Errors Analysis and Basic Definitionsin Numerical AnalysisLecture Notes
Mohammad Sabawi
Department of MathematicsCollege of Education for WomenTikrit University
Email: mahammad.sabawi@tu.edu.iq1
Contents
Preface
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1 Introduction 4
1.1 Numerical Analysis: An Introduction . . . . . . . . . . . . . . . . . 41.2 Numbers Representation in Computer . . . . . . . . . . . . . . . . 51.2.1 Floating-Point Numbers . . . . . . . . . . . . . . . . . . . . 61.3 Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71.3.1 Error Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 71.3.2 Sources of Error in Numerical Computations . . . . . . . . 71.3.3 Absolute and Relative Errors . . . . . . . . . . . . . . . . . 81.3.4 Roundoff and Truncation Errors . . . . . . . . . . . . . . . 91.4 Stable and Unstable Computations: Conditioning . . . . . . . . . . 101.5 Convergence and Order of Approximation . . . . . . . . . . . . . . 12
Exercises
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2
Preface
The aim of these class notes is to cover the necessary materials in a stan-dard numerical analysis course and it s not intended to add to the plethoraof Numerical Analysis texts. We tried our best to write these notes in con-cise, clear and accessible way, to make them more attractive to the readers.These lecture notes cover the basic and fundamental concepts and principlesin numerical analysis and it is not a comprehensive introduction to numer-ical analysis. We emphasise in these notes on the mathematical principlesvia explaining them by the aid of numerical software
MATLAB
. The pre-requisite material for this course are a course in
Calculus
,
Linear Algebra
and
Differential Equations
. A basic knowledge in MATLAB is helpful butit is not necessary. There is a glut of numerical software nowadays, amongthese we chose to use MATLAB because of its wide capabilities in scientificcomputing.These notes consist of ten chapters and each chapter ends with aset of exercises address the topics covered in each chapter.3
Chapter 1Introduction
1.1 Numerical Analysis: An Introduction
Numerical analysis is a branch of mathematics studies the methods and al-gorithms which used for solving a variety of problems in different areas of todays life such as
mathematics
,
physics
,
engineering
,
medicine
and
social
and
life sciences
. The main objective of numerical analysis is investiga-tion finding new mathematical approaches for approximating the underlyingproblems, and also development of the current algorithms and numericalschemes to make them more efficient and reliable. The advent of computersrevolutionise numerical analysis and nowadays with parallel and super com-puters the numerical computations became more easier compared with thepast where solving simple problems take a long time, much effort and requirehard work. In principle, numerical analysis mainly focuses on the ideas of
stability
,
convergence
,
accuracy
,
consistency
and
error analysis
. In the lit-erature numerical analysis also known as
scientific computing
,
scientificcomputation
,
numerics
,
computational mathematics
and
numericalmathematics
. Numerical analysis can be divided into the following fields:1.
Numerical Solutions of Linear Algebraic Equations
.2.
Numerical Solutions of Nonlinear Algebraic Equations
.3.
Interpolation and Extrapolation
.4.
Approximation Theory and Curve Fitting
.5.
Numerical Differentiation
.6.
Numerical Integration
.4