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    Numerical Analysis PDF

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    Riki Mandol
    This document provides an introduction to numerical analysis for engineers. It discusses fundamentals of digital computing including number representation, arithmetic operations, and recursion algorithms. It also covers error analysis topics such as error propagation, numerical stability, error estimation, and condition numbers. Specific numerical methods are introduced, like solving linear equations, eigenvalue problems, root finding, and evaluating polynomials using Horner's scheme. Order of operations is emphasized to be important for accuracy.

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    Numerical Analysis PDF

    Uploaded by

    Riki Mandol
    42 views8 pages
    This document provides an introduction to numerical analysis for engineers. It discusses fundamentals of digital computing including number representation, arithmetic operations, and recursion algorithms. It also covers error analysis topics such as error propagation, numerical stability, error estimation, and condition numbers. Specific numerical methods are introduced, like solving linear equations, eigenvalue problems, root finding, and evaluating polynomials using Horner's scheme. Order of operations is emphasized to be important for accuracy.

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    Introduction to Numerical Analysis for Engineering (Massachusetts Institute of Technology OCW)

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    Numerical Analysis (1).pdf

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    This document provides an introduction to numerical analysis for engineers. It discusses fundamentals of digital computing including number representation, arithmetic operations, and recursion algorithms. It also covers error analysis topics such as error propagation, numerical stability, error estimation, and condition numbers. Specific numerical methods are introduced, like solving linear equations, eigenvalue problems, root finding, and evaluating polynomials using Horner's scheme. Order of operations is emphasized to be important for accuracy.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    42 views8 pages

    Numerical Analysis PDF

    Uploaded by

    Riki Mandol
    This document provides an introduction to numerical analysis for engineers. It discusses fundamentals of digital computing including number representation, arithmetic operations, and recursion algorithms. It also covers error analysis topics such as error propagation, numerical stability, error estimation, and condition numbers. Specific numerical methods are introduced, like solving linear equations, eigenvalue problems, root finding, and evaluating polynomials using Horner's scheme. Order of operations is emphasized to be important for accuracy.

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    You are on page 1of 8

    Introduction to Numerical Analysis for Engineers

    Fundamentals of Digital Computing


    Digital Computer Models Convergence, accuracy and stability Number representation Arithmetic operations Recursion algorithms

    Error Analysis

    Error propagation numerical stability Error estimation Error cancellation Condition numbers

    13.002

    Numerical Methods for Engineers

    Lecture 1

    Digital Computer Models


    Continuous Model Differential Equation
    Differentiation Integration

    Difference Equation w(x,t) Discrete Model Linear System of Equations x System of Equations

    Solving linear equations

    xn m
    n

    w(x,t)

    Eigenvalue Problems
    Non-trivial Solutions

    Root finding

    Accuracy and Stability => Convergence


    13.002 Numerical Methods for Engineers Lecture 1

    Floating Number Representation


    m b e Mantissa Base Exponent

    Examples Decimal Binary Convention


    Decimal Binary General
    13.002

    Max mantissa Min mantissa Max exponent Min exponent


    Numerical Methods for Engineers Lecture 1

    Arithmetic Operations
    Number Representation
    Absolute Error Shift mantissa of largest number Relative Error Result has exponent of largest number Absolute Error Relative Error Unbounded

    Addition and Subtraction

    Multiplication and Division

    Relative Error
    13.002 Numerical Methods for Engineers

    Bounded
    Lecture 1

    Recursion
    a=26; n=10; MATLAB script g=1; sqr.m sq(1)=g; for i=2:n sq(i)= 0.5*(sq(i-1) + a/sq(i-1)); end hold off plot([0 n],[sqrt(a) sqrt(a)],'b') hold on plot(sq,'r') plot(a./sq,'r-.') plot((sq-sqrt(a))/sqrt(a),'g') grid on

    Numerically evaluate square-root

    Initial guess Test

    Mean of guess and its reciprocal

    Recursion Algorithm

    13.002

    Numerical Methods for Engineers

    Lecture 1

    Recursion Horners Scheme


    Evaluate polynomial horner.m
    % Horners scheme % for evaluating polynomials a=[ 1 2 3 4 5 6 7 8 9 10 ]; n=length(a) -1 ; z=1; b=a(1); % Note index shift for a for i=1:n b=a(i+1)+ z*b; end p=b

    Horners Scheme

    General order n

    >> horner p =

    Recurrence relation
    >>

    55

    13.002

    Numerical Methods for Engineers

    Lecture 1

    Recursion Order of Operations Matter


    0 1
    N=20; sum=0; sumr=0; b=1; c=1; x=0.5; recur.m xn=1; % Number of significant digits in computations dig=2; ndiv=10; for i=1:N a1=sin(pi/2-pi/(ndiv*i)); a2=-cos(pi/(ndiv*(i+1))); % Full matlab precision xn=xn*x; addr=xn+b*a1; addr=addr+c*a2; ar(i)=addr; sumr=sumr+addr; z(i)=sumr; % additions with dig significant digits add=radd(xn,b*a1,dig); add=radd(add,c*a2,dig); % add=radd(b*a1,c*a2,dig); % add=radd(add,xn,dig); a(i)=add; sum=radd(sum,add,dig); y(i)=sum; end sumr ' i delta Sum delta(approx) Sum(approx)' res=[[1:1:N]' ar' z' a' y'] hold off a=plot(y,'b'); set(a,'LineWidth',2); hold on a=plot(z,'r'); set(a,'LineWidth',2); a=plot(abs(z-y)./z,'g'); set(a,'LineWidth',2); legend([ num2str(dig) ' digits'],'Exact','Error');

    Result of small, but significant term destroyed by subsequent addition and subtraction of almost equal, large numbers. Remedy: Change order of additions

    13.002

    Numerical Methods for Engineers

    Lecture 1

    recur.m
    >> recur b = 1; c = 1; x = 0.5; dig=2 i res = 1.0000 2.0000 3.0000 4.0000 5.0000 6.0000 7.0000 8.0000 9.0000 10.0000 11.0000 12.0000 13.0000 14.0000 15.0000 16.0000 17.0000 18.0000 19.0000 20.0000 0.4634 0.2432 0.1226 0.0614 0.0306 0.0153 0.0076 0.0037 0.0018 0.0009 0.0004 0.0002 0.0001 0.0000 0.0000 -0.0000 -0.0000 -0.0000 -0.0000 -0.0000 0.4634 0.7065 0.8291 0.8905 0.9212 0.9364 0.9440 0.9478 0.9496 0.9505 0.9509 0.9511 0.9512 0.9512 0.9512 0.9512 0.9512 0.9512 0.9512 0.9512 0.5000 0.2000 0.1000 0.1000 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.5000 0.7000 0.8000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 0.9000 delta Sum delta(approx) Sum(approx)

    13.002

    Numerical Methods for Engineers

    Lecture 1

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