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Slides On Numerical Analysis

The document discusses the key concepts in numerical analysis including discretization, conditioning, and error. Discretization is the process of converting continuous problems into discrete forms machines can understand, like converting continuous data to discrete formats. Conditioning refers to how sensitive problems are to changes in the inputs - problems are well-conditioned when small changes in the inputs don't lead to large changes in the outputs. The document provides examples and illustrations of these concepts.

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Helbert Paat
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0% found this document useful (0 votes)
195 views45 pages

Slides On Numerical Analysis

The document discusses the key concepts in numerical analysis including discretization, conditioning, and error. Discretization is the process of converting continuous problems into discrete forms machines can understand, like converting continuous data to discrete formats. Conditioning refers to how sensitive problems are to changes in the inputs - problems are well-conditioned when small changes in the inputs don't lead to large changes in the outputs. The document provides examples and illustrations of these concepts.

Uploaded by

Helbert Paat
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 45

MATH 174: Numerical Analysis I

Jose Marie M. Inaudito


Mathematics Division
Institute of Mathematical Sciences and Physics
University of the Philippines Los Baños

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Announcement (A-4L)

Eleanor B. Gemida
Magna Cum Laude, 2013
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What is Numerical Analysis?

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What is Numerical Analysis?

Ryaben’kii, V.S. and Tsynkov, S.V.


The theory of models and algorithms that are applicable

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What is Numerical Analysis?

Ryaben’kii, V.S. and Tsynkov, S.V.


The theory of models and algorithms that are applicable and that can
be efficiently implemented on computers.

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Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics

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Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions

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Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

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Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

Numerical Methods
manipulation of numbers

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Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

Numerical Methods
manipulation of numbers
results to approximations

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Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

Numerical Methods
manipulation of numbers
results to approximations
uses computers to implement methods

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Ingredients of Numerical Analysis

1 Discretization

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability
Loss of Significant Digits

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability
Loss of Significant Digits
5 Convergence
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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability
Loss of Significant Digits
5 Convergence
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Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key


components to a form a machine can understand.

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key


components to a form a machine can understand.

Types of Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key


components to a form a machine can understand.

Types of Discretization
Input Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key


components to a form a machine can understand.

Types of Discretization
Input Discretization involves the conversion of continuous data to a
discrete format.

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key


components to a form a machine can understand.

Types of Discretization
Input Discretization involves the conversion of continuous data to a
discrete format.
Solution Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key


components to a form a machine can understand.

Types of Discretization
Input Discretization involves the conversion of continuous data to a
discrete format.
Solution Discretization involves the conversion of an infinite or
continuous part of a solution to a finite and discrete set of operations.

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Conditioning

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1,

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1, the problem is well-conditioned,

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1, the problem is well-conditioned, while
as α gets close to 1, the problem is ill-conditioned.

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1, the problem is well-conditioned, while
as α gets close to 1, the problem is ill-conditioned.

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps


∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps


∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

Taking micro steps

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps


∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

Taking micro steps


∆x
α x | ∆α |
1 −1
1.1 −0.641742 3.58258
1.01 −0.868226 86.8226

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps


∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

Taking micro steps


∆x
α x | ∆α |
1 −1
1.1 −0.641742 3.58258
1.01 −0.868226 86.8226

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2. Conditioning: Well- or Ill-conditioned

CONDITIONING has to do with quantifying the sensitivity of the


solution to perturbations of the input data.

If sensitivity is low, the problem is well-conditioned.


If sensitivity is high, the problem is ill-conditioned.

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