MTH-851 Numerical Analysis

Integration & Linear Algebra

Assignment No. 3
Due Date:

21 May 2015

Numerical Quadratures

1. Drive Trapezoidal rule and Simpsons rule using Newtons forwards difference interpolation
polynomial instead of Lagrange interpolation polynomial.
5

2. Show that the error in approximating inf xx20 f (x)dx, using Simpsons rule is h90 f (4) (). Here
(x0 , x2 ).

Composite Numerical Integration

3. Approximate

R2
0

x2 ln(x2 + 1)dx using h = 0.25. Use

a. Composite Trapezoidal rule.

b. Composite Simpsons rule.
c. Composite Midpoint rule
4. Approximate the following integral
e2x sin 3x
0 x 2, n = 6

tanx
0 x 3/8, n = 8

sin2 x 2x sin x + 1
.75 x 1.75, n = 8

a. Composite Trapezoidal rule.

b. Composite Simpsons rule.
c. Composite Midpoint rule
R2
5. The Trapezoidal rule applied to 0 f (x)dx gives the value 4, and Simpsons rule gives the
value 2. What is f (1)?
R2
6. The Trapezoidal rule applied to 0 f (x)dx gives the value 5, and the Midpoint rule gives the
value 4. What value does Simpsons rule give?
7. Derive Simpsons three-eighths rule (the closed rule with n = 3) with error term by using
Theorem 4.2.
8. Derive the open rule with n = 1 with error term by using Theorem 4.3.
9. Suppose that f (0) = 1, f (0.5) = 2.5, f (1) = 2, and f (0.25) = f (0.75) = . Find if the
R1
Composite Trapezoidal rule with n = 4 gives the value 1.75 for 0 f (x)dx.
E-mail address: yali@ceme.nust.edu.pk (Dr. Yasir Ali),
NUST-College of Electrical and Mechanical Engineering.

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10. Determine the values of n and h required to approximate

pute the approximation. Use

R2

1
0 x+4 dx

to within 105 and com-

a. Composite Trapezoidal rule.

b. Composite Simpsons rule.
R3
11. Approximate 1 f (x)dx (with n=8 and n=10) where
(
3(x 1) + 2(x 1)2 (x 1)3 ,
if 1 x 2;
f (x) =
2
3
2 + (x 2) + c(x 2) + d(x 2) , if 2 x 3.

Adaptive Quadrature Methods

12. Show that S(a, (a + b)/2) + S((a + b)/2, b) approximates

it agrees with the computed value S(a, b).

Rb
a

f (x)dx about 15 times better than

13. Compute the Simpsons rule approximations S(a, b), S(a, (a + b)/2) and S((a + b)/2, b) for the
following integrals, and verify the estimate given in the approximation formula.
R 0.35 2
(a) 0
dx
x2 4
R 3.5 x
(b) 3 x2 4 dx
R /2
(c) 0 (6 cos 4x + 4 sin 6x)ex dx

Multiple Integration

14. Approximate
R 2.5 R 1.4
2.1

xy 2 dydx
n=2,m=6
1.2

R 2.2 R 2x
2

(x2 + y 3 )dydx
n=4=m

Improper Integration

15. Solve first and last part of question 1-4 of exercise of IMPROPER INTEGRAL in Burden
and Faires Numerical Analysis.

Linear Algebra
1. Drive the general formula for triangular decomposition of a matrix using Crouts Method.

2. Let

2 1 1

A1 = 3 3 9 , A2 =

3 3 5

5 7 6 5
7 10 8 7
6 8 10 9
5 7 9 10

,
A
=
3

Write factorization using Doolittle Method.

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2
1
0
0

1
4
1
0

0
1
4
1

0
0
1
2

4
2 14

, A4 = 2 17 5

14 5 83

3. Repeat above question with Crouts Method.

4. Repeat above question with Choleskys Method, if possible.
5. Find inverse of A1 , A2 , A3 and A4 .
6. Let B1 = [12 40 30]T = B4 , B2 = [1 0 3 2]T and B3 = [1.5 0.25 0 2.5]T . Write system
of equations using coefficient matrices A1 , A2 A3 and A4 respectively. Find solutions in each
case.
7. Solve the system obtained in above question using Jacobis Method.
8. Repeat the above question using Gauss-Seidals Method.
9. For A1 , A2 A3 and A4 find the largest eigenvalue and corresponding eigenvector by Power
Method.

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