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Preface | |
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Background to Numerical Methods | |
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Introduction | |
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Number Systems and their Conversions | |
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Representation of Negative Numbers | |
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Addition and Subtraction Rules | |
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Binary Multiplication and Division | |
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Fixed-point Representation | |
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Floating-point Representation | |
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Actual Computer Number System | |
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Scope of Mathematical and Numerical Methods | |
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Introduction | |
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Numerical Methods | |
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Mathematical Formula and Numerical Computation | |
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Stability of Numerical Solution | |
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Safeguard For Wrong Use of Mathematical Results | |
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Practical Guidelines For Numerical Computation | |
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Remarks | |
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Errors and their Propagation | |
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Introduction | |
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Basic Sources of Errors | |
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Errors in Measurement | |
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Absolute, Relative, and Percentage Errors | |
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Errors in Infinite-precision Representation | |
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Error Propagation | |
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Process Graphs for Propagated Errors | |
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Extended Additions and Multiplications | |
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Error Analysis | |
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Truncation Error | |
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Error Bounds in Number Approximation | |
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A Complete Computational Problem | |
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Programming Tools and Techniques | |
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Introduction | |
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Algorithms | |
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Flow Chart | |
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Basic | |
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Fortran | |
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Pascal | |
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C | |
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Matlab | |
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Mathematica | |
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C, Pascal, and Fortran Constructs | |
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Example 1 | |
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Example 2 | |
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Solutions of Algebraic and Transcendental Equations | |
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Introduction | |
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Initial Work and First Approximation | |
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Method of Bisection | |
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Regula falsi (Method of False Position) | |
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Bisection Method vs Regula Falsi Method | |
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Ridders' Method | |
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General Iterative Methods | |
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Linear Iterative Method | |
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Aitken's-$$ Method | |
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Newton-Raphson Method | |
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Secant Method | |
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Kizner's Method | |
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Brent's Method | |
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Polynomial Equations | |
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Iterative Methods for Polynomial Equations | |
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Laguerre's Method | |
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M�ller's Method | |
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Bairstow-Hitchcock Method for Complex Roots | |
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Bernoulli's Method | |
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Graeffe's Root-squaring Method | |
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Quotient-Difference (QD) Algorithm | |
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Comments and Discussions With Examples | |
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Applications | |
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Numerical Solutions of Linear Equations: Direct Methods | |
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Introduction | |
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Gaussian Elimination and Triangular Systems | |
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Gauss-Jordan Method | |
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Error and Sensitivity Analysis | |
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Iterative Refinement with Gaussian Elimination | |
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Wilkinson Algorithm | |
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Cholesky Factorization | |
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Complex System of Linear Equations | |
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Numerical Solutions for Matrix Inversion | |
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Introduction | |
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Two-array Method | |
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Gauss-Jordan Two-array Method with Pivoting | |
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Inverse in Place without Pivoting | |
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Inverse in Place with Pivoting | |
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Inverse of Triangular Matrices | |
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Inverse of Complex Matrices | |
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Iterative Procedure | |
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Numerical Solutions of Linear Systems of Equations: Iterative Methods | |
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Introduction | |
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Nature of Iterative Methods for Linear Equations | |
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Point Iterative Methods | |
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Computational Techniques for Point Iterative Methods | |
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Block Iterative Methods | |
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Linear Least-Squares Problem | |
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Introduction | |
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Existence of Solution: Normal Equations | |
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Solution of Normal Equations | |
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Orthogonalization Process | |
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Solution of Linear Least-squares Problem | |
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Recursive Least-square Problem | |
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Numerical Solutions of Systems of Non-linear Equations | |
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Introduction | |
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The Problem | |
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Generalized Linear Iterative Method | |
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Newton's Method | |
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Generalized Linear Methods | |
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Steepest Descentor Gradient Method | |
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Eigenvalues and Eigenvectors | |
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Introduction | |
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The Problem | |
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Polynomial Method | |
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Danilevsky Method | |
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Power and Inverse Power Methods | |
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Eigenvalues and Eigenvectors of Symmetric Matrices | |
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Eigenpair from Tri-diagonal Matrix | |
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Eigenvalues by QL Method | |
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Eigenvalues by QR Method | |
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Eigenvalues and Eigenvectors by LU Method | |
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Generalized Eigenvalue Problem | |
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Methods for Non-symmetric Matrices | |
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Interpolation and Extrapolation | |
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Introduction | |
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Linear Method of Interpolation | |
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Lagrangian Method of Interpolation | |
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Iterated Linear Interpolation | |
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Newton's Divided Difference Interpolation | |
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Difference Operators | |
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Equal Interval Finite Difference Methods | |
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Different Finite Difference Interpolation Formulae | |
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Correction of Tabular Values | |
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Inverse Interpolation | |
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Osculating Polynomials | |
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Chebyshev Interpolation | |
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Multi-dimensional Interpolation | |
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Piecewise Polynomial Interpolation | |
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Numerical Differentiation | |
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Introduction | |
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Differentiation | |
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Differentiation Formulae for Numerical Computation | |
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Computational Problems | |
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Extrapolation in Derivative Computation | |
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Application to Solving Differential Equation | |
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Numerical Integration | |
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Quadrature Formula | |
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Methods Based on Difference Polynomials | |
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Computers in Numerical Integration | |
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Error Analysis in Trapezoidal Rule | |
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Romberg Integration | |
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Adaptive Quadrature | |
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Gaussian Quadrature | |
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Orthogonal Polynomials | |
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Lagrangian Interpolating Polynomials | |
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Gaussian Quadrature Problem | |
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Use of Gaussian Quadrature | |
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Comparison of Integration Formulae | |
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Spline Integration | |
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Integrals Within Finite Range of Integration | |
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Singular Integrals | |
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Multiple Integration | |
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Application of Quadrature Rules | |
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Numerical Integration Using Monte Carlo Method | |
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Numerical Solutions of Ordinary Differential Equations: Initial Value Problem | |
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Introduction | |
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First-order Differential Equation | |
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Intuitive Meaning of Solution to Differential Equation | |
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Theoretical Results | |
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Semi-numeric Method | |
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Simple Difference Methods | |
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Single-step Methods | |
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Runge-Kutta (RK) Methods | |
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Multi-step Methods | |
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Predictor-Corrector (PC) Methods | |
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Multi-valued Methods | |
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Choosing a Method | |
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System of First-order Ordinary Differential Equations | |
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Numerical Solutions of Ordinary Differential Equations: Boundary Value Problems | |
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Introduction | |
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Problem | |
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Shooting Methods | |
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Finite Difference Methods | |
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Finite Elements Methods | |
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Relaxation Methods | |
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Numerical Solutions of Partial Differential Equations | |
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Introduction | |
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Definitions and Terminology | |
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Classification of Partial Differential Equations | |
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Some Standard Partial Differential Equations | |
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Methodology to Solve Partial Differential Equations | |
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Numerical Solutions of Parabolic Partial Differential Equations | |
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Introduction | |
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Heat Equation | |
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Why Numerical Methods? | |
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Explicit Methods | |
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Implicit Method | |
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Unified Explicit and Implicit Scheme | |
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Iterative Methods | |
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Improves Patial Accuracy | |
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Generalization | |
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Non-linear Parabolic Partial Differential Equations | |
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Parabolic Partial Differential Equation in 2D or 3D | |
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Alternating Direction Implicit (ADI) Method | |
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Numerical Solutions of Hyperbolic Partial Differential Equations | |
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Introduction | |
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Derivation of Wave Equation | |
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Simple Finite Difference Methods | |
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Second-order Hyperbolic Equations | |
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Method of Characteristics for Hyperbolic Partial Differential Equations | |
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Hyperbolic Differential Equations in 2D or 3D | |
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Numerical Solutions of Elliptic Partial Differential Equations | |
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Introduction | |
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Direct Method | |
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Finite Difference Methods | |
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ADI Method | |
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Relaxation Methods | |
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Finite Element Methods | |
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Advances in Numerical Methods Using Parallel Computing Paradigm | |
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Introduction | |
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Parallel Computing | |
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Parallel Programming | |
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Basic Numerical Operations in Parallel Computing | |
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Root of One-dimensional Non-linear Equation | |
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Interpolation | |
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Integration | |
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System of Linear Equations | |
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Differential Equations | |
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Numerical Methods Using Neural Networks | |
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Introduction | |
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Biological Neural Network | |
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Artificial Neural Network | |
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Network Architecture | |
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Learning | |
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Multi-layer Perceptron (MLP) | |
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Radial Basis Function (RBF) Neural Network | |
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Hopfield Network | |
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Function Approximation Using MLP | |
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Numerical Differentiation Using RBF | |
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Numerical Integration Using MLP | |
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Solution of Non-linear Equations Using Neural Networks | |
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Matrix Inversion Using Hopfield Network | |
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System of Linear Equations | |
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Eigenvalues and Eigenvectors Computation | |
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Interpolation Using Neural Networks | |
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Extrapolation Using Neural Networks | |
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Neural Networks for Differential Equations | |
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Numerical Solutions of Difference Equations | |
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Introduction | |
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Difference Equations | |
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Computational Problems | |
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Second-order Boundary Value Problem | |
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Answers | |
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Bibliography | |
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Index | |