + +, no necesariamente distintos, de +\begin_inset Formula $A$ +\end_inset + +. + +\end_layout + +\begin_layout Standard +Sea +\begin_inset Formula $D_{\delta}:=\text{diag}(1,\delta,\dots,\delta^{n-1})$ +\end_inset + + para +\begin_inset Formula $\delta>0$ +\end_inset + +, entonces +\begin_inset Formula $(UD_{\delta})^{-1}A(UD_{\delta})=D_{\delta}^{-1}U^{-1}AUD_{\delta}=D_{\delta^{-1}}U^{-1}AUD_{\delta}$ +\end_inset + +, pero +\begin_inset Formula $(a_{ij})D_{\delta}=(\delta^{j}a_{ij})$ +\end_inset + + y +\begin_inset Formula $D_{\delta^{-1}}(a_{ij})=(\delta^{-i}a_{ij})$ +\end_inset + +, luego si +\begin_inset Formula $U^{-1}AU=(u_{ij})$ +\end_inset + +, +\begin_inset Formula $D_{\delta}^{-1}U^{-1}AUD_{\delta}=D_{\delta^{-1}}(u_{ij})D_{\delta}=D_{\delta^{-1}}(\delta^{j}u_{ij})=(\delta^{j-i}u_{ij})$ +\end_inset + +. + +\end_layout + +\begin_layout Standard +La diagonal no cambia, la matriz sigue siendo triangular superior y, para + +\begin_inset Formula $\delta$ +\end_inset + + suficientemente pequeño, +\begin_inset Formula $\sum_{j=i+1}^{n}|\delta^{j-i}u_{ij}|<\varepsilon$ +\end_inset + + para cada +\begin_inset Formula $i$ +\end_inset + +. + Así, +\begin_inset Formula $\Vert(\delta^{j-i}u_{ij})\Vert_{\infty}=\max_{i}\sum_{j}\delta^{j-i}u_{ij}=\max_{i}(\lambda_{i}+\sum_{j=i+1}^{n}\delta^{j-i}u_{ij})\leq\rho(A)+\varepsilon$ +\end_inset + +. + Tomando la norma +\begin_inset Formula $\Vert v\Vert_{*}:=\Vert(UD_{\delta})^{-1}v\Vert_{\infty}$ +\end_inset + +, la norma subordinada a esta cumple +\begin_inset Formula $\Vert A\Vert_{*}=\Vert(UD_{\delta})^{-1}A(UD_{\delta})\Vert_{\infty}\leq\rho(A)+\varepsilon$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Standard +De aquí que +\begin_inset Formula $\rho(A)=\inf\{\Vert A\Vert:\Vert\cdot\Vert\text{ es una norma matricial en }{\cal M}_{n}(\mathbb{K})\}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Sea +\begin_inset Formula $B\in{\cal M}_{n}$ +\end_inset + +, +\begin_inset Formula $\lim_{k}B^{k}=0$ +\end_inset + + si y sólo si +\begin_inset Formula $\forall v\in\mathbb{K}^{n},\lim_{k}B^{k}v=0$ +\end_inset + +, si y sólo si +\begin_inset Formula $\rho(B)<1$ +\end_inset + +, si y sólo si existe una norma subordinada tal que +\begin_inset Formula $\Vert B\Vert<1$ +\end_inset + +. +\end_layout + +\begin_layout Description +\begin_inset Formula $[1\implies2]$ +\end_inset + + +\begin_inset Formula $0\leq\lim_{k}\Vert B^{k}v\Vert\leq\lim_{k}\Vert B^{k}\Vert\Vert v\Vert=0\Vert v\Vert=0$ +\end_inset + +, luego +\begin_inset Formula $\lim_{k}B^{k}v=0$ +\end_inset + +. +\end_layout + +\begin_layout Description +\begin_inset Formula $[2\implies3]$ +\end_inset + + Sea +\begin_inset Formula $\lambda$ +\end_inset + + un valor propio de +\begin_inset Formula $A$ +\end_inset + + y +\begin_inset Formula $p$ +\end_inset + + un vector propio asociado, entonces +\begin_inset Formula $\lim_{k}B^{k}p=\lim_{k}\lambda^{k}p=p\lim_{k}\lambda^{k}=0$ +\end_inset + +, luego +\begin_inset Formula $|\lambda|<1$ +\end_inset + +. +\end_layout + +\begin_layout Description +\begin_inset Formula $[3\implies4]$ +\end_inset + + Por el teorema anterior, existe +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + tal que +\begin_inset Formula $\Vert B\Vert<\rho(B)+(1-\rho(B))=1$ +\end_inset + +. +\end_layout + +\begin_layout Description +\begin_inset Formula $[4\implies1]$ +\end_inset + + Sea +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + esta norma, +\begin_inset Formula $0\leq\lim_{k}\Vert B^{k}\Vert\leq\lim_{k}\Vert B\Vert^{k}=0$ +\end_inset + +, luego +\begin_inset Formula $\lim_{k}B^{k}=0$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Toda norma matricial cumple +\begin_inset Formula $\lim_{k}\Vert B^{k}\Vert^{1/k}=\rho(B)$ +\end_inset + +. + +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[26] +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Section +Análisis del error +\end_layout + +\begin_layout Standard +Sean +\begin_inset Formula $A\in{\cal M}_{m\times n}$ +\end_inset + + invertible, +\begin_inset Formula $0\neq b\in\mathbb{K}^{n}$ +\end_inset + + y +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + una norma subordinada: +\end_layout + +\begin_layout Enumerate +Considerando los sistemas +\begin_inset Formula $Ax=b$ +\end_inset + + y +\begin_inset Formula $A(x+\Delta x)=b+\Delta b$ +\end_inset + +, +\begin_inset Formula $\frac{\Vert\Delta x\Vert}{\Vert x\Vert}\leq\Vert A\Vert\Vert A^{-1}\Vert\frac{\Vert\Delta b\Vert}{\Vert b\Vert}$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +Es claro que +\begin_inset Formula $A\Delta x=\Delta b$ +\end_inset + + y por tanto +\begin_inset Formula $\Delta x=A^{-1}\Delta b$ +\end_inset + +, con lo que +\begin_inset Formula $\Vert\Delta x\Vert\leq\Vert A^{-1}\Vert\Vert\Delta b\Vert$ +\end_inset + +, y como también +\begin_inset Formula $\Vert b\Vert=\Vert Ax\Vert\leq\Vert A\Vert\Vert x\Vert$ +\end_inset + +, podemos obtener la fórmula despejando. +\end_layout + +\end_deeper +\begin_layout Enumerate +Considerando los sistemas +\begin_inset Formula $Ax=b$ +\end_inset + + y +\begin_inset Formula $(A+\Delta A)(x+\Delta x)=b$ +\end_inset + +, +\begin_inset Formula $\frac{\Vert\Delta x\Vert}{\Vert x+\Delta x\Vert}\leq\Vert A^{-1}\Vert\Vert\Delta A\Vert$ +\end_inset + + y +\begin_inset Formula $\frac{\Vert\Delta x\Vert}{\Vert x\Vert}\leq\frac{\Vert A^{-1}\Vert\Vert\Delta A\Vert}{1-\Vert A^{-1}\Vert\Vert\Delta A\Vert}$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Formula $(A+\Delta A)(x+\Delta x)=Ax+A\Delta x+\Delta A(x+\Delta x)=b+A\Delta x+\Delta A(x+\Delta x)=b$ +\end_inset + +, luego +\begin_inset Formula $A\Delta x=-\Delta A(x+\Delta x)$ +\end_inset + + y por tanto +\begin_inset Formula $\Delta x=-A^{-1}\Delta A(x+\Delta x)$ +\end_inset + +. + Entonces +\begin_inset Formula $\Vert\Delta x\Vert\leq\Vert A^{-1}\Vert\Vert\Delta A\Vert\Vert x+\Delta x\Vert$ +\end_inset + +, lo que nos da la primera desigualdad. + A partir de aquí, +\begin_inset Formula $\Vert x+\Delta x\Vert\leq\Vert x\Vert+\Vert\Delta x\Vert\leq\Vert x\Vert+\Vert A^{-1}\Vert\Vert\Delta A\Vert\Vert x+\Delta x\Vert$ +\end_inset + + y por tanto +\begin_inset Formula $\Vert x+\Delta x\Vert(1-\Vert A^{-1}\Vert\Vert\Delta A\Vert)\leq\Vert x\Vert$ +\end_inset + +, y despejando de esto y la primera desigualdad se obtiene la segunda. +\end_layout + +\end_deeper +\begin_layout Standard +Llamamos +\series bold +número de condición +\series default + de +\begin_inset Formula $A$ +\end_inset + + respecto a la norma +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + a +\begin_inset Formula $\text{cond}A:=\Vert A\Vert\Vert A^{-1}\Vert$ +\end_inset + +, con lo que si +\begin_inset Formula $Ax=b$ +\end_inset + + y +\begin_inset Formula $A(x+\Delta x)=b+\Delta b$ +\end_inset + + entonces +\begin_inset Formula $\frac{\Vert\Delta x\Vert}{\Vert x\Vert}\leq\text{cond}A\frac{\Vert\Delta b\Vert}{\Vert b\Vert}$ +\end_inset + +, y si +\begin_inset Formula $Ax=b$ +\end_inset + + y +\begin_inset Formula $(A+\Delta)(x+\Delta x)=b$ +\end_inset + + entonces +\begin_inset Formula $\frac{\Vert\Delta x\Vert}{\Vert x+\Delta x\Vert}\leq\text{cond}A\frac{\Vert\Delta A\Vert}{\Vert A\Vert}$ +\end_inset + +. + Estas desigualdades son las mejores posibles en el sentido de que se pueden + encontrar +\begin_inset Formula $b,\Delta b\neq0$ +\end_inset + + para los que se obtiene la igualdad en la primera desigualdad y +\begin_inset Formula $b\neq0$ +\end_inset + + y +\begin_inset Formula $\Delta A\neq0$ +\end_inset + + para los que se obtiene en la segunda. +\end_layout + +\begin_layout Standard +Llamamos +\begin_inset Formula $\text{cond}_{p}(A):=\Vert A^{-1}\Vert_{p}\Vert A\Vert_{p}$ +\end_inset + +. + Para toda +\begin_inset Formula $A\in{\cal M}_{n}$ +\end_inset + + invertible: +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\text{cond}A\geq1$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\text{cond}A=\text{cond}A^{-1}$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $\forall\alpha\in\mathbb{K}\setminus\{0\},\text{cond}(\alpha A)=\text{cond}A$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Sean +\begin_inset Formula $M$ +\end_inset + + el mayor valor singular de +\begin_inset Formula $A$ +\end_inset + + y +\begin_inset Formula $m$ +\end_inset + + el menor, +\begin_inset Formula $\text{cond}_{2}A=\frac{M}{m}$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Si +\begin_inset Formula $A$ +\end_inset + + es normal, sean +\begin_inset Formula $M$ +\end_inset + + el mayor valor propio de +\begin_inset Formula $A$ +\end_inset + + y +\begin_inset Formula $m$ +\end_inset + + el menor, +\begin_inset Formula $\text{cond}_{2}A=\rho(A)\rho(A^{-1})=\frac{|\lambda_{n}(A)|}{|\lambda_{1}(A)|}$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Si +\begin_inset Formula $A$ +\end_inset + + es unitaria, +\begin_inset Formula $\text{cond}_{2}U=1$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Sea +\begin_inset Formula $U$ +\end_inset + + una matriz unitaria, +\begin_inset Formula $\text{cond}_{2}A=\text{cond}_{2}(UA)=\text{cond}_{2}(AU)=\text{cond}_{2}(U^{-1}AU)$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Sean +\begin_inset Formula $A$ +\end_inset + + diagonalizable, +\begin_inset Formula $P$ +\end_inset + + invertible con +\begin_inset Formula $D:=P^{-1}AP=:\text{diag}(\lambda_{i})$ +\end_inset + +, +\begin_inset Formula $\Vert\cdot\Vert$ +\end_inset + + una norma con +\begin_inset Formula $\Vert\text{diag}(d_{1},\dots,d_{n})\Vert=\max_{i}|d_{i}|$ +\end_inset + + para toda matriz diagonal y +\begin_inset Formula $D_{i}:=B(\lambda_{i},\text{cond}(P)\Vert\Delta A\Vert)\subseteq\mathbb{C}$ +\end_inset + +, +\begin_inset Formula +\[ +\sigma(A+\Delta A)\subseteq\bigcup_{i=1}^{n}D_{i}. +\] + +\end_inset + + +\begin_inset Note Note +status open + +\begin_layout Plain Layout +a1[31] +\end_layout + +\end_inset + + +\end_layout + +\end_body +\end_document diff --git a/anm/na.lyx b/anm/na.lyx new file mode 100644 index 0000000..e9f8b58 --- /dev/null +++ b/anm/na.lyx @@ -0,0 +1,971 @@ +#LyX 2.3 created this file. For more info see http://www.lyx.org/ +\lyxformat 544 +\begin_document +\begin_header +\save_transient_properties true +\origin unavailable +\textclass book +\use_default_options true +\maintain_unincluded_children false +\language spanish +\language_package default +\inputencoding auto +\fontencoding global +\font_roman "default" "default" +\font_sans "default" "default" +\font_typewriter "default" "default" +\font_math "auto" "auto" +\font_default_family default +\use_non_tex_fonts false +\font_sc false +\font_osf false +\font_sf_scale 100 100 +\font_tt_scale 100 100 +\use_microtype false +\use_dash_ligatures true +\graphics default +\default_output_format default +\output_sync 0 +\bibtex_command default +\index_command default +\paperfontsize default +\spacing single +\use_hyperref false +\papersize default +\use_geometry false +\use_package amsmath 1 +\use_package amssymb 1 +\use_package cancel 1 +\use_package esint 1 +\use_package mathdots 1 +\use_package mathtools 1 +\use_package mhchem 1 +\use_package stackrel 1 +\use_package stmaryrd 1 +\use_package undertilde 1 +\cite_engine basic +\cite_engine_type default +\biblio_style plain +\use_bibtopic false +\use_indices false +\paperorientation portrait +\suppress_date false +\justification true +\use_refstyle 1 +\use_minted 0 +\index Index +\shortcut idx +\color #008000 +\end_index +\secnumdepth 3 +\tocdepth 3 +\paragraph_separation indent +\paragraph_indentation default +\is_math_indent 0 +\math_numbering_side default +\quotes_style french +\dynamic_quotes 0 +\papercolumns 1 +\papersides 1 +\paperpagestyle default +\tracking_changes false +\output_changes false +\html_math_output 0 +\html_css_as_file 0 +\html_be_strict false +\end_header + +\begin_body + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +begin{sloppypar} +\end_layout + +\end_inset + +En Octave, todos los valores son matrices. + Los números (con sintaxis +\family typewriter +[-+]?(( +\backslash +d+ +\backslash +.?| +\backslash +d* +\backslash +. +\backslash +d+)([eE][-+]? +\backslash +d+)?|[Ii]nf) +\family default + o +\family typewriter +( +\family default +{número} +\family typewriter + +\backslash ++)? +\family default +{número} +\family typewriter +?i +\family default +) representan matrices +\begin_inset Formula $1\times1$ +\end_inset + + de números de doble precisión, y las cadenas de caracteres (con sintaxis + +\family typewriter +'([^']|'')*' +\family default + o +\family typewriter +"([^ +\backslash + +\backslash +']| +\backslash + +\backslash + +\family default +{escape} +\family typewriter +)*" +\family default +) representan matrices fila de caracteres. +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +end{sloppypar} +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +La expresión +\family typewriter +[ +\begin_inset Formula $a_{1}$ +\end_inset + +, +\family default +... +\family typewriter +, +\begin_inset Formula $a_{p}$ +\end_inset + +] +\family default + concatena horizontalmente las matrices +\begin_inset Formula $a_{1}\in{\cal M}_{m\times n_{1}}(S)$ +\end_inset + + hasta +\begin_inset Formula $a_{p}\in{\cal M}_{m\times n_{p}}(S)$ +\end_inset + + en una matriz en +\begin_inset Formula ${\cal M}_{m\times\sum_{k=1}^{p}n_{k}}(S)$ +\end_inset + +, y la sintaxis +\family typewriter +[ +\begin_inset Formula $a_{11}$ +\end_inset + +, +\family default +... +\family typewriter +, +\begin_inset Formula $a_{1p_{1}}$ +\end_inset + +; +\family default +... +\family typewriter +; +\begin_inset Formula $a_{q1}$ +\end_inset + +, +\family default +... +\family typewriter +, +\begin_inset Formula $a_{qp_{q}}$ +\end_inset + +] +\family default + hace esto en cada parte, resultando en +\begin_inset Formula $q$ +\end_inset + + matrices +\begin_inset Formula $b_{k}\in{\cal M}_{m_{k}\times n}(S)$ +\end_inset + +, y las concatena verticalmente en una +\begin_inset Formula ${\cal M}_{\sum_{k=1}^{q}m_{k}\times n}(S)$ +\end_inset + +. +\end_layout + +\begin_layout Standard +El operador +\family typewriter ++ +\family default + suma matrices numéricas de igual tamaño y +\family typewriter +* +\family default + multiplica matrices o una matriz por un escalar. + Llamamos vector a una matriz fila. + Entonces +\family typewriter +\emph on +a +\emph default +: +\emph on +b +\family default +\emph default + genera el vector +\begin_inset Formula $(a,a+1,\dots,b)$ +\end_inset + + y +\family typewriter +\emph on +a +\emph default +: +\emph on +t +\emph default +: +\emph on +b +\family default +\emph default + genera el vector +\begin_inset Formula $(a,a+t,\dots,b)$ +\end_inset + +. + Cuando es posible, +\family typewriter + +\begin_inset Formula $A$ +\end_inset + + +\backslash + +\begin_inset Formula $B$ +\end_inset + + +\family default + devuelve una matriz +\begin_inset Formula $X$ +\end_inset + + tal que +\begin_inset Formula $AX=B$ +\end_inset + +. + +\family typewriter + +\begin_inset Formula $A$ +\end_inset + +' +\family default + devuelve +\begin_inset Formula $A^{*}$ +\end_inset + +. + +\end_layout + +\begin_layout Standard + +\family typewriter +\emph on +A +\emph default +( +\emph on +x +\emph default +, +\emph on +y +\emph default +) +\family default + devuelve la submatriz de +\family typewriter +\emph on +A +\family default +\emph default + formada por las columnas con índice en el vector +\family typewriter +\emph on +x +\family default +\emph default + y las filas con índice en el vector +\family typewriter +\emph on +y +\family default +\emph default +, y +\family typewriter +\emph on +A +\emph default +( +\emph on +x +\emph default +) +\family default + convierte la matriz en un vector concatenando las traspuestas de sus columnas + y toma los elementos del vector con índice en el vector +\family typewriter +\emph on +x +\family default +\emph default +. + Ambos vectores se pueden sustituir por +\family typewriter +: +\family default + para tomar todas las filas o columnas, y los índices empiezan por 1. + +\end_layout + +\begin_layout Standard +Las expresiones son sentencias, y estas deben terminar por salto de línea + si se quiere que se imprima su resultado o por +\family typewriter +; +\family default +, seguido opcionalmente de salto de línea, si no. + La sentencia +\family typewriter +\emph on +A +\emph default + = +\emph on +expr +\family default +\emph default + asigna a la variable +\family typewriter +\emph on +A +\family default +\emph default + el valor +\family typewriter +\emph on +expr +\family default +\emph default +, y +\family typewriter +\emph on +A +\emph default +( +\emph on +x +\emph default +, +\emph on +y +\emph default +) = +\emph on +expr +\family default +\emph default + o +\family typewriter +\emph on +A +\emph default +( +\emph on +x +\emph default +) = +\emph on +expr +\family default +\emph default + asigna los elementos de la submatriz a la izquierda del +\family typewriter += +\family default + a los de la devuelta por la expresión, que debe ser del mismo tamaño. + Si la variable no existe, se crea, y si la submatriz indicada supone que + +\family typewriter +\emph on +A +\family default +\emph default + es más grande, esta se amplía y se rellena con ceros. +\end_layout + +\begin_layout Section +Funciones sobre matrices +\end_layout + +\begin_layout Description + +\family typewriter +cond( +\series bold +\emph on +A +\series default +\emph default +, +\emph on +p +\emph default +) +\family default + +\family typewriter +norm( +\emph on +A +\emph default +, +\emph on +p +\emph default +) * norm(inv( +\emph on +A +\emph default +), +\emph on +p +\emph default +) +\family default +. +\end_layout + +\begin_layout Description + +\family typewriter +cond( +\series bold +\emph on +A +\series default +\emph default +) +\family default + +\family typewriter +cond( +\emph on +A +\emph default +,2) +\family default +. +\end_layout + +\begin_layout Description + +\family typewriter +diag( +\emph on +A +\emph default +, +\emph on +k +\emph default +) +\family default + Si +\family typewriter +\emph on +A +\family default +\emph default + es vector, devuelve una matriz diagonal con elementos del vector en la + diagonal, y de lo contrario devuelve un vector con los elementos de la + diagonal de +\family typewriter +\emph on +A +\family default +\emph default +. +\end_layout + +\begin_layout Description + +\family typewriter +dot( +\emph on +x +\emph default +, +\emph on +y +\emph default +) +\family default + Producto escalar hermitiano +\begin_inset Formula $\langle\text{\emph{\texttt{y}}},\text{\emph{\texttt{x}}}\rangle$ +\end_inset + +. +\end_layout + +\begin_layout Description + +\family typewriter +[ +\emph on +V +\emph default +, +\emph on +lambda +\emph default +]=eig( +\emph on +A +\emph default +) +\family default + Devuelve una matriz diagonal +\family typewriter +\emph on +lambda +\family default +\emph default + en la que los elementos de la diagonal son los valores propios de +\family typewriter +\emph on +A +\family default +\emph default + y una matriz +\family typewriter +\emph on +V +\family default +\emph default + cuyas columnas son los vectores propios correspondientes. +\end_layout + +\begin_layout Description + +\family typewriter +eye( +\emph on +n +\emph default +) +\family default + Matriz identidad de tamaño +\family typewriter +\emph on +n +\family default +\emph default +. +\end_layout + +\begin_layout Description + +\family typewriter +inv( +\emph on +A +\emph default +) +\family default + Inversa de la matriz cuadrada no singular +\family typewriter +\emph on +A +\family default +\emph default +. +\end_layout + +\begin_layout Description + +\family typewriter +linspace( +\emph on +start +\emph default +, +\emph on +end +\emph default +, +\emph on +n +\emph default +) +\family default + Vector de +\family typewriter +\emph on +n +\family default +\emph default + puntos equiespaciados de +\family typewriter +\emph on +start +\family default +\emph default + a +\family typewriter +\emph on +end +\family default +\emph default +. +\end_layout + +\begin_layout Description + +\family typewriter +norm( +\emph on +A +\series medium +\emph default +, +\emph on +p +\emph default +) +\family default + Norma +\family typewriter +\series default +\emph on +p +\family default +\emph default + de +\family typewriter +\emph on +A +\family default +\emph default +, matricial o vectorial según corresponda, donde +\family typewriter +\emph on +p +\family default +\emph default + es un entero positivo o +\family typewriter +Inf +\family default +. + +\end_layout + +\begin_layout Description + +\family typewriter +norm( +\emph on +A +\emph default +) +\family default + +\family typewriter +norm( +\emph on +A +\emph default +,2) +\family default +. +\end_layout + +\begin_layout Description + +\family typewriter +rand( +\emph on +m +\emph default +, +\emph on +n +\emph default +) +\family default + Matriz de +\family typewriter +\emph on +m +\family default +\emph default + filas y +\family typewriter +\emph on +n +\family default +\emph default + columnas con elementos aleatorios entre 0 y 1. +\end_layout + +\begin_layout Description + +\family typewriter +[ +\emph on +U +\emph default +, +\emph on +S +\emph default +, +\emph on +V +\emph default +]=svd( +\emph on +A +\emph default +) +\family default + Devuelve dos matriz ortogonales +\family typewriter +\emph on +U +\family default +\emph default + y +\family typewriter +\emph on +V +\family default +\emph default + y una diagonal +\family typewriter +\emph on +S +\family default +\emph default + tales que +\begin_inset Formula $\text{\emph{\texttt{A}}}=\text{\emph{\texttt{U}}}\text{\emph{\texttt{S}}}\text{\emph{\texttt{V}}}^{*}$ +\end_inset + +. +\end_layout + +\begin_layout Description + +\family typewriter +trace( +\emph on +A +\emph default +) +\family default + Traza de +\family typewriter +\emph on +A +\family default +\emph default +. +\end_layout + +\begin_layout Description + +\family typewriter +tril( +\emph on +A +\emph default +, +\emph on +k +\emph default +) +\family default + Matriz como +\family typewriter +\emph on +A +\family default +\emph default + pero con los elementos +\begin_inset Formula $(i,j)$ +\end_inset + + con +\begin_inset Formula $j-i>\text{\emph{\texttt{k}}}$ +\end_inset + + a 0. +\end_layout + +\begin_layout Description + +\family typewriter +tril( +\emph on +A +\emph default +) +\family default + +\family typewriter +tril( +\emph on +A +\emph default +,0) +\family default +, matriz triangular inferior. +\end_layout + +\begin_layout Description + +\family typewriter +triu( +\emph on +A +\emph default +, +\emph on +k +\emph default +) +\family default + Matriz como +\family typewriter +\emph on +A +\family default +\emph default + pero con los elementos +\begin_inset Formula $(i,j)$ +\end_inset + + con +\begin_inset Formula $i-j>\text{\emph{\texttt{k}}}$ +\end_inset + + a 0. +\end_layout + +\begin_layout Description + +\family typewriter +triu( +\emph on +A +\series bold +\emph default +) +\family default +\series default + +\family typewriter +triu( +\emph on +A +\emph default +,0) +\family default +, matriz triangular superior. +\end_layout + +\begin_layout Description + +\family typewriter +zeros( +\emph on +m +\emph default +, +\emph on +n +\emph default +) +\family default + Matriz nula de +\family typewriter +\emph on +m +\family default +\emph default + filas y +\family typewriter +\emph on +n +\family default +\emph default + columnas. +\end_layout + +\end_body +\end_document |
