SCHAUM’S OUTLINE OF THEORY AND PROBLEMS oF NUMERICAL ANALYSIS BY FRANCIS SCHEID, Ph.D. Professor of Mathematics Boston University SCHAUM’S OUTLINE SERIES eGRAW-HILL BOOK COMPANY New York, St. Louis, San Francisco, Toronto, SydneyCopyright © 1968 by McGraw-Hill, Inc. AW Rights Reserved. printed in the United States of America. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher. ISBN 07055197. 15 SHSH876543Preface ‘The popularity and explosive growth of numerical analysis today are further evidence that applications are still the leading source of inspiration for mathematical creativity. Whenever new mathematical ideas are developed it is usually new applications which have pointed the way. The electronic computing machine is itself an illustration of this, a response to an overwhelming need for faster computation. And the appearance of such machines has made it possible to meet the demands of today’s applications, in many cases, by developing more sophisticated numerical methods. This is the pedigree of modern numerical analysis. It is the numerical aspect of the broad field of applied analysis. It would be a mistake, however, to draw too fine a boundary between our subject and what is called pure or abstract analysis. The borderline is a fuzzy one, as borderlines usually are, and materials from both sides frequently infiltrate the other. In earlier days it was commonplace for mathematicians to be expert at both the pure and the applied. Both have long since developed to a size which makes full acquaintance with even one impossible, and reasonable competence at both an arduous objective. In spite of this the applied mathematician, including the numerical analyst, must try to keep aware of what is happening across the border. To this end it has been one of my objectives to provide occasional evidence of infiltration, at least in elementary ways. The treatment of Taylor series is one such example. The importance of these series in pure analysis is classical, but they are also valuable for computing functions, estimating error, and so on. Fourier series, orthogonal polynomials and perturbation series (just to mention a few) are other topics which are valuable on both sides of the borderline. The proof of the classical existence theorem of differential equations by “applied” methods is a beautiful illustration of how applications lead eventually to abstract theory. So, although our principal interest here is numerical mathematics, a number of topics usually relegated to other places will be presented briefly, because they are themselves useful in computation and, even more important, because they are a reminder of the fuzzy borderline and of the value of in- filtration in both directions. The numerical analyst is, after all, an analyst. ‘This book has been designed to serve as text for any introductory course in numerical analysis. There is adequate material for a year course at senior or beginning graduate level. By omitting the more demanding theoretical parts it may also be used for a one term course at a more elementary level. The extensive collection of solved problems also permits use as a supplement to any standard textbook in the subject. It will even be useful as independent reading for students of science or engineering with an interest in numerical methods. Each chapter begins with a capsule summary of results to be obtained and methods to be illustrated. Ordinarily it is not expected that this summary will be completely self- explanatory. It should be viewed as a table of contents for that chapter. The details are fully presented among the solved problems and an abundant supply of supplementary problems is offered to test one’s understanding. Answers to most of the supplementary problems have been provided. An often used procedure for evaluating a numerical method involves applying it to a problem for which the exact solution is known. This problem then serves as a “test case”. Many such examples have been included. When they occur as