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:
Chapter One

References
 John H. Mathews & Kurtis D.
Fink, Numerical Methods Using
MATLAB, 4th edition (2004).

 Richard L. Burden & J. Douglas

Faires, Numerical Analysis, 9th
edition (2011).

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Course Outline
 Introduction to MATLAB (in the lab).
 Error Analysis.
 Solution of Non-linear Equations.
 Solution of Linear Systems.
 Interpolation
 Curve fitting
 Numerical Differentiation and Integration.
 Solution of Differential Equations.

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Means of solving problems

 Analytical methods: exact solution.
 Numerical methods: approximate solution.

Why numerical methods?

 There are many problems which have not exact solutions:
1. Polynomial equations of degree > 4
2. Simple equation such as 𝒙 = 𝐜𝐨𝐬(𝒙)
𝒃 𝟐 𝒃 𝐬𝐢𝐧(𝒙)
3. Integrals of type ‫ 𝒙𝒅 𝒙𝒆 𝒂׬‬and ‫𝒂׬‬ 𝒅𝒙.
𝒙

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What is numerical analysis?

 Numerical analysis is concerned with the mathematical
derivation, description and analysis of techniques that are used
to obtain numerical solution of mathematical problems.

 These techniques use arithmetic operations {+, -, /, *} that can

be performed by a computer to give approximate but accurate
solution.

 This approximate solution satisfies a prescribed accuracy.

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Error analysis
Why do we measure errors?
1. To determine the accuracy of numerical results.
2. To develop stopping criteria for iterative algorithms.
Accuracy:
It describes how close an approximation is to a true value.
We describe it using either absolute error or relative error.
Precision:
It describes how many significant digits we use to approximate
a particular value.
It also refers to how closely individual computed values agree
with each other.

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absolute
error

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Example 1

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Example 2
Determine the absolute and relative errors:
• 𝑝 = 3 𝑎𝑛𝑑 𝑝ො = 3.1
𝐸𝑝 = 0.1, 𝑎𝑛𝑑 𝑅𝑝 = 0.0333

• 𝑝 = 0.3 × 10−3 𝑎𝑛𝑑 𝑝ො = 0.31 × 10−3

𝐸𝑝 = 0.1 × 10−4 , 𝑎𝑛𝑑 𝑅𝑝 = 0.0333

• 𝑝 = 3000 𝑎𝑛𝑑 𝑝ො = 3100

𝐸𝑝 = 100, 𝑎𝑛𝑑 𝑅𝑝 = 0.0333

This example shows that the same relative error occurs for
widely varying absolute errors.

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Scientific Notation
It is a standard way to present a real number as
𝒑 = 𝒎 × 𝟏𝟎𝒏

Significand/Mantissa Exponent

 0.0000747= 𝟕. 𝟒𝟕 × 𝟏𝟎−𝟓

 9, 𝟕𝟎𝟎, 𝟎𝟎𝟎, 𝟎𝟎𝟎 = 𝟗. 𝟕 × 𝟏𝟎𝟗

 4𝟏𝟒. 𝟓𝟔𝟕 = 𝟒. 𝟏𝟒𝟓𝟔𝟕 × 𝟏𝟎𝟐

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Significant Digits
Significant digits are the digits of a number that are
meaningful in terms of precision. They include:

 Any non-zero digit as 31 (2) or 125.1 (4)

 Zeros between non-zero digits as in 3003 (4) or

45.60009 (7)

 Trailing zeros only when there is a decimal point as in

50.00 (4) or 27.300 (5)

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Non-Significant Digits
Digits of a number are not significant when they do not add
information regarding the precision of that number. They
include:

 Leading zeros as in 𝟎. 𝟎𝟎𝟐𝟑 = 𝟎. 𝟐𝟑 × 𝟏𝟎−𝟐 (2)

 Leading zeros as in 𝟎. 𝟎𝟓𝟓𝟎 = 𝟎. 𝟓𝟓𝟎 × 𝟏𝟎−𝟏 (3)

 Trailing zeros when no decimal point is present as in

𝟒𝟓𝟎𝟎 = 𝟎. 𝟒𝟓 × 𝟏𝟎𝟒 (2)

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Sources of errors
Two sources of numerical error:
 Round-off error.
 Truncation error.

Round-off Error:
A computer’s representation of real numbers is limited to
the fixed number of digits of precision (finite-digit
arithmetic).
1
≈ 0.3333 …
3

2 ≈ 1.4142 …

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 Round-off errors are introduced and propagated in

successive computations.
Rounding method
Consider a real number that is expressed in the following form:
𝒑 = ±𝟎. 𝒅𝟏 𝒅𝟐 𝒅𝟑 … 𝒅𝒌 𝒅𝒌+𝟏 … × 𝟏𝟎𝒏

𝒇𝒍𝒓𝒐𝒖𝒏𝒅 𝒑 = ±𝟎. 𝒅𝟏 𝒅𝟐 𝒅𝟑 … 𝒓𝒌 × 𝟏𝟎𝒏

where
𝒓 𝒌 = 𝒅𝒌 𝒊𝒇 𝒅𝒌+𝟏 < 𝟓

Or 𝒓 𝒌 = 𝒅𝒌 + 𝟏 𝒊𝒇 𝒅𝒌+𝟏 ≥ 𝟓

Round 21.867 to one decimal place : 21.9

Round 1.143 to two decimal places: 1.14
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Chopping method
It is done by discarding a part of the number 𝒅𝒌+𝟏 …
𝒑 = ±𝟎. 𝒅𝟏 𝒅𝟐 𝒅𝟑 … 𝒅𝒌 𝒅𝒌+𝟏 … × 𝟏𝟎𝒏
𝒇𝒍𝒄𝒉𝒐𝒑 𝒑 = ±𝟎. 𝒅𝟏 𝒅𝟐 𝒅𝟑 … 𝒅𝒌 × 𝟏𝟎𝒏

Chop 21.867 to one decimal place : 21.8

Chop 1.143 to two decimal places: 1.14

Example 3
𝒑 = 𝟐𝟐Τ𝟕 = 𝟑. 𝟏𝟒𝟐𝟖𝟓𝟕𝟏𝟒𝟐𝟖𝟓𝟕𝟏𝟒𝟐𝟖 ⋯
For six-digit arithmetic representation:
𝒇𝒍𝒓𝒐𝒖𝒏𝒅 𝒑 = 𝟑. 𝟏𝟒𝟐𝟖𝟔
𝒇𝒍𝒄𝒉𝒐𝒑 𝒑 = 𝟑. 𝟏𝟒𝟐𝟖𝟓

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Truncation Error:
 It is introduced when a complicated mathematical expression
is replaced with Taylor polynomial (series).

 The term truncation error in the Taylor polynomial refers to

the error involved in using a truncated, or finite summation
to approximate the sum of an infinite series.

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𝒙𝟎 𝒙

S. C. Chapra, Applied Numerical Methods for Engineers (7th edition)

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Some examples of Taylor polynomials about 𝑥0 = 0

𝒙𝟐 𝒙𝟑
𝒆𝒙 = 𝟏 + 𝒙 + + +⋯
𝟐! 𝟑!

𝒙𝟑 𝒙𝟓 𝒙𝟕
𝐬𝐢𝐧 𝒙 = 𝒙 − + − +⋯
𝟑! 𝟓! 𝟕!

𝒙𝟐 𝒙𝟒 𝒙𝟔
𝐜𝐨𝐬 𝒙 = 𝟏 − + − + ⋯
𝟐! 𝟒! 𝟔!

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Example 4

𝑝 − 𝑝ො
𝑅𝑝 = = 7.03442 × 10−7
𝑝
J. H. Mathews & K. D. Fink, Numerical Methods using MATLAB (4th edition)

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Loss of significance
(Subtractive Cancellation)
 It occurs when two nearly equal numbers are subtracted to
produce a result much smaller than the original numbers.

 The effect is that the number of significant digits in the

result is reduced (reduction in the precision).

 Consider p = 3.1415926536 and q = 3.1415957341, which

are nearly equal, and both carry 11 decimal digits of
precision,
p – q = – 0.0000030805 = 𝟎. 𝟑𝟎𝟖𝟎𝟓 × 𝟏𝟎−𝟓 , the difference
contains only five decimal digits of precision.

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Example 5
Compare the results of calculating 𝑓(500) and g(500) using six
digits rounding arithmetic.
Exact value is 11.174755300747198 (g involves less error)
𝒙
𝒇 𝒙 =𝒙 𝒙+𝟏− 𝒙 , g(𝒙) =
( 𝒙 + 𝟏 + 𝒙)

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Example 6

Using four digits arithmetic in the rounding:

Subtraction of nearly
equal numbers :
0.04000 𝒃 ≈ 𝒃𝟐 − 𝟒𝒂𝒄

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−0.01611 + 0.02000
≈ 0.2415
−0.01611
For 𝒙𝟐

0.3222 × 𝟏𝟎−𝟑

(b > 0)
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Subtraction of nearly equal numbers

0.04000
0.1946

For (b < 0) and 𝒃 ≈ 𝒃𝟐 − 𝟒𝒂𝒄

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Propagation of Errors
 In numerical methods, the calculations are not made with
exact numbers.

 Addition of two numbers p and q (true values) with the

ෝ and 𝒒
approximate values 𝒑 ෝ which contain errors 𝝐𝒑 and 𝝐𝒒
respectively.

ෝ + 𝝐𝒑 + 𝒒
𝒑+𝒒= 𝒑 ෝ + 𝝐𝒒 = 𝒑
ෝ+𝒒
ෝ + 𝝐𝒑 + 𝝐𝒒

ෝ+𝒒
𝒑+𝒒 − 𝒑 ෝ = 𝝐𝒑 + 𝝐𝒒

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Propagation of Errors
 Multiplication

𝝐𝒑 𝝐𝒒
ෝ /𝒑 ≈ 𝟏, 𝒒
For good approximations: 𝒑 ෝ/𝒒 ≈ 𝟏, and 𝑹𝒑 𝑹𝒒 = ≈𝟎
𝒑 𝒒

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