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Numerical Methods and Analysis Midterms

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1 Solutions to Non-Linear Equations

1.1 Iterative Bracketing Methods


1. Bisection Method
xL + xU
xR = (1)
2
2. False-Position Method
f (xU )(xL − xU )
xR = xU − (2)
f (xL ) − f (xU )

1.2 Iterative Non-Bracketing Methods


1. Simple Fixed-Point Iteration

xn+1 = f (xn ) (3)

2. Newton-Raphson Method

f (xn )
xn+1 = xn − (4)
f ′ (xn )

3. Secant Method
f (xn )(xn−1 − xn )
xn+1 = xn − (5)
f (xn−1 ) − f (xn )

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2 Iterative Polynomial Function Techniques
2.1 Muller’s Method
2cn
xn+1 = xn + p (6)
bn ± bn 2 − 4an cn
Note:
! if bn > 0, the sign should be positive.
! if bn < 0, the sign should be negative.

2
3 Solutions to Linear Equations (Direct
Methods)
The system of linear equations:

a1 x + b1 y + c1 z = d1
a2 x + b2 y + c2 z = d2
a3 x + b3 y + c3 z = d3
can be expressed as a matrix, as shown below:
    
a1 b1 c1 x d1
a2 b2 c2  y  = d2  (7)
a3 b3 c3 z d3
 
a1 b1 c1
A = a2 b2 c2  (8)
a3 b3 c3
 
x
x = y  (9)
z
 
d1
B = d2  (10)
d3

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Given the matrix above, it can be expressed as an augmented ma-
trix, as shown below:
 
a1 b1 c1 d1
a2 b2 c2 d2  (11)
a3 b3 c3 d3

3.1 Cramer’s Rule


As shown in Equation 7, the solution can be obtained via:

a1 b1 c1
D = a2 b2 c2 (12)
a3 b3 c3

d1 b1 c1 a1 d1 c1 a1 b1 d1
d2 b2 c2 a2 d2 c2 a2 b2 d2
d3 b3 c3 a3 d3 c3 a3 b3 d3
x= y= z=
D D D

3.2 Inverse of a Matrix via Cofactor


To get the solutions for the system of linear equations, we can follow
the formula:
x = A−1 · B (13)
where A, x, B are defined in Equations 8, 9 and 10, respectively.

4
The steps in finding A−1 or the inverse of matrix A are as follows:
1. Convert the given matrix into its cofactor matrix.
Let:  
C11 C12 C13
C = C21 C22 C23  Cij = (−1)ij Mij
C31 C32 C33
e.g.
b2 c2
C11 = (−1)2 M11 = (−1)2
b3 c3

2. Transpose the acquired cofactor matrix


 T  
C11 C12 C13 C11 C21 C31
C T = C21 C22 C23  = C12 C22 C32 
C31 C32 C33 C13 C23 C33

3. Multiply the cofactor matrix by the reciprocal of the original ma-


trix’s determinant. Equation 12 is the determinant of Equation
7.  
C11 C21 C31
1
A−1 = · C12 C22 C32 
|A|
C13 C23 C33

After which, we can find the solutions of the system as stated in


Equation 13

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3.3 Gaussian Elimination
Given the augmented matrix in Equation 11, we can convert it to an
upper or lower triangular matrix by row operations.

3.3.1 Backward Substitution


The matrix in Equation 8 can be converted into an upper triangular
matrix, as shown below:
 
u11 u12 u13 d1
 0 u22 u23 d2 
0 0 u33 d3

3.3.2 Forward Substitution


The matrix in Equation 8 can be converted into a lower triangular
matrix, as shown below:
 
0 0 l13 d1
 0 l22 l23 d2 
l31 l32 l33 d3

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