Noida Institute of Engineering and Technology, Greater Noida

Unit 4
Numerical Techniques

Unit: 4

Sub Name: Optimization And Numerical

Techniques Ms. Sarang Sadawarte
Subject Code: AAS0404
Department of
B Tech 4th Sem Mathematics

Ms. Sarang Sadawarte Unit IV 1

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 Faculty Introduction

Ms. Sarang Sadawarte

Assistant Professor
Department of Mathematics

Qualifications :
Ph. D (Submitted)

Ph.D. Thesis : SOME NEW VARIANTS OF GRAPH LABELING AND

THEIR APPLICATIONS
International Journal Publications: 5
Book Chapter: 1
Teaching Experience: 4 years

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 Evaluation Scheme

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 Syllabus

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 Branch wise Application

• Data Analysis
• Artificial intelligence
• Network and Traffic modeling

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 Course Objective

• Course objective: The objective of this course is to familiarize the

engineers with concept of Linear Programming Problem (LPP), Integer
Programming Problems, Constraint programming, various numerical
techniques for mathematical task such as roots, integration, differential
equations and numerical aptitude. It aims to show case the students
with standard concepts and tools from B. Tech to deal with advanced
level of mathematics and applications that would be essential for their
disciplines. The student will be able to understand:
• The concept of Linear Programming Problem .
• The concept of Integer Programming Problems.
• The concept of Non-Linear Programming Problem .
• The concept of Numerical Techniques.
• The concept of Numerical aptitude.

Ms. Sarang Sadawarte Unit IV

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 Course Outcomes

• CO 1: Understand the concepts to formulate and to solve a Linear

Programming Problem .
• CO 2: Understand the concepts of Integer Programming Problem.
• CO 3: Understand the concepts of Non- Linear Programming
Problem .
• CO 4: Apply the concept of numerical techniques to evaluate the
zeroes of the equation, concept of interpolation and numerical
methods for various mathematical operations and tasks, such as
integration, the solution of linear system of equations and the
solution of differential equation.
• CO 5: Solve the problems of Number System, Permutation &
Combination, Probability, Function, Data Interpretation, Syllogism.

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 Program Outcomes

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 CO-PO Mapping(CO-4)

Sr. Course PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12
No Outcome

1 CO1 H H H H L L L L L L L M

2 CO-2 H H H H L L L L L L M M

3 CO-3 H H H H L L L L L L M M

4 CO-4 H H H H L L L L L L L M

5 CO5 H H H H L L L L L L M M

*L= Low *M= Medium *H= High

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 PSO
PSO Program Specific Outcomes(PSOs)

PSO1 The ability to identify, analyze real world problems and design
their ethical solutions using artificial intelligence, robotics,
virtual/augmented reality, data analytics, block chain technology,
and cloud computing
PSO2 The ability to design and develop the hardware sensor devices
and related interfacing software systems for solving complex
engineering problems.
PSO3 The ability to understand inter disciplinary computing techniques
and to apply them in the design of advanced computing.
PSO4 The ability to conduct investigation of complex problem with the
help of technical, managerial, leadership qualities, and modern
engineering tools provided by industry sponsored laboratories.

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 CO-PSO Mapping(CO-4)

CO PSO1 PSO2 PSO3 PSO4

H L M L
CO.1
L M L M
CO.2
M M M M
CO.3
H M M M
CO.4
H M M M
CO.5

*L= Low *M= Medium *H= High

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 Program Educational Objectives(PEOs)

PEO-1: To have an excellent scientific and engineering breadth so as to

comprehend, analyze, design and provide sustainable solutions for
real-life problems using state-of-the-art technologies.
PEO-2: To have a successful career in industries, to pursue higher
studies or to support entrepreneurial endeavors and to face the global
challenges.
PEO-3: To have an effective communication skills, professional attitude,
ethical values and a desire to learn specific knowledge in emerging
trends, technologies for research, innovation and product
development and contribution to society.
PEO-4: To have life-long learning for up-skilling and re-skilling for
successful professional career as engineer, scientist, entrepreneur and
bureaucrat for betterment of society.

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 Result Analysis

Name of Faculty Jyoti Singh

Branch CSE
No. of Students 200
No. of Passed students Awaited
Result Percentage Awaited

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 End Semester Question Paper

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 End Semester Question Paper

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 End Semester Question Paper

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 End Semester Question Paper

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 Unit Content(CO4)

In previous lectures we have discussed-

• Algebraic and transcendental equation
• Bisection method
• Regula falsi method
• Newton raphson method
• Order of convergence
 Interpolation for equal intervals
• Newton Forward interpolation formula
• Newton Backward interpolation formula
 Interpolation for unequal intervals
• Lagrange’s interpolation formula
• Newton divided difference interpolation formula

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 Unit Content(CO4)

• Algebraic and transcendental equation

• Bisection method
• Regula falsi method
• Newton raphson method
• Order of convergence
 Interpolation for equal intervals
• Newton Forward interpolation formula
• Newton Backward interpolation formula
 Interpolation for unequal intervals
• Lagrange’s interpolation formula
• Newton divided difference interpolation formula

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 Unit Objective(CO4)

In this unit, we will Apply numerical methods to obtain approximate

solutions to mathematical problems. We will study numerical methods
for various mathematical operations and tasks, such as interpolation,
differentiation, integration, the solution of linear and nonlinear
equations, and the solution of differential equations.

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 Prerequisite(CO4)

• Solution of algebraic equation

• Differentiation
• Integration
• Definite integral

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 Topic Objectives[CO4]

To study Iterative method for finding approximate root of

algebraic or transcendental equations.

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 Zeroes of transcendental and algebraic
equations[CO4]
Algebraic equation: An equation is called algebraic equation if is
polynomial in i.e.
Here .
For e.g-
1.

Transcendental equation: An equation is called transcendental equation if

is some combination of algebraic function (,trigonometric function,
logarithmic function, exponential function.
For e.g-
1.
2.
3.

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 Zeroes of transcendental and polynomial
equations[CO4]
• Root/Zero- A point will be called a root of an equation if .
Graphically, we can say where it cuts the -axis.

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 Zeroes of transcendental and polynomial
equations[CO4]
• To find the root of a equation numerically we find initial
approximation by intermediate value theorem
• Intermediate value theorem-If is continuous on and and are of
opposite sign i.e. Then has at least one root or odd number of roots
on that interval.

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 Bisection method[CO4]
Bisection method:
This method is used to find the roots of an equation
In this method we use the following steps-
Step-1 Find the interval using intermediate value theorem i.e.
Step-2 Find first approximation as thenive/ive.
If thenis root of an equation.
Step-3 Now root lie either or .To check this we use step-1.
If root lie in Then we find second approximation as-
If root lie in Then we find second approximation as-
Similarly we can find third aprroximation,fourth approximation and so
on using step-1 and step-2.
Step-4 We stop iteration when the last two consecutive iterations are
nearly equal or same.

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 Bisection method[CO4]
Example-1: Find a positive real root of in [1,2] by bisection method, correct to
four decimal places.
Sol: ,

Hence root lie in [1.324, 1.325].

First approximation
Now root lie in [1.3245, 1.325].
Second approximation =1.32475
Now root lie in [1.3245, 1.32475].
Third approximation
Now we stop iteration because second and third approximation are same
upto 3 decimal places.
So root is 1.324
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 Regula Falsi method/Method of false
position[CO4]
Regula Falsi method: This method is used to find the roots of an
equation . This method has following steps-
Step-1 Find the interval using intermediate value theorem i.e.
Step-2 Find first approximation as : then
. If thenis root of an equation.
Step-3 Now root lie either or .To check this we use step-1.If root
lie in Then we find second approximation as:

If root lie in Then we find second approximation as-

Similarly we can find third aprroximation,fourth approximation

and so on.
Step-4 We stop iteration when the last two consecutive iterations
are nearly equal or same. Ms. Sarang Sadawarte
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 Regula Falsi method[CO4]
Example-1: Find the root ofin [0,1] by Regula falsi method, correct to
four decimal places.
Sol:

Hence root lie in [0.51, 0.52]

First approximation

Using IVT, root lie in [0.517744, 0.52]

Second approximation
Now we stop iteration because first and second approximation are same
upto 4 decimal places.
So root is 0.5177
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 Newton Raphson method[CO4]
Newton Raphson method: Suppose we have an equation
o start this method we require an initial approximation Equation of tangent
Passing through the pt.

Since it cuts the -axis so .

So
Similarly we can find second,
third approximation and so on.
Then general formula is given by-

𝑓 ( 𝑥𝑛)
𝑥𝑛 +1 =𝑥 𝑛 − ′
𝑓 ( 𝑥𝑛)

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 Newton Raphson method[CO4]
Example-1: Using Newton Raphson method. Find the real root of
equation correct to 4 decimal places.
Sol:

Using Newton Raphson Formula

⇒
Taking
First approximation
Second approximation
Now we stop iteration because first and second approximation
are same upto 4 decimal places.
So root is 0.6071
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 Newton Raphson method[CO4]
Example-1: Using Newton Raphson method. Find the real root of
equation correct to 4 decimal places.
Sol:

Using Newton Raphson Formula

⇒
Taking
First approximation
Second approximation
Third approximation
Now we stop iteration because second and third approximation are
same upto 4 decimal places.
So root is 2.7406
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 Daily Quiz[CO4]

Q1 Find a positive real root of by Newton Raphson method, correct to three

decimal places.

Q2 Find a square root of 12 by Newton Raphson method, correct to 4 decimal

places.

Q3 Find a positive real root of by bisection method, correct to three decimal

places.

Q4 Find a positive real root of by Regula Falsi method, correct to three decimal
places.

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 Recap[CO4]

In the last topic, we studied iterative method for finding root of

an equation
• Bisection method
• Regula-falsi method/method of false position
• Newton Raphson method

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 Topic Objective[CO4]

In this topic, we are going to discuss the method to find the

missing values of some functional values in between the given
intervals, using some interpolation formulae.

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 Interpolation[CO4]
Interpolation: According to Theile, “Interpolation is the art of reading
between the lines of table. "It also means insertion or filling up
intermediate terms of the series.
Suppose we are giving the following values of for a set of values of .
: ..............
: ..............
Thus, the process of finding the values of corresponding to any value
of between and is called Interpolation.
Here is called argument and is called entry.

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 Finite differences[CO4]
Finite differences:
Suppose we are giving the following values of for a set of values of .
: ..............
: .............
To determine for any intermediate value of , two types of differences are
useful-
1. Forward difference- It is denoted by and operate on the value of
First forward difference
,……………..
Second forward difference
,……………..

Similarly we can find 3rd ,4th and forward differences.

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 Finite differences[CO4]

2. Backward difference- It is denoted by and operate on the value of

First backward difference
,……………..
Second forward difference
,…………….
Similarly we can find 3rd ,4th and backward differences.

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 Newton forward interpolation formula[CO4]

Newton forward interpolation formula: Suppose we are giving the

following values of for a set of values of .
: .............
: ..............
Suppose we have to find at
From here u
Then is given by

++…….+

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 Newton forward interpolation formula[CO4]

Example-1: The population of a town was as given below. Estimate the

population for the year 1895
Year : 1891 1901 1911 1921 1931
Population 46 66 81 93 101
Sol: Here

u
Construct the forward difference table-

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 Newton forward interpolation formula[CO4]

(Forward Difference Table)

x y=f(x) ∆f(x) ∆2f(x) ∆3f(x) ∆4f(x)

1891 46
20
1901 66
15 2
1911 81
12
1921 93
8
1931 101

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 Newton forward interpolation formula[CO4]

Using Newton forward interpolation formula-

+++

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 Newton forward interpolation formula[CO4]

Example-2: From the table, estimate the number of students who

obtained marks between 40 and 45.
Marks : 30-40 40-50 50-60 60-70 70-80
No. of students 31 42 51 35 31
Sol:
Less than marks : 40 50 60 70 80
No. of students 31 73 124 159 190

Now we calculate at
Constructing forward difference table-

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 Newton forward interpolation formula[CO4]
(Forward Difference Table)

40 31
42
50 73 9
51
60 124
35
70 159
31
80 190

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 Newton forward interpolation formula[CO4]

Here

u
Using Newton forward interpolation formula-
+++

Hence no. of students getting less than 45

No. of students getting less than 40
No. of students getting marks between 40 and 45

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 Newton forward interpolation formula[CO4]

Example-3 find the missing term in the following table-

1 7
2 ?
3 13
4 21
5 37

Sol: Constructing forward difference table-

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 Newton forward interpolation formula[CO4]
(Forward Difference Table)

1 7

3 13
8
4 21 8
16
5 37

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 Newton forward interpolation formula[CO4]

Since we have given known value of at 4 points so degree of the

polynomial is

⇒
So

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 Newton Backward interpolation formula[CO4]

Newton Backward interpolation formula: Suppose we are giving the

following values of for a set of values of .
: ..............
: ..............
Suppose we have to find at
Here u
Then is given by

f(xn+hu)++…….+

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 Newton Backward interpolation formula[CO4]

Example-1: The population of a town was as given below. Estimate the

population for the year 1925
Year : 1891 1901 1911 1921 1931
Population 46 66 81 93 101
Sol: Here

Construct the backward difference table-

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 Newton Backward interpolation formula[CO4]
(Backward Difference Table)

1891 46
20
1901 66
15 2
1911 81
12
1921 93
8
1931 101

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 Newton Backward interpolation formula[CO4]

Using Newton Backward interpolation formula-

+++

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 Daily Quiz[CO4]

Q1 : From the table, estimate the number of students who obtained

marks between 36 and 45.
Marks : 30-40 40-50 50-60 60-70 70-80
No. of students 25 35 22 11 7

Q2 : find the cubic polynomial which takes the following values.

: 0 1 2 3
1 2 1 10

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 Recap[CO4]

Interpolation for equal intervals:

• Newton forward interpolation formula

• Newton backward interpolation formula

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 Topic Objective[CO4]

In this topic, we will discuss the interpolation formulae for unequal

intervals.

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 Lagrange’s interpolation formula[CO4]

Lagrange’s interpolation formula: Suppose we are giving the following

values of for a set of values of .
: ..............
: ..............
Here argument may or may not be equispaced.
Suppose we have to find polynomial which fits the data exactly is
given by-

(𝑥−𝑥1)(𝑥 −𝑥2) …(𝑥−𝑥𝑛) (𝑥 −𝑥0 )(𝑥 −𝑥2)…(𝑥−𝑥𝑛) (𝑥−𝑥0)(𝑥−𝑥1)(𝑥−𝑥2)…(𝑥−𝑥𝑛−1)

𝑦= 𝑦0+ 𝑦1+…⋯⋯⋯⋯+ 𝑦𝑛
(𝑥0−𝑥1)(𝑥0−𝑥2)…(𝑥0 −𝑥𝑛) (𝑥1−𝑥0)(𝑥1−𝑥2)…(𝑥1−𝑥𝑛) (𝑥𝑛−𝑥0)(𝑥𝑛−𝑥1)(𝑥𝑛−𝑥2)…(𝑥𝑛−𝑥𝑛−1)
This is known as Lagrange’s interpolation formula.
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 Lagrange’s interpolation formula[CO4]
Example-1: Using Lagrange’s interpolation formula, find the cubic
polynomial from the following data-
: 0 1 2 5
2 3 12 147
Sol: Here arguments are not equispaced, Using Lagrange’s
interpolation formula-

Put all the values we get

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 Divided Difference[CO4]
Divided Difference: If …….. are given points. Then First divided
difference for argument is define as-

and so on
Second divided difference for argument , is define as-

and so on
Third divided difference for argument , is define as-

and so on.
Similarly we can find 4th ,5th divided difference and so on.

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 Newton divided difference formula[CO4]

Newton divided difference formula: Suppose we are giving the

following values of for a set of values of .
: ..............
: ..............
Here arguments may or may not be equi-spaced. Then
Suppose we have to find polynomial which fits the data exactly is
given by-

This is known as Newton divided difference interpolation formula.

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 Newton divided difference formula[CO4]

Example-1:Using Newton Divided Difference interpolation formula,

find the polynomial function from the following data-
: 0 2 5
1245 33 5 9 1335
Sol:
Constructing divided difference table-

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 Newton divided difference formula[CO4]
(Divided Difference Table)
x y=f(x) f(x) f(x) f(x) f(x)
1245

33 94

0 5 10 3
2 13
2 9 88
442
5 1335

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 Newton divided difference formula[CO4]

Applying newton divided difference formula-

We get

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 Daily quiz[CO4]

Q1: Evaluate using Lagrange’s interpolation formula.

: 5 6 9 11
12 13 14 16

Q2 : Using Newton Divided Difference interpolation formula, find and

from the following data-
: 4 5 7 10 11 13
48 100 294 900 1210 2028

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 Weekly Assignment(CO4)

Q1.Using Newton Raphson Method-find a positive root of equation

correct to 3 decimal places. Ans: 6.083
Q2. Using Regula Falsi Method- find a positive root of equation
correct to 3 decimal places. Ans: 1.855
Q3. Using Bisection Method- find a positive root of equation
correct to 4 decimal places. Ans: 0.5177
Q4. Determine the missing values in given table-
10 15 20 25 30 35
43 ? 29 32 ? 77

Ans: 33.933, 46.733

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 Weekly Assignment(CO4)

Q5. Find the number of students from the following data who secured
marks not more than 45
Marks 30-40 40-50 50-60 60-70 70-80
No. of Students 35 48 70 40 22

Ans: 51

Q6. From the following table find the value of at

1 3 5 7 9
9 21 81 237 537 Ans: 366

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 Weekly Assignment(CO4)

Q7. Obtain Lagrange’s interpolatory polynomial for the following data-

-1 1 2 3
-21 15 12 3

Also find the value of at

Ans: , 14.625
Q8. Find the interpolating polynomial and hence compute from the
following table-
0 3 5
330 3458

Ans:
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 Recap[CO4]

In the last lecture, we have discuss the following methods:

• Lagrange’s interpolation formula
• Newton divided interpolation formula

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 Topic objective [CO4]

Intent of this topic is to solve approximately large system of linear

equations using numerical methods.

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 Solution of system of linear equations[CO4]
Consider a non-homogeneous system of three simultaneous
linear algebraic equations in three unknowns as

where all 's and 's are constants.

Using matrix notation, the above system (1) can be written as
.................(2)
=
By finding a solution of the system, we mean to obtain the
values of three unknowns, and such that they satisfy the given
equations

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 Matrix Decomposition Method [CO4]

• This method is also known as Triangularization method or method

of factorization.
• The given system of equations can be written in matrix form as
AX=B.......(1)
• Factor A into LU, where L is lower triangular matrix and U is upper
triangular matrix.
• Put A=LU in (1), we have LUX=B......(2)
• Let UX=Y....(3) then (2) becomes LY=B.....(4)
• Solve (4) for Y using forward substitution

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 Matrix Decomposition Method[CO4]

• Putting the value of Y in (3) and solve it for X using back substitution
method.
Some important points:
• If we take all the diagonal elements of L=1 then the method is called
Doolittle’s method.
• If we take all the diagonal elements of U=1 then the method is
called Crout’s method.
• The method fails if any of the diagonal elements of L or U is zero.

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 Crout’s method [CO4]

Example: Solve, by Crout’s method, the following system of

equations:

Solution:
The above system of equations can be written in matrix form as
AX=B...........(1)
Where and
In Crout’s method .............(2)
=

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 Crout’s method [CO4]

On simplifying, we get
L= U=
Put A=LU in (1), we have LUX=B..........................(3)
Let UX=Y......(4) so that (3) becomes LY=B............(5)
So by (5), we have = .........(6)

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 Crout’s method [CO4]

After solving (6), using forward substitution method, we have

Y
Now, UX=Y
So =.........(7)
After solving (7), using backward substitution method,
we have and

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 Diagonally Dominant Matrix [CO4]

In mathematics, a matrix is said to be diagonally dominant if for every

row of the matrix, the magnitude of the diagonal entry in a row is
larger than or equal to the sum of the magnitudes of all the other
(non-diagonal) entries in that row.
Ex: The matrix A= is diagonally dominant matrix because │4│>│1│+ │1│
│-6│>│2│+ │3│
│-4│=│3│+ │1│.

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 Gauss-Seidel Method [CO4]

The Gauss-Seidel method is a method for determining the solution of

a diagonally dominant system of linear equations.
Consider a non-homogeneous system of three simultaneous linear algebraic
equations in three unknowns as-

where 's is the largest coefficient in the equation

System (1) of equations can be written as

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 Gauss-Seidel Method [CO4]

Taking the initial approximation .

Put the initial approximation in R.H.S. of (2) to get the next
approximation for i.e.

Now put , in (3)

we have
Now put , - in(4)
we have ( )
Repeat this process until we get the desired valued of unknowns
(variables ) upto required accuracy.

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 Gauss-Seidel Method [CO4]

Example: Solve the following system of equations by Gauss-Seidel

method

Solution: The given system is not diagonally dominant. So, rearrange the
equations as follows to make them diagonally dominant:

equations can be written as

..............(2)
...............(3)
.........(4)
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 Gauss-Seidel Method [CO4]

The first approximation is obtained by putting in (2)

Now, putting and in (3), we get
Again putting in (4), we get
Proceeding in the same way , we get

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 Gauss-Seidel Method [CO4]

Proceeding in the same way, we get

Hence, after four iterations, we get

12/25/2024 Ms. Sarang Sadawarte Unit IV 80

 Daily quiz[CO4]

Q.1 Solve the following system of equations by Gauss-Seidel

method(Perform four iteration)

Q.2 Solve by Crout’s Method

12/25/2024 Ms. Sarang Sadawarte Unit IV 81

 Recap[CO4]

We learnt to solve large system of linear equations using the following

numerical methods:
1. Crout’s method
2. Gauss Seidel Iterative Method

12/25/2024 Ms. Sarang Sadawarte Unit IV 82

 Objective of Numerical Integration [CO4]

Aim of this topic is to learn an approximate method to solve definite integral,

which seems very difficult or not possible to solve using exact methods.

12/25/2024 Ms. Sarang Sadawarte Unit IV 83

 Numerical Integration [CO4]

The process of evaluating a definite integral from a set of tabulated

values of the integrand is called numerical integration.
Numerical integration means the numeric evaluation of integral
.......(1)
where and are given and is a function given analytically by a formula
or empirically by a table of values.
Geometrically, (1) gives the area under the curve of f between and .

12/25/2024 Ms. Sarang Sadawarte Unit IV 84

 Trapezoidal Rule [CO4]

Let be the values of corresponding to

, which are equally spaced with interval as . Then the Trapezoidal rule
is given by
…...(1)
Where , number of subintervals

12/25/2024 Ms. Sarang Sadawarte Unit IV 85

 Trapezoidal Rule [CO4]

Example: Evaluate by Trapezoidal rule (Take ).

Solution:

Here
Now, by (1)

12/25/2024 Ms. Sarang Sadawarte Unit IV 86

 Simpson’s Rule [CO4]
Let be the values of corresponding to
, which are equally spaced with interval as. Then the Simpson’s rule is
given by

Where , number of subintervals

To apply this rule, the number of subintervals should be even i.e.
multiple of 2.
Simpson’s rule may be written as

12/25/2024 Ms. Sarang Sadawarte Unit IV 87

 Simpson’s Rule [CO4]

Example: Evaluate by Simpson’s rule (take .

Solution:
Simpson’s rule is given by

Where , number of subintervals

Then

12/25/2024 Ms. Sarang Sadawarte Unit IV 88

 Simpson’s 3/8 Rule [CO4]

Let be the values of corresponding to

, which are equally spaced with interval as . Then the Simpson’s rule is
given by
..(1)
where , number of subintervals
To apply this rule, the number of subintervals should be multiple of 3.
Simpson’s rule may be writeen as

12/25/2024 Ms. Sarang Sadawarte Unit IV 89

 Simpson’s 3/8 Rule [CO4]

Example: Evaluate by Simpson’s rule (take .

Solution:
Here

0 1/6 2/6 3/6 4/6 5/6 1

1 0.857 0.75 0.666 0.6 0.545 0.5

12/25/2024 Ms. Sarang Sadawarte Unit IV 90

 Daily quiz[CO4]

Q.1 Evaluate
By Trapezoidal, Simpson’s 1/3 and Simpson 3/8 rule.

12/25/2024 Ms. Sarang Sadawarte Unit IV 91

 Recap[CO4]

In the last topic, we have studied, Trapezoidal, Simpson’s 1/3rd and

Simpson’s 3/8 rule to solve definite integral.

12/25/2024 Ms. Sarang Sadawarte Unit IV 92

 Topic objective[CO4]

Objective of this topic is to learn a numerical method for solving Initial

value problem.

12/25/2024 Ms. Sarang Sadawarte Unit IV 93

 Fourth Order Runge-Kutta Method[CO4]

Let us consider the first order initial value problem

and for . Let be the interval between equidistant values of then the
approximation to is given by
, etc.
Where
)
)

12/25/2024 Ms. Sarang Sadawarte Unit IV 94

 Fourth Order Runge-Kutta Method[CO4]

Example: Given Find and correct to four decimal places using fourth
order Runge-Kutta method.
Solution:
Given
Choose
Now by fourth order Runge-Kutta method
..........(1)
Where ...............(2)
)...............(3)
).................(4)
...............(5)

12/25/2024 Ms. Sarang Sadawarte Unit IV 95

 Fourth Order Runge-Kutta Method [CO4]

Now putting the given values in (1),(2),(3),(4) & (5) we have

Now,
+ (..........(6)
Where ..............................(7)
)...........................(8)
)...........................(9)
.........................(10)

12/25/2024 Ms. Sarang Sadawarte Unit IV 96

 Fourth Order Runge-Kutta Method [CO4]

After simplification equations (6),(7),(8),(9) and (10). We have

12/25/2024 Ms. Sarang Sadawarte Unit IV 97

 Daily quiz[CO4]

Q.1 Find the value of using Runge Kutta Method of fourth order given
that , , take .

Q.2 Find the value of ) using Runge Kutta Method of fourth order given
that , , take

12/25/2024 Ms. Sarang Sadawarte Unit IV 98

 Recap[CO4]

Using Runge Kutta fourth order method, we can find the numerical
solution of 1st order ordinary differential equation.

12/25/2024 Ms. Sarang Sadawarte Unit IV 99

 Weekly Assignment(CO4)

1. Solve the following system of equations by Crout’s Method:

Ans:
2. Solve the following system of equations by Gauss Seidel Method:

Ans:
3. Evaluate the integral using
(i) Simpson’s rule
(ii) Simpson’s rule with 8 intervals Ans:

4. Given the IVP . find the numerical solution at with step size by using Fourth order
Runge-Kutta method. Ans: 2.8233

12/25/2024 Ms. Sarang Sadawarte Unit IV 100

 Faculty Video Links, YouTube & NPTEL Video
Links and Online Courses Details (CO4)

YouTube/other Video Links

• https://youtu.be/QH2WL92bzLs
• https://youtu.be/DGmNbs5Cywo
• https://youtu.be/FliKUWUVrEI
• https://youtu.be/7eHuQXMCOvA
• https://youtu.be/ZkvQR3ajm3k
• https://youtu.be/zdyUwzOm1zw
• https://youtu.be/BBuV14-isyU
• https://youtu.be/xPr7YFSnmiQ
• https://youtu.be/ajJD0Df5CsY
• https://youtu.be/iviiGB5vxLA
• https://youtu.be/Ym1EUjTWMnE
12/25/2024 Ms. Sarang Sadawarte Unit IV 101
 MCQ’s (CO4)

1. Using Bisection method find the root of 3x2 = 5x+2 in the interval [0,3].
a) 0.617
b) 0.527
c) 0.517
d) 0.717

2. Find the root of xe-x -0.3 = 0 using Bisection Method in the interval [1,5].
a) 1.68
b) 1.86
c) 1.88
d) 1.66
3. In Crout’s method elements of upper triangular matrix is taken as
a) 1, 1, 1
b) 0, 0, 0
c) 1, 0, 1
d) 0, 1, 0

12/25/2024 Ms. Sarang Sadawarte Unit IV 102

 MCQ’s (CO4)
3. Newton- Gregory Forward interpolation formula can be used:
a) only for equally spaced intervals
b) only for unequally spaced intervals
c) for both equally and unequally spaced intervals
d) for unequally intervals
4. f(x0, x1, x2) is equal to:
a) f(x1, x2, x0,)
b) f(x, x1, x2)
c) f(x1, x1, x2)
d) f(x1, x2, x)
5. Which of the following indicates the formula for Simpson’s rule:
a) = (h/3)*((a0+an) + 4*(a1+a3+……..) + 2*(a2+a4+……….))
b) = (h/3)*((a0+an) + 2*(a1+a3+……..) + 2*(a2+a4+……….))
c) = (h/3)*((a0+an) + 4*(a1+a3+……..) + 2*(a2+a4+……….))
d) = (h/3)*((a0+an) + 2*(a1+a3+……..) + 4*(a2+a4+……….))

12/25/2024 Ms. Sarang Sadawarte Unit IV 103

 Glossary (CO4)
1. Pick the correct option from glossary:
i) For unequally spaced intervals and need more calculation
ii) For unequally spaced intervals and need a difference table
iii) for equal interval and near to the beginning values
iv) for equal interval and near to the end values
a) Newton forward interpolation formula
b) Newton backward interpolation formula
c) Newton divided difference formula
d) Lagrange interpolation formula

2. Pick the correct option from glossary:

i) Bisection Method
ii) Runge Kutta method of 4th order
iii) Trapezoidal
iv) Crouts method
a) Used to solve algebraic or transcendental equation
b) Used to find the value of definite integral
c) Find the solution of system of linear equations
d) Provides the solution of IVP

12/25/2024 Ms. Sarang Sadawarte Unit IV 104

 Expected Questions (CO4)

1. Solve the following system of equations by Crout’s Method:

2. Solve the following system of equations by Gauss Seidel Method:

3. Evaluate the integral using

(i) Simpson’s rule
(ii) Simpson’s rule with 8 intervals

4. Given the IVP . find the numerical solution at with step size by using Fourth order
Runge-Kutta method.
5. Using Newton Raphson Method-find a positive root of equation
correct to 3 decimal places.
6. Using Regula Falsi Method- find a positive root of equation correct to 3 decimal
places.
7. Using Bisection Method- find a positive root of equation
correct to 4 decimal places.
12/25/2024 Ms. Sarang Sadawarte Unit IV 105
 Recap(CO4)

In previous lectures we have discussed-

• Algebraic and transcendental equation
• Bisection method
• Regula falsi method
• Newton raphson method
• Order of convergence
 Interpolation for equal intervals
• Newton Forward interpolation formula
• Newton Backward interpolation formula
 Interpolation for unequal intervals
• Lagrange’s interpolation formula
• Newton divided difference interpolation formula

12/25/2024 Ms. Sarang Sadawarte Unit IV 106

 Recap(CO4)

 Solution of system of equations

• Crout’s method
• Gauss seidel method
 Numerical integration
• Trapezoidal rule
• Simpson’s 1/3 rule
• Simpson’s 3/8 rule
 Numerical solution of ODE
• Runge Kutta 4th order method

12/25/2024 Ms. Sarang Sadawarte Unit IV 107

 References

Text books
(1) Sharma J K - Operations Research (Pearson, 3rd Edition
(2) Rao S.S,”Optimization – Theory and applications”, Wiley Easter Ltd.,
1979
(3) Introduction to Linear Optimization by Dimitris Bertsimas & John N.
Tsitsiklis, Athena Scientific 1997.
(4) Taha Hamdy - Operations Research - An Introduction (Prentice-Hall,
9th edition)

Reference Books

(1) An introduction to Optimization by Edwin P K Chong, Stainslaw Zak

(2) Hillier F S and Lieberman G J, Operations Research, Holden Day Inc.,
San Francisco.
(3) David G.Luerbeggan, “Introduction to Linear and Non Linear
Programming”, Addison Wesley Publishing Co. 1973.
(4)Cordan C.C. Beveridge and Robert S. Schedther, “Optimization, Theory
and Practice” McGraw Hill Co.1970.

12/25/2024 Ms. Sarang Sadawarte Unit IV 108

 Thank You

12/25/2024 Ms. Sarang Sadawarte Unit IV 109