Ceng 375 Numerical Computing
Final
Jan 14, 2005 09.40-11.30
Good Luck!
1 (20 Pts)
IV
In Newton's method the approximation $x_{n+1}$ to a root of $f(x) = 0$ is computed from the approximation $x_n$ using the equation

\begin{displaymath}
x_{n+1}=x_n -\frac{f(x_n)}{f'(x_n)}
\end{displaymath}

Derive the above formula, using a Taylor series of $f(x)$.
V
Consider the function:

\begin{displaymath}
f(x) = 5x-e^{-x}
\end{displaymath}

i
Show that this function has a simple root in the interval $0 < x < 1$
ii
Estimate this root using two iterations of the Secant Method.
iii
Estimate the error in your answer to part ii.
2 (20 Pts) Solve this system by Gaussian elimination with pivoting

\begin{displaymath}
\left[
\begin{array}{rrrr}
1 &-2 &4&6\\
8 &-3 &2&2\\
-1 &10 &2&4\\
\end{array} \right]
\end{displaymath}

vi
How many row interchanges are needed?
vii
Repeat without any row interchanges. Do you get the same results?
viii
You could have saved the row multipliers and obtained a $LU$ equivalent of the coefficient matrix. Use this $LU$ to solve but with right-hand sides of $[1,-3,5]^T$
3 (25 Pts)
ix
A function $f_{app}(x)$ is to be used as an approximation to a set of data $(x_i, f_i)$ with $i = 0, 1, 2,\ldots,N$. Suppose further that the function $f_{app}(x)$ depends on two parameters $a$ and $b$. Provide full details of how the parameters $a$ and $b$ can be determined by a Least Squares Method.
x
Using the result of the previous item, obtain the normal equations for the function $f_{app}(x)= a+b\sqrt{x}$. Do not attempt to solve these equations.
4 (20 Pts)
xi
Find the Fourier coefficients for $f(x)=x^3$ if it is periodic and one period extends from $x=-1$ to $x=2$.
xii
Write the Fourier series for this function.
5 (25 Pts) Consider the following table of data
$x_i$ $f_i$
0.0000 0.0000
0.2000 0.5879
0.4000 1.0637
0.6000 1.3927
0.8000 1.5573
1.0000 1.5575
1.2000 1.4091
xiii
Approximate $\int_0^{1.2} f(x)$dx using the Trapezoidal Rule and a step size of $h = 0.6$.
xiv
Approximate $\int_0^{1.2} f(x)$dx using the Trapezoidal Rule and a step size of $h = 0.2$.
xv
Estimate the error in your answer to previous item.
Hint: Use the procedure to estimate the proportionality factor, $C$.


2006-09-28