其满足
(0)(0)
f1(x1(0) x1(0),x2 x2, ,xn(0)f2(x1(0) x1(0),x2
(0)
xn) 0
(0)(0)(0)
x2, ,xn xn) 0
(3-11)
(0)(0)(0)
x2, ,xn xn) 0
(0)
(0)
(0)
(0)
(0)
fn(x1(0) x1(0),x2
对以上n个方程式分别按泰勒级数展开,当忽略 x1, x2, , xn二次项和高次项时,可以得到
所组成的
f1 f1 f1(0)(0)(0)
f1(x,x, ,x) x1 x2 xn 0
x20 xn0 x10
f f f (0)(0)(0)(0)
f2(x1(0),x2, ,xn) 2 x1(0) 2 x2 2 xn 0
x x x (3-12) 10 20n0
f f f(0)(0)(0)(0)
fn(x1(0),x2, ,xn) n x1(0) n x2 n xn 0
x20 xn0 x10
(0)
1
(0)2
(0)n
式中:
(0)
fi xi
(0)
为函数fi(x1,x2, ,xn)对自变量xj的偏导数在点
( x1, x2, , xn
(0)
)处的值。把上式写成矩阵形式:
f1 f1
x x2n000 (0)
x1
f2 f (0)
2 x2
(3-13) x x2n000
(0) xn
fn fn
x20 xn0 0
f1
x1(0)(0)(0)
f1(x1,x2, ,xn) f2
(0)(0)(0)
f(x,x, ,x) 21 x2n 1
(0)(0)(0)
fn(x1,x2, ,xn)
fn x1
这是变量 x1, x2, , xn可以解出
x1, x2, , xn
(0)
(0)
(0)
(0)(0)(0)
的线性方程组,称为牛顿法的修正方程,通过它
,并可以进一步求得
x1(1) x1(0) x1(0)
(1)(0)(0)
x2 x2 x2
(3-14)
(1)(0)(0) xn xn xn