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Numerical Methods
Prepared By:
C A R L O S , A d e l l e Lyn d R .
PA N G A N I B A N , E r r i n M .
S A N T O S , J a n V i n c e n t P.

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Gauss – Jordan Reduction Method
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o A method of solving a linear system of
equation. This is done by transforming the
system's augmented matrix into reduced
row-echelon form by means of row EXAMPLE
operation.
STEPS:
1. Form the augmented matrix
corresponding to the system of linear
equations.
2. Transform the augmented matrix to the
matrix in reduced row echelon form via
elementary row operations.
3. Solve the linear system corresponding to
the matrix in reduced row echelon form.
The solution(s) are also for the system of
linear equations in step 1. 2 2
SOLUTION
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The augmented matrix is now

says x = 1, y = 4 and z = -2

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Gaussian Elimination
Click to edit Method
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o also known as forward elimination
o is a method of solving a linear EXAMPLE
system (consisting of equations
in unknowns) by bringing the augmented
matrix

(augmented
matrix of the
equation)
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SOLUTION
1.Click
Interchange 1st and 2nd equtaion 4. Add -1 times the 2nd eq. to
to edit Master title style the 3rd eq.

2. Divide the 1st equation by 2 5. Multiply the 3rd eq. by -2/3

3. Add -1 times the 1st eq. to

the 3rd eq. The last equation gives z =1, the
second equation gives y = 1. Finally
the first equation goves x = 1.
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Inverse Matrix
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o The inverse of A is A-1 only when:
EXAMPLE (2x2 matrix)
A × A-1 = A-1 × A = I
Sometimes there is no inverse at all.

STEP/S (2x2 matrix):

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INVERSE MATRIX
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SOLUTION (2x2Master
Matrix) title styleTo check:

*REMEMBER:

A × A-1 = A-1 × A = I

INVERSE MATRIX
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STEP/S (3x3 matrix): EXAMPLE (3x3 matrix)

1.Calculating the matrix of minors

2.Turn that into the matrix of cofactors

3.The adjugate (adjoint)

4.Multiply that by 1/determinant.

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INVERSE MATRIX
SOLUTION (3X3 MATRIX)
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1. Matrix of Minors 3. Adjugate (also called Adjoint)

2. Matrix of Cofactors 4. Multiply by 1/Determinant

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INVERSE MATRIX
LClick
U Decomposition Method
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EXAMPLE (2x2 MATRIX)

o is the factorization of a given square

matrix into two triangular matrices, one
upper triangular matrix and one lower
triangular matrix, such that the product
EXAMPLE (3x3 MATRIX)
of these two matrices gives the original
matrix.

o It was introduced by Alan Turing in 1948,

who also created the turing machine.

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L U Decomposition Method
SOLUTION (2x2 Matrix)
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1. R2−4/3R1→ R2 Therefore LU Decomposition of A is,

Now our corresponding

lower triangle matrix L is
going to have 1’s along its
main diagonal.

2. R2+4/3R1→R2

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L U Decomposition Method
SOLUTION (3x3 Matrix)
1.Click to edit Master
R2−4R1→R2 title style
Therefore LU Decomposition of A is,

2. R3−7R1→R3

3. R3−2R2→R3 to obtain U
Now our corresponding
lower triangle matrix L is
going to have 1’s along its
main diagonal.

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L U Decomposition Method
Bisection Method
o Click to editmethod
a numerical Masterintitle style to
Mathematics
find a root of a given function.
o an algorithm that approximates the
location of an x – intercept (a root) of a EXAMPLE)
continuous function.
• Using the Bisection Method, find
STEPS: the three approximations of the
1. Verify the Bisection Method can be used. root of . Determine the
2. Find the first approximation to the root maximum error possible in using
and its associated error. each approximation.
3. Use the midpoint to find a smaller interval
so we can improve our approximation.
4. Find the second approximation and its
associated error.
5. Find the next interval.
6. Find the third approximation and its
associated error. 13 13

Bisection Method
 SOLUTION
3. Use the midpoint to find a smaller interval so we
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1. Verify the Bisection Method can be used.
can improve our approximation.

2. Find the first approximation to the root and its

associated error. 4. Find the second approximation and its associated
error.

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Bisection Method
 SOLUTION
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5. Find the next interval.
Final Answer

6. Find the third approximation and its

associated error.

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Bisection Method
Secant Method
Click
The to edit
secant Master
method title stylefor
is a technique finding
the root of a scalar-valued function f(x) of a
single variable x when no information about EXAMPLE
the derivative exists. It is similar in many ways to To demonstrate this rate of
the false-position method, but trades the convergence, we will take
possibility of non-convergence for faster the quadratic polynomial
convergence. with a simple root at 0: p(x)
= x2 + x. Starting with the
points x0 = 1 and x1 = 0.5,
we get the sequence of
approximations

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SOLUTION
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Approximations Master title style
1.0
5.0e-1
2.0e-1
5.8824e-2
9.3458e-3
5.1467e-4
4.7630e-6
2.4501e-9
1.1670e-14
2.8592e-23
3.3367e-37
9.5402e-60
3.1832e-96
3.0369e-155
9.6672e-251 17 17
Newton-raphson Method
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o is a root-finding algorithm that uses
the
first few terms of the Taylor Series of a
EXAMPLE
function in the vicinity of a
suspected root.
o also known as Newton’s Iteration.
Let us find an approximation
to to ten decimal places.

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 2
SOLUTION
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1
style

It is quite remarkable
that the results stabilize
for more than ten
decimal places after
only 5 iterations! 19 19
Interpolation Method
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o Interpolation is the process of using points with known values or sample
points to estimate values at other unknown points.
o It can be used to predict unknown values for any geographic point
data, such as elevation, rainfall, chemical concentrations, noise levels,
and so on.
TYPES OF INTERPOLATION
1. Linear interpolation is the simplest method of
getting values at positions in between the data
points. The points are simply joined by straight
line segments.

2. Cosine interpolation often a smoother

interpolating function. A suitable orientated
piece of a cosine function serves to provide a
smooth transition between adjacent segments. 20 20
TYPES OF INTERPOLATION
3.Click
Cubictointerpolation
edit Master titlesimplest
is the style method
that offers true continuity between the
segments. As such it requires more than just
the two endpoints of the segment but also the
two points on either side of them.

4. Hermite interpolation like cubic requires 4

points so that it can achieve a higher degree
of continuity. In addition it has nice tension
and biasing controls. Tension can be used to
tighten up the curvature at the known points.

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Divided Difference
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The divided difference , sometimes also denoted

(Abramowitz and Stegun 1972), on n+1 points x0,x1, ..., xn of a function f(x) is
defined by f[x0]=f(x0) and

For 𝑛 ≥ 1. The first few differences are

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Defining
And taking the derivative
Gives the identity

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Divided Difference
 Click to
Least Square
edit Master
Approximation
title style
The point cloud is given by n
points with coordinates {xi,yi}. The aim is
to estimate â and 𝑏෠ where y(x)= âx+𝑏෠
will fit the point cloud as mush as
possible. We want to minimize for each
point xi the difference between yi and
y(xi), ie. we want to minimize

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The matrix form of the system is given by: The system is now given by:

The optimal solution is given by:

Let’s define A, B, 𝑥ො

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Least Square Approximation

 Trapezoidal
Click to editRule
Master title style
Integration is the process of measuring the
area under a function plotted graph.

Where:
f(x) is the integrand
a= lower limit of integration
b= upper limit of integration

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Basis of Trapezoidal Rule
Click Trapezoidal
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Rule is based on the
Newton-Cotes Formula that states if one
can approximate the integrand as an nth
order polynomial Trapezoidal Rule assumes n=1, that
is, the area under the linear
where polynomial,

and

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Trapezoidal Rule
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Derivation ofMaster
the Trapezoidal
title style Rule

Method Derived From Geometry

The area under the curve is a
trapezoid.
The integral

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Click to edit
Simpson’s 1/3Master
Rule title style

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Simpson’s 1/3 Rule

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Simpson’s 1/3 Rule

Since for Simpson’s 1/3rd Rule, the
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interval [a, b] is broken into 2 segments,
the segment width

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Simpson’s 1/3 Rule

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Simpson’s 3/8Master
Rule title style

Simpsons 1/3 rule for In a similar fashion, Simpson

integration can be derived by rule for integration can be
replacing the given function f(x) derived by replacing the given
with the 2nd –order (or quadratic) function f(x) with the 3rd-order (or
polynomial function cubic) polynomial (passing
through 4 known data points)
function
defined as:

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Click toasedit
defined Master title style

can be symbolically represented

as

Thus,
can be expressed in matrix
notation as

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Simpson’s 3/8 Rule

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Integrating the right-hand-side of

the above equations, one
obtains

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Simpson’s 3/8 Rule

Since hence
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the previous equation becomes

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Simpson’s 3/8 Rule

Click toMethod
Euler’s edit Master title style

In mathematics and computational science, the Euler method

(also called forward Euler method) is a first-order numerical procedure
for solving ordinary differential equations (ODEs) with a given initial
value. It is the most basic explicit method for numerical integration of
ordinary differential equations and is the simplest Runge–Kutta method.
The Euler method is named after Leonhard Euler.
Euler's Method is a form of numerical integration — a way to
approximate the solution of a first-order differential equation where the
initial point on the solution curve is known, but the shape of the curve is
unknown.

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Formula:

Example:

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Euler’s Method
Click to editApproximate
Successive Master title (Picard's
style Iterative Method)

A method for estimating the value of an unknown quantity by re

peated comparison to a sequence of known quantities.
We assume that we want to solve the differential
equation dydt=f(t,y) with the initial condition y(0)=0. This assumption will
make the calculations that follow much simpler, and furthermore, we
can always transform the differential equation dydt=f(y,t) with the initial
condition y(t0)=y0 into a different differential equation with the initial
condition y(0)=0 using substituions (by letting s=t−t0 and v=y−y0 as you
should verify).

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Example

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Successive Approximate
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Taylor’s Theorem
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Taylor's theorem gives an approximation of a k times

differentiable function around a given point by a k-th order Taylor
polynomial. Taylor's theorem states that any function satisfying certain
conditions may be represented by a Taylor series.

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Runge–Kutta methodstitle style

The Runge–Kutta methods are a family of implicit and explicit

iterative methods, which include the well-known routine called the
Euler Method, used in temporal discretization for the approximate
solutions of ordinary differential equations. These methods were
developed around 1900 by the German mathematicians Carl Runge
and Martin Kutta. It is the generalization of the concept used in
Modified Euler's method.

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In summary, then, each of

the ki gives us an estimate of the
size of the y-jump made by the
actual solution across the whole
width of the interval. The first one
uses Euler's Method, the next two
use estimates of the slope of the
solution at the midpoint, and the
last one uses an estimate of the
slope at the right end-point. Each
ki uses the earlier ki as a basis for
its prediction of the y-jump.

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Runge–Kutta methods