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Solution of Nonlinear Equations

Problem 1.1. Use Fixed Point Iteration method with the starting value x0 = 4 to compute
three approximations for the root of the following quadratic equation:
x2 2x 3 = 0

a) Rearrange given equation to x = 2x + 3.


3
.
b) Rearrange given equation to x =
x2
x2 3
c) Rearrange given equation to x =
.
2
Problem 1.2. Compute first five approximations for the fixed point of the function:

g(x) = 2 x 1
a) Start with x0 = 1.5.
b) Start with x0 = 2.5.

Problem 1.3. Show that function g(x) =

x2 1
has a unique fixed point in [1, 1].
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Problem 1.4. Show that function g(x) = 2x has a unique fixed point in [0, 1].

Problem 1.5. Show that function g(x) = cos x has a unique fixed point in [0, 1].

Problem 1.6. Use Bisection method to find a root within an accuracy of 102 in [0, 1] for
the following nonlinear equation:
3x + sin x ex = 0
Problem 1.7. Use Bisection method to find a zero within an accuracy of 102 in [0, 1] for
the following nonlinear equation:
x3 7x2 + 14x = 6
Problem 1.8. Use Method of False Position to find a root within an accuracy of 102 in
[0, 1] for the following nonlinear equation:
3x + sin x ex = 0
1

Problem 1.9. Use Newton-Raphson Method to find a root within an accuracy of 103 in
[0, 1] for the following nonlinear equation:
3x + sin x ex = 0
Problem 1.10. Use the Newton-Raphson method to find a zero within an accuracy of 102
in [1, 4] for the following nonlinear equation:
x3 2x2 = 5
Problem 1.11. Find the value of 1 +
method.
Problem 1.12. Find the value of

2
2.1

2 within an accuracy of 102 by any numerical

3
9 within an accuracy of 103 by any numerical method.

Solution of Linear Systems of Equations


Direct Methods

Problem 2.1. Solve the following system of equations:


5x1 + 3x2 2x3 = 3
6x2 + x3 = 1
2x3 = 10
by using back-substitution.
Problem 2.2. Using Gaussian Elimination solve the following system of equations:
4x1 2x2 + x3 = 15
3x1 x2 + 4x3 = 8
x1 x2 + 3x3 = 13
without pivoting.
Problem 2.3. Using Gaussian Elimination solve the following system of equations:
x1 + 5x2 + 3x3 = 10
x1 + 3x2 + 2x3 = 5
2x1 + 4x2 6x3 = 4
with trivial pivoting.
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Problem 2.4. Using Gaussian Elimination solve the following system of equations:
2x1 + 4x2 6x3 = 4
x1 + 3x2 + 2x3 = 5
x1 + 5x2 + 3x3 = 10
with partial pivoting.

Problem 2.5. Using Gaussian Elimination solve the following system of equations:
3x1 + x2 + 6x3 = 17
x1 + 3x3 = 5
5x1 + 2x2 x3 = 1
with partial pivoting.

Problem 2.6. Using Gaussian Elimination solve the following system of equations:
2x2 + x4 = 0
2x1 + 2x2 + 3x3 + 2x4 = 2
4x1 3x2 + x4 = 7
6x1 + x2 6x3 x4 = 6
a) With trivial pivoting
b) With partial pivoting

Problem 2.7. Using LU Decomposition solve the following system of equations:


x1 + x2 + 6x3 = 7
x1 + 2x2 + 9x3 = 2
x1 2x2 + 3x3 = 10
Problem 2.8. Using LU Decomposition solve the following system of equations:
4x1 + 8x2 + 4x3 = 8
x1 + 5x2 + 4x3 3x4 = 4
x1 + 4x2 + 7x3 + 2x4 = 10
x1 + 3x2 2x4 = 4
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Problem 2.9. Use LU Decomposition with partial pivoting to solve the following system
of equations:
x1 + 2x2 + 6x3 = 9
4x1 + 8x2 x3 = 11
2x1 + 3x2 + 5x3 = 6
Problem 2.10. Use LU factorization with partial pivoting for A and solve the linear system
Ax = b, where

1
2 1
3
2 , b = 1
A = 0 1
2 1
0
3
Problem 2.11. Use LU factorization with partial pivoting for A and solve the linear system
Ax = b, where

0 5 6
1
A = 1 2 3 , b = 0
0 8 9
0

2.2

Iterative Methods

Problem 2.12. Consider the linear system:


4x y + z = 7
4x 8y + z = 21
2x + y + 5z = 15
Use Jacobi method with the starting values (x0 , y0 , z0 ) = (1, 2, 2) and compute the first two
approximations (x1 , y1 , z1 ) and (x2 , y2 , z2 ).

Problem 2.13. Consider the linear system:


6x 2y + z = 11
2x + 7y + 2z = 5
x + 2y 5z = 1
Use Jacobi method with the starting values (x0 , y0 , z0 ) = (0, 0, 0) and compute the first two
approximations (x1 , y1 , z1 ) and (x2 , y2 , z2 ).

Problem 2.14. Consider the linear system:


2x + y + 5z = 15
4x 8y + z = 21
4x y + z = 7
Use Jacobi method with pivoting starting with values (x0 , y0 , z0 ) = (1, 2, 2) and compute
the first two approximations (x1 , y1 , z1 ) and (x2 , y2 , z2 ).

Problem 2.15. Consider the linear system:


4x y + z = 7
4x 8y + z = 21
2x + y + 5z = 15
Use Gauss-Seidel method with the starting values (x0 , y0 , z0 ) = (1, 2, 2) and compute the
first two approximations (x1 , y1 , z1 ) and (x2 , y2 , z2 ).
Problem 2.16. Consider the linear system:
6x 2y + z = 11
2x + 7y + 2z = 5
x + 2y 5z = 1
Use Gauss-Seidel method with the starting values (x0 , y0 , z0 ) = (0, 0, 0) and compute the
first two approximations (x1 , y1 , z1 ) and (x2 , y2 , z2 ).
Problem 2.17. Consider the linear system:
x 5y z = 8
4x + y z = 13
2x y 6z = 2
Starting with with values (x0 , y0 , z0 ) = (0, 0, 0), compute first three approximations using:
a) Jacobi method
b)Gauss-Seidel method.
Problem 2.18. Solve the following system by using 3-digits with the Gauss-Seidel method
in two steps:
0.002x + 4y = 3.001
2x + y = 1.75
a) Without pivoting
b) With pivoting

Newtons Method for Solution of Nonlinear Systems

Problem 3.1. Consider the nonlinear system of equations:


x2 2x y + 0.5 = 0

x2 + 4y 2 4 = 0

Use the Newtons method with the starting value (x0 , y0 ) = (2.00, 0.25) and compute the
first approximation (x1 , y1 ).

Problem 3.2. Consider the nonlinear system of equations:


x3 + y = 1
y 3 x = 1
Use the Newtons method with the starting value (x0 , y0 ) = (0.5, 0.5) and compute the first
approximation (x1 , y1 ).

Problem 3.3. Consider the nonlinear system of equations:


x+y+x=0
x2 + y 2 + z 2 = 2
x(y + z) = 1
Use the Newtons method with the starting value (x0 , y0 , z0 ) = (0.75, 0.5, 0.5) and compute
the first approximation (x1 , y1 , z1 ).

Problem 3.4. Consider the nonlinear system of equations:


x2 + y 2 = 2
x2 y 2 = 1
a) What is the geometric interpretation of this system?
b) Use the Newtons method with the starting value (x0 , y0 ) = (1.2, 0.7) and compute the
first two approximations (x1 , y1 ) and (x2 , y2 ).

Interpolation and Polynomial Approximation

Problem 4.1. Find the Taylor polynomial of degree N = 3 for f (x) = sin x expanded
about a = 0.

Problem 4.2. Find the Taylor polynomial for f (x) = x3 21x2 + 17 expanded about a = 1.
Problem 4.3. Find the Taylor polynomial of degree N = 5 for f (x) = ln (1 + x) expanded
about a = 0 and find the upper bound for the error when you approximate ln (1.2).

Problem 4.4. Determine the degree of Taylor polynomial PN (x) for f (x) = cos x expanded
6
.
about a = 4 that should be used to approximate cos ( 7
30 ) so that the error is less that 10

Problem 4.5. Determine the degree of Taylor polynomial PN (x) for f (x) = cos x expanded
6
about a = that should be used to approximate cos ( 33
.
32 ) so that the error is less that 10

Problem 4.6. Determine the degree of Taylor polynomial PN (x) for f (x) = ex expanded
about a = 0 that should be used to approximate e0.1 so that the error is less that 106 .

Problem 4.7. Let P8 (x) be the Taylor polynomial of degree N = 8 for function f (x) = ex
expanded about a = 0. Establish the error bounds for the approximation ex P8 (x) if
a) x [1, 1]
b) x [0.5, 0.5]
Problem 4.8. Find the Taylor polynomial of degree N = 3 for f (x) = sin (x) expanded
about a = 0. What is the maximum possible error when the approximation sin (x) P3 (x)
is used for x [0.3, 0.3]? Use this approximation to find sin (120 ).
Problem 4.9. Consider the graph of function f (x) = sin x over interval [0, 2 ].
a) Use two points (0, 0) and ( 2 , 1) to construct a Lagrange linear interpolation polynomial
P1 (x). Use this polynomial to approximate sin ( 2
9 ) and find the upper bound for the error
in this approximation.

b) Use two points ( 6 , 12 ) and ( 3 , 23 ) to construct a Lagrange linear interpolation polynomial


P1 (x). Use this polynomial to approximate sin ( 2
9 ) and find the upper bound for the error
in this approximation.

Problem 4.10. Consider the graph of function f (x) = sin x over interval [0, 2 ]. Use three

points (0, 0), ( 4 , 22 ), and ( 2 , 1) to construct a Lagrange quadratic interpolation polynomial


P2 (x). Use this polynomial to approximate sin ( 2
9 ) and find the upper bound for the error
in this approximation.

Problem 4.11. Let f (x) = x3 4x. Construct the divided-difference table based on the
nodes x0 = 1, x1 = 2, x2 = 3, x3 = 4, x4 = 5, x5 = 6 and find the Newton polynomial
P5 (x).

Problem 4.12. Construct Newton polynomial of degree four, P4 (x) for the data given in
the following table:
xx
f (xk )

4
2.00000

5
2.23607

6
2.44949

7
2.64575

8
2.82843

Problem 4.13. The polynomial P3 (x) = 2(x+1)+x(x+1)2x(x+1)(x1) interpolates


the first four points in the table:
x
y

1
2

0
1

1
2

2
7

3
10

Find the polynomial P4 (x) interpolating all five points. What is the relative error at x = 0.5?

Problem 4.14. In this problem choose the best interpolating method so that it
allows you to add a new data without too many unnecessary calculations all over
again.
a) Construct the interpolating polynomial of degree two, P2 (x) for the unequally spaced
points given in the following table:
x
f (x)

0
6

0.1
5.8

0.2
5.6

b) Then add f (0.3) = 4.9 to the table and construct the interpolating polynomial of degree
three, P3 (x) and calculate P3 (0.15).
c) Now, we have 4 data points, what is the maximum error at x = 0.15 if we used the
interpolating polynomial of degree two, P2 (x)?

Problem 4.15. For a function f , the Newton forward divided-difference table is given by
xk
x0 = 0
x1 = 0.4
x2 = 0.7

f [xk ]
f [x0 ] = A
f [x1 ] = B
f [x2 ] = 6

f [xk1 , xk ]
f [x0 , x1 ] = C
f [x1 , x2 ] = 10

f [xk2 , xk1 , xk ]

f [x0 , x1 , x2 ] =

50
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a) Determine the missing entries A, B, and C in the table.


b) Use the table to approximate f (0.5).

Problem 4.16. Let P3 (x) be the interpolating polynomial for the data (0, 0), (1, A), (2, 4),
5
and (4, 2). Find A if the coefficient of x3 in P3 (x) is 12
.

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