MATH 174: Numerical Analysis I

Jose Marie M. Inaudito

Mathematics Division
Institute of Mathematical Sciences and Physics
University of the Philippines Los Baños

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Announcement (A-4L)

Eleanor B. Gemida
Magna Cum Laude, 2013
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What is Numerical Analysis?

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What is Numerical Analysis?

Ryaben’kii, V.S. and Tsynkov, S.V.

The theory of models and algorithms that are applicable

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What is Numerical Analysis?

Ryaben’kii, V.S. and Tsynkov, S.V.

The theory of models and algorithms that are applicable and that can
be efficiently implemented on computers.

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 Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics

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 Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions

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 Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

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 Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

Numerical Methods
manipulation of numbers

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 Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

Numerical Methods
manipulation of numbers
results to approximations

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 Symbolic Mathematics vs. Numerical Methods
Symbolic Mathematics
manipulation of variables, functions and expressions
results to exact solutions

Numerical Methods
manipulation of numbers
results to approximations
uses computers to implement methods

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Ingredients of Numerical Analysis

1 Discretization

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability
Loss of Significant Digits

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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability
Loss of Significant Digits
5 Convergence
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Ingredients of Numerical Analysis

1 Discretization
2 Conditioning
3 Error
Unavoidable Error
Theoretical Error
Round-off Error
4 Methods of Computation
Accuracy
Operation Count
Stability
Loss of Significant Digits
5 Convergence
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Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key

components to a form a machine can understand.

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key

components to a form a machine can understand.

Types of Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key

components to a form a machine can understand.

Types of Discretization
Input Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key

components to a form a machine can understand.

Types of Discretization
Input Discretization involves the conversion of continuous data to a
discrete format.

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key

components to a form a machine can understand.

Types of Discretization
Input Discretization involves the conversion of continuous data to a
discrete format.
Solution Discretization

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Discretization

DISCRETIZATION is the process of converting a problem and/or its key

components to a form a machine can understand.

Types of Discretization
Input Discretization involves the conversion of continuous data to a
discrete format.
Solution Discretization involves the conversion of an infinite or
continuous part of a solution to a finite and discrete set of operations.

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Conditioning

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1,

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1, the problem is well-conditioned,

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1, the problem is well-conditioned, while
as α gets close to 1, the problem is ill-conditioned.

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Conditioning

Consider the problem of finding the roots of x2 + 2αx + 1 via the algorithm
p
A : x = −α + α2 − 1

For what value of α is A sensitive to?

We have shown that when |α| > 1, the problem is well-conditioned, while
as α gets close to 1, the problem is ill-conditioned.

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps

∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps

∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

Taking micro steps

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps

∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

Taking micro steps

∆x
α x | ∆α |
1 −1
1.1 −0.641742 3.58258
1.01 −0.868226 86.8226

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Illustration:
The following table illustrates the solutions for equations with varying α ’s
obtained via A

Taking enormous leaps

∆x
α x | ∆α | (Relative Change)
1000 −0.0005
999.9 −0.00050005 5.0005 × 10−3
105 −4.99999 × 10−6 5 × 10−9

Taking micro steps

∆x
α x | ∆α |
1 −1
1.1 −0.641742 3.58258
1.01 −0.868226 86.8226

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2. Conditioning: Well- or Ill-conditioned

CONDITIONING has to do with quantifying the sensitivity of the

solution to perturbations of the input data.

If sensitivity is low, the problem is well-conditioned.

If sensitivity is high, the problem is ill-conditioned.

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