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APPENDIX
Errors
True percent relative error

True Error
= true value - approximation value

true value - approximation value

true value
Approximate percent relative error
= present approximation - previous approximation
present approximation

f(x)(x, xv)

(x +x)

Xr

f(x,)f(x)

Newton-Raphson method

Secant method
x . '

x.

Stopping criterion
Terminate computation when Jt a I <e

Roots of Equations
False-position method

Bisection method
Xr =

X100

xlOO

f(x,)(x,_1 x,)

- f(x1)
f'(x)

' f(x1_1 ) - f(x)

Linear Algebraic Equations and Matrices

System of linear algebraic equations
[A] {X} = {B}.

Decomposition [A] = [L] [U] with [U] and [U] can be obtained as follo ws :

Using Doolittle decomposition

1
[U] = 121

0
1

131

132

0
0 ;[U]
1

U11

0
0

U12

U13

U22

U23

U33

Using Cholesky method

________

a,1

U,, =
11

[A] = [U]T [U]

[U] =

uki

12

u22

u23 ,

i-i

ay
k=i

U/i

for =i+ 1,...,n

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Using Crout's method

[ a11

a12

a13

a141

111

a21

a22

a23

a24

I a31

a32

a33

a34

[ a41

a42

a43

a44j

u12

u13

u141

0 I 0

u23

u24

133

Ii 0

u34

143

144 ][0

122

131

132

[ 141

142

Gauss seidel method

Jacobi method

L_

X+1)

1j

(j=n

a1, [

Ii xII'
j
II

i=1 2,...,n.

a11

a11

(k)

a11

where

k = 1,2,...

Nonlinear system: Newton-Raphson method

Power method
v"' =AvW

072,

fi i-- - f -

m k+l

k = 0,1,2

x111 = x11

il
f2,i

t3Ai

--

x2.i+1 = x2,1

r,
[J]

Newton interpolation polynomial

f. W = f(x0)+f[x0,x1](x-x0)

II
1i

ax,

ax2 I

af ,,

af211

Curve Fitting
Lagrange interpolation polynomial
11

XX
f (x)=L,(x)f(x1) where L1(x)=JJ_ '
i=0
n-

where
=
xn - xo

L1 -i--

order of interpolation

j=O
j#i

X1 -X

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Inverse Newton interpolation polynomial

1(f)

=x

+L, (ff0 )+b, (ff0)(fJ)+b, (fJ)(fj)(ff2)

n - order of interpolation
Inverse Lagrange interpolation polynomial
where L(f)=fJ
J^I

n - order of interpolation
Linear Splines
s,(x)= AX) +'(xx,)

Quadratic Splines
s.(x)=a,+b,(xx)+c1(xx,)2
x,
For i=1,2,...,n - 1, find
f+b1 h+c1h,2 =J^
h, =x, 1 x;

x:!^x11

b.+2c,h, =k+1;
Also given,
Cl = 0
a, =
Numerical Integration
Simpson's 113 Id rule

Trapezoidal rule
I[f(xO)+21f(x)+f(x)]

f(x,)+2I f(xi)+f(Xn)

I[f(xo)+4
,135

where
/_
-

where

X. _X0
n

h =

x " xo

and n must even segment

Simpson's 3/8 rule

= X3 x0
[f(x0)+3f(x1)+3f(x2)+f(x3)], where h
Ordinary Differential Equations (IVP)

Euler's method
.+' =y,+hf(x,,y)

= x, + h

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2 nd order Runge-Kutta: Midpoint method

2 order Runge-Kutta: Henn method

1

y1+1 =y1+k2h
= x, + h

v11

=+h

where

where

kj =f(x1,y)

In =f(x1,y)

k2 = f (x, +-1-h,y1 +--Inh)

in2 =f(x1+h,y1+k1h)

order Runge-Kutta: Ralston's method

)i+l = Yi +(k +2k2)h
= x, +h
where
1n =f(x1,y1)
k2 =f(x1+.-h,y1+-k1h)

Fourth order Runge-Kutta method

Y,+1 = y,

+(kj +2k2 +2k2 +k4)

x11 =x, +h

where
1n =f(x1,y1)
k2 = f(x1 +h,y1 +!k1h)
k3 =f (x, +!h,y, +1 k2h
in4 =f(x1+h,y+k2h)

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Ordinary Differential Equations (BVP)

Shooting method
Extrapolate estimate for initial slope
z(0) = GI + G2 - GI (D - RI)
R2R1

where
G = First guess at initial slope
G2 = Second guess at initial slope
RI = Final result at endpoint (using GI)
R2 = Second result at endpoint (using G2)
D = the desired value at the endpoint
Finite Difference method
- - +
dy
=

dx

yi+I - yI_I
2Ax

AX

i_p1

Jy11

_(2_zx2q1)y1

+1i+piJyi+i

Thomas Algorithm
a. = d1 c118_ 1

a1 = d1

wI=

cx.
WI -

a.

a1

10

=&2