Course title: Numerical Analysis I

Course code: Math 333

Credit hours: 3 Contact hrs: 3 Computer lab hrs: 2
Prerequisite: Math 264, Comp 231
Course category: Compulsory

Aims
The course aims at introducing students in finding numerical solutions to problems for
which analytical solutions either do not exist or are not readily or cheaply obtainable. It
enables students to apply linear algebra and calculus. It also aims to helps student
develop programming skills.

Course description
This course covers basic concepts in error estimation, solutions of non-linear equations,
solutions of system of linear equations and non-linear equations, finite differences,
numerical interpolations, numerical differentiation and numerical integration.

Course objectives
On completion of the course, successful students will be able to:
- understand sources of errors,
- identify absolute and relative errors,
- understand a range of iterative methods for solving linear and non-
linear systems of equations,
- comprehend the convergence properties of the numerical methods,
- understand the roles of finite differences,
- grasp practical knowledge of polynomial interpolation in numerical
differentiation and integration,
- appreciate the application of basic linear algebra and calculus
concepts in deriving the numerical algorithms,
- examine how a small change in the data and ill-conditioned algorithms
affect the solution of the mathematical problems,
- translate mathematical algorithms into computer programming,
- interpret computer outputs

Course outline

Chapter 1: Basic concepts in error estimation (12 hrs)

1.1 Sources of errors
1.2 Approximations of errors
1.3 Rounding off errors
1.4 Absolute and relative errors
1.5 Propagation of errors
1.5. Instability

Chapter 2: Nonlinear equations (8 hrs)

2.1 Locating roots
2.2 Bisection method
2.3 Interpolation and Secant methods
2.4 Iteration Methods
2.5 Conditions for convergence
2.5 Newton-Raphson Method

Chapter 3: System of equations (15 hrs)

3.1 Direct methods for system of linear equations (SLE)
3.1.1 Gaussian method
1
 3.1.2 Gaussian method with partial pivoting
3.1.3 Jordan's method
3.1.4 Jordan’s method for matrix inversion
3.1.5 Matrix decomposition
3.1.6 Tri-diagonal matrix method
3.2 Indirect methods for SLE
3.2.1 Gauss Jacobi method
3.2.2 Gauss Seidel method
3.3 Systems of non-linear equations using Newton's method

Chapter 4: Finite differences (5 hrs)

4.1 Shift operators
4.2 Forward difference operators
4.3 Backward difference operators
4.4 Central difference operators

Chapter 5: Interpolations (11 hrs)

5.1 Linear interpolation
5.2 Quadratic interpolation
5.3 Lagrange's interpolation formula
5.4 Divided difference formula
5.5 Newton interpolation formula (forward and backward formulas)

Chapter 6: Application of interpolations (5 hrs)

6.1 Finding roots

6.2 Differentiation
6.3 Integration (Trapezoidal and Simpson's rule)

Teaching- learning methods

Three contact hours of lectures and two hours of computer lab per week. Students do
home assignment.

Assessment methods
Computer lab assignment 20%
Assignment & Quiz 30%
Final examination 50%

Teaching materials

Textbook: - Gerald C. F. and Wheatlly P. O., Applied numerical

analysis 5th ed, Edsion Wesley,Co

References: - Richard L. Burden, Numerical Analysis, 1981, 2nd Ed.

- P.A. Strock, Introduction to numerical analysis
- Volkov, Numerical methods 1986
- Frank Ayres, Theory and Differential Equations (Schuam’s
outline series, 1981)
- Robert Ellis and Denny Glick, Calculus with Analytical
Geometry- 3rd Ed.