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Lecture Notes 01-Introduction and Error Analysis
Lecture Notes 01-Introduction and Error Analysis
Pavel Ludvík,
<pavel.ludvik@vsb.cz>
http://homen.vsb.cz/~lud0016/
The Professor
Lecture Notes #01
The Professor
Contact Information, Oce Hours
Pavel Ludvík
Oce A832
Oce phone number 59 732 4179
E-mail pavel.ludvik@vsb.cz
Web http://homen.vsb.cz/~lud0016/
Oce Hours by appointment
Lecture Notes #01
Course Information
Course Information
Lecture Notes #01
Course Information
Expectations and Procedures
Necessary and Sucient Conditions
Exercises
Exam
Exam
Exam
Exam
Please be on time.
Lecture Notes #01
Course Information
Expectations and Procedures
Expectations
Please be on time.
Please be on time.
Please be on time.
Solved examples:
http://mdg.vsb.cz/wiki/public/ZM_NM_examples.pdf
Lecture Notes #01
Course Information
Book and Other Study Materials
Other materials:
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:
Solved examples:
http://mdg.vsb.cz/wiki/public/ZM_NM_examples.pdf
My web: http://homen.vsb.cz/~lud0016/
Solved examples:
http://mdg.vsb.cz/wiki/public/ZM_NM_examples.pdf
My web: http://homen.vsb.cz/~lud0016/
12 Multistep Methods.
Lecture Notes #01
Course Information
Syllabus
Program of Lectures II
12 Multistep Methods.
12 Multistep Methods.
Calculus Review
Lecture Notes #01
Calculus Review
Continuity
Lecture Notes #01
Calculus Review
Continuity
Convergence
Lecture Notes #01
Calculus Review
Continuity
Convergence
Dierentiability
Lecture Notes #01
Calculus Review
Continuity
Convergence
Dierentiability
Continuity
Convergence
Dierentiability
Continuity
Convergence
Dierentiability
Continuity
Convergence
Dierentiability
Taylor's Theorem
Lecture Notes #01
Calculus Review
Limit/Convergence
Denition (Limit)
Limit/Convergence
Denition (Limit)
Continuity/Convergence
Continuity/Convergence
Dierentiability
Theorem
Dierentiability
Theorem
Denition
f (x) − f (x0 )
f 0 (x0 ) = lim exists.
x→x0 x − x0
Continuity
Continuity
If f ∈ C [a, b] then
∃m, M ∈ [a, b]∀x ∈ [a, b] : f (m) ≤ f (x) ≤ f (M).
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
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
10 51
X X mk
r = (−1)s 2c−1023 (1 + m), c= ck 2k , m=
252−k
k=0 k=0
Lecture Notes #01
Computer Arithmetic and Finite Precision
10 51
s c−1023
X
k
X mk
r = (−1) 2 (1 + m), c= ck 2 , m=
252−k
k=0 k=0
Remarks:
10
2 = 1024 and (11111111111)2 = 2047.
We cannot represent an exact zero!
Lecture Notes #01
Computer Arithmetic and Finite Precision
10 51
s c−1023
X
k
X mk
r = (−1) 2 (1 + m), c= ck 2 , m=
252−k
k=0 k=0
Remarks:
10
2 = 1024 and (11111111111)2 = 2047.
We cannot represent an exact zero!
Example 1: 3.0
0 10000000000 1000000000000000000000000000000000000000000000000000
(−1)0 · 22 −1023 · 1 + = 1 · 2 1 · = 3 .0
1 3
10
2 2
Lecture Notes #01
Computer Arithmetic and Finite Precision
10 51
X X mk
r = (−1)s 2c−1023 (1 + m), c= ck 2k , m=
252−k
k=0 k=0
2
Lecture Notes #01
Computer Arithmetic and Finite Precision
10 51
X X mk
r = (−1)s 2c−1023 (1 + m), c= ck 2k , m=
252−k
k=0 k=0
2
Example 3: The Largest Positive Real Number
0 11111111110 1111111111111111111111111111111111111111111111111111
2 2 2 2 2
Lecture Notes #01
Computer Arithmetic and Finite Precision
1
3.0, 3.0 +
252
|p − p ∗ |
Lecture Notes #01
Computer Arithmetic and Finite Precision
|p − p ∗ |
Algorithms
Lecture Notes #01
Algorithms
Denition (Algorithm)
Denition (Algorithm)
Denition (Stability)
Denition (Stability)
Suppose E0 > 0 denotes the initial error, and En represents the error after n
operations.
Linear error growth is usually unavoidable, and in the case where C and
E0 are small the results are generally acceptable. Stable algorithm.
1
βn =
np
for some positive value of p.
Lecture Notes #01
Algorithms
Suppose
lim G (h) = 0, and lim F (h) = L.
h→0 h→0
|F (h) − L| ≤ K |G (h)|
then
F (h) = L + O(G (h)).
We say that F (h) converges to L with a Rate of convergence O(G (h)).
Lecture Notes #01
Algorithms
Suppose
lim G (h) = 0, and lim F (h) = L.
h→0 h→0
|F (h) − L| ≤ K |G (h)|
then
F (h) = L + O(G (h)).
We say that F (h) converges to L with a Rate of convergence O(G (h)).
Note: Usually we consider G (h) = hp for some positive p.
Lecture Notes #01
Algorithms