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Root Finding:: X X D D X X D X X

This document provides summaries of various mathematical and computational methods in 3 sentences or less: Root finding methods like bisection and the golden section search are described along with their convergence properties. Simultaneous equations and iterative methods for solving systems of equations are summarized. Numerical integration techniques like the trapezoid rule and Gaussian quadrature are presented along with their accuracy orders.

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yana22
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© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
88 views

Root Finding:: X X D D X X D X X

This document provides summaries of various mathematical and computational methods in 3 sentences or less: Root finding methods like bisection and the golden section search are described along with their convergence properties. Simultaneous equations and iterative methods for solving systems of equations are summarized. Numerical integration techniques like the trapezoid rule and Gaussian quadrature are presented along with their accuracy orders.

Uploaded by

yana22
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Root Finding:

2 log
) / log(
log
2
) (
) (
) ( ) (
) )( (
) ( ) (
) )( (
0 0
2
0
1
1
1
1
MAX
MAX
N
MAX
i
i
i i
i i
i i i
i i
L U
L U U
U R
E x
E
x
N
x
E
x f
x f
x x
x f x f
x x x f
x x
x f x f
x x x f
x x
A
=
A
=
A
=
'
=


=
+

+

N =estimate number (first is estimate 1), estimate N involves N-1 function evaluations/wall movements
Golden Section:
2
) 1 (
6180339887 . 1
2
5 1
) )( 1 ( , ,
0
1 2
N
MAX
L U L U
x
E
X X d d X X d X X
A
= =
+
=
= + = =
|
|
|

max error assumes midpoint of interval chosen as the final answer, N =number of wall movements

Simultaneous Equations:
d U x b P L d d Ux Pb Ld Pb LUx b LU P b Ax
d U x b L d d Ux b Ld b LUx b Ax
row pivot pivot pivot below element row row
\ ), * ( \ and
\ , \ and
_ * ) / _ _ (
1
= = = = = = =
= = = = = =
=


Iterative methods:
ii i i ii ij ij ii k k
a b d a a c c d Cx x / / 0
1
= = = + =
+

Lagrange Polynomial:
) ( ) )( ( ) )( (
) ( ) )( ( ) )( (
) (
) ( ) ( ) ( ) ( ) (
1 1 2 1
1 1 2 1
3 3 2 2 1 1
N k k k k k k k
N k k
k
N N
x x x x x x x x x x
x x x x x x x x x x
x L
y x L y x L y x L y x L x p


=
+ + + =
+
+


Numerator of L
k
(x) is product of all (x x
i
) except for (x x
k
)
Denominator of L
k
(x) is product of all (x
k
x
i
) except for (x
k
x
k
)
Newton's Polynomial:
i k i
i
k
i
k
i
k
i i
i i
i
i i
i i
i
N
N
N N
x x
y D y D
y D
x x
Dy Dy
y D
x x
y y
Dy
y D a y D a Dy a y a
x x x x a x x x x a x x a a x p

=
= = = =
+ + + + =
+

+
+
+
+

1
1
1
2
1 2
1
1
1
1
1
2
3 1 2 1 1
1 1 2 1 3 1 2 1
) ( ) ( ) )( ( ) ( ) (




Regression:
Straight line fit:
( ) ( )
x m y
x x n
y x x y x
b
x x n
y x y x n
m b mx y
i i
i i i i i
i i
i i i i
=

= + =




2
2
2
2
2


= =

=
2 2 2
)) ( ( ) (
i i r i t
t
r t
x f y S y y S
S
S S
r
For a straight line fit only:
( ) ( )




=
2
2
2
2
i i i i
i i i i
y y n x x n
y x y x n
r
b m b
y
y
x
x
x
x
y
m y y x x x y
m e y y x x e y
b
b x
/ , / 1
1 1
For
, 10 ) log( ) log( For
, ) ln( For
= = = ' = '
+
=
= = = ' = ' =
= = = ' = ' =
| o
|
o
| o o
| o o
|
|

y Q Ra QR Z y Z Za Z x z z
x z a x z a x z a x z a y
T T T
i j ij
m m
= = = =
+ + + =
: ion decomposit QR ) ( : solution Basic
) ( ) ( ) ( ) ( : squares least General
3 3 2 2 1 1


Integration:
( ) ( )
( ) ( ) ) ( ) ( 4 ) ( 2 ) ( 4 ) ( 2 ) ( 4 ) (
3
) ( ) ( 4 ) (
3
) ( ) ( 2 ) ( 2 ) ( 2 ) ( 2 ) (
2
) ( ) (
2
1 4 3 2 1 0 2 1 0
1 3 2 1 0 1 0
N N
N N
x f x f x f x f x f x f x f
h
I x f x f x f
h
I
x f x f x f x f x f x f
h
I x f x f
h
I
+ + + + + + + = + + =
+ + + + + + = + =

( ) ) ( ) ( 3 ) ( 3 ) (
8
3
3 2 1 0
x f x f x f x f
h
I + + + =
k
k k
k
k j k j
k
k j
j
j j j
I
I I I I
I
h
h h I
, 1
1 , 2 , 1
1
1 , 1 , 1
1
,
1
1
1 ,
1 4
4
2
using estimate

= = = c
n c
0
x
0
c
1
x
1
c
2
x
2
c
3
x
3

2 1 -0.57735 1 0.57735
3 5/9 -0.77459 8/9 0 5/9 0.77459
4 0.347855 -0.861136 0.652145 -0.339981 0.652145 0.339981 0.347855 0.861136

Directly usable only for -1 to 1. For a to b use
Differentiation:
First Derivative Formula Error
Forward (2 point)
| | h x f x f
i i
/ ) ( ) (
1

+
O(h)
Forward (3 point)
| | h x f x f x f
i i i
2 / ) ( 3 ) ( 4 ) (
1 2
+
+ +
O(h
2
)
Backwards (2 point)
| | h x f x f
i i
/ ) ( ) (
1
O(h)
Backwards (3 point)
| | h x f x f x f
i i i
2 / ) ( ) ( 4 ) ( 3
2 1
+ O(h
2
)
Central (2 point)
| | h x f x f
i i
2 / ) ( ) (
1 1 +
O(h
2
)
Central (4 point)
| | h x f x f x f x f
i i i i
12 / ) ( ) ( 8 ) ( 8 ) (
2 1 1 2 + +
+ + O(h
4
)
k
k k
k
k j k j
k
k j
j
j j j
D
D D D D
D
h
h h D
, 1
1 , 2 , 1
1
1 , 1 , 1
1
,
1
1
1 ,
1 4
4
2
using estimate

= = = c
ODE's:
A
Cy y B D
dt
y d
y
dt
dy
D Cy
dt
dy
B
dt
y d
A
y
y y
y y y y
h
y t f y t f
y y h y t f y y
y t f y t f h y y y t f
dt
dy
i
m
i
m
i
m
i
m
i
i
i
i
j
i i i
i
i
j
i i i
i
i i i i i i
'
=
'
' = = + +
<

= =
+
+ = + =
= = + = =
+
+

+
+
+
+
+
+

+
+ +
+ + +
,
iteration with iteration no
2
) , ( ) , (
) , ( : Heun
) , ( : Midpoint ) , ( : Euler ) , (
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1 1
0
2 / 1 2 / 1 1
c
| | |

}

=
|
|
.
|

\
|
|
.
|

\
|
+
+
|
.
|

\
|
~
1
0
2 2 2
) (
n
i
i i
b
a
x
a b a b
f c
a b
dx x f

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