Math 209: Numerical Analysis

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Website
http://courses.gdeyoung.com

Description
A study of numerical methods for root finding, interpolation,
approximation, integration, differentiation, divided differences, and
applications, using the computer.

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Objectives
• For students to obtain an intuitive and working understanding
of some numerical methods for the basic problems of numerical
analysis.
• For students to gain some appreciation of the concept of error
and the need to analyze and predict it.
• For students to develop some experience in the implementation
of numerical methods by using a computer.

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Programming
• The programming tool that will be used for some assignments
and illustrations is SciLab.
• http://www.scilab.org/
• Examples of SciLab equivalents of the Text MatLab programs
can be found on the course web site.
• Help for SciLab
– SciLab for Dummies, PDF and HTML on website.
– SciLab’s build in documentation

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Tests & Final
• Tests: 50% and Final 25% of course grade.
• No late exams given
• Announced at least one week before test date.
• Format may vary.

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Homework/Programs
• 25% of course Grade.
• Announced at end of class
• Please keep up. Late homework is significantly penalized
• Homework–nonprograming: follow guidelins in syallbus–Use
cover Sheet.

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• Homework–programing
– Email subject line: Subject: Math 209, Due Date:
yyyy/mm/dd, Section x.x Problem y
– Short programs (less than 2 pages) you must submit paper
copy in class
– Email as attachements include description of your test run
and evidence of successful run.
– Programs must include comments.
– Programs MUST be syntax error free, that is load with no
errors.

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The Main Problem
How to computationally solve mathematical problems?

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The Main Problem
How to computationally solve mathematical problems?
What problems?
• Mathematical models are becoming ubiquitous
• Global Warming
• Enviormental Impact
• Engineering Studies
• Mine pit reclamation
• Invasive speices
• ...

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Commonality in the problems
Problems include numerical method in “solving” or “exploring” the
model.
• Approximating functional relationships from data and theroy .
• Root Finding f (x) = 0.
• Solving linear systems.
• Solving DE’s

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Computers ability
• Addition
• Subtraction
• Multiplication
Computer only has a finite set of numbers to work with—Exact
representation is impossible!
What is the error?

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 SciLab

Adapted from

ftp://ftp.math.uiowa.edu/pub/atkinson/ENA Materials
/Overheads/matlab lect.pdf

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About SciLab
• SciLab designed for numerical computing as a free alternative
to MatLab. (Another free alternative is PerlPDL).
• Strongly oriented towards use of arrays (one dimensional) and
matrices (two dimensional).
• Graphics that are easy to use. (Once you get the hang of it)
• It can be used interactively or by writing and executing scripts.
• It is a procedural language, not an object-oriented language.
• SciLab can be installed on Linux, Windows and Mac OS X
from http://www.scilab.org/.
• SciLab comes with a SciPad (an editor) and a Scicos

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• SciLab also has a help feature with a built in broswer to
quickly find help various items.
• SciLab is an interactive computer language. For example, to
evaluate
2 5 3
y = 6 − 4x + 7x + 3x +
x+2
use
y = 6 - 4*x + 7*x*x - 3*xˆ5 + 3/(x+2);
• There are many built-in functions, e.g.
exp(x), cos(x), sqrt(x), log(x)
• The default arithmetic used in SciLab is double precision and
real. However, complex arithmetic appears automatically when
needed. sqrt(-4) results in an answer of 2i.

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• SciLab works very efficiently with arrays, and many tasks are
best done with arrays. For example, plot sin(x) and cos(x) on
the interval [0, 10].
t = [0:.1:10]’;
x = cos(t);
y = sin(t);
plot2d(t,[x,y])

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• The statement
t = [a:h:b]

with h > 0 creates a row vector of the form

giving all values a + jh that are less than b. When h is

creates the row vector

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ARRAYS
b = [1, 2, 3]
creates a row vector of length 3.
A = [1 2 3; 4 5 6; 7 8 9]
creates the square matrix
 
1 2 3
 
 4 5 6 
 
7 8 9

Spaces or commas can be used as delimiters in giving the

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For a column vector,
b = [1 3 -6]’
results in the column vector
 
1
 
 3 
 
−6

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ARRAY OPERATIONS
Addition: Do componentwise addition.
A = [1, 2; 3, -2; -6, 1];
B = [2, 3; -3, 2; 2, -2];
C = A + B;
results in the answer  
3 5
 
0 0
 
−4 −1

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ARRAY OPERATIONS
Multiplication by a constant: Multiply the constant times each
component of the array.
D = 2*A;
results in the answer  
2 4
 
 6 −4
 
−12 2

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ARRAY OPERATIONS
Matrix multiplication: This has the standard meaning.
E = [1, -2; 2, -1; -3, 2];
F = [2, -1, 3; -1, 2, 3];
G = E*F;
results in the answer
   
1 −2   4 −5 −3
  2 −1 3  
G=  2 −1
 = 5
 −4 3 
−1 2 3
−3 2 −8 7 −3

A nonstandard notation: H = 3 + F; results in the computation

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COMPONENTWISE OPERATIONS
SciLab also has component-wise operations for multiplication,
division and exponentiation. These three operations are denoted by
using a period to precede the usual symbol for the operation. With
a = [1 2 3]; b = [2 -1 4];
we have
a.*b = [2 -2 12]
a./b = [0.5 -2.0 0.75]
a.^3 = [1 8 27]
2.^a = [2 4 8]
b.^a = [2 1 64]

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The expression
y = 6 - 4*x + 7*x*x - 3*xˆ5 + 3/(x+2);
can be evaluated at all of the elements of an array x using the
command
y = 6 - 4*x + 7*x.*x - 3*x.^5 + 3./(x+2);
The output y is then an array of the same size as x.

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SPECIAL ARRAYS
A = zeros(2,3)
produces an array with 2 rows and 3 columns, with all components
set to zero,  
0 0 0
 
0 0 0

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SPECIAL ARRAYS
B = ones(2,3)
produces an array with 2 rows and 3 columns, with all components
set to 1,  
1 1 1
 
1 1 1

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SPECIAL ARRAYS
eye(3,3) results in the 3 3 identity matrix,
 
1 0 0
 
0 1 0
 
0 0 1

In zeros, ones and eye of the above the argument may be replaced
with a matrix, the size of the result is the size of the matrix.

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ARRAY FUNCTIONS
There are many SciLab commands that operate on arrays, we
include only a very few here. For a vector x, row or column, of
length n , we have the following functions.
max(x) = maximum component of x
min(x) = minimum component of x
abs(x) = vector of absolute values of components of x
sum(x) = sum of the components of x
Use the help browser to find many other functions.

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OTHER COMMANDS
clear: To remove the current variables from use.
clc: To clear the output screen.
clf: To clear the graphics screen.

help command name

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SCRIPT FILES
A list of interactive commands can be stored as a script file. For
example, store
t = 0:.1:10;
x = cos(t);
y = sin(t);
plot(t,x,t,y)
with the file name plot trig.sci. Then to loaded in to SciLab using
the file menu or loading it from SciPad.

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 FUNCTIONS
To create a function, we proceed similarly, but now there are input
and output parameters. Consider a function for evaluating the
polynomial
p(x) = a1 + a2 x + a3 x2 + +an xn−1
SciLab does not allow zero subscripts for arrays. The following
function would be stored under the name polyeval.sci. no The
coeffcients {aj } are given to the function in the array named coef,
and the polynomial is to be evaluated at all of the components of
the array x.

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function [value] = polyeval(x,coef);
//
// function value = polyeval(x,coef)
//
// Evaluate a polynomial at the points given
// in x. The coeficients are to be given in
// coef. The constant term in the polynomial
// is coef(1).
n = length(coef)
value = coef(n)*ones(x);
for i = n-1:-1:1
value = coef(i) + x.*value;
end
endfunction

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