List of the Formula

Chapter 1
(a) Error = True value - Approximation
(b) Absolute Error = |True value - Approximation|
(c) Relative Error =

True value - Approximation

Truevalue

(d) Percentage Relative Error =

True value - Approximation

100%
True value

Chapter 2
(a) Forward difference formula for f 0
f (x + h) f (x)
f 0 (x) =
h
(b) Backward difference formula for f 0
f (x) f (x h)
f 0 (x) =
h
(c) Central difference formula for f 0
f (x + h) f (x h)
f 0 (x) =
2h
(d) Central difference formula for f 00
f (x + h) 2f (x) + f (x h)
f 00 (x) =
h2
Chapter 3
ba
(a) h =
n
i
hh
f (x0 ) + 2f (x1 ) + + 2f (xn1 ) + f (xn )
(b) T =
2
i
hh
(c) S =
f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + + 2f (xn2 ) + 4f (xn1 ) + f (xn )
3
(d) Error Bound for Trapezoidal Rule
M = max{|f 00 (a)|, |f 00 (b)|} with x [a, b]
(b a)3
ET
M
12n2
(e) Error Estimate for Simpsons Rule
M = max{|f (4) (a)|, |f (4) (b)|} with x [a, b]
(b a)5
|ES |
M
180n4

Chapter 4
(a) Intermediate Value Theorem
f (a)f (b) < 0 r [a, b]
(b) xr =

x` + xu
2

(c) xr = xu

xl xu
f (xu )
f (xl ) f (xu )

(d) xn+1 = g(xn )

(e) xn+1 = xn

f (xn )
f 0 (xn )

(f) Termination Criteria

 xnew xold 


|a | =  r new r  100%
xr
|xn+1 xn | < s


 xn+1 xn 


 xn+1  100% < s %
Chapter 5
(a) Termination Criterion for Jacobi and Gauss Seidel Methods
|xi [p+1] xi [p] | < 
n
X
|aki |
(b) Strictly diagonally dominant: |akk | >
i=1
i6=k

(c) Power Method with scaling

1. yk = Axk1
1
2. xk =
yk
max{|yk |}
3. Dominant eigenvalue of matrix A =

Axk xk
.
xk xk

(d) Inverse Power Method with scaling

1. B = A1
2. yk = Bxk1
1
3. xk =
yk
max{|yk |}
4. Dominant eigenvalue of matrix A1 =
5. Smallest eigenvalue of A =

Bxk xk
=
xk xk

(e) Shifted Inverse Power Method with scaling

1. C = (A aI)1
2. yk = Cxk1
1
yk
3. xk =
max{|yk |}
4. Dominant eigenvalue of matrix (A aI)1 =

Cxk xk
=
xk xk

1
+a



 (i) (i 1) 
 100%
(f) Estimated percentage error = 

(i)
(g) Gerschgorins Theorem: | aii | ri = |ai1 | + + |ai,i1 | + |ai,i+1 | + + |ain |
5. Eigenvalue closest to a =