Fundamental Numerical Methods and Data Analysis
byGeorge W. Collins, II
© George W. Collins, II 2003
Table of Contents
List of Figures
.....................................................................................................................................vi
List of Tables
.......................................................................................................................................ix
Preface
.............................................................................................................................
xi Notes to the Internet Edition
...................................................................................
xiv
1. Introduction and Fundamental Concepts
.......................................................................... 11.1 Basic Properties of Sets and Groups.......................................................................... 31.2 Scalars, Vectors, and Matrices................................................................................... 51.3 Coordinate Systems and Coordinate Transformations.............................................. 81.4 Tensors and Transformations.................................................................................... 131.5 Operators................................................................................................................... 18Chapter 1 Exercises............................................................................................................... 22Chapter 1 References and Additional Reading..................................................................... 23
2. The Numerical Methods for Linear Equations and Matrices
........................................ 252.1 Errors and Their Propagation.................................................................................... 262.2 Direct Methods for the Solution of Linear Algebraic Equations............................. 28a. Solution by Cramer's Rule............................................................................ 28 b. Solution by Gaussian Elimination................................................................ 30c. Solution by Gauss Jordan Elimination......................................................... 31d. Solution by Matrix Factorization: The Crout Method................................. 34e. The Solution of Tri-diagonal Systems of Linear Equations........................ 382.3 Solution of Linear Equations by Iterative Methods................................................. 39a. Solution by The Gauss and Gauss-Seidel Iteration Methods...................... 39 b. The Method of Hotelling and Bodewig ..................................................... 41c. Relaxation Methods for the Solution of Linear Equations.......................... 44d. Convergence and Fixed-point Iteration Theory........................................... 462.4 The Similarity Transformations and the Eigenvalues and Vectors of aMatrix........................................................................................................................ 48
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Chapter 2 Exercises............................................................................................................... 53Chapter 2 References and Supplemental Reading................................................................ 54
3. Polynomial Approximation, Interpolation, and Orthogonal Polynomials
................... 553.1 Polynomials and Their Roots.................................................................................... 56a. Some Constraints on the Roots of Polynomials........................................... 57 b. Synthetic Division......................................................................................... 58c. The Graffe Root-Squaring Process.............................................................. 60d. Iterative Methods.......................................................................................... 613.2 Curve Fitting and Interpolation................................................................................. 64a. Lagrange Interpolation................................................................................. 65 b. Hermite Interpolation.................................................................................... 72c. Splines........................................................................................................... 75d. Extrapolation and Interpolation Criteria...................................................... 793.3 Orthogonal Polynomials........................................................................................... 85a. The Legendre Polynomials........................................................................... 87 b. The Laguerre Polynomials........................................................................... 88c. The Hermite Polynomials............................................................................. 89d. Additional Orthogonal Polynomials............................................................ 90e. The Orthogonality of the Trigonometric Functions..................................... 92Chapter 3 Exercises................................................................................................................93Chapter 3 References and Supplemental Reading.................................................................95
4. Numerical Evaluation of Derivatives and Integrals
.........................................................974.1 Numerical Differentiation..........................................................................................98a. Classical Difference Formulae......................................................................98 b. Richardson Extrapolation for Derivatives...................................................1004.2 Numerical Evaluation of Integrals: Quadrature......................................................102a. The Trapezoid Rule.....................................................................................102 b. Simpson's Rule.............................................................................................103c. Quadrature Schemes for Arbitrarily Spaced Functions..............................105d. Gaussian Quadrature Schemes....................................................................107e. Romberg Quadrature and Richardson Extrapolation..................................111f. Multiple Integrals.........................................................................................113
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