Numerical Methods - Notes
1. Basic Number System
Floating Point Representation:
- Represented as m ^e (m = mantissa, = base, e = exponent)
- Normalized form: Only one non-zero digit before decimal
Arithmetic Operations & Consequences:
- Addition/Subtraction: Align exponents, loss of significance possible
- Multiplication/Division: Add/Subtract exponents
- Consequences: Rounding errors, overflow/underflow, precision loss
Errors in Numbers:
- Absolute Error = |True - Approx|
- Relative Error = Absolute Error / True
- Round-off Error: Due to limited precision
- Truncation Error: From ignoring higher-order terms
2. Solution of Transcendental Equations
Bisection Method:
- Brackets root between [a, b], f(a)f(b) < 0, halves interval
Regula-Falsi Method:
- Estimate: x = (a*f(b) - b*f(a)) / (f(b) - f(a))
- Faster than bisection but can stagnate
Newton-Raphson Method:
- x = x - f(x)/f'(x)
- Fast convergence but needs derivative
Secant Method:
- x = x - f(x)*(x - x)/(f(x) - f(x))
- Doesnt need derivative, faster than bisection
3. Solution of Simultaneous Algebraic Equations
Gauss Elimination Method:
- Converts system to upper triangular form, uses back-substitution
Pivoting:
- Swapping rows for numerical stability
Ill-conditioned Equations:
- Small changes in coefficients cause large solution changes
Gauss-Seidel Iterative Method:
Numerical Methods - Notes
- Iterative approach, faster than Jacobi, needs diagonal dominance
Direct vs Iterative Methods:
- Direct: Exact, more memory; Iterative: Approx, low memory, scalable
4. Interpolation
Newtons Divided Difference:
- Works for unequal x-values
- Uses recursive divided differences
Lagranges Interpolation:
- Formula: [y (x - x)/(x - x)], j i
- Doesnt require equal spacing
5. Curve Fitting
Linear Fit:
- y = a + bx, uses least squares method
Polynomial Fit:
- y = a + ax + ax + ..., fits complex trends
Exponential Fit:
- y = ae^(bx), transformed as ln(y) = ln(a) + bx for linear fitting