Liverpool John Moores University

SCHOOL OF COMPUTING AND MATHEMATICAL SCIENCES

Semester 2 Examinations 2004

CMPMA2022 Numerical Methods and Linear Algebra

Duration 2 Hours
Instructions to candidates
Do not open this question paper until you have been told to do so by the invigilator. The figure in [] denotes the number of marks available for that question or part of question. There are 8 questions. Answer 5 questions. Questions carry 20 marks each. The total number of marks available is 100. You have the use of the Software DERIVE 5 and Matlab. You may also use any Derive functions that you have developed throughout the course. You may not use a printer to print out any mathematical expressions or graphs. Where a question states that Derive and Matlab are not to be used, marks will be lost if working is not shown. Any results or graphs that DERIVE 5 produces, on screen, that are relevant to your examination work should be written or sketched in your answer book. In answering some of the questions in this examination Derive may generate expressions that are too large to copy down into your answer booklet. In these cases, save the expressions in a dfw file (e.g. q4iii.dfw) onto the floppy disk provided. Ensure that the expression numbers are clearly referenced in your answer booklet and that you hand the floppy disk to the invigilator at the end of the examination with your script. Also send me an email (t.a.etchells@livjm.ac.uk), at the end of the exam, with the dfw files as attachments as a backup precaution. You may also use any calculator and its memory need not be erased before the examination. The sending or the reading of email and use of the internet/intranet during this examination is prohibited.

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1. (i)

Describe, with the aid of a sketch, the Newton-Raphson iterative method for solving single variable equations and develop the Newton-Raphson iterative formula. Describe a situation in which the Newton-Raphson method will fail to produce a solution for a particular equation. [5] Show that the equation x e 2 x sin x = 4 has at least one solution in the interval [0,1]. (A graph alone will not gain full marks) [4]

(ii)

(iii) Establish the Newton-Raphson 2x equation x e sin x = 4 .

iterative

formula

for

the

[3] (iv) Using a starting value of x0 = 1 , find each of the Newton-Raphson iterates x1 , x2 , x3 , x4 and x5 , to 10 significant figures. [2] (v) Write down the solution to the equation x e 2 x sin x = 4 , correct to 6 significant figures. Confirm that this solution is correct to 6 significant figures. [3]

(vi) Explain why x0 = 0 is not a good choice of starting value the Newton Raphson method for the equation x e 2 x sin x = 4 . [3] Total [20]

2. (i) (ii)

Describe the power method for finding the dominant eigenvector and eigenvalue of a square matrix A. [5] Using a starting vector of v 0 = [1,1,1] , apply the power method once to the matrix 1 3 1 2 3 4 2 4 5 to obtain and approximation to the dominant eigenvector v1 . [3]

(iii) Continue to apply the power method until the approximations to the dominant eigenvector converge to 3 decimal places. Write down the value of the dominant eigenvalue correct to 3 decimal places. [8] (iv) Use the dominant eigenvector found in (iii) to estimate the dominant eigenvalue. [4] Total [20]

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3. (a) (i) Describe fully, with reference to a sketch, the modified Euler method for dy solving the first order differential equation = f ( x, y ) , with initial dx conditions y ( x0 ) = y0 . [5]
(ii) Given the differential equation

dy = e x xy 2 with initial condition y (0) = 1 . dx

Showing all the steps, use the modified Euler method to find an approximation to the value of y when x = 0.1 , using a step size h = 0.1. [5] (b) Given the system of first order differential equations: dx = x + y 2t dt dy = xy 2 + t dy subject to the initial conditions x0 = 1, y0 = 1, t0 = 0 . Use the modified Euler method, with a step size of 0.1, to find an approximate solution to this system of differential equations when t = 0.1 . [10] Total [20] 4. (a) (i) Given that V is a vector space, write down the two conditions that prove that W is a subspace of V. [2] (ii) Given that all 2x2 matrices that have real elements form a vector space M, show that matrices of the form 0 a b 0 where a, b , form a subspace of M. [3]

(b) Determine whether v1 = i + j + 2 , v 2 = i + and v 3 = 2i + j + 3 span the vector space

3

[6]

(c) (i) Write down the condition that the set of vectors {v1 , v 2 , v 3 } is a linearly dependent set. [2] (ii) Show that the set of vectors {(0,3,1, 1), (6, 0,5,1), (4, 7,1,3)} form a linearly dependent set in
4

[7] Total [20]

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5. (i) Using the function M(a,b,n) in the file Midpoint.mth that can be found in the folder L:\MA200, generate to 10 significant digits 5 approximations of the integral

sin x dx , 0 1 + x2
1

using the composite mid-point rule with 2, 4, 8 and 16 strips respectively. [6] (ii) Use the knowledge that the midpoint rule has order of convergence h 2 to apply Rombergs method once to the 5 approximations calculated above. [5] (iii) State the order of convergence of these new approximations. [2]

(iv) Apply Rombergs method a further 2 times to find a better approximation to x 1 e 0 1 + x 2 dx . [7] Total[20] 6. (i) Describe the shooting method for the solution of boundary value problems for second order ordinary differential equations. [5] Recast the second order differential equation given below into two first order differential equations. d2y dy x + 4 y = 5e 2 x sin x 2 dx dx [4]
For the next part of the question use the Derive 5 Runge-Kutta order four function RK().

(ii)

(iii) Given that y (0) = 0 and y (1) = 0 , use the shooting method with a step size of 0.05 to find a numerical solution to this differential equation in the region x [0,1] such that y (1) = 0 , where < 0.01 . Save this solution in a dfw file as q3iii.dfw on the floppy disk provided, do not attempt to copy it out. Provide a sketch of the solution. [11] Total [20]

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7. Given the matrix

2 6 2 A = 3 8 0 4 9 2

(i) Write down the elementary matrix E1 that will perform the row R operation 1 R1 . 2 (ii) Write down the inverse of the elementary matrix E1 .

[2] [1]

(iii) Find the other elementary matrices E2 , E3 , E4 and E5 , such that the product E5 E4 E3 E2 E1 A will reduce A to row-echelon form and determine the rowechelon form of A. [8] (iv) Find the LU decomposition of A, where L is a lower triangular matrix and U is an upper triangular matrix (in row-echelon form). [4] (v) Use the LU decomposition of A to solve the linear system:
x1 2 A x2 = 2 x 3 3

[5] Total [20]

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8.

The use of Derive or MATLAB is not allowed in the question, working must be shown to gain full marks.

(i) Write down the value of the determinant

1 2 3

0 3 2 0 0 2

[2] (ii) Reduce the determinant

0 2 1 6 5 1

3 6 9

to row-echelon form. (iii) Use the row-echelon form found in (b) to evaluate
0 1 5

[8]

3 6 9 2 6 1

[3] (iv) Using the answer in (c), evaluate

0 2 10

3 6 9 6 18 3

[4] (v) Write down the value of

0 2 5 0 3 6 3 6 9 2 6 18 6 18 3 5 9 13 [3] Total [20]
------------------------------------ The End ----------------------------------

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