Numerical Methods

with Computer
Programs

C++
in

Pallab Ghosh
D ED
LU
CN
CD I
Numerical Methods with
Computer Programs in
C++

PALLAB GHOSH
Assistant Professor
Department of Chemical Engineering
Indian Institute of Technology Guwahati

Delhi-110 001
2009
NUMERICAL METHODS WITH COMPUTER PROGRAMS IN C++ (with CD-ROM)
Pallab Ghosh

© 2006 by PHI Learning Private Limited, Delhi. All rights reserved. No part of this book may be
reproduced in any form, by mimeograph or any other means, without permission in writing from the
publisher.

ISBN-978-81-203-2987-4

The export rights of this book are vested solely with the publisher.

Third Printing   August, 2009

Published by Asoke K. Ghosh, PHI Learning Private Limited, Rimjhim House, 111, Patparganj
Industrial Estate, Delhi-110092 and Printed by Rajkamal Electric Press, Plot No. 2, Phase IV,
HSIDC, Kundli-131028, Sonepat, Haryana.
 Contents

Preface .......................................................................................................................................... v

1. C++ and Object-Oriented Programming ................................................................. 1–47

2. Accuracy and Stability in Numerical Computing ................................................. 48–62
3. Solution of Simultaneous Linear Algebraic Equations ..................................... 63–132
4. Solution of Nonlinear Equations ......................................................................... 133–210
5. Eigenvalues and Eigenvectors of Matrices .........................................................211–274
6. Statistical Analysis of Data .................................................................................. 275–321
7. Curve Fitting .......................................................................................................... 322–362
8. Sorting of Data ...................................................................................................... 363–381
9. Approximation of Functions ................................................................................. 382–426
10. Interpolation ........................................................................................................... 427– 464
11. Numerical Integration ........................................................................................... 465–503
12. Numerical Differentiation .................................................................................... 504–518
13. Solution of Ordinary Differential Equations: Initial Value Problems ......... 519–573
14. Solution of Ordinary Differential Equations: Boundary Value Problems ..... 574 – 603
15. Numerical Solution of Partial Differential Equations .................................... 604 – 624
Appendix .......................................................................................................................... 625 – 629
Suggested Further Reading ............................................................................................ 631– 633
Index ................................................................................................................................ 635 – 642

iii
 Preface

This book on Numerical Methods with Computer Programs in C++ takes into account the
tremendous role that computers play to help solve scientific and engineering problems. Apart
from their enormous speed, they ensure accuracy, finesse and versatility.
There are many books available in India on numerical methods. These books give a fair
idea about numerical methods and their application to problems. So the question obviously
arises: Do we need yet another book on the subject? When I told some of my colleagues of
my plan to write a book on Numerical Methods, they exclaimed: What! Another Book! I firmly
believe that a book on Numerical Methods, which provides computer programs and clearly
demonstrates how scientific and engineering problems can be solved, is certainly needed.
A variety of reasons exist for such a line of thinking. Chief among them are that, in recent
years, C++ has been the choice of the software developers because of its many attractive
features, and many science and engineering students after their graduation choose a career in
software development.
There are very few books on numerical methods available in the market, which have used
this powerful language. This book presents a small tutorial on C++ in the first chapter.
Nowadays, C programming language is taught at the school level. In most engineering institutes,
advanced C and C++ are taught to the fresh engineering students. Therefore, it is expected that
the language will not be a barrier in the computer implementation of the numerical methods.
Today, a course on numerical methods is typically composed of two or three hours of
lecture and a three-hour computational laboratory session per week. The laboratory session
helps the students to apply the algorithms on a computer. This book is designed to cover such
a curriculum. It is primarily intended to be used in an undergraduate course in engineering. It
may not be possible to cover all the 15 chapters in one semester. The instructor may use part
of them in one semester depending on the requirements of the students who take the course.
This book will also be helpful to professionals who need computer implementation of the
numerical methods.
The subject comprises three main parts: (i) mathematical foundation (which involves
theorems and their corollaries); (ii) scientific and engineering applications of the methods; and
(iii) computer implementation. All three parts are rarely included in a single book covering the
v
vi Preface

entire undergraduate syllabus. There are many good books available in the market, which
present the theories involved in numerical techniques. This book presents numerical techniques
from an application perspective. Simple problems are solved manually, but the emphasis is on
the use of computers. Many solved problems — manual as well as computer-oriented — are
presented in all chapters to facilitate understanding of the concepts. The problems given at the
end of every chapter are expected to provide a good practice for the student. The books listed
under Suggested Further Reading after every chapter should be consulted for more detailed
information on the topics covered in that chapter. References to many good books are provided
at the end of the book. Students are advised to consult them.
After learning how a program works and the methods to develop such a program, you will
be in a strong position to understand how a numerical algorithm works. Probably you can even
design a smarter program at this point. Shortly after this, you can begin to use commercial
software such as MATLAB, Mathematica, Polymath, NAG and IMSL routines.
I wish to thank the Director and Deputy Director of IIT Guwahati for their encouragement
and for allowing me in bringing out this book. My students always wanted a book with
computer programs that work. They have given valuable feedback and suggestions for which
I am grateful. I was encouraged throughout the preparation of this book by my sister Kakali
and my parents. My colleagues have been very enthusiastic, kind and cooperative. I am
indebted to all of them. My special thanks are due to my former colleague, Dr. Anupam Shukla
who suggested me to write a book on the subject. Finally, I wish to thank the publishers,
PHI Learning, in particular, the management as well as the editorial and production team, for
their fine collaboration in bringing out this book.
If this book rouses any interest in you on numerical methods and their computer
implementation, I will be most happy. Any constructive comments for improving the contents
will be warmly welcomed.
The CD-ROM accompanying this book contains many programs, all written in simple C++
language.
A CD-ROM containing the Solutions Manual is separately available. The instructors may
obtain it from the publishers.

Pallab Ghosh
IIT Guwahati
 Chapter
1
C++ and Object-Oriented
Programming

Charles Babbage was born in London in 1791. He had a passion for

Mathematics since his childhood. Babbage originated the concept of
modern computer. At Cambridge University, he dreamt of logarithms
calculated by a machine. In 1822, he developed a small Difference
Engine. This machine performed computation only through addition.
For this invention, Babbage received a gold medal from the Royal
Astronomical Society, London. He received grants for further
development of his machine. Babbage prepared the drawings of his
Analytical Engine in 1834. This was more sophisticated than his
Charles Babbage Difference Engine and quite similar to the modern computer. However,
he never built it. Babbage died in London in 1871.

CONTENTS

¯ Introduction ¯ C++ Functions

¯ Elements of a C++ Program ¯ File Handling in C++
¯ C++ Identifiers and Keywords ¯ Arrays
¯ Header Files ¯ Constructors and Destructors
¯ Data Types in C++ ¯ Summary
¯ Declaration of Constants ¯ Keywords
¯ Operators ¯ Exercises
¯ Construction of Loops ¯ Further Reading
¯ The Decision Statements

1
2 C++ and Object-Oriented Programming

1.1 INTRODUCTION
The C++ language is a better version of the C language. One of its main features is that it
supports object-oriented programming (OOP). However, C++ is not the only language that
supports OOP. Languages like Smalltalk, Ruby and Eiffel also support OPP. But, C++ has
become more popular than all of these languages for a variety of reasons. When C++ was
created, it was looked upon as a ‘superset of C’. There was a very big group of users of C who
wrote programs for a variety of applications. Most of these programmers shifted to C++, taking
advantage of its advanced and easy-to-use features. Traditionally, programs on engineering
applications were written in FORTRAN. However, C++ offered the object-oriented approach
and easy portability of programs. In addition, there were features for generating attractive
graphics. This made software development a fun.
C++ is used for scientific computing as well as system programming. Nowadays, very
good compilers are available, such as Microsoft, Borland, GNU and Intel C++ compilers.
Programmers find these as exciting tools for developing software. The programs presented in
this book were developed using the Microsoft Visual C++ compiler (version 6.0) running on
Windows (98, 2000 and XP) operating systems. However, all these programs will also run on
Unix with minor modifications.
C++ is a vast language. It has evolved over C which is itself immense in contents. We will
not attempt to make you learn the entire C++ language in this chapter. This chapter is an
introduction to C++ for the engineer who intends to write programs on numerical methods using
this language. It is not a substitute for the numerous good books available on C++. Some of
these books are listed at the end of this chapter under “Further Reading”. Here, a part of the
language is introduced and illustrated with examples. This will enable the reader to understand
all programs presented in this book. A preliminary knowledge of the computer is assumed, i.e.,
the reader can start the environment of the development software, compile and run a program
using the menus of the software. Knowledge of C language is not a prerequisite to learn C++.
However, if the reader already knows C, he will find many familiar terms in C++.

1.2 ELEMENTS OF A C++ PROGRAM

An object-oriented C++ program will have a user-defined class (where data and member
functions are placed), object(s) of the class, and a main function. Here is our first C++
program.

PROGRAM P1.1

//P1_1.CPP
# include <iostream.h>
# include <math.h>

class Program1
{
private:
double a, result;
 Elements of a C++ Program 3

public:
void square_root ()
{
cout<<"\nEnter a number ";
cin>>a;
result = sqrt (a);
cout<<"\nSquare root of the number is
"<<result<<endl;
}
};
//main function

void main ()
{
Program1 P1;
P1.square_root ();
}

The program starts with the line, //P1_1.CPP. The double slash // indicates that this line
contains comments. Any line beginning with a double slash will be taken as comments and such
a line in the program will not be executed. The compiler ignores comments, which do not
increase the size of the program or execution time. You can write anything (of course, meaningful
statements) as comments. Next comes the two #include directives. These preprocessor directives
tell the compiler to add the contents of the two files indicated in the < > brackets (i.e., iostream.h
and math.h) in the program. Why is it done? Because the program we have just developed
requires some declarations (required for input, output and mathematical operations), which are
written in these files. These files are called header files, and they have the suffix .h as a matter
of convention.
The next statement in the program specifies a class called “Program1”. This
specification contains the keyword class, followed by the name of the class, Program1.
The curly brackets that follow this line delimit the body of the class. The class contains
two keywords, viz. private and public. A semicolon follows each of these words. The
data or functions, which need to be inaccessible from outside the class (but accessible
from within the class), are put under private. On the other hand, data or functions that
may be accessed from outside the class are put under public. This approach is intended
for accidental misuse of data in programming. In programming parlance, it is called data
hiding. The data items are called data members of the class. Similarly, the functions are
called member functions of the class. The main idea of object-oriented programming is
to place data and functions together in a single entity (i.e., the class). The description of
a class is shown in Fig. 1.1.
 Numerical Methods With Computer
Programs In C++

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