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χ(A) 107
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0  ]S++9H+-)e)Q#0!3$c# !3# #0$G&#H&6 4<?-)#%$R9*!3+# WQ!3# 1
i=2 N
 U

|:L4E# V
a1i := a1i /a11


 1 L 1 A

]S+)$ E@9HE4+)r!v4 O +L

k=2 N −1
 L U
 k−1
P
akk := akk − akj ∗ ajk
|L4@# V
 `kk
 j=1
 


]S+-)$G@E:9sE4+)i!3#g6 NW4.*,/#M9H+-<+-))#M!3#

  i=k+1 N
  k−1
  a := a − P a ∗ a k L
]S+)$ E@9s@4<+-)v!#M N€4<.%,/#f4?)#M!3#

  ik ik ij jk
 j=1
  k−1
  1  P 
aki := aki − akj ∗ aji k U
akk

aN N := aN N −
NP
−1
j=1

aN j ∗ ajN
]S+-)$G@E:9sE4+)i!3i4 O + `N N
j=1

+54F8k:+-Qm` LR#*I3#*,/#g$E4 8 8 $E!3(*aa#*+-)$E! +)!3$R#%$T57$E#M+W3J +-E4) +)$j#*4@<(%#g9H(0@!3(%$E#*+)7@#%!3$ @# 8

~x (`−1)
` = 2, 3, . . . , m ~b (`)
m=2 O ~x (1) , ~x (2) , . . .

A ~x(1) = ~b(1) ,
4$
+59*+4 3@#*3Ir#%#H$ &rL=) $E;!3N #"O #%!9H#"E#*[ 4<u@# !3+))[\+(o46$S#HW J (*4<,/4)U@4<+-)v!3# ]gL:$EQ $cf9*Lc)$v<#0$S9H#y+-:9*(%@$%L8XE44g+)$ $D#%@$E4Y
A~x(2) = k~x(1) k2 ~x(1) ,
~b(1) N ~b(2) = k~x(1) k2 ~x(1)
6&,!3L#ME@64T9*# ,U$E#%@46@9H# 4<#%)- #H [\23+Q46})$23<#01D$P!3,/# b*4<,/#%)-#0 $*Q^wx2$ 3ƒ/`!3+):9X!KJ #HhZ#%9HE#%k6&!3(09H+-,Ta+-$E4<E4+)
m
A m
0 O
0 23Q}.571
LU A

LU~x(`) = ~b(`) ,
{X)>:+7$E)-
` = 1, 2, . . . , m.

4P$E3ƒ/A!3#M@(%$E+!3@#g$ 9%9H#0$E$E4 O #*,/#*)7c:+- y~(`) = U~x(`) ,

*

0 2Q<}4F1
` = 1, 2, . . . , m

L~y (`) = ~b(`) ,

 U4  

 3  

 3

LU

4$
0 23Q}.871
P$E13#T$G@$E.*13,/$G@#.*,/E@# 46L0 )23?-Q}H4F1A4<@#%#$ g$ :)y(%$EE134#*$G@0.*,/QR#j(0@$ E+-46L)!3?@#6<L#04$jE#j!34<#%)33[\Ip(%E4$ #*13$ fE.*,/<+-#0@$B$f574<)(0# L40 E23#0Q$ }.871R2Q<#%}$ 4Fg1f#*) 
U~x(`) = ~y (`) .

0$E23Q4 }.O 851k)7@$E$k+)7!3C#%$k!3,/+):(H9R@'!3+3#*!33#%IT$_+)2a(*,/;U(*@@4<46+-5-)$_#%$:#%)(%9*9H#%+ $@$ 4<E@#*:)-$ k#0$*"QJ9A@(%+$E+$3O E#*4+@E)j+-!)#D$_$E!13L$G):@$`.*,/<#0#%$`$9;0 <'4)L(0L4Y@4EE#0#0$$

!3vG&12)a# L30 23@EQ})#j25#H1sI3Q #*,/#Ba+f<#057#*r!3(%9*+,/:+7$ 4<E4+) #%$ "3@4<#j#0$Gf<#j$E4 L)7%Q
2:+7$ +-)$A57#TWJ +-)L4<"#*ha#09sE(j6u!3(09H+,/a+-$E4Y@4<+-) LU
K
! J 
 
) # 
, U
 @
 E
 6
4 H
9 O# Q
dA!<+-)@$A$f$@)q+-!346$ML?- +O )+-)<$ #-8)+-$A +)$ :
Q QP"##n!3(*E#%E$*,/8K4)L4)7$@"57!3# # #%)F$ J fi!357+-)#)!3(B#0:$L}
LU N ×N A
det(A) = det(L) · det(U )
det(U ) = 1 O 4$@57# #%$ RE@4)?4<@#Q2d&4)$E4 U
L
det(L) = `11 .`22 .`33 . . . `N N L

0 23Q}.671
N
Y
det(A) = `jj ,

#*#*Sha#0+9s)rE9H(+):9H)3#uD!357(09H#A+-,T$E4aa++-) $E4<O E4#*+3) c9*L69H!3<##% QFwxX#%$ j824<4<Z,/$E3aƒ/+Ec@!K)-J 3B@!34<#4$E#*,/ #%0 )-2@Q<4<})+-65)1C)#%j@57.%$CFJ 4CO +)4# 
j=1

det(A)
[!3(*3E
#%E,/P=RZ4)P=LA )7>)%<QLT{CACN )>A >J#HB^hZ#HNQ0PS8aRZ9*#H\ L @G#M:[@3,/J;(HE@3'J>W+2!R #jACE !3+J<)B)>^#B@54<J #%iP V[:FE BD\U< B[ >-A =9s@J +a@+4<#% 1DR+-9*:(%9*@LE#*4D+)$%) Q
LU A

wx")#%+$ u;!3L4),jU:@$E#*)-gua!#*;#$ +-9H)+-))#%$G;kU+-@y#*q57)##$G;$EU4 E4+) !3#TE; 8CLL4`+;^$ 1-L)70 g) 9H139H#!KJ '+@<+-?Q #n2!# N! N

c3 8Z+)y:#%3M#HI3(%9*3E#%f@+^I34<,U@4 O #*,/#*)7

N = 100
O +a(*;U@4<+-)$&:LM$ #09H+-)!3#j#%)
N ! = 100! ' 10158

200
O)4E)?-(*#0<$A# a++LE@f#*)-I3@(%#9H8_9HE#v#*M5-9*#%4c$ 9*+)!+-4Y:(%Vo@LE) 4+E)#%$ ,/9*#n$/@!3#*# ,/$g!3(%$ #09H$@+-$ #n)!3eJ#%L$j?-#T+~!#n!3# WJ )4 O #*;$*Q
109
10149 3 10141
{C9%L)T69H#HhZ#%!39HqE!(H)7E_#%E6f,/!34)(%L9*+)7,/X!K:J+7$ )4<E#R4+,) LE@49*#!# !K8UJ +-@!46$kE# #*)/L#HI34645-?:#%@Lf)7k$ 6AC[\+)T@,jE#%+# ;0 !3234Q)}.U67@1s#*8^<#
100!
LU A
*

)v@#*,/$&!3#M9%L69HF!3#MWJ +;!3E#g!3#M6n[\@-9sE4+)i!3#B$E#%9*+)!3#-Q A 100

S     , $ O LU  .    .-,/. 

#.$  ^
$E4Y)@4<#y+-2) !34:4$E+74<$87+-+-a) )+$c5-D #f) %6(*n@+ ,/!3+ L)E)@4<4(#%9*# !$E)+$u4<DW@J L(*?-?+<82@4.*4<<E#g@'#,/874 ,O #+L !346$c5-@PJ$E=+<r#04<cL9H)7+-2e;Q2Q<$S}-m`!3QRL#g]SR6+-9Hn+-,/!),T(%$E9H(%#y+-57,/)#*+:)7:+0$N 8
A

WJ N€ 4O .*+,/)#>$"O <[ 4?4Y)j#a+!3# BeJ (* 4,T#%9v4)LE)4# +)pN€!34<.%#a,/]g#8 $E$%8K4S9H8S+-L) lO ) 4#*)7!KBJ +-!=3E)#%)$B4u9H#q9%) $B4!FJ +(0q9;')L+)) ?-#*)2M6W Q
LU k (1 ≤ k < N ) akk

k
]9*S+6,/L4:E#%+7,/$ 4<#*E)74+&) $ 4K)+-!3$c# (%9;O 8U':,L)?-4$k#*+):)$S#c!3!3#0(0$R9H+4<,/?-)a#%+-$R$E4Y!3@#4<+-) 8)+:!3$c#c)F"J +-,=3EU4E#*@):46!39H# E+-)$cO!)-$k$c-)57#M#*!3(H<# N
A j j > k
A
)4<+-?-)#%$`$S O!3+-# )$:9H#%+-EE,n@#%3$EaE(R+)!3!3#0$_#%)7<4S?L)3#0$*I/QLad #*@9*,j#R3$G;;U!3E4#-+8U):E$S#%,/!3#0$X@574?+-))#0$k$X5-!3# #D#%Q7$_dAa4<):#*@$ ,j4W83 @U@)74<S+-)!3$_#A!3@#%(H$N
LU A LU A

$E+4 +!%E8U#49H) +-) $E134$G#*@).*!,/@# f!KJ #HI3(%9*3E#% `O #0#*)/9/9H#H@E#*E,/#u4<#%!_(%9H<4+-#*,//:#%+7$_$ 4<aE#*4+@),j3;UE4 +O ):#0$`99H+9;'@@L#%)$EO ?:#*+-,/)!#%)-LB)7@!3#%# $
A L

$aE+-O A$E4Y@#j4<+-$E) #%9*+)O!v ,/#0#*9A,n9;='E# )?#%Q,Twx#%#%)7$ Df!3!3#f+-)9M4 4+L,T082a++)uE@,/)7(%A,T5-+-PE46J Vq$E#"9;':#%$D57a#*#M@,j(H;3L;aU#nE4!3+#j):$Sq!3#g!(%4<9H?-+-),T#%$N

A~x = ~b LU

LU O ~b
O
  


 
  


K4 2
a57#*@#,jeJ +@) U@4< +-)6#H1DI3(0#H9H&3)@+(*#%$%$cQCam_+-+$E+u)$ 9H#>[ 4<@#8`)+$r!3(Hl)4$@$ +-)$/) N O #09s@#* 0 !4Yi!3# N p~

a+&4<):!3457#%&57#g N€4.*,/#g<4?)#MT(H@(M(%9;')?(%#f O #%9" N€4<.%,T#-Q

k
pk = j
j

Z  )&  .    , & "#.    Y.  $ OO .  

   , $ MO%#. Y*.  



 

$E4?)A4<lL#X57a#*#C+W)J +$r)M57RU#ohKL#y4E$E#C17VA,n$ =:+-+-)"<#@@)$E57:+74f$ (--Q 9*&9*+L,/:#%L<?-+-))#i$K#*):)9H#y+@,/#`L6RE@!349*(H#ol)+4Y@ 4<+-)B) $ O 4 #0O 9sLE)7#%E#- Q

T

;>=
%#@')#&B% mEW E J  RZP=L BMAVUJ J>ML @FACL J> =RS\LTBMAVH<KJ @3\  EKAVJ ` :2>MACL A 2J>MA 
A JM>ML > =RZ\LTBMAVH<KJ  a
N ×N A

ACA  ` :=< B)L :=< L  =J]UL J< B a

T
A=A A

ACACA  >MA JL >J< NQJRZJEKL >MA b

T
~y A~y ≥ 0 N y~

9A+$R O +)$D#ME(0$ Y;U&$ 4 O L)70Q

T
~y A~y = 0 ~y = 0

L@5:=:=U< E =L UJ>B]H\ >3JM< > N Ai> :=BDme<?JW> > :  RZ
6P=A L BMAVU]JJM>>ML ` < BME ACE J UA ` P=NQJ>S>:FRZEKP=L L >BM=AVU]RZJ\> LT=BMRSAVH<K\L JMBM> AVH@3<K\ J  @3E6\AVJM> E6`AVJ :2>M` AC:2LT>MA=ACLJA > 2J Ja L PF>NQ:=:=E6B> L
A N ×N

b
;>3+=4< B%U).'Q# ,-')#&B% ,U@E469H#&$E12,T(*E@457#&!(Hl)4#Ra+-$E4Y@4 #R#HS$E+4< $@M$ +-$ NW,U@E469H#
E4)) 9H4N <#0#j9s@!F#*J +-R@!357@# #*69H+-0 !3)(H57l)#4Y8@9%4<+-L)69HQ +15):1HQ$ wxk#%$ A( O Q 462!34 #*)7g#%O 5-$ R# <# N #0$G#%g9s@$ #*12,/R(H9*@+E)4657$ E@#Q 4<R2+!4<#
A N ×N Ak

6T[ …*+)iO $ 4 O L)7@#1* O

k Ak
~z k ~zT Ak ~z ~y N


~z

}k
@#*,/4.*9*@#%+$c,/9Ha+-+-,/$@L:)7+7E$E#0$S)-)2@#%$ #%$
y~ =

)+$ O (*@4Yl:+)$cL46$E(*,/#*)7&57#
0 } (N − k) ,

~z T Ak ~z = y~T A~y . 0 2Q /‚51

57P$E12#%,/#$X(HEE@+-465-@4<#g(*E!(%(H$ l)4#M#* #*a +-$E4Y@4 #!3Q #&6M!3(H$ l:4A)#H4Yr@4<+-$E)#*23#*Q}R,/#H#%X)-6uM$E@4 #*6U@4<+-) 0 QX23dAQ7/L4<‚7)1s$E8L4")!+-+)$C9 -$E$E@#*#%)7$ 
(ii) (iii)
~z T Ak ~z ≥ 0 ~z T Ak ~z = 0
 O ~z = 0 Ak

"vE'(%+@.*,/#n23Q7/383)+-$ca+ O +)$R!3(%,/+)7E@#*c#"@'(*+-E.%,/#g$E4 O L)7%Q

@N5J\<U B=EK>AVJ@=HAV` P 5:=>:FiACE L APFme=NQWJJMN a> AC N :=J]>U_3ACL =A A>M=L JMJSH>< E E :=JZ[L \]JJ L  < E L JSJUNCNB>J;J&<HNQ <KJSEJ dRZ P=L
BMAVA UJSL BMJMAV>MP=L-E
< 3E < JSNQPFACRSBDJSPFLTACBME AV U\J BMAV> J=< RZBDJ \L
BMAVH=<KP J
A
` L A = LLT b
 K4 5 

 3  

 3

LU

;>2=:+7$ %+-.)'Q$j,-57'.## % $E+4<n$ 12,/(H@E4657#u!3(*l)4#qa+-$E4Y@4 #QdA<+-@$j#*)p3@4<46$E)-T<#0$M@'(*+N

)@.*+,/E#%#%E$ +-)23$ Q7/v#H 23Q}8F4S#*I34$ E#q)#u#*j)#v$ #%<#r!3(%9*+O ,/:+7$ 4<E4+) !# 57#r)+$
A
LU A

0 23Q7/3}21
+5!3446L?-+)#%$ &<#f#H) # #0$GR)#M,,U@LEE469H@#f49*#"E@@46LE46)L?-)?64<L@#"4E#f$E4a)3(*[\(*@@4<#%4<#%@@#g# Q O #%9f!3#%$ O <#%@$g}M!)$R$@
U N ×N
A = L̃U

(%@#%<(%$E,T:2#0#%4 9s)7@@4 $CO #*8!3,/46L#*?-)7+%#H)82 4K3In#%$ !3c$E# +[ )79HB4QLmC#g#%$B!46# $E$@+5-O (*$#@N€4Y8,/l:#%#*)LcE@5-4#%9* #%# @$f/!@n4<):@9H'4(*+-LE.%#%,/$MQ !K#2J+-23+4YQ7; /3!38 @# 8 #0!$GD# $ 12,/8 (H@E#*4682 57#%#$
L̃
Ak L̃k Uk k A L̃ U

!3(*l)4#M:+7$ 4<E4 O #-83)+:$R O +):$*839H+-,/3E#fE#%O )2i!# 0 23Q}.671 *

Ak = L̃k Uk `˜kk 1 ≤ k ≤ N
L̃ Ak

det Ak = `˜11 .`˜22 .`˜33 . . . `˜kk > 0. 0 23Q7/J/51

n@#*6U@4<+-) 0 23Q7/J/31S@46$ #M$E9*9*#%$@$ 4 O #%,T#%)7ca+ 8!+))#*
0 2Q /J151
k = 1, 2, 3, . . . , N

`˜jj > 0,
2+-4YR,L4)7E#%)L)7  ,U@E469H#M!346L?-+)<#g!3(Hl:)4<#M:L
j = 1, 2, . . . , N.

D N ×N

D=
!346L? q
`˜11 ,
q
`˜22 ,
q
`˜33 , . . . ,
q
`˜N N


,0 5-U@4PET469H#M=4<!3#%(*)il))v4#M$E#*L): $c46$E57#M)+-$R O +-)$S<#0$RE#%LE4+)$ 0 23Q7/K151D1S#HA$E+4< 6

def

E N ×N

E = D2 =
!346L?  
`˜11 , `˜22 , `˜33 , . . . , `˜N N . 0 23Q7/U?1
wxF#0$Gc[ -9H4<#B!3# O (*@4Yl#%R5-#M ,U@E469H# !3(*l)4#ML
0 23Q7/J251
N ×N L̂

#0$GR{C))>#M@,#*,/LE@649*…%#"L)7@E 46L)23?Q7/J2561SL4!E#fL)4)3$ [\(*23@4<Q7/3#%}[1S@#g)+-O #%$c9f+!3=#%E$ #*)O +)<#%$ *;$"}M!)$&$@n!4?+):L#Q

L̂ = L̃E −1

0 0
#*%84$@57# #%$ A$ 12,/(H@E4657#83)+-$R O +-)$cL$@$E4
A = L̂EU

0 23Q7/K571
A

9*]S++-,/,T!3,/,/# # # #%$ C#0$G#0`)$G46C57)#c)# #&,E,U'@U(*E+E469H@@46#D.*9H,/@#cE# E46L@2346)LQ?-}[)1H?-8U6L)4+E:#D4<@$`$#c9H4<+a)):(*[\(*@9H@4#*4<#%+@)E#D$_#R !3#*O #0C#%$_9DE!3#%46#%$EL$c57E}R4+#A!)$ M)!3$_23(0$EQ7/39Hg+-}[!3,T1P46#HLa ?-+-+$E23)4<EQ7/K4+<57#-) 1 8

A = AT = U T E L̂T .

L̂T

LU
57#
UT E
A 0 0 0
dA4<)$E4P!3+-)9f)+:$R O +):+$ * L̂T = U.

A = L̂E L̂T = L̂DDL̂T . 0 23Q7/L431

  


 
  


4J4
wx$ 3ƒ/A!KJ 4)-@E+3!34<@#g ,U@E469H#f@E46L)?-4<@#f4<)3[\(%E4#*E# !3(Hl:)4<#M:L
N ×N
0 2Q /J851 L

a+&+=3@#*)4R6T!(%9H+-,/:+7$ 4<E4+)i!3#n]S'+-<#0$!21 L = L̂D

0 2Q /J651
9*]S+#*,/ @a#T+-!3$E4Y(0@9H4<+-+-),Ta+-$E4<E4+)o#0$Gg)4657#QZ{C)y#HhZ#H%8K$Ea+-$E+)$f57FJ 4<_#HI346$G@#j)#T3E@#n!3(*N
A = LLT .

+59A4 +$A #%$ +j):$S@E46L<+-)@?$ 6L4E#4)3[\(%E4#*@#r O #%9!3#0$ O <#%@$j:+7$ 4<E4 O #0$j!)$T$Eo!4?+):L#Q A = MMT
M
O
#*&L&$E4<E# LLT = M M T

2Q 1-‚51
+54 mX4$@57!3# (*)+LE#M#H WJ 4<) O #%@$E$#g+-!3)-#gP!/#%$K,,UU@@EE469H469H#f#0@$a@E@)4$ )a?+-$E(*#g4<@!3#%# $Z$E:Q (%E4#*E#0$*8*<+-@$
−T
LT M −T = L−1 M 0
M M
#0$GM)#n#%,$ nU@E)469H#r#n,E@U46EL@)469H?-#@E4<46@L#n)$E?-a6L(*4@E4<##%4@)3#[\Q((*@9&4#*+:@$"#Q_,/d&+-4)-)@$EE4e+-8k)#*$f) !3#/E4<r46$E,/)7b* ,/#j2Q [ 1--‚5…H1H+-8P)y)57+-#$
LT M −T LT M −T

9*+)$"#@MLE6+-n)@$R#*576U@# 4<+-) 23Q 1‚7#01X$G)&+)$ #M,/(*@L4YlE@+-4)9*#f$c57!4# ?+):L#Q

L−1 M 0
0 L−1 M
O
`jj mjj

#*j!3#*+ ):9T57$#+-9*)7#Hc @a#/+-$E,/4<EL4<[ E$]@1H4QS9*#9&+-!34$c?++-=3)@L#*)#j+-#0)$G$RML6 4)$E4 ,LE@49*#H#TA46!!3+#%))-9 @4Y@( 0  Q 4$@57#

= , 1 ≤ j ≤ N,
mjj `jj
N ×N I
`jj mjj L−1 M = I M =L 

4:`a)3[\$g(%E64i#*,-,T@FE#&b%DU,/57i#/4:me57$@W&U @#q4f$ 9*[ LL#*)4<<#/$P<+-#X=3EE'#%(%)7+@#.*,/QL<+-{ #"@O $g24Q !!31#*#8*,/)6+-i,/#*!3$P)7(% %9*O 87++9H,/)#H$K:EE+7)#&$+L4<,EE( 4L+E) @64&9*# ,U@)F)E+-J 46#09H$G#`C$M@#%E)46L+-))@?$f4<))69*L+L4<4a@E#(#
L

9*#HEE#M,U@E469H# !L):$R/!3(%,/+)$ E;U@4<+-)r!3vE'(*+@.*,/#n23Q 151HQ 0 O

A = LLT L
LU

wx9*&+$E+39A)ƒ/+)#T$!3!3$E##r+,/@#*,/#0E$G#%M#%$/)!3!3,4 @#q4$E4<)7e(*J E#TL#%)?LL+-)7E4<E'#*,T) #v,/!3#*#%M $E!;@#jL#>=@!3#*#%)#>4Cf!3(%9*29*+Q<E}-,/48kE3#i!3@#i#TWJ 9H!3<+-#T?-)+6$@u@4Y@U@'@#*#*,/6/U#v@574<+-!) #y#r]S6 '+N€#%4.*$ ,/21# Q

L̃

2Q /4Q$@57# #0$GC$E12,T(*EO @457#-Q0XJ <?-+@4Y@',/#S4<)$E42+=3@#*)2j#0$G`@(%$E#*)7@(S!)$k<#S@=<#0L

k
√
L akk akj = ajk
A

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a&RBS#&'  B%('),A#@
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A = K − M.
K

$E+4<R#*)9*+@# K~x = M~x + ~b 0

0 5Q 251
XJ (%?-L4<E( 0 5Q 251X)+$R$E??-.*@#"6T,/(HE'+2!#M4Y@(*;UE4 O #M$E4 O )7E# * ~x = K −1 M~x + K −1~b.

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~xn+1 ~xn

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#0#B$G&$ 13!3$ 46EL.%?-,T+)# <#f+vE@46L)?-$E+4<R4<@[ #Q79*m_4<+#BV/&@9*(%0#g$E+[ L4!3E#g@#(089H9*@#B4 57+)4F$D#%6$nA,LRE@#H49*I3# #*,/$E+#B:$c#B9*n-$R[\+$ @4 ,/# K
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O K
A
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A=D−E−F
D (aii )1≤i≤N −E
A eij = −aij 1 ≤ j <
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8
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1≤j≤i≤N
QQQ
QQQ
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QQQ
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 D .
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aii 6= 0 i = 1, 2, . . . , N D (D − E)

P RZ\L K#H: k@5JY@546J $E57P3# U: A 9H+-)$E4$ E#qVva!3+-$E46L#*? #H Q $")i=8^4+#*))
K=D K =D−E

K =D M = E+F
a#*3&(09H@4<@#geJ (*?7L4Y@( 0 5Q 551D9*+,/:+7$E)7E#fL&9*+,/:+7$E)7E#g!3#MT,L)4<.%E#M$E4 O )-@#*

A = K −M K −1 = D−1 = (1/a11 , 1/a22 , 1/a33 , . . . , 1/aN N )

0 5Q 851
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A~x = ~b
λk k = 1, . . . , N A
D = 2I
4 − λk = 2 + 2 cos(kπ/(N + 1)) k = 1, . . . , N O
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1
J = D−1 (E + F − D + D) = D −1 (D − A) = I − D−1 A = I − A.
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J

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cos x = 1 − x2 /2 + O(x4 ) x O C
N

|1 − ρ(J)| ≤ C
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G = (D − E)−1 F
A
ρ(G) = ρ(J)2
9*+)9*<$E4+)$c57#B9H#%<#%$R9*4YNx!3#0$E$E$%834eQ #Q N =2
|1 − ρ(G)| ≤ C/N 2 ∀N > 1
8 Q
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A= D−E− D+F ,
ω ω
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A =K −M
   
1 1−ω
n+1
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Gω = D−E D+F .
ω ω
ρ(Gω )
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ρ(Gω ) ω
ωopt

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ω>1
ωopt

f (ω) = ρ(Gω )
lim f 0 (ω) = −∞
#H lim f 0 (ω) = 1,

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ω→ωopt ω→ωopt
ω<ωopt ω>ωopt

E F E F
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ρ(Gω )

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ωopt − 1

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1 ωopt 2

Oρ(Gω ) ω A

+5,/4 (H@'+3#%!3$ #f4Y@# (*O ;#0U9sE@4 #*#A#%$4<)7SE=#%4E#*,/)v(09H!3+4)4<)7@#X#"57$E+47:$X#%EeJ,/L=#*@k( !3#c46U9*@4<+-9*)qL)?-4$EV&#  % $ @4<k!3# > =R;QURZ]SJ#*LT BM@AV#U
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~y n ~xn+1 ~xn

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A

]S+,/,/#*):…H+):$cL&!3(*O l)4%83a+RE+-3 N O #%9HE#* 86/5-:L)7E4<E(

A~x = ~b N ~b

0 5Q7/K671
N ~y
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L(~y ) = ~y A~y − ~bT ~y .
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O L RN

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A N ×N ~x
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O #%9s@#*~x A~x = ~b
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1
L(~y ) = L(~x − ~z) = (~x − ~z)T A(~x − ~z) − ~bT (~x − ~z)
2
1 1 1 1
= ~xT A~x − ~bT ~x − ~zT A~x − ~xT A~z + ~z T A~z + ~bT ~z.
2 2 2 2
  

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{X) @#*))-89H$ +-4P,/=4<3#%E)>#i5-!3#i# y$ 12,/(H@E4#i!3# 8`)+:$n O +)$ A ~xT A~z = ~z T A~x
4<)$E4R57#
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1
L(~y ) = L(~x) − ~z T A~x + ~zT ~b + ~zT A~z
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#*%84$@57# 8)+$c+-=3E#%)+)$
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f (α) = L ~xn + αw
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0 5Q 1L/51
N N
1 X X
L(~y ) = aij yi yj − bi y i

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0 5Q 1J171
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∂ X
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wxP$E3ƒ/A!KJ 3E44$E#*R6/!3(Hl)4Y@4<+-) 0 5 Q 1}21Xa+R,T+-)7E@#*&57#
j=1

N
X ∂
f 0 (α) = win+1
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i=1
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 
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= win+1  aij xnj + αwjn+1 − bi 

0 5Q 1L?1
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= (w
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~ n+1 − ~b .
) A ~xn + αw

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~ n+1 )T ~b − A~xn
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αn+1 = .

{C)>!3(*l)46$E$@L)7R#*):9H+@#
~ n+1 )T Aw
(w ~ n+1

0 5Q 1J571
574<)4`$E4K#0$Gj+;$E57:F#%J +<() #*A9*L6Vr9HW<J#%(H @:# n 8FV/6v,/ @(H4<RE'!3+2# !#q!3#/* i!3#0$E9*#*)7E#/a#*3j$E#/E(0$ ,/#%
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n n

O
   

+)>9;'+46$E4YR)#M!34@#%9s@4<+-)>~x!3#M!3#%$@9H#%)-@# w~ ~x
n+1 n

+)>9*9*<# n+1 *

n+1
α =
~ n+1 )T Aw
(w
n+1 T n

~ n+1
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; 0 5Q 1*431
  

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+ )i9*9*# Q
„+!3#BE#i$E+pEE#g57V/#0$G9H@#B4<+-57) #g#0$G6/,T,(*LE4)7'E+3#%!3)#BL)79*+q) !3#>#%E=?-#4#*Q ) 9;'+46$E4<6 3! 4<@#%9HE4+) !3#>!3#%$@9H#%)7E#
~xn+1 = ~xn + αn+1 w
~ n+1

~ n+1
w O
`a!4<@#%9HE,-4+)>FEDU!3 #M!3\#%W&$@9H#%$")7)pE# ,/+)7@EQ#v{C5-)i#u#*ha#*#u&@+(%)>$E4!3  VoWJ (*@La# %# $ T+- @'+?-+)CVo6 n+1
~ n+1
w

~rn+1 = ~b − A~xn+1 = ~b − A(~xn + αn+1 w

~ n+1 ) = ~rn − αn+1 Aw
~ n+1 .
{X)>3E4<46$@L)7 0 5Q 1*431S+) O (*@4<l#g4<,/,/(%!346U@#*,/#*)7A57# ~ n+1 )T ~rn+1 = 0
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L

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−−−→
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−−−→
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0 0
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w~ = L(~x ) i L(~y )
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w

~rn n
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αn+1 = −
k~rn k2
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(~rn )T A~rn
~rn+1 ~rn

0 5Q 7‚51


~rn+1 = ~b − A~xn+1 = ~b − A ~xn + αn+1 w
~ n+1
= ~rn + αn+1 A~rn .

@wx!)7#*#M)@E+-n+3)!3[$ …*46$E++)i)$A$ 4 ) LO)7#0@#,9s@#** "4<)7E#%E,/#*(0S!3W4J 4<<@?-# +@4Y@',/#"!(H!3l#")4kn$S?;L)!3#":#%)7E#"Q($%9&J #H+-I3$&@4<+-,/=3# N

~z n+1 ~zn+1 = −A~rn
~r n+1
= ~r − α n
O n+1 n+1
~z

+)i9;'+-4$E4YR) O #%9s@#*&!#B!3(*  #H&+)i9*9*#

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*
~x0 ~r0 = ~b − A~x0

0 5Q :}[1
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~zn+1 = −A~rn ,

αn+1 =
k~rn k2
0 5Q /31
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,
(~rn )T ~zn+1
0
0$4 $ E+- 0 5Q -71
~xn+1 = ~xn − αn+1~rn ,
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~x n+1
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−~rn ~n
w

)+-$R9;'+-4$E4$@$E+)$c!)$ 0 5Q 14F1 *

k · kA
~x ~x
k~ykA = (~y T A~y )1/2
n+1

N O y~

~ n+1 = −~rn + β n w
~ n, 0 5Q *251
+56u4 <$f#0a$G#H/@4Y@) #Ta)+-+$@,n$E4<==E#v#QE9*9A+9*$"<(v)F!3J #H#iI3$ +-4 9*@4Y#r@+V)$f9*#v-57$"#v#%$g69%L5769HL6)7$*@8a4Y@,( L46$f)+$fa+@@4<$E+-+)4<$
w

βn k~x − ~xn+1 kA
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βn =
(~rn )T Aw~n
. 0 5Q L571
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0 5Q 431
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~rn = ~b − A~xn = ~b − A ~xn−1 + αn w
~ n = ~rn−1 − αn ~zn .

O 4#*)7 *
+#*))r$E9;'4<E+#M46$ 4<#fDE) #%,TO #%49s#*@c#*-c$R!3!3#g#g!3(*T:L,/E(H @'+3!3#*#BD+-!3)r#g69%nL69H<$c# ?-@)!3#f:#%)7E#8:9L+-J )u#%$ #H NxI3VU(0Nx9H!334<@@##
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n T n
(~r ) ~z
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0 55QQ 2J2L71511
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~zn+1 = Aw
~ n+1 , 0
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(~rn )T w
~ n+1
0 5Q 2L231
0 5Q 2J551
,
~ n+1 )T ~z n+1
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X57FJ J +<?-) +@:4Y@+-',/@@# 4Y0 u5Q ,/L85(%1x,TN 0 +-5EQ72K46$E57#*1au#%$#_E:+3#%!3<( 4<>$E9%L 6L4E# QH9*9&+9*E+-)#*$
~xn+1 = ~xn + αn+1 w
~ n+1 .



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χ(C −1 A)

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χ(A) C −1 A
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C

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$q57+L @Q4<#%2)-+;$:$j!3##%$n&'2^1712a#*+L4?@'' .%$E9H#%+$T) !3#* @?E#*')7(% +@.*#*,/;$/# 643yQ<}-8<6 $
k~x(n) k2

?-57@#g)!3#%#$ O L#%0 9s#*@#*C;$DE+-)E4<#&E(0!$ # #*) O L#*SL=:$ +-<#-8LL+;$`57#&6gE#%OLE4+) 0 43O Q<}0‚51k4)!3465-#

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n
k~x(n) k
ϕ
~2, ϕ
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~ T1 ~x(0) 6= 0
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|λ1 | > |λk | k = 2, 3, . . . , N

a+
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|λ1 | = |λ2 | > |λk | k = 3, 4, . . . , N,

+@4X+9H=+-@4#*#%E)@$D#%$E4<a)(%+L)#%4!$@#*,/O )p#*)7<$ #%R+-4<r):$GN€!3#%(*$EEa+-#*-)9HE#!#TL!3)7E#@+-$&,j9*@+# @<EE0 4#0$ 6aL4)69*+4Y):1f@(!#%L)!)7?#*D#%3)V I !3@0 (T4eQ #:Q LB!3#%3I O #%1u9s@#H#*>;4$ 
λ1 λ1 = λ 2

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~ Tk ~x(n)
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n→∞ k~x(n) k

limn→∞ µ(n) = λ1 = λ2

O #*;$ 4+) 3+ +4 @4<?-4<#0)$G#%D<# QaF#TE#%,/.%,!3U#T@9HE46+9H):#f$ 4646$G!3@#*#T)7EVr4<E$ (f#H= $G@4Y@#%$ #*Dg6)rq),+U,n@E=46@9H#A# @(*#*aaLf+-$E4Yu@4Y[G,QU]SE#H@E469HE## A

!$E#E=+-$ EEa4<#0E+$`E3! C 4# +-)o57/#*a<+# (*A@L9*)7+S)$E!(%+57#0)$G)S#%(%)!#%9H4Y$_hZ#M(*!3@#B#* )7!X(%!39*# <#%8R<#0$ O LQLd&#*4);$E$RQ4wx#%@)#H+I3346EE$G#04@<$D#A46$@!L!3#)7+X):9c8#%<$`#0)$@##*O 6OULL@#*4<+-#*);$$

A + εI I N ×N ε
ε
A + εI λj + ε 1 ≤ j ≤ N

µ(n)
0 42Q 851HO8 #*0 ;43$ Q 76 1c O #%9 +- #*)i+4<;#%$E>57#H&# 6@9*#*#B)! !3# O #*;$S8:)WJ +4<)3l:$&)+4e=3Q @#*)+-)$c9*+) O #%E?-#*)9*#f!#
ε

λ1 + ε
|λ1 + ε|
A + εI
λ2 + ε n
|λ2 + ε|
A

`a57FJ 4F#H,-I346FE$G@DU#MiGe)W#MN 9H+-d )$G;L)7@E4<# B!#q4)i!3@(%#*:6U#%@)4<!+-L) )7@0 42#BQ!3}.87# 1A41XXE)P#*J #0$G#BB5--# $B!34<ƒq9H4<#u!#,T+-)7E@#*
C 0 n
 2n
λ2
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9*#M#T;57L4_a,/+E+ )7@E#j57#T#%$ 6&u:9H#*+-E) 4< O #*@?#%)9H#B!# O #%@$ #%$ g!FJ 3@)-f$f@4!#n57#

λ1

µ(n) λ1
λ2 /λ1

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O A − µI

0 42Q7/L‚51
(A − µI)−1 ωj 1 ≤ j ≤ N

ωj = (λj − µ)−1 ,
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1 ≤ j ≤ N.

0 43Q /}[1
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|λk − µ| < |λj − µ|, j = 1, 2, . . . , N ; j 6= k.

λk
O L#*RE+-@#f!3# Qa]S+,/3@#fE#*)2>!3# 0 42Q7/L‚51S#* 0 42Q7/3}21s83)+-$R O +-)$c!3+)9
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0 43Q /L/31
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|ωk | > |ωj |, j = 1, 2, . . . , N ; j 6= k.

(A − µI)−1

!3#Mi$E,+)7LrE@9*49*#*#3I !3# O QPd Q  R@4<#%B,T!# -…H+):$r)+!3+-$B)9L:8c+-!+-))$ $M0 !342Q+85O):1s98D69* L6,9HU<#%@E469H# 8

ωk λk

A (A − µI)−1
8!3#g/,)4<.%E#g$E4 O )-@#,*
(A − µI)−1 ~x(0) O A
~x(n)

0 42Q7/K171
n = 1, 2, . . .

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~x(n) = (A − µI)−1 ~x(n−1) .

~x(0) O A

0 42Q7/U?1
N
X
~x(n) = (A − µI)−n ~x(0) = αj ωjn ϕ
~j ,

+54 #0$G&!3+-))(M 0 43Q<})151sQ "(Hl:)4$@$E+)$c#M5-+LE4#*)7A!3# &^12#*4?'

j=1

αj

µ(n) =
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, 0 42Q7/J251
#*T @@4<&+39H!(0# !3+42)Q7$T/U?!31X#v#*,L43)Q 4/L.*23@1s#r83)$E4<+,/4$c+-4<@=3#rE#%V)+9H)#i$ 57* 4R(*E(r[ L4<Ta+T,/+-)-@E#% 0 42Q}.871sQ_d
k~x(n) k2

0 0
~x(n)T (A − µI)~x(n)
µ(n) − µ =
k~x(n) k2
 2n−1

0 42Q7/K571
PN ωj
α2j
j=1 ωk
= (λk − µ)  2n .
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P ωj
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24 #%$ A!34<ha(%E#%)-A!# %(*@+83)+-$R O +-)$c!3+):9"#%)i3E4<46$@L)7 0 24 Q7/J/51+*

j=1 ωk


0 42Q7/L431
αk

lim µ(n) = λk .
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~x(n−1)T A~x(n−1)
0 43Q /J651
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k~x(n−1) k2
(n) (n−1) −1 (n−1)

a$E13+$G@.*,/n#M=4<)1,(0L2,4E# 3, . . . {X) @LE4657#8`#o9*9*A!3# ~x )(09H#0$E$E4Y@#i @(%$E+3E4+)~!3

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(n)

0 43Q 1}[1
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lim Q Q Q . . . Q = Q.

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k→∞

0 43Q 171
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T (k) = Q(k)T T (k−1) Q(k) , 0 42Q 1J551 k = 1, 2, . . . ,
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(k−1)
mn
(k) (k)
mn
(k−1)

Q(k)

(k) (k)
qmm = qnn = cos θk ,

$E4 #H 0 42Q 1*431

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θk tmn
(k)

mn 0 0
N
X (k) (k−1) (k)
t(k)
mn = qim tij qjn
i,j=1
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=qmm tmn qnn + qmm tmm qmn
(k) (k−1) (k) (k) (k−1) (k)
+ qnm tnn qnn + qnm tnm qmn .

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mC4$@57#M)+:$ O +<+-)$c9;'+46$ 4 !#g$E+EE#MV/9H#B57# θk
83)+$R O +)$ (k)
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9*+L@? 2θk =
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(k−1)

2tmn
0 42Q 1J671
− tmm
(k−1)
(k−1)
.

(%<(%,T]S#%+)7,/@$T,/!3#&#r)6+-y$C,/WLJ  EO @4+9*):# $k[ L4<X:#*+-) C[\++-)=39HEE#%4)+4<)  !0 43#vQ 1L9*85#*1s38I 4<:!3#%$# C[ 9*4<#A!KQ_J +dA=34<@):#*$ )4W8_4C<+-#%@$S$@57L3# @E#0$
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(k) (k) (k−1) (k−1)
tmj = tjm = tmj cos θk − tnj sin θk , j 6= m j 6= n,
(k) (k) (k−1) (k−1)
tnj = = tjn tmj
sin θk + tnj cos θk , j 6= m j 6= n,
t(k)
(k)
(k−1)

(k−1) 2
2
mm = tmm cos θk + tnn
(k−1)

(k−1)
sin2 θk − 2tmn
2
(k−1)

(k−1)
sin θk cos θk ,
tnn = tmm sin θk + tnn cos θk + 2tmn sin θk cos θk ,
0 43Q 7‚51
t(k)
: +-cE+-$R#%$R3E@#%$R9*+#%$
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mn = tnm = 0,

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9%L69H#* #H 8)+$ca+-$E+):$ O 0

θk
sin θk cos θk
sin θk cos θk
E? #* 9H+E? 0 43Q :}[1
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(k−1) (k−1)  
tnn − tmm 1 1 1 − T2
α= = −T = ,
#*r=$E+u#M9H!3+-#M)$Ee(%J (%5757#*L)7Eq4+)) +-$u9;'+46$ 46$E$E+):$ 9*+,/,/#o6 <:$qa#HE4<E#y@-9H4)#>#*) O  <#%
(k−1) 2 T 2T
2tmn
T

0 42Q */51
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$E4
0 43Q *151
√
T = 1 + α2 − α
√ $E4 α ≥ 0,

dA@.%$& O +4D9%L69H( 83)+:$c:+- O +-)$D[ 9*4<#*,/#*)7R+=E#*)4<

T = − 1 + α2 − α α < 0.

#* 0 43Q -71

T
1 T

34F)+:$c:+7$ +-)$
cos θk = √ sin θk = √ .
1 + T2 1 + T2

(k−1)
h = T tmn , C=√
1
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0 C2 + S2 = 1

(k) (k)

(k−1)
(k−1) (k−1)
 $E4 #H
$ 4 #*
tmj = tjm = tmj − S tnj + τ tmj j 6= m j 6= n,

0 43Q *551
 
(k) (k) (k−1) (k−1) (k−1)
tnj = tjn = tnj + S tmj − τ tnj j 6= m j 6= n,
t(k) (k−1)
mm = tmm − h,

t(k) (k−1)
nn = tnn + h,

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7* 9H+-=4
t(k) (k)
mn = tnm = 0;

O T (k−1)
A O
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*
amn =

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8 8K8 46$ :Lg<#0$fE#%Q LE4+)$ 0 43Q *151H8a4$
anm
α = (ann − amm )/2amn
8 T

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h = T amn C = (1 + T 2 )−1/2 S = T C τ = S/(1 + C)
m n A

amj = ajm := amj − S (anj + τ amj ) , j 6= m, j 6= n,

anj = ajn := anj + S (amj − τ anj ) , j=
6 m, j 6= n,
amm := amm − h,
ann := ann + h,
amn = anm := 0.

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A

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a21 , a31 , a41 , . . . , aN 1 , a32 , a42 , . . . , aN 2 , . . .
ε amn
amn


|amn | < ε
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A R(k)

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(k) (1) (2) (3)
R =Q Q Q . . . Q(k) (= R(k−1) Q(k) )


. &   .  

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 
2 −1
A= .
−1 2