Contents

Syllabus of the course :1) Error Analysis

1-1)
1-2)
1-3)

Introduction.
Error in scientific computation.
Relation errors

2) Linear algebra :2-1)

2-2)
2-3)

Vectors and matrix

Solution of linear system of equations.
Gauss elimination

3) Solutions of non-linear equation of one variable :3-1)

3-2)

Introduction
Newton's method.

4) Interpolation and polyonimals approximation :4-1)

Lagrange Interpolating polynomials

4-2)
rule

Numerical integration Simpson's rule, Trapezoidal

4-3) Numerical Differentiations

4-4)

Data Fitting

Introduction

-Numerical analysis is the study of algorithms for

solving problems of continuous mathematics.

An algorithm is a sequence of instructions

designed to solve a computational problem.

Notes
Continuous mathematics refer to problems
involving the real or complex numbers,
computing integrals, solving differential
equations, approximating functions based on
data samples, or solving large systems of linear
and nonlinear equations.

The Challenges of Numerical Analysis:

A particular challenge for Numerical Analysis is

the fact that computers are finite devices.

- Most numerical problems can't be solved in a

finite amount of time.
-Most real numbers can't be represented in a
finite amount of space.

The E (Error) word

-An unfortunate fact in numerical computation is
that we have accept the presence of errors. The
are many types of errors to consider...

-Modelling errors;
Modelling errors fall outside the scope of
numerical analysis, but we need to be aware of
their presence!

-Rounding errors (most numbers cannot be

stored exactly to computer precision);
Rounding errors arise due to the fact that
computers operate with limited storage space, and
results of calculations are

always rounded to the nears representable

number

-Truncation or approximation errors.

-Measurement errors;
(Initial (Input and output) errors).

There are two guiding principles to keep in mind

when designing and analysing numerical
algorithms.

1. Computational complexity: algorithms should

be fast;
2. Accuracy: solutions should be good.

The first aspect is due to limited time; the second

due to limited space.

Maclaurin Series :If

be differentiable function at x=0, then

+

=
Example:-

,
,
cos(x)=1-

=1+x+

Taylor s Series :A series expansion of a function about a point. A onedimensional Taylor series is an expansion of a real function
about a point x = a is given by:

+
+

Examples:
for

f(x) =
f(x) =
f
f(0) =1
f(0) = 1
f
so for Taylor expansion for

at x=0 is

for

f(x)= sin x
f(x)= cos x
f
taylor expansion for

at x=0 is

sin x =

For cos x
f(x)= cos x
f(x)= -sin x
f
taylor expansion for
cos x =

at x=0 is

Ch. 1

Error Analysis
Introduction:
Numerical methods are used to estimate answers to
mathematical problems, one usually applied numerical
methods become an analytical results either cann't obtained or
would require much efforts.

Notes:
{
{
{

}
}
}

is ir-rational number which approx. equal ( )

Examples:
1)
( this is exact solution )
2)

+c

( has exact value by using

integration tables )
3)

( hasn't exact value)

(we cant estimate the value of f at

4)

Is

or

or

None of them because it is irrational number.

How can we estimate ?
By using Bi-nominal expansion.

Sources Of Error :-

(-

There are three sources of errors:

1) Round-off errors.
2) Truncation errors.
3) Initial (Input and output ) errors.

1- Round-off errors:
= 0.33333333
We know that a computer has a finite number of digits in
numerical computations, and then there are thousands of
calculations. The result being attained, then the round-off
growing error until the final answer is meaningless.
Sol:- Double precision arithmetics.
Disadvantage: it reduces computation speed.
Example:
By using Taylor's expiation for
the Exp.

calculate the TE if we

If we cut f to 5 terms

2-Truncation Errors:
It is well known that it is impossible to sum infinite
number of terms by using a computer, the expressions
must be truncated.
For example:
Taylor's series

Then we truncate it:

Sol:
We must choose h a very smaller than 1.
Ex:
Expand
Where
(

by using Taylor expansion (3-terms)

. Then find the error.
)

1) Initial Errors:
We input data which supplied to a computer, contains
error because a data are resulted from inperfee
measurements.
Example:

Area = a
Another one
Area =