1.

Greeting

Numerical Analysis
Mathematical Preliminaries

OL Say

ol.say@itc.edu.kh

Institute of Technology of Cambodia

February 19, 2023

OL Say (ITC) Numerical Analysis February 19, 2023 1 / 15

2. Outline

1 Greeting

2 Outline

3 Calculus

4 Round-off Errors

5 Algorithms and Convergence

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3. Calculus

Definition 1 (Limit)

A function f defined on a set X of real numbers has the limit L at x0 ,

written

lim f (x) = L,
x→x0

if, given any real number 𝜀 > 0, there exists a real number 𝛿 > 0
such that

|f (x) − L| < 𝜀, whenever x ∈ X and 0 < |x − x0 | < 𝛿.

OL Say (ITC) Numerical Analysis February 19, 2023 3 / 15

3. Calculus

Definition 2 (Continuity)

Let f be a function defined on a set X of real numbers and x0 ∈ X.

Then f is continuous at x0 if

lim f (x) = f (x0 ).

x→x0

The function f is continuous on the set X if it is continuous at each

number in X.

OL Say (ITC) Numerical Analysis February 19, 2023 4 / 15

3. Calculus

Definition 3 (Limit of Sequence)

Let {xn }∞ n=1 be an infinite

sequence of real numbers. This sequence
has the limit x (converges to x) if, for any 𝜀 > 0 there exists a
positive integer N(𝜀) such that |xn − x| < 𝜀, whenever n > N(𝜀). The
notation

lim xn , or xn → x as n → ∞
n→∞

means that the sequence {xn }∞

n=1 converges to x.

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3. Calculus

Theorem 4

If f is a function defined on a set X of real numbers and x0 ∈ X, then

the following statements are equivalent:
1 f is continuous at x0 ;
2 If {xn }∞
n=1 is any sequence in X converging to x0 , then
lim f (xn ) = f (x0 ).
n→∞

OL Say (ITC) Numerical Analysis February 19, 2023 6 / 15

3. Calculus

Definition 5 (Differentiability)

Let f be afunction defined in an open interval containing x0 .

Thefunctionf is differentiable at x0 if

f (x) − f (x0 )
f ′(x0 ) = lim
x→x0 x − x0

exists. The number f ′(x0 ) is called the derivative of f at x0 . A function

that has a derivative at each number in a set X is differentiable on X.

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3. Calculus

Theorem 6

If the function f is differentiable at x0 , then f is continuous at x0 .

Theorem 7 (Rolle’s Theorem)

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

then a number c in (a, b) exists with f ′(c) = 0.

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3. Calculus

Theorem 8 (Mean Value Theorem)

If f ∈ C[a, b] and f is differentiable on (a, b), then a number c in (a, b)

exists with
f (b) − f (a)
f ′(c) = .
b−a

Theorem 9 (Extreme Value Theorem)

If f ∈ C[a, b], then c1 , c2 ∈ [a, b] exist with f (c1 ) ≤ f (x) ≤ f (c2 ), for all
x ∈ [a, b]. In addition, if f is differentiable on (a, b), then the numbers
c1 and c2 occur either at the endpoints of [a, b] or where f ′ is zero.

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3. Calculus

Theorem 10 (Generalized Rolle’s Theorem)

Suppose f ∈ C[a, b] is n times differentiable on (a, b). If f (x) = 0 at

the n + 1 distinct numbers a ≤ x0 < x1 < · · · < xn ≤ b, then a number
c in (x0 , xn ), and hence in (a, b), exists with f (n) (c) = 0.

Theorem 11 (Intermediate Value Theorem)

If f ∈ C[a, b] and K is any number between f (a) and f (b), then there
exists a number c in (a, b) for which f (c) = K.

OL Say (ITC) Numerical Analysis February 19, 2023 10 / 15

3. Calculus

Definition 12 (Integration)

The Riemann integral of the function f on the interval [a, b] is the

following limit, provided it exists:
∫ b n
Õ
f (x)dx = lim f (zi )∆xi ,
a max ∆xi →0
i=1

where the numbers x0 , x1 , ... , xn satisfy a = x0 ≤ x1 ≤ · · · ≤ xn = b

where ∆xi = xi − xi−1 , for each i = 1, 2, ... , n, and zi is arbitrarily
chosen in the interval [xi−1 , xi ].

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3. Calculus

Theorem 13 (Taylor’s Theorem)

Suppose f ∈ Cn [a, b], that f (n+1) exists on [a, b], and x0 ∈ [a, b]. For
every x ∈ [a, b], there exists a number 𝜉(x) between x0 and x with

f (x) = Pn (x) + Rn (x),

where

f ′′(x0 ) f (n) (x0 )

Pn (x) = f (x0 ) + f ′(x0 )(x − x0 ) + (x − x0 )2 + · · · + (x − x0 )n
2! n!
n
Õ f (k) (x0 )
= (x − x0 )k
k!
k=0

f (n+1) (𝜉(x))
and Rn (x) = (x − x0 )n+1
(n + 1)!

OL Say (ITC) Numerical Analysis February 19, 2023 12 / 15

4. Round-off Errors

Definition 14 (Absolute and Relative Errors)

∗
Suppose that p is an approximation to p. The absolute error is
|p − p∗ |
|p − p∗ |, and the relative error is , provided that p ≠ 0.
|p|

Definition 15 (Significant Digits)

∗
The number p is said to approximate p to t significant digits (or
figures) if t is the largest nonnegative integer for which
|p − p∗ |
≤ 5 × 10−t .
|p|

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5. Algorithms and Convergence

Definition 16 (Rates of Convergence)

Suppose {𝛽 n }∞ n=1 is a sequence known to converge to zero, and

∞
{𝛼n }n=1 converges to a number 𝛼. If a positive constant K exists with

|𝛼n − 𝛼| ≤ K|𝛽 n |, for large n,

then we say that {𝛼n }∞n=1 converges to 𝛼 with rate, or order, of

convergence O(𝛽 n ). (This expression is read “big oh of 𝛽 n ”.) It is
indicated by writing 𝛼 n = 𝛼 + O(𝛽n ).

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5. Algorithms and Convergence

Definition 17

Suppose that lim G(h) = 0 and lim F(h) = L. If a positive constant K

h→0 h→0
exists with

|F(h) − L| ≤ K|G(h)|, for sufficiently small h,

then we write F(h) = L + O(G(h)).

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