NUMERICAL METHODS-II (2303)

Error Analysis for Linear Systems: 1-, 2- and - Norms of vectors. Maximum Column/Row sums, 2-
and e-Norms of Matrices. Effects of Round-off errors on solutions of systems of linear equations.
Maximum Column Pivoting. (article 2.8)
Ill-Conditioned Systems. Linear System Solver Machine. Condition Numbers and their use in estimating
relative error. Iterative method of reducing round-off errors in solution of linear systems.
(article 2.9)

Iterative Methods for Solving Linear Systems:The Gauss-Jacobi method and the Gauss-Seidel method.
(article 2.10)

Systems of Non-Linear Equation: Using Bisection/Newtons methods for solving two non-linear
equations in two unknowns. Using Taylors Series and partial derivatives to solve the system
and . (article 2.12)

Theory of Approximation: Least Square Approximation. Curve fitting for linear data. Curve fitting for
non-linear data. (article 3.8)

Interpolating with Splines: Cubic Splines. Bezier (article 3.5) Curves and B-Slines curves. (article 2.9)

Eigen Value Problems: Using algebraic methods for finding eigen values and eigen vectors of a square
matrix (from E. Kreyszig). Power method of finding eigen value of largest magnitude and the
corresponding eigen vector. Inverse power method and determination of all eigen values of a 3X3 matrix.
Accelerating power method (shifting). Problems with equal eigen values. (article 6.7)
QR method for finding all eigen values of a large matrix. (article 6.8)

Numerical Solution to Ordinary Differential Equation: Initial Value Problem. Taylor Series method
(article 5.2). Euler’s method and the Modified Euler’s method (article 5.3). Runge-Kutta methods of order
2, 4 and 6. (article 5.4). Multi-step methods (article 5.5). Milne’s method (article 5.6). Adams-Moulton
method (article 5.7).

Boudary Value Problems: Shooting method (article 6.1). Finite difference method (article 6.2).
Derivative Boundary Conditions (article 6.3). Raleigh-Ritz method and Collocation, Galerkin’s method
(article 6.4). Finite Element method (article 6.5).

Partial Differential Equation: Five-Point and Nine-Point star formulas (article 7.3). Laplace equation on
a rectangular region (article 7.4). The Finite Element method (article 7.11)

Note: All article references given above are from the book no. 1 mentioned below.

Books:

1. “Applied Numerical Analysis”, C. F. Gerald & P. O. Wheatley, 5th ed., Addison-Wesley

“Numerical Analysis”, R. L. Burden & J. D. Faires, 5th ed., PWS Publishing Co.,