Numerical Analysis : Math 344 / CS 312 (3 Credits)

Course Instructor: Aslam Butt Year: 2010-2011

Room No: 120 ( Ext. 8011 ) Semester: Fall

Email: aslamb@lums.edu.pk

INTRODUCTION:

Computers have provided great impetus to the use of mathematics for modeling of phenomena in
diverse areas such as engineering, medicine, economics and social sciences. Often, the
mathematical problem resulting from a model cannot be conveniently solved with exact
formulas. One has to resort to approximate methods or simplified methods that can be tackled.
But even these may involve an enormous amount of numerical calculation. With computers,
however, numerical calculations are not as intimidating a factor as they would be if the
calculations had to be carried out by hand. The amount of work involved depends on the
accuracy desired. The accuracy is intimately linked with the machine precision of floating point
numbers. One way to define numerical analysis is that it is the study of floating point numbers
of finite precision. Though major emphasis, in this course, would be on developing numerical
techniques, effort will be made to analyze the problems in terms of efficiency of algorithms.

GOALS:

1. To study a number of general and relatively simple ideas that can be used to develop
numerical methods.

2. A good comprehension and analysis of some important topics of linear and non-linear
algebra.

3. To gain experience of obtaining numerical solutions to selected physical problems using a

suitable software.

PRE-REQUISITES:

(i) Calculus II (ii) Linear Algebra -I (iii) Matlab / C++ / any other suitable software.

TEXT:
John H. Mathews: Numerical Methods for Mathematics, Science and Engineering ( Latest
Edition ), Prentice-Hall.

REFERENCE:
Burden and Faires : Numerical Analysis , PWS ( Boston)

GRADING SCHEME:

Assignments and 10 %
Presentation:
Quizzes: 25%
Mid-Semester Exam: 25%
Final Exam: 40%

COURSE OUTLINES:

S.No. Topic Sessions* Chapter

1.
Preliminaries:
Introductory topics. Binary arithmetic; fixed point and
floating point arithmetic; round off and truncation 2 Chapter 1
errors.
2.
Solution of Non-linear Equations :

Fixed–point theorem; initial approximation and 1

convergence criteria. Chapter 2
Newton-Raphson and Secant methods. 1
Regula-falsi and Bisection techniques 1
; solution of non-linear systems by iteration and 2
Newton’s methods. Error analysis.
3.
Solution of Linear Systems:

Review of Gauss elimination ( partial pivoting, matrix 4 Chapter 3

inversion) ; Decomposition by Doolittle and
Cholesky’s methods; Crout’s method for symmetric
tri-diagonal matrices; iterative methods of Jacobi and
Gauss-Seidel.
S.No. Topic Sessions* Chapter
4.
Curve Fitting, Interpolation and polynomial
Approximation:

Method of least squares; straight line and polynomial 1 Chapters 4 &

fitting; linearization of data. 5
Introduction to Calculus of finite differences; 1
Newton’s backward, forward and divided differences 4
formulas; Lagrange interpolation. Error analysis.
5.
Numerical Differentiation: 3

Differentiation by finite-differences; approximate Chapter 6

derivatives and error analysis; differentiation by
approximating polynomials of Newton and Lagrange;
partial derivatives.

6. Numerical Integration: 3 Chapter 7

Numerical integration by Trapezoidal, Simpson and

Newton-Cotes formulas; error analysis. Adaptive
integration; Gauss-Quadrature .
7.
Eigenvalues and Eigenvectors: 4

Preliminaries ; Gerschgorin’s Theorem; the power Chapter 11

method, inverse power method to find eigenvalue
close to a guess. Deflation technique for symmetric
and non-symmetric matrices.

------------------------------- -------------
Sub-Total: 27

Mid-Semester Exam: 1
---------------------------- -------------
Total Sessions: 28

* Session = 75 minutes.
 Numerical Analysis (Math 344) : (3 Credits)
Course Instructor: Aslam Butt

Lecture-wise break-up
Sr. # Topic

1,2. Preliminaries; Binary arithmetic, fixed point and floating point arithmetic; round off and
truncation errors.

3,4. Solution of non-linear equations (in one variable): Linear iterative ( fixed-point) technique
; initial approximation and convergence criteria; Order of convergence for linear iterative
technique

5. Newton-Raphson method, multiple roots; Secant method.

6. Regula-falsi and Bisection procedures;

7. Solution of system of non-linear equations by fixed-point and by Newton’s methods.

8. Review of solution of linear systems by Gauss elimination; pivoting; matrix inversion;

Doolittle’s method of decomposition of matrices.

9. Cholesky’s method.

10. Crout’s method for tri-diagonal matrices; extension to matrices with higher band-width.

11. Iterative methods of Jacobi and Gauss-Seidel; Norms of vectors and matrices.

12. Method of least-squares; straight line and polynomial fit.

13. Introduction to Calculus of finite differences.

14. Newton’s forward and back-ward differences formulas.

15. Mid- Semester Exam

16. Idea of divided differences; divided differences formula.

17. Lagrange interpolation.

18. Numerical differentiation based on finite differences.

19. Differentiation by Newton , Lagrange and divided differences formulas.

20. Partial derivatives. Error Analysis for derivatives.

21,22. Numerical integration by Trapezoidal , Simpson and Newton-Cotes formulas; error

analysis of integration techniques.

23 Adaptive integration;

24. Gauss Quadrature.

25 Review of preliminaries: Eigen-values &Eigen-vectors. Gerschgorin’sTheorem.

26 Power-method for finding largest eigen-value.

27. Inverse-power method to find an eigen-value close to a guess;

28. Deflation techniques for symmetric and non-symmetric matrices.