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Lecture Notes #01

Pavel Ludvík,

<pavel.ludvik@vsb.cz>

Department of Mathematics and Descriptive Geometry

VB-TUO

http://homen.vsb.cz/~lud0016/

September 17, 2015

**Lecture Notes #01
**

The Professor

The Professor

**Lecture Notes #01
**

The Professor

Contact Information, Oce Hours

Pavel Ludvík

Oce

Oce phone number

E-mail

Web

Oce Hours

A832

59 732 4179

pavel.ludvik@vsb.cz

**http://homen.vsb.cz/~lud0016/
**

by appointment

**Lecture Notes #01
**

Course Information

Course Information

**Lecture Notes #01
**

Course Information

Expectations and Procedures

**Necessary and Sucient Conditions
**

Exercises

Conditions for obtaining credit points (CP):

Participation in exercises, 20% can be to apologize.

**Lecture Notes #01
**

Course Information

Expectations and Procedures

**Necessary and Sucient Conditions
**

Exercises

Conditions for obtaining credit points (CP):

Participation in exercises, 20% can be to apologize.

Completion of a home project (0-15 CP) and delivering all homeworks

(0-5 CP).

**Lecture Notes #01
**

Course Information

Expectations and Procedures

**Necessary and Sucient Conditions
**

Exercises

Conditions for obtaining credit points (CP):

Participation in exercises, 20% can be to apologize.

Completion of a home project (0-15 CP) and delivering all homeworks

(0-5 CP).

**Lecture Notes #01
**

Course Information

Expectations and Procedures

**Necessary and Sucient Conditions
**

Exercises

Conditions for obtaining credit points (CP):

Participation in exercises, 20% can be to apologize.

Completion of a home project (0-15 CP) and delivering all homeworks

(0-5 CP).

Exam

Written exam 0-60 CP, successful completion at least 25 CP.

**Lecture Notes #01
**

Course Information

Expectations and Procedures

**Necessary and Sucient Conditions
**

Exercises

Conditions for obtaining credit points (CP):

Participation in exercises, 20% can be to apologize.

Completion of a home project (0-15 CP) and delivering all homeworks

(0-5 CP).

Exam

Written exam 0-60 CP, successful completion at least 25 CP.

Oral exam 0-20 CP, successful completion at least 5 CP.

**Lecture Notes #01
**

Course Information

Expectations and Procedures

**Necessary and Sucient Conditions
**

Exercises

Conditions for obtaining credit points (CP):

Participation in exercises, 20% can be to apologize.

Completion of a home project (0-15 CP) and delivering all homeworks

(0-5 CP).

Exam

Written exam 0-60 CP, successful completion at least 25 CP.

Oral exam 0-20 CP, successful completion at least 5 CP.

**Lecture Notes #01
**

Course Information

Expectations and Procedures

**Necessary and Sucient Conditions
**

Exercises

Conditions for obtaining credit points (CP):

Participation in exercises, 20% can be to apologize.

Completion of a home project (0-15 CP) and delivering all homeworks

(0-5 CP).

Exam

Written exam 0-60 CP, successful completion at least 25 CP.

Oral exam 0-20 CP, successful completion at least 5 CP.

**Grading (in Czech); International grading system is a little dierent
**

86 - 100 excellent

66 - 85 satisfactory

51 - 65 mediocre

0 - 50

failed

**Lecture Notes #01
**

Course Information

Expectations and Procedures

Expectations

Please be on time.

**Lecture Notes #01
**

Course Information

Expectations and Procedures

Expectations

Please be on time.

Please pay attention.

**Lecture Notes #01
**

Course Information

Expectations and Procedures

Expectations

Please be on time.

Please pay attention.

Students are expected and encouraged to ask questions in class!

**Lecture Notes #01
**

Course Information

Expectations and Procedures

Expectations

Please be on time.

Please pay attention.

Students are expected and encouraged to ask questions in class!

Students are expected and encouraged to make use of consultations

with the instructor!

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

The recommended text for the course is the book:

Title:

Authors:

Edition:

Publisher:

Numerical Analysis

Richard L. Burden, John D. Faires

9

Cengage Learning, 2011

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Other materials:

Title:

Authors:

Edition:

Publisher:

**Numerical Methods for Engineers
**

Steven Chapra, Raymond Canale

6

McGraw-Hill Education, 2009

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Other materials:

Title:

Authors:

Edition:

Publisher:

**Numerical Methods for Engineers
**

Steven Chapra, Raymond Canale

6

McGraw-Hill Education, 2009

Solved examples:

http://mdg.vsb.cz/wiki/public/ZM_NM_examples.pdf

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Other materials:

Title:

Authors:

Edition:

Publisher:

**Numerical Methods for Engineers
**

Steven Chapra, Raymond Canale

6

McGraw-Hill Education, 2009

Solved examples:

**http://mdg.vsb.cz/wiki/public/ZM_NM_examples.pdf
**

My web: http://homen.vsb.cz/~lud0016/

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Other materials:

Title:

Authors:

Edition:

Publisher:

**Numerical Methods for Engineers
**

Steven Chapra, Raymond Canale

6

McGraw-Hill Education, 2009

Solved examples:

**http://mdg.vsb.cz/wiki/public/ZM_NM_examples.pdf
**

My web: http://homen.vsb.cz/~lud0016/

Qaurteroni, A., Sacco, R., Saleri, F.:

2007.

Numerical Mathematics.

Springer,

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Other materials:

Title:

Authors:

Edition:

Publisher:

**Numerical Methods for Engineers
**

Steven Chapra, Raymond Canale

6

McGraw-Hill Education, 2009

Solved examples:

**http://mdg.vsb.cz/wiki/public/ZM_NM_examples.pdf
**

My web: http://homen.vsb.cz/~lud0016/

Qaurteroni, A., Sacco, R., Saleri, F.:

Numerical Mathematics.

Springer,

2007.

Süli, E., Mayers, D.:

An introduction to Numerical Analysis.

University Press, 2003.

Cambridge

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Software tools

**Mathworks Mathlab available on computers in the classrooms (for
**

access to the classrooms ask at F312)

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Software tools

**Mathworks Mathlab available on computers in the classrooms (for
**

access to the classrooms ask at F312)

Octave free alternative to MatLab:

**http://mdg.vsb.cz/wiki/public/soubory/qtoctave0.7.2_
**

octave3.0.0_Portable_win32.zip

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Software tools

**Mathworks Mathlab available on computers in the classrooms (for
**

access to the classrooms ask at F312)

Octave free alternative to MatLab:

**http://mdg.vsb.cz/wiki/public/soubory/qtoctave0.7.2_
**

octave3.0.0_Portable_win32.zip

Practical introduction to MatLab .

**Lecture Notes #01
**

Course Information

Book and Other Study Materials

Software tools

**Mathworks Mathlab available on computers in the classrooms (for
**

access to the classrooms ask at F312)

Octave free alternative to MatLab:

**http://mdg.vsb.cz/wiki/public/soubory/qtoctave0.7.2_
**

octave3.0.0_Portable_win32.zip

Practical introduction to MatLab .

Learning videos for Mathlab:

**http://www.mathworks.com/videos/
**

getting-started-with-matlab-68985.html.

Using Basic Plotting Functions http://www.mathworks.com/

videos/using-basic-plotting-functions-69018.html.

Writing a MatLab Program http://www.mathworks.com/videos/

writing-a-matlab-program-69023.html.

Getting Started with MatLab

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

2

**Solution of Nonlinear Equations, Roots Separation, Bisection Method,
**

Regula Falsi (i.e., False-Position Method).

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

2

**Solution of Nonlinear Equations, Roots Separation, Bisection Method,
**

Regula Falsi (i.e., False-Position Method).

3

Newton's Method and Fix-Point Iterations.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

2

**Solution of Nonlinear Equations, Roots Separation, Bisection Method,
**

Regula Falsi (i.e., False-Position Method).

3

Newton's Method and Fix-Point Iterations.

4

**Direct Methods for Solving Linear Equations, Gaussian Elimination and
**

LU-Decomposition.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

2

**Solution of Nonlinear Equations, Roots Separation, Bisection Method,
**

Regula Falsi (i.e., False-Position Method).

3

Newton's Method and Fix-Point Iterations.

4

**Direct Methods for Solving Linear Equations, Gaussian Elimination and
**

LU-Decomposition.

5

Eigenvalues and Eigenvectors, Numerical Calculation.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

2

**Solution of Nonlinear Equations, Roots Separation, Bisection Method,
**

Regula Falsi (i.e., False-Position Method).

3

Newton's Method and Fix-Point Iterations.

4

**Direct Methods for Solving Linear Equations, Gaussian Elimination and
**

LU-Decomposition.

5

Eigenvalues and Eigenvectors, Numerical Calculation.

6

Iterative Methods for Solving Linear Equations.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

2

**Solution of Nonlinear Equations, Roots Separation, Bisection Method,
**

Regula Falsi (i.e., False-Position Method).

3

Newton's Method and Fix-Point Iterations.

4

**Direct Methods for Solving Linear Equations, Gaussian Elimination and
**

LU-Decomposition.

5

Eigenvalues and Eigenvectors, Numerical Calculation.

6

Iterative Methods for Solving Linear Equations.

7

Interpolation by Polynomials and Splines.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures I

Ideal scenerio one topic per week:

1

Course Contents, Mathematical Preliminaries and Error Analysis.

2

**Solution of Nonlinear Equations, Roots Separation, Bisection Method,
**

Regula Falsi (i.e., False-Position Method).

3

Newton's Method and Fix-Point Iterations.

4

**Direct Methods for Solving Linear Equations, Gaussian Elimination and
**

LU-Decomposition.

5

Eigenvalues and Eigenvectors, Numerical Calculation.

6

Iterative Methods for Solving Linear Equations.

7

Interpolation by Polynomials and Splines.

8

Least Squares Approximation.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures II

9

Numerical Dierentiation and Integration.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures II

9

10

**Numerical Dierentiation and Integration.
**

Extrapolation in Integral Calculation. Gaussian Quadrature.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures II

9

Numerical Dierentiation and Integration.

10

Extrapolation in Integral Calculation. Gaussian Quadrature.

11

**Initial Value Problems for Ordinary Dierential Equations - Euler's
**

method and Runge-Kutta Methods.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures II

9

Numerical Dierentiation and Integration.

10

Extrapolation in Integral Calculation. Gaussian Quadrature.

11

**Initial Value Problems for Ordinary Dierential Equations - Euler's
**

method and Runge-Kutta Methods.

12

Multistep Methods.

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures II

9

Numerical Dierentiation and Integration.

10

Extrapolation in Integral Calculation. Gaussian Quadrature.

11

**Initial Value Problems for Ordinary Dierential Equations - Euler's
**

method and Runge-Kutta Methods.

12

Multistep Methods.

13

(In Case of Optimistic Scenario:

Higher Order.)

Ordinary Dierential Equations of

**Lecture Notes #01
**

Course Information

Syllabus

Program of Lectures II

9

Numerical Dierentiation and Integration.

10

Extrapolation in Integral Calculation. Gaussian Quadrature.

11

**Initial Value Problems for Ordinary Dierential Equations - Euler's
**

method and Runge-Kutta Methods.

12

Multistep Methods.

13

(In Case of Optimistic Scenario:

14

Higher Order.)

Stand by.

Ordinary Dierential Equations of

**Lecture Notes #01
**

Course Information

Syllabus

**What are numerical methods and what is it for?
**

Q: What are numerical methods?

**Lecture Notes #01
**

Course Information

Syllabus

**What are numerical methods and what is it for?
**

Q: What are numerical methods?

A: Numerical methods are algorithms based on simple arithmetic

operations on numbers.

**Lecture Notes #01
**

Course Information

Syllabus

**What are numerical methods and what is it for?
**

Q: What are numerical methods?

A: Numerical methods are algorithms based on simple arithmetic

operations on numbers.

Q: What are numerical methods for?

**Lecture Notes #01
**

Course Information

Syllabus

**What are numerical methods and what is it for?
**

Q: What are numerical methods?

A: Numerical methods are algorithms based on simple arithmetic

operations on numbers.

Q: What are numerical methods for?

A: To accurately approximate solutions of problems that cannot be solved

exactly. They reduce the dicult analytic problems to purely

arithmetical ones.

**Lecture Notes #01
**

Course Information

Syllabus

**What are numerical methods and what is it for?
**

Q: What are numerical methods?

A: Numerical methods are algorithms based on simple arithmetic

operations on numbers.

Q: What are numerical methods for?

A: To accurately approximate solutions of problems that cannot be solved

exactly. They reduce the dicult analytic problems to purely

arithmetical ones.

Q: What kind of applications can benet from numerical studies?

**Lecture Notes #01
**

Course Information

Syllabus

**What are numerical methods and what is it for?
**

Q: What are numerical methods?

A: Numerical methods are algorithms based on simple arithmetic

operations on numbers.

Q: What are numerical methods for?

A: To accurately approximate solutions of problems that cannot be solved

exactly. They reduce the dicult analytic problems to purely

arithmetical ones.

Q: What kind of applications can benet from numerical studies?

A: Image processing / computer vision, computer graphics (rendering,

animation), climate modeling, weather predictions, virtual

crash-testing of cars, medical imaging (CT = Computer Tomography),

AIDS research (virus decay vs. medication), nancial mathematics

**Lecture Notes #01
**

Calculus Review

Calculus Review

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

Convergence

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

Convergence

Dierentiability

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

Convergence

Dierentiability

Rolle's Theorem

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

Convergence

Dierentiability

Rolle's Theorem

Mean Value Theorem

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

Convergence

Dierentiability

Rolle's Theorem

Mean Value Theorem

Extreme Value Theorem

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

Convergence

Dierentiability

Rolle's Theorem

Mean Value Theorem

Extreme Value Theorem

Intermediate Value Theorem

**Lecture Notes #01
**

Calculus Review

Q: Why to review

calculus?

In numerical mathematics??

**A: When developing numerical schemes we will use theorems from calculus
**

to guarantee that our algorithms make sense.

**Key concepts from calculus:
**

Limits

Continuity

Convergence

Dierentiability

Rolle's Theorem

Mean Value Theorem

Extreme Value Theorem

Intermediate Value Theorem

Taylor's Theorem

**Lecture Notes #01
**

Calculus Review

Limit/Convergence

Denition (Limit)

A function

f

dened on a set

**X ⊂ R has the limit L at x0 , written
**

lim

x → x0

**ε > 0 (i.e., ∀ε > 0). there exists a real
**

that |f (x ) − L| < ε, whenever x ∈ X and

if given any real number

δ > 0 (∃δ > 0) such

0 < |x − x0 | < δ .

f (x ) = L

number

**Lecture Notes #01
**

Calculus Review

Limit/Convergence

Denition (Limit)

A function

f

dened on a set

**X ⊂ R has the limit L at x0 , written
**

lim

x → x0

f (x ) = L

**ε > 0 (i.e., ∀ε > 0). there exists a real
**

that |f (x ) − L| < ε, whenever x ∈ X and

if given any real number

δ > 0 (∃δ > 0) such

0 < |x − x0 | < δ .

number

**Denition (Continuity (at a point))
**

Let

f

be a function dened on a set

continuous at x0 if

lim

x →x0

X ⊂ R, and x0 ∈ X .

f (x ) = f (x0 ).

Then

f

is

**Lecture Notes #01
**

Calculus Review

Continuity/Convergence

Denition (Continuity (in an interval))

A function

f

is

continuous on a set X

continuous at each point

x ∈ X.

⊂R

(i.e.,

f ∈ C (X )) if it is

**Lecture Notes #01
**

Calculus Review

Continuity/Convergence

Denition (Continuity (in an interval))

A function

f

is

continuous on a set X

continuous at each point

x ∈ X.

⊂R

(i.e.,

f ∈ C (X )) if it is

**Denition (Convergence of a sequence)
**

Let

{xn }∞

n=1

be an innite sequence of real numbers. The sequence

converges to x

(or has the limit

x ) if

∀ε > 0, ∃N ∈ N, ∀n > N : |xn − x | < ε.

We write

x = x.

lim n

n→∞

{xn }∞

n=1

**Lecture Notes #01
**

Calculus Review

Dierentiability

Theorem

**If f is a function dened on a set X ⊂ R and x0 ∈ X , then the following
**

statements are equivalent:

(a) f is continuous at x0

(b) If {xn }∞

n=1 is any sequence in X converging to x0 , then limn→∞ f (xn ) = f (x0 ).

**Lecture Notes #01
**

Calculus Review

Dierentiability

Theorem

**If f is a function dened on a set X ⊂ R and x0 ∈ X , then the following
**

statements are equivalent:

(a) f is continuous at x0

(b) If {xn }∞

n=1 is any sequence in X converging to x0 , then limn→∞ f (xn ) = f (x0 ).

Denition

**f be a function dened on an open interval containing x0
**

x0 ∈ (a, b)). Then f is dierentiable at x0 if

Let

f 0 (x0 ) =

If the limit exists, we call

lim

x → x0

f (x ) − f (x0 )

x − x0

f 0 (x0 ) a derivative of f

exists.

at

x0 .

(i.e.,

**Lecture Notes #01
**

Calculus Review

Continuity/Rolle's Theorem

Theorem (Dierentiability

⇒

Continuity)

If f is dierentiable at x0 , then f is continuous at x0 .

**Lecture Notes #01
**

Calculus Review

Continuity/Rolle's Theorem

Theorem (Dierentiability

⇒

Continuity)

**If f is dierentiable at x0 , then f is continuous at x0 .
**

Theorem (Rolle's Theorem)

**Suppose f ∈ C [a, b] and that f is dierentiable on (a, b). If f (a) = f (b),
**

then ∃c ∈ (a, b) : f 0 (c ) = 0.

**Lecture Notes #01
**

Calculus Review

Extreme Value Theorem

Theorem (Extreme Value Theorem)

If f ∈ C [a, b] then

∃m, M ∈ [a, b]∀x ∈ [a, b] : f (m) ≤ f (x ) ≤ f (M ).

**I.e., f attains its minimum at m and maximum at M.
**

Moreover, if f is dierentiable on (a, b) then the numbers m, M occur either

at endpoints a, b or where f 0 (x ) = 0.

**Lecture Notes #01
**

Calculus Review

Mean and Intermediate Value Theorem

Theorem (Mean Value Theorem)

**If f ∈ C [a, b] and f is dierentiable on (a, b), then ∃c ∈ (a, b) such that
**

f 0 (c ) =

f (b) − f (a)

.

b−a

**Lecture Notes #01
**

Calculus Review

Mean and Intermediate Value Theorem

Theorem (Mean Value Theorem)

**If f ∈ C [a, b] and f is dierentiable on (a, b), then ∃c ∈ (a, b) such that
**

f 0 (c ) =

f (b) − f (a)

.

b−a

Theorem (Intermediate Value Theorem)

**If f ∈ C [a, b] and K ∈ (f (a), f (b)), then there ex ts a number c ∈ (a, b) for
**

which f (c ) = K .

**Lecture Notes #01
**

Calculus Review

Taylor's Theorem

Theorem (Taylor's Theorem)

**Suppose f ∈ C [a, b], f (n+1) exists on (a, b) and x0 ∈ [a, b]. Then
**

∀x ∈ (a, b), ∃ξ ∈ (x0 , x ) with f (x ) = Pn (x ) + Rn (x ) where

Pn (x ) =

n

X

f (k ) (x0 )

k =0

k!

(x − x0 )k ,

Rn (x ) =

f n+1 (ξ(x ))

(x − x0 )n+1 .

(n + 1)!

**Pn is called the Taylor polynomial of degree n, and Rn (x ) is the
**

remainder term (truncation error).

**Lecture Notes #01
**

Calculus Review

Taylor's Theorem

Theorem (Taylor's Theorem)

**Suppose f ∈ C [a, b], f (n+1) exists on (a, b) and x0 ∈ [a, b]. Then
**

∀x ∈ (a, b), ∃ξ ∈ (x0 , x ) with f (x ) = Pn (x ) + Rn (x ) where

Pn (x ) =

n

X

f (k ) (x0 )

k =0

k!

(x − x0 )k ,

Rn (x ) =

f n+1 (ξ(x ))

(x − x0 )n+1 .

(n + 1)!

**Pn is called the Taylor polynomial of degree n, and Rn (x ) is the
**

remainder term (truncation error).

This theorem is extremely important for numerical analysis:

Taylor expansion is a fundamental step in the derivation of many of the

algorithms we see in this class.

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Computer Arithmetic and Finite Precision

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

**Finite Precision: A 64-bit real number, double
**

The

Binary Floating Point Arithmetic Standard 754-1985 (IEEE - The

**Institute for Electrical and Electronics Engineers) standard specied the
**

following layout for a 64-bit real number:

**sc10 c9 . . . c1 c0 m51 m50 . . . m1 m0
**

where

Symbol

Bits

Description

s

1

The sign bit: 0 = positive, 1 = negative

c

11

The characteristic (exponent)

m

52

The mantisa

r = (−1)s 2c −1023 (1 + m),

c=

10

X

k =0

ck 2k ,

m=

51

X

mk

k =0

252−k

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Finite Precision: Examples

r=

(−1)s 2c −1023 (1

+ m),

c=

10

X

ck 2 ,

k =0

Remarks:

2

10

= 1024

and

(11111111111)2 = 2047.

We cannot represent zero!

k

m=

51

X

mk

k =0

252−k

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Finite Precision: Examples

r=

(−1)s 2c −1023 (1

+ m),

c=

10

X

ck 2 ,

k =0

k

m=

51

X

mk

k =0

252−k

Remarks:

2

10

= 1024

and

(11111111111)2 = 2047.

We cannot represent zero!

Example 1: 3.0

0 10000000000 1000000000000000000000000000000000000000000000000000

10

1

3

(−1)0 · 22 −1023 · 1 +

= 1 · 2 1 · = 3 .0

2

2

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Finite Precision: Examples

r = (−1)s 2c −1023 (1 + m),

c=

10

X

k =0

ck 2k ,

m=

51

X

mk

k =0

252−k

**Example 2: The Smallest Positive Real Number
**

0 00000000000 0000000000000000000000000000000000000000000000000001

r

= (−1)0 · 22

1023 · 1 + 1

252

0−

= (1 + 2−52 ) · 2−1022 · 1 ≈ 10−308

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Finite Precision: Examples

r = (−1)s 2c −1023 (1 + m),

c=

10

X

ck 2k ,

k =0

m=

51

X

mk

k =0

252−k

**Example 2: The Smallest Positive Real Number
**

0 00000000000 0000000000000000000000000000000000000000000000000001

r

= (−1)0 · 22

1023 · 1 + 1

252

0−

= (1 + 2−52 ) · 2−1022 · 1 ≈ 10−308

**Example 3: The Largest Positive Real Number
**

0 11111111110 1111111111111111111111111111111111111111111111111111

r

1

1

1

1

= (−1)0 · 21023 · 1 + + 2 + · · · + 51 + 52

2 2

2

2

1

= 21023 · 2 − 52 ≈ 10308

2

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Finite Precision: Consequences

**There are gaps in the oating-point representation. I.e., any number in
**

the interval

3.0, 3.0

+

1

251

**is represented by value 3.0.
**

Floating point numbers represents intervals!

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Quantifying the Error

Let

p∗

be an approximation to

p , then

Denition (The Absolute Error)

|p − p ∗ |

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

Quantifying the Error

Let

p∗

be an approximation to

p , then

Denition (The Absolute Error)

|p − p ∗ |

Denition (The Relative Error)

|p −p ∗ |

|p | ,

p 6= 0

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

**Sources of Numerical Errors - Roundo Errors (Rounding and
**

Truncating) I

Examples in 5-digit arithmetic

**Rounding 5-digit arithmetic:
**

(96384 + 26.678) − 96410 =

(96384 + 00027) − 96410 =

96411

− 96410 = 1.0000

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

**Sources of Numerical Errors - Roundo Errors (Rounding and
**

Truncating) I

Examples in 5-digit arithmetic

**Rounding 5-digit arithmetic:
**

(96384 + 26.678) − 96410 =

(96384 + 00027) − 96410 =

96411

− 96410 = 1.0000

**Truncating 5-digit arithmetic:
**

(96384 + 26.678) − 96140 =

(96384 + 00026) − 96410 =

96410

− 96410 = 0.0000

**Lecture Notes #01
**

Computer Arithmetic and Finite Precision

**Sources of Numerical Errors - Roundo Errors (Rounding and
**

Truncating) II

Rearrangement changes the result:

(96384 − 96410) + 26.678 = −26.000 + 26.678 = 0.67800

Numerically, order of computation matters!

**Lecture Notes #01
**

Algorithms

Algorithms

**Lecture Notes #01
**

Algorithms

Denition (Algorithm)

An

algorithm is a procedure that describes, in an unambiguous manner, a

nite sequence of steps to be performed in a specic order.

**Lecture Notes #01
**

Algorithms

Denition (Algorithm)

An

algorithm is a procedure that describes, in an unambiguous manner, a

**nite sequence of steps to be performed in a specic order.
**

In this class, the objective of an algorithm is to solve a problem or

approximate a solution to a problem.

Algorithms work very similarly to the meal recipes.

**Lecture Notes #01
**

Algorithms

Key Concepts for Numerical Algorithms Stability

Denition (Stability)

An algorithms is said to be

stable if small changes in the input, generate

small changes in the output.

**Lecture Notes #01
**

Algorithms

Key Concepts for Numerical Algorithms Stability

Denition (Stability)

An algorithms is said to be

stable if small changes in the input, generate

**small changes in the output.
**

At some point we need to quantify what small means!

If an algorithm is stable for a certain

be

conditionally stable.

range of initial data, then it is said to

**Lecture Notes #01
**

Algorithms

Key Concepts for Numerical Algorithms Error Growth

Suppose

E0 > 0 denotes the initial error, and En

represents the error after

n

operations.

If

En ≈ C · E0 · n

growth is

If

linear.

(for a constant

C

which is independat of

n), then the

En ≈ C n · E0 , C > 1, the the growth is exponential in this case the

error will dominate very fast (undesirable scenario).

**Linear error growth is usually unavoidable, and in the case where C and
**

E0 are small the results are generally acceptable. Stable algorithm.

Exponential error growth is unacceptable. Regardless of the size of E0 the

error grows rapidly. Unstable algorithm.

**Lecture Notes #01
**

Algorithms

Reducing the Eects of Roundo Error

**The eects of roundo errors can be reduced by using higher-order-digit
**

arithmetic such as the double or multiple-precision arithmetic available on

most computers.

Disadvantages in using double precision arithmetic are that it takes more

**the growth of the roundo error is not
**

eliminated but only postponed.

computation time and

**Sometimes, but not always, it is possible to reduce the growth of the
**

roundo error by restructuring the calculations.

**Lecture Notes #01
**

Algorithms

**Key Concepts - Rate of Convergence
**

Denition (Rate of Convergence)

∞

β = {βn }∞

n=1 converges to zero, and α = {αn }n=1

converges to a number α.

∞

If ∃K > 0 : |αn − α| < K · βn , for n large enough, then we say that {αn }n=1

converges to α with

a Rate of Convergence O(βn ) (Big Oh of βn ).

Suppose the sequence

We write

αn = α + O(βn )

**Lecture Notes #01
**

Algorithms

**Key Concepts - Rate of Convergence
**

Denition (Rate of Convergence)

∞

β = {βn }∞

n=1 converges to zero, and α = {αn }n=1

converges to a number α.

∞

If ∃K > 0 : |αn − α| < K · βn , for n large enough, then we say that {αn }n=1

converges to α with

a Rate of Convergence O(βn ) (Big Oh of βn ).

Suppose the sequence

We write

αn = α + O(βn )

Note:

The sequence

β = {βn }∞

n =1

is usually chosen to be

βn =

for some positive value of

p.

1

np

**Lecture Notes #01
**

Algorithms

Rate of Convergence: Example

Consider the sequence (as

n → ∞)

αn = sin

Then

αn = O

1

n3

.

1

n

1

− .

n

**Lecture Notes #01
**

Algorithms

**Generalizing to Limits of Functions
**

Denition (Rate of Convergence)

Suppose

lim

h →0

If

∃K > 0∀h < H

G (h ) = 0 ,

(for some

and lim

h→0

F (h) = L.

H > 0):

|F (h) − L| ≤ K |G (h)|

then

We say that

F (h) = L + O(G (h)).

F (h) converges to L with a Rate of convergence O(G (h)).

**Lecture Notes #01
**

Algorithms

**Generalizing to Limits of Functions
**

Denition (Rate of Convergence)

Suppose

lim

h →0

If

∃K > 0∀h < H

G (h ) = 0 ,

(for some

and lim

h→0

F (h) = L.

H > 0):

|F (h) − L| ≤ K |G (h)|

then

F (h) = L + O(G (h)).

We say that

Note:

F (h) converges to L with a Rate of convergence O(G (h)).

Usually we consider

G (h) = hp

for some positive

p.

**Lecture Notes #01
**

Algorithms

Rate of Convergence: Example

Consider the function

1

α(h) = sin(h) − .

h

Then

α(h) = O(h3 ).

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