You are on page 1of 49

Lab manuals

Numerical Analysis

Date:

Department of Mechatronics Engineering Wah Engineering College Wah Cantt


List of Experiments
Subject: Numerical Analysis (GS-202)
Semester: 5th
Instructor Name: Sajid khan
Session: Spring 2015
Sr. #

List of Experiments

01

Introduction to MATLAB, Basic Concepts and Functions

02

Implementation of Matrices, Polynomials

03

Implementation of Graphs in MATLAB

04

Implementation of Solution of Transcendental Equations by Bisection Method

05

Implementation of Regula-Falsi Method

06

Implementation of Newton-Raphson Method

07

Implementation of Secant Method

08

Implementation of Fixed Point Iteration Method

09

Implementation of Gauss-Jacobi Method for Solution of System of Linear Equations

10

Implementation of Gauss- Seidel Method for Solution of System of linear Equations

11

Implementation of Interpolation by Newton Forward Difference Formula

12

Implementation of Lagrange Interpolation Formula

13

Implementation of Newtons Divided Difference Formula

14

Implementation of Simpsons Rule

15

Implementation of Solution of First Order Differential Equations by Runge-Kutta


Method

Experiment # 01

Title
Introduction to MATLAB basic concepts, and functions
Wah Engineering College

Page 1

Lab manuals

Numerical Analysis

Date:

Software
MATLAB
Learning objectives
Introduction
The most important elements of the MATLAB screen are the following:

The Command Window: This runs MATLAB functions.

The Command History: This presents a history of the functions introduced in the Command

Window and allows you to copy and execute them.

The Launch Pad: This runs tools and gives you access to documentation for all MathWorks

products currently installed on your computer.

The Current Directory: This shows MATLAB files and execute files (such as opening and search

for content operations).

Help (support): This allows you to search and read the documentation for the complete family

of MATLAB products.

The Workspace: This shows the present contents of the workspace and allows you to make

changes to it.

The Array Editor: This displays the contents of arrays in a tabular format and allows you to edit their
values.

The Editor/Debugger: This allows you to create, edit, and check M-files (files that contain

MATLAB functions).
List of commands

Wah Engineering College

Page 2

Lab manuals

Numerical Analysis

Experiment # 02

Title
Implementation of matrices, and polynomials
Software
MATLAB
Learning Objectives
Introduction

List of commands

Wah Engineering College

Page 3

Date:

Lab manuals

Numerical Analysis

Date:

Experiment # 03

Title
Implementation of Graphs in MATLAB
Software
MATLAB
Learning Objectives
Introduction
MATLAB provides a very good tools for two dimensional, three dimensional plots, 3-D volume visualization
functions, tools for interactively creating plots and the ability to export results to many popular graphics formats. It is
possible to customize plot by adding multiple axes, changing line colures and markers, adding annotations and
legends.
Vector data can be visualized with 3-D plotting functions such as line, area, bar and pie charts, direction and velocity
plots, histograms polygons and surfaces, scatter/bubble plots, and animations. MATLAB provides functions for 2-D
Wah Engineering College

Page 4

Lab manuals

Numerical Analysis

Date:

matrices, 3-D scaler and vector data. In MATLAB one can characterize plots, such as viewing angle, perspective,
lighting effect, light source location and transparency. 3-D plotting functions include surface, contour, mesh, image
plots etc., the graphics commands in MATLAB are very simple and easy to understand.

List of Commands
Command
plot
xlabel
ylabel
semilogx
title
semilogy
grid on
loglog
text
polar
gtext
area
axis
bar
subplot
barh
legend
hist
rose
pie
stairs
stem
compass

Description
To draw a 2-D plot
To label the x-axis
To label the y-axis
Plot
with
linear
scale
y-axis and logarithmic scale x-axis
To
give
a title
to the
figure
Plot
withthe
linear
logarithmic scale y-axis
To
show
grid scale
lines x-axis
on the and
graph
Plot
with
logarithmic
scale
x-axis
and y-axis
To write illustrative text on the graph
Toplace
drawtext
a plot
To
onon
thepolar
graphcoordinates
using the mouse
Same
as
plot
except
area
under
plot is filled with colour
To control the axis of plot
Tosub
draw
vertical
barwindow
graph into sub-graphs
To
divide
graph
Toproduce
draw horizontal
bar graph
To
a boxed legend
on the plot
To draw a histogram
To draw an angle histogram
To draw pie plot
To give staircase plot
To give stem plot
To plot the complex data

3-D plot functions


plot3
bar3
bar3h
pie3

To plot a simple 3-D plot


To plot a 3-D vertical bar graph
To plot a 3-D horizontal bar graph
To plot 3-D pie graph

Tasks
Task 1

Wah Engineering College

Page 5

2-D plot functions

Lab manuals

Numerical Analysis

Date:

Experiment # 04

Title
Implementation of Solution of Transcendental Equations by Bisection Method
Software
MATLAB
Theory
f ( x) 0

The steps to apply the bisection method to find the root of the equation

1. Choose

are

f ( x ) f ( xu ) 0

xu

and
as two guesses for the root such that
, or in other words,
xu
x
sign between
and .
xm
xu
x
f ( x) 0
2. Estimate the root,
, of the equation
as the mid-point between
and
as
x xu
xm =
2
3. Now check the following
f ( x ) f ( xm ) 0
xm
xu x m
x
x x
a) If
, then the root lies between
and ; then
and
.
Wah Engineering College

Page 6

f (x)

changes

Lab manuals

Numerical Analysis

f ( x ) f ( xm ) 0
b) If

xm

Date:
xu

x x m

xu xu

, then the root lies between


and ; then
and
xm
c) If
; then the root is . Stop the algorithm if this is true.
4. Find the new estimate of the root
x xu
xm =
2

f ( x ) f ( x m ) 0

Find the absolute relative approximate error as

xmnew - xmold
a =
100
xmnew
Where
xmnew

= estimated root from present iteration


xmold

= estimated root from previous iteration

5. Compare the absolute relative approximate error


with the pre-specified relative error tolerance . If
a s
, then go to Step 3, else stop the algorithm. Note one should also check whether the number of
iterations is more than the maximum number of iterations allowed. If so, one needs to terminate the
algorithm and notify the user about it.
Code
clc
x0 = -2.0 ;
x1 = -1.0 ;
n = 15
fx0 = x0^5 + x0^3 +4*x0^2 - 3*x0 - 2;
fx1 = x1^5 + x1^3 +4*x1^2 - 3*x1 - 2;
fprintf(' k
x0
xmid
x1 f(xmid)\n');
for k=1:n
xm = x0 + 0.5*(x1-x0);
fm = xm^5 + xm^3 +4*xm^2 - 3*xm - 2;
fprintf('%3d\t %.8f \t %.8f\t %.8f \t %.8e \n',k,x0,xm,x1,fm);
if sign(fm) == sign(fx0)
x0 = xm;
fx0 = fm;
Wah Engineering College

Page 7

Lab manuals

Numerical Analysis

else
x1 = xm;
fx1 = fm;
end
end
Result
n=
15
k
x0
xmid
1
-2.00000000 -1.50000000
2
-2.00000000 -1.75000000
3
-1.75000000 -1.62500000
4
-1.62500000 -1.56250000
5
-1.56250000 -1.53125000
6
-1.53125000 -1.51562500
7
-1.53125000 -1.52343750
8
-1.53125000 -1.52734375
9
-1.53125000 -1.52929688
10
-1.53125000 -1.53027344
11
-1.53027344 -1.52978516
12
-1.52978516 -1.52954102
13
-1.52954102 -1.52941895
14
-1.52941895 -1.52935791
15
-1.52941895 -1.52938843
Conclusions
From this we conclude that

x1
-1.00000000
-1.50000000
-1.50000000
-1.50000000
-1.50000000
-1.50000000
-1.51562500
-1.52343750
-1.52734375
-1.52929688
-1.52929688
-1.52929688
-1.52929688
-1.52929688
-1.52935791

f(xmid)
5.31250000e-001
-6.27246094e+000
-2.18447876e+000
-6.74798012e-001
-3.61247361e-002
2.56196528e-001
1.12228746e-001
3.86045517e-002
1.37858857e-003
-1.73383354e-002
-7.97119735e-003
-3.29413644e-003
-9.57232078e-004
2.10813694e-004
-3.73175328e-004

Bisection method is one of the simplest method.


It is more reliable.
It is not the fastest method for finding roots.

The Bisection Method will always work, once you have found starting points.

It is always possible to find the number of steps required for a given accuracy.

Wah Engineering College

Page 8

Date:

Lab manuals

Numerical Analysis

Date:

Experiment # 05

Title
Implementation of Regula-Falsi Method
Software
MATLAB
Theory
The steps to apply the false-position method to find the root of the equation

1. Choose
between

xL

xL

as two guesses for the root such that

xU
and

are as follows.

f x L f xU 0

xU
and

f x 0

Wah Engineering College

Page 9

, or in other words,

f x

changes sign

Lab manuals
2. Estimate the root,

xr

Numerical Analysis
xr

of the equation

f x 0

Date:

as

xU f x L x L f xU
f x L f xU

3. Now check the following

If

If
If

f x L f xr 0
f x L f xr 0
f x L f xr 0

, then the root lies between

, then the root lies between


, then the root is

xr

xL
xr

and

xr

; then

xU
and

; then

xL xL
x L xr

xU x r
and

xU xU
and

. Stop the algorithm.

4. Find the new estimate of the root

xr

xU f x L x L f xU
f x L f xU

Find the absolute relative approximate error as


a

x rnew x rold
100
x rnew

Where

xrnew
x rold

= estimated root from present iteration

= estimated root from previous iteration

a s

5. Compare the absolute relative approximate error


with the pre-specified relative error tolerance . If
,
then go to step 3, else stop the algorithm. Note one should also check whether the number of iterations is more than
the maximum number of iterations allowed. If so, one needs to terminate the algorithm and notify the user about it.
Note that the false-position and bisection algorithms are quite similar. The only difference is the formula used to
calculate the new estimate of the root
Wah Engineering College

xr

as shown in steps #2 and #4!


Page 10

Lab manuals

Numerical Analysis

Code
clc
clear all
N=15;
a=0;
b=2;
f=@(x)x^2-1;
fprintf('n
a
b
for n=1:N;
c=b-(b-a)/(f(b)-f(a))*f(b);
fprintf('%3d %8.15f %8.15f
if f(a)*f(b)<0
a=a;
b=c;
else
a=c;
b=b;
end
end
Result
n

c
%8.15f

Date:

f(c)\n' )

%8.15f\n',n,a,b,c,f(c))

f(c)

0.000000000000000

2.000000000000000

0.500000000000000

-0.750000000000000

0.000000000000000

0.500000000000000

2.000000000000000

3.000000000000000

2.000000000000000

0.500000000000000

0.800000000000000

-0.360000000000000

2.000000000000000

0.800000000000000

0.928571428571429

-0.137755102040816

2.000000000000000

0.928571428571429

0.975609756097561

-0.048185603807258

2.000000000000000

0.975609756097561

0.991803278688525

-0.016326256382693

2.000000000000000

0.991803278688525

0.997260273972603

-0.005471945956089

2.000000000000000

0.997260273972603

0.999085923217550

-0.001827318028535

2.000000000000000

0.999085923217550

0.999695214873514

-0.000609477358998

10

2.000000000000000

0.999695214873514

0.999898394635237

-0.000203200405876

11 2.000000000000000

0.999898394635237

0.999966130397968

-0.000067738056915

12

2.000000000000000

0.999966130397968

0.999988710005193

-0.000022579862149

13

2.000000000000000

0.999988710005193

0.999996236654235

-0.000007526677367

14

2.000000000000000

0.999996236654235

0.999998745549838

-0.000002508898750

Wah Engineering College

Page 11

Lab manuals
15

2.000000000000000

Numerical Analysis
0.999998745549838

0.999999581849771

Date:
-0.000000836300283

Conclusions
From this we conclude that
It is faster than bisection method.

Experiment # 06

Title
Implementation of Newton Raphson Method
Software
MATLAB
Theory
The steps of the Newton-Raphson method to find the root of an equation
Wah Engineering College

Page 12

f x 0

are

Lab manuals
1. Evaluate

Numerical Analysis
f x

Date:

symbolically

xi
2. Use an initial guess of the root,
f xi
xi 1 = xi
f xi

xi 1
, to estimate the new value of the root,

, as

a
3. Find the absolute relative approximate error
x xi
a = i 1
100
xi 1

as

4. Compare the absolute relative approximate error with the pre-specified relative error tolerance, . If
s
> , then go to Step 2, else stop the algorithm. Also, check if the number of iterations has exceeded the
maximum number of iterations allowed. If so, one needs to terminate the algorithm and notify the user.
Code
clc
clear all
N=10;
fprintf('initial guess=')
x0=1
f=@(x)1+x*tan(x);
fd=@(x)tan(x)+x*sec(x)*sec(x);
fprintf('n
c
f(c)\n')
for n=0:N
c=x0-f(x0)/fd(x0);
fprintf('%3d
%8.15f
%8.15f\n',n,c,f(c))
x0=c;
end
Result
initial guess=
x0 =

Wah Engineering College

Page 13

Lab manuals
n

Numerical Analysis
c

Date:

f(c)

0.486765919321041

1.257616530515499

-0.604585157132899

1.417701383255673

0.290394556555804

1.086782243712915

-1.476238939808956

16.565537805943002

-1.382193568080384

8.241494831553638

-1.197242781124118

4.054526184000185

-0.845944777816717

1.955127027360944

-0.205635654936590

1.042892315640791

2.258861634199093

-1.747710286541552

2.657445406325536

-0.397533477242050

10

2.796127661832952

-0.006319842260502

Conclusions
From this we conclude that

It is the most commonly used method.


The convergence of this method is faster than both Bisection and Regula falsi method.
It can be extended to system of nonlinear equations.
Probability of success is high, only if good starting value is assumed.

Experiment # 07

Title
Implementation of Secant method
Software
MATLAB

Wah Engineering College

Page 14

Lab manuals

Numerical Analysis

Date:

Theory
f ( x) 0

The Newton-Raphson method of solving a nonlinear equation

xi 1 = xi

is given by the iterative formula

f ( xi )
f ( xi )
.. (1)

One of the drawbacks of the Newton-Raphson method is that you have to evaluate the derivative of the function.
With availability of symbolic manipulators such as Maple, MathCAD, MATHEMATICA and MATLAB, this process
has become more convenient. However, it still can be a laborious process, and even intractable if the function is
f (x)
derived as part of a numerical scheme. To overcome these drawbacks, the derivative of the function,
is
approximated as

f ( xi )

f ( xi ) f ( xi 1 )
xi xi 1

. (2)

Substituting Equation (2) in Equation (1) gives

xi 1 xi

f ( xi )( xi xi 1 )
f ( xi ) f ( xi 1 )

. (3)

The above equation is called the secant method. This method now requires two initial guesses, but unlike the
bisection method, the two initial guesses do not need to bracket the root of the equation. The secant method is an
open method and may or may not converge. However, when secant method converges, it will typically converge
faster than the bisection method. However, since the derivative is approximated as given by Equation (2), it typically
converges slower than the Newton-Raphson method.
Code
clc
clear all
N=15;
x0=0.5;
x1=1.5;
fx0=cos(x0)-2*x0+3;
fx1=cos(x1)-2*x1+3;
format short
fprintf('n
x0
x1
x2
f(x2\n')
for n=1:N
x2=x0-(x1-x0)/(fx1-fx0)*fx0;
fx2=cos(x2)-2*x2+3;
fprintf('%3d %8.15f %8.15f %8.15f %8.15f\n',n,x0,x1,x2,fx2)
Wah Engineering College

Page 15

Lab manuals

Numerical Analysis

Date:

x0=x1;
x1=x2;
end
Result
n

x0

x1

x2

f(x2)

1 0.500000000000000 1.500000000000000 1.525201673975402 -0.004824491066630


2 1.500000000000000 1.525201673975402 1.525836798346565 -0.006729213273436
3 1.525201673975402 1.525836798346565 1.525852804543901 -0.006777215696788
4 1.525836798346565 1.525852804543901 1.525853207926867 -0.006778425438360
5 1.525852804543901 1.525853207926867 1.525853218092794 -0.006778455925873
6 1.525853207926867 1.525853218092794 1.525853218348992 -0.006778456694209
7 1.525853218092794 1.525853218348992 1.525853218355449 -0.006778456713573
8 1.525853218348992 1.525853218355449 1.525853218355611 -0.006778456714061
9 1.525853218355449 1.525853218355611 1.525853218355615 -0.006778456714073
10 1.525853218355611 1.525853218355615 1.525853218355615 -0.006778456714073
11 1.525853218355615 1.525853218355615 1.525853218355615 -0.006778456714073
12 1.525853218355615 1.525853218355615 1.525853218355615 -0.006778456714073
13 1.525853218355615 1.525853218355615 1.525853218355615 -0.006778456714073
14 1.525853218355615 1.525853218355615 1.525853218355615 -0.006778456714073
15 1.525853218355615 1.525853218355615 1.525853218355615 -0.006778456714073
Conclusions
From this we conclude that
It does not require evaluation of derivatives.
It is easier to implement than Newtons Raphson method.
It may be used to find complex roots.
Convergence rate is not faster than Newtons Raphson method.

Wah Engineering College

Page 16

Lab manuals

Numerical Analysis

Experiment # 08

Title
Implementation of Fixed Point Iteration Method
Software
MATLAB

Wah Engineering College

Page 17

Date:

Lab manuals

Numerical Analysis

Date:

Theory
In numerical analysis, fixed-point iteration is a method of computing fixed points of iterated functions. More
specifically, given a function defined on the real numbers with real values and given a point
in the domain of ,
the fixed point iteration is
Which gives rise to the sequence
Which is hoped to converge to a point . If
of , i.e.,
More generally, the function

is continuous, then one can prove that the obtained

.
can be defined on any metric space with values in that same space.

Code
clc
clear all
N=15;
x=1;
f=@(x)sin(x)-5*x+2;
fprintf('n
x
c
f(c)\n')
for n=1:N;
c=(sin(x)+2)/5;
fc=sin(c)-5*c+2;
fprintf('%3d %8.15f %8.15f %8.15f\n', n,x,c,f(c))
x=c;
end
Result
n

f(c)

1 1.000000000000000 0.568294196961579 -0.303275837719714


2 0.568294196961579 0.507639029417637 -0.052079782993259
3 0.507639029417637 0.497223072818985 -0.009128653730139
4 0.497223072818985 0.495397342072957 -0.001605448010901
5 0.495397342072957 0.495076252470777 -0.000282512675688
6 0.495076252470777 0.495019749935639 -0.000049719174508
7 0.495019749935639 0.495009806100738 -0.000008750193762
8 0.495009806100738 0.495008056061985 -0.000001539971918
9 0.495008056061985 0.495007748067602 -0.000000271024264
10 0.495007748067602 0.495007693862749 -0.000000047698375
Wah Engineering College

Page 18

is a fixed point

Lab manuals

Numerical Analysis

Date:

11 0.495007693862749 0.495007684323074 -0.000000008394581


12 0.495007684323074 0.495007682644157 -0.000000001477388
13 0.495007682644157 0.495007682348680 -0.000000000260010
14 0.495007682348680 0.495007682296678 -0.000000000045760
15 0.495007682296678 0.495007682287526 -0.000000000008054
Conclusions
From this we conclude that

It is applicable to a wide range of numerical problems.


It is more concrete and definite than other methods.
Its order of convergence beginning at one and increases method get more and more accurate.
It has the potential to find the roots quickly and accurately.

Experiment # 09

Title
Implementation of Gauss-Jacobi Method for Solution of System of Linear Equations
Software
MATLAB
Theory
Given a general set of

equations and

unknowns, we have

a11 x1 a12 x 2 a13 x3 ... a1n x n c1


Wah Engineering College

Page 19

Lab manuals

Numerical Analysis

Date:

a 21 x1 a 22 x 2 a 23 x3 ... a 2 n xn c 2
.

a n1 x1 a n 2 x 2 a n 3 x3 ... a nn x n c n
If the diagonal elements are non-zero, each equation is rewritten for the corresponding unknown, that is, the first
equation is rewritten with
so on as follows

x1

on the left hand side, the second equation is rewritten with

x1

c1 a12 x 2 a13 x3 a1n x n


a11

x2

c 2 a 21 x1 a 23 x3 a 2 n x n
a 22

x n 1
xn

c n 1 a n 1,1 x1 a n 1, 2 x 2 a n 1,n 2 x n 2 a n 1,n x n


a n 1,n 1

c n a n1 x1 a n 2 x 2 a n ,n 1 x n 1
a nn

These equations can be rewritten in a summation form as


n

c1 a1 j x j
x1

j 1
j 1

a11
n

c2 a2 j x j
x2

j 1
j2

a 22

.
.
Wah Engineering College

Page 20

x2

on the left hand side and

Lab manuals

Numerical Analysis

Date:

.
c n 1
x n 1

j 1
j n 1

n 1, j

xj

a n 1,n 1
n

c n a nj x j
j 1
jn

xn

a nn

i
Hence for any row ,
n

ci aij x j
j 1
j i

xi

aii

, i 1,2, , n.

xi

xi

Now to find s, one assumes an initial guess for the s and then uses the rewritten equations to calculate the new
estimates simultaneously. At the end of each iteration, one calculates the absolute relative approximate error for

xi
each

as

x inew x iold
x inew

100

xi

xinew

where

is the recently obtained value of

xi

xiold

, and

is the previous value of

When the absolute relative approximate error for each xi is less than the pre-specified tolerance, the iterations are
stopped.
Code
clc
clear all
N=10;
x0=0;
y0=0;
z0=0;
Wah Engineering College

Page 21

Lab manuals

Numerical Analysis

fprintf(' n
x
y
z\n');
for i=1:N
x=95/83-11/83*y0+4/83*z0;
y=104/52-7/52*x0-13/52*z0;
z=71/29-3/29*x0-8/29*y0;
x0=x;
y0=y;
z0=z;
fprintf('%3d
end

%8.15f

%8.15f

Result
n
x
1
1.144578313253012
2
0.997507270461155
3
1.066749436787128
4
1.052841339383336
5
1.058747659004925
6
1.057496281055922
7
1.058002319367357
8
1.057890257136219
9
1.057933711091246
10
1.057923713271082

%8.5e \n',i,x,y,z)

y
2.000000000000000
1.233853184621776
1.421183407369531
1.355221073661050
1.371803388929915
1.366099488805504
1.367564301124371
1.367070444937255
1.367199638974542
1.367156832195136

z
2.44828e+000
1.77815e+000
2.00471e+000
1.94587e+000
1.96551e+000
1.96032e+000
1.96202e+000
1.96157e+000
1.96172e+000
1.96168e+000

Conclusions
From this we conclude that
It convergence rate is slower than Gauss Seidal method.
It is easy to implement.

Experiment # 10

Title
Implementation of Gauss- Seidel Method for Solution of System of linear Equations
Wah Engineering College

Page 22

Date:

Lab manuals

Numerical Analysis

Date:

Software
MATLAB
Theory
Given a general set of

equations and

unknowns, we have

a11 x1 a12 x 2 a13 x3 ... a1n x n c1


a 21 x1 a 22 x 2 a 23 x3 ... a 2 n x n c 2
.

a n1 x1 a n 2 x 2 a n 3 x3 ... a nn xn c n
If the diagonal elements are non-zero, each equation is rewritten for the corresponding unknown, that is, the first
equation is rewritten with
so on as follows

x1

on the left hand side, the second equation is rewritten with

x1

c1 a12 x 2 a13 x3 a1n x n


a11

x2

c 2 a 21 x1 a 23 x3 a 2 n x n
a 22

x n 1
xn

c n 1 a n 1,1 x1 a n 1, 2 x 2 a n 1,n 2 x n 2 a n 1,n x n


a n 1,n 1

c n a n1 x1 a n 2 x 2 a n ,n 1 x n 1
a nn

These equations can be rewritten in a summation form as

Wah Engineering College

Page 23

x2

on the left hand side and

Lab manuals

Numerical Analysis

Date:

c1 a1 j x j
j 1
j 1

x1

a11
n

c2 a2 j x j
j 1
j2

x2

a 22

.
.
.
c n 1
x n 1

j 1
j n 1

n 1, j

xj

a n 1,n 1
n

c n a nj x j
j 1
jn

xn

a nn

i
Hence for any row ,
n

ci aij x j
j 1
j i

xi

aii

, i 1,2, , n.

xi
Now to find

xi
s, one assumes an initial guess for the

s and then uses the rewritten equations to calculate the new

xi
estimates. Remember, one always uses the most recent estimates to calculate the next estimates,

xi
each iteration, one calculates the absolute relative approximate error for each

Wah Engineering College

Page 24

as

. At the end of

Lab manuals
a

Numerical Analysis

x inew x iold
x inew

100

xi

xinew

where

Date:

is the recently obtained value of

xi

xiold

, and

is the previous value of

When the absolute relative approximate error for each xi is less than the pre-specified tolerance, the iterations are
stopped.
Code
83x+11y-4z=95
7x+52y+13z=104
3x+8y+29z=71
clc
clear all
N=15;
x0=0;
y0=0;
z0=0;
fprintf('apprpxi.
x
y
z\n')
for i=1:N
x(i)=1/83*(95-11*y0-4*z0);
y(i)=1/52*(104-7*x(i)-13*z0);
z(i)=1/29*(71-3*x(i)-8*y(i));
fprintf('%3d %8.15f %8.15f %8.15f\n',i,x(i),y(i),z(i))
x0=x(i);
y0=y(i);
z0=z(i);
end
Result
apprpxi.

1.144578313253012

1.845922150139018

1.820651305487201

0.812195796705084

1.435503124071746

1.968254745424510

0.859475260885696

1.392237720832336

1.975299050023594

0.864869745430722

1.389750464070735

1.975427139694550

0.865193208872816

1.389674898497330

1.975414523634584

0.865203831590253

1.389676622531128

1.975412949137249

Wah Engineering College

Page 25

Lab manuals

Numerical Analysis

0.865203678983236

1.389677036698714

1.975412850671054

0.865203628838915

1.389677068065460

1.975412847205503

0.865203624848891

1.389677069468966

1.975412847231089

10

0.865203624661651

1.389677069487775

1.975412847245271

11 0.865203624658475

1.389677069484657

1.975412847246459

12

0.865203624658830

1.389677069484312

1.975412847246517

13

0.865203624658874

1.389677069484292

1.975412847246519

14

0.865203624658876

1.389677069484291

1.975412847246519

15

0.865203624658876

1.389677069484291

1.975412847246519

Date:

Conclusions
From this we conclude that
It is easy to implement compare to Gauss Jacobi method.
It is much closer to the solution after one iteration compared to Gauss Jacobi method.
It will require less iteration to reach to the convergence.

Wah Engineering College

Page 26

Lab manuals

Numerical Analysis

Date:

Experiment # 11

Title
Implementation of Interpolation by Newton Forward Difference Formula
Software
MATLAB
Theory
Newton's forward difference formula is a finite difference identity giving an interpolated value between tabulated
points

in terms of the first value

and the powers of the forward difference . For

, the formula states


(1)

xi

fi

x0

f0

x1

f1

fi

2fi

3f0 = 2f
2
1- f0
2f1 =
f2 - f1

f2

2f2 =
f3 - f2

f3

f5

Wah Engineering College

Page 27

5f0 = 4
f1- 4f0
4f1 = 3f
3
2 - f1

3f2 = 2f
2
3 - f2
2f3 =
f4 - f3

f4
f4 = f5
- f4

x5

4f0 = 3f
3
1- f0
3f1 = 2f
2
2 - f1

f3 = f4
- f3
x4

5fi

2f0 =
f1- f0

f2 = f3
- f2
x3

4fi

f0 = f1
- f0

f1 = f2
- f1
x2

3fi

Lab manuals

Numerical Analysis

Code
clc
tic
n = 4;
x = [8, 10, 12, 14, 16];
fx = [1000, 1900, 3250, 5400, 8950];
x0=8;
xp=9;
h=2;
p=(xp-x0)/h
F = zeros(n+1, n+1);
F(:, 1) = fx;
for i=1:n
for j=1:i
F(i+1,j+1) = (F(i+1,j)-F(i,j)) ;
end
if i==j
gx=F(i,j)+p*F(i,j)+0.5*p*(p-1)*F(i,j)
break;
end
end
disp('Matrix diagonal entries represents the FORWARD Difference table')
a = diag(F)
b=F
Y=gx
Result
p=
0.5000
gx =
1375
Matrix diagonal entries represents the FORWARD Difference table
a=
1000
900
Wah Engineering College

Page 28

Date:

Lab manuals

Numerical Analysis

0
0
0
b=
1000
1900
3250
5400
8950

0
900
0
0
0

0
0
0
0
0

0
0
0
0
0

0
0
0
0
0

Y=
1375
Conclusions

Wah Engineering College

Page 29

Date:

Lab manuals

Numerical Analysis

Date:

Experiment # 12

Title
Implementation of Lagrange Interpolation Formula
Software
MATLAB
Theory

n
Polynomial interpolation involves finding a polynomial of order
that
n 1
passes through the
data points. One of the methods used to find this
polynomial is called the Lagrangian method of interpolation. Other
methods include Newtons divided difference polynomial method and the
direct method. We discuss the Lagrangian method in this chapter.

The Lagrangian interpolating polynomial is given by


n

f n ( x) Li ( x ) f ( xi )
i 0

Where

f n (x )
in

stands for the

n th

y f (x)

order polynomial that approximates the function

given at

x0 , y 0 , x1 , y1 ,......, xn1 , y n1 , xn , y n
points as

, and
n

Li ( x)
j 0
j i

x xj
xi x j

Li (x )
is a weighting function that includes a product of
Code
clc
clear all
X=[0 1 2 4];
Y = [1 1 2 5];
Wah Engineering College

Page 30

n 1

ji
terms with terms of

omitted?

n 1

data

Lab manuals

Numerical Analysis

x=3;
n = length(X);
if n ~= length(Y)
error('X and Y must be the same length.');
end
y=0;
% initialise sum
for i = 1:n

% loop over sum index

for j = 1:i-1
L = (x-X(j))/(X(i)-X(j)) % multiply next factor
end
for k=1+i:n
L =(x-X(k))/(X(i)-X(k)) % multiply next factor
end
y =y+L*Y(i)
% add next term
end
y
polyfit(X,Y,3)
Result
L=

-2

L=

-0.5000

L=
Wah Engineering College

Page 31

Date:

Lab manuals

Numerical Analysis

0.2500

y=

0.2500

L=

L=

-1

L=

0.3333

y=

Wah Engineering College

Page 32

Date:

Lab manuals

Numerical Analysis

0.5833

L=

1.5000

L=

L=

0.5000

y=

1.5833

L=

0.7500
Wah Engineering College

Page 33

Date:

Lab manuals

Numerical Analysis

L=

0.6667

L=

0.5000

y=

4.0833

y=

4.0833

ans =

-0.0833

0.7500 -0.6667

1.0000

Conclusions
Wah Engineering College

Page 34

Date:

Lab manuals

Numerical Analysis

From this we conclude that


Lagrange interpolation are used to find polynomial expression.

Experiment # 13

Title
Implementation of Newtons Divided Difference Formula
Wah Engineering College

Page 35

Date:

Lab manuals

Numerical Analysis

Date:

Software
MATLAB
Theory
For Newtons divided difference method let us revisit the quadratic polynomial interpolation formula

f 2 ( x) b0 b1 ( x x0 ) b2 ( x x0 )( x x1 )
where

b0 f ( x0 )

b1

f ( x1 ) f ( x0 )
x1 x0

f ( x 2 ) f ( x1 ) f ( x1 ) f ( x0 )

x 2 x1
x1 x 0
b2
x 2 x0

b0 , b1 ,

b0 , b1 ,

b2

Note that
and
are finite divided differences.
and
differences, respectively. We denote the first divided difference by

f [ x0 ] f ( x0 )
the second divided difference by

f [ x1 , x0 ]

f ( x1 ) f ( x0 )
x1 x0

and the third divided difference by

f [ x 2 , x1 , x0 ]

f [ x 2 , x1 ] f [ x1 , x0 ]
x2 x0

f ( x 2 ) f ( x1 ) f ( x1 ) f ( x 0 )

x 2 x1
x1 x0

x2 x0

Wah Engineering College

Page 36

b2

are the first, second, and third finite divided

Lab manuals

Numerical Analysis

f [ x0 ], f [ x1 , x0 ],
where
brackets.

Date:

f [ x 2 , x1 , x0 ]
and

are called bracketed functions of their variables enclosed in square

Rewriting,

f 2 ( x) f [ x0 ] f [ x1 , x0 ]( x x0 ) f [ x 2 , x1 , x0 ]( x x0 )( x x1 )

This leads us to writing the general form of the Newtons divided difference polynomial for

x0 , y0 , x1 , y1 ,......, xn1 , y n1 , xn , y n
, as

f n ( x) b0 b1 ( x x 0 ) .... bn ( x x0 )( x x1 )...( x x n 1 )
where

b0 f [ x0 ]
b1 f [ x1 , x0 ]
b2 f [ x 2 , x1 , x0 ]

bn 1 f [ x n 1 , x n 2 ,...., x0 ]
bn f [ x n , x n 1 ,...., x0 ]

where the definition of the

m th

divided difference is

bm f [ x m ,........, x0 ]

f [ xm ,........, x1 ] f [ xm 1 ,........, x0 ]
xm x0

From the above definition, it can be seen that the divided differences are calculated recursively.

Wah Engineering College

Page 37

n 1

data points,

Lab manuals

Numerical Analysis

Date:

Code
clear all
clc
n = 4;
xa = [8 11 14 17 19];
fx = [1000, 1900, 3250, 5400, 8950];
F = zeros(n+1, n+1);
F(:, 1) = fx
X= zeros(5);
X(:,1)=xa
x=9;
x0=xa(1);
x1=xa(2);
x2=xa(3);
x3=xa(4);
x4=xa(5);
% Compute the Newton divided differences.
for i=1:n
h(1)=xa(i+1)-xa(1);
for j=1:i
F(i+1,j+1) = (F(i+1,j)-F(i,j))/(h(1));
if i==j
gx=F(i,j)+(x-8)*F(i,j)+(x-8)*(x-10)*F(i,j)+(x-8)*(x-10)*(x-12)*F(i,j)+(x-8)*(x-10)*(x-12)*(x-14)*F(i,j);
break;
end
end
end
a = diag(F)
b=gx
Result

F=

1000

1900

3250

5400

Wah Engineering College

Page 38

Lab manuals
8950

Numerical Analysis

X=

11

14

17

19

a=

1.0e+003 *

1.0000
0.3000
-0.0125
0.0016
-0.0001

b=

-17.1639
Wah Engineering College

Page 39

Date:

Lab manuals

Numerical Analysis

Conclusions

Experiment # 14

Title
Implementation of Simpsons Rule
Wah Engineering College

Page 40

Date:

Lab manuals

Numerical Analysis

Date:

Software
MATLAB
Theory
Just like in multiple-segment trapezoidal rule, one can subdivide the interval
Simpsons 1/3 rule repeatedly over every two segments. Note that
equal segments, so that the segment width is given by
h

ba
n

a, b

into

needs to be even. Divide interval

Now
b

xn

x0

f ( x)dx f ( x)dx
where

x0 a
xn b
b

f ( x)dx

x2

f ( x)dx

x0

x4

f ( x)dx ......

x2

xn 2

f ( x)dx

xn 4

xn

f ( x)dx

xn 2

Apply Simpsons 1/3rd Rule over each interval,


b

f ( x )dx ( x

f ( x0 ) 4 f ( x1 ) f ( x2 )
f ( x 2 ) 4 f ( x3 ) f ( x4 )
( x4 x2 )

...
6
6

x0 )

f ( x n 4 ) 4 f ( x n 3 ) f ( x n 2 )
f ( x n 2 ) 4 f ( x n 1 ) f ( x n )
( x n xn 2 )

6
6

( xn2 xn4 )
Since

x i x i 2 2h
i 2, 4, ..., n

Then
Wah Engineering College

Page 41

segments and apply

a, b

into

Lab manuals

Numerical Analysis

Date:

f ( x0 ) 4 f ( x1 ) f ( x 2 )
f ( x 2 ) 4 f ( x3 ) f ( x 4 )
2h

...
6
6

f ( x )dx 2h
a

f ( x n 4 ) 4 f ( x n 3 ) f ( x n 2 )
f ( x n 2 ) 4 f ( x n 1 ) f ( x n )
2h

6
6

2h

h
f ( x0 ) 4 f ( x1 ) f ( x3 ) ... f ( xn1 ) 2 f ( x2 ) f ( x4 ) ... f ( xn2 ) f ( xn )
3

n 1
n2
h

f ( x 0 ) 4 f ( x i ) 2 f ( xi ) f ( x n )

3
i 1
i2
i odd
i even

n 1
n 2
ba
f ( x )dx
f ( x 0 ) 4 f ( x i ) 2 f ( xi ) f ( x n )

3n
i 1
i 2
i odd
i even

Simpson 1/3 Code


clc
clear all
f=@(x)x^3;
a=1;
b=5;
n=b-a;
h=(b-a)/n;
p=0;
for i=a:b
p=p+1;
x(p)=i;
y(p)=i^3;
end
x
y
gx=(h/3)*((y(1)+y(5))+2*(y(3))+4*((y(2)+y(4))))
Result
x=

y=

Wah Engineering College

Page 42

Lab manuals
1

27

Numerical Analysis

64 125

gx =

156
Simpson 3/8 Code
clc
clear all
f=@(x)x^3;
a=1;
b=5;
n=6;
h=(b-a)/n;
p=0;
for i=a:h:b
p=p+1;
x(p)=i;
y(p)=i^3;
end
x
y
gx=((3*h/8)*((y(1)+y(7))+2*(y(4))+3*(y(2)+y(3)+y(5)+y(6) )))

Result
x=

1.0000

1.6667

2.3333

3.0000

3.6667

4.3333

5.0000

y=

1.0000

4.6296 12.7037 27.0000 49.2963 81.3704 125.0000

Wah Engineering College

Page 43

Date:

Lab manuals

Numerical Analysis

Date:

gx =

156.0000
Conclusions

Experiment # 15

Title
Implementation of Solution of First Order Differential Equations by Runge-Kutta Method
Software
MATLAB

Wah Engineering College

Page 44

Lab manuals

Numerical Analysis

Date:

Theory
Runge-Kutta 2nd order method
Eulers method is given by

yi 1 yi f xi , yi h
where

x0 0
y 0 y ( x0 )
h xi 1 xi
To understand the Runge-Kutta 2nd order method, we need to derive Eulers method from the Taylor series.

y i 1 y i

dy
dx

xi 1 xi 1 d

2! dx

xi , yi

y i f ( xi , y i ) xi 1 xi

3! dx

xi 1 xi 2 1 d

2
xi , yi

xi 1 xi 3 ...
xi , yi

1
1
2
3
f ' ( xi , y i ) xi 1 xi f ' ' ( xi , y i ) xi 1 xi ...
2!
3!

As you can see the first two terms of the Taylor series

yi 1 yi f xi , y i h
are Eulers method and hence can be considered to be the Runge-Kutta 1st order method.
The true error in the approximation is given by
Et

f xi , yi 2 f xi , yi 3
h
h ...
2!
3!

So what would a 2nd order method formula look like. It would include one more term of the Taylor series as
follows.
y i 1 y i f xi , y i h

1
f xi , y i h 2
2!

Wah Engineering College

Page 45

Lab manuals

Numerical Analysis

However, we already see the difficulty of having to find


was write the 2nd order method as

f x, y

Date:
in the above method. What Runge and Kutta did

y i 1 y i a1 k1 a 2 k 2 h
where

k1 f x i , y i
k 2 f xi p1 h, y i q11k1 h

This form allows one to take advantage of the 2nd order method without having to calculate

f x, y

Runge-Kutta 4th order method


The formula described in this chapter was developed by Runge. This formula is same as Simpsons 1/3 rule, if
f x, y

x
were only a function of . There are other versions of the 4th order method just like there are several
versions of the second order methods. The formula developed by Kutta is
yi 1 yi

1
k1 3k 2 3k 3 k 4 h
8

where

k1 f x i , y i
1
1

k 2 f xi h, y i hk1
3
3

2
1

k 3 f xi h, y i hk1 hk 2
3
3

k 4 f xi h, y i hk1 hk 2 hk 3

Wah Engineering College

Page 46

Lab manuals

Numerical Analysis

This formula is the same as the Simpsons 3/8 rule, if

f x, y

Date:
x
is only a function of .

Code
clc
clearall
closeall
fx='y*x^2-1.2*y' ;
f=inline(fx) ;
% x0, initial condition
x0=0 ;
% y0, corresponding value of y at x0
y0=1 ;
% xf, x location at where you wish to see the solution to the ODE
xf=2 ;
a2=0.5 ;
% n, number of steps to take
n=5 ;
% Calculates constants used in the method
h=(xf-x0)/n ;
a1=1-a2 ;
p1=1/2/a2 ;
q11=p1 ;
xa(1)=x0 ;
ya(1)=y0 ;
fori=1:n
% Adding Step Size
xa(i+1)=xa(i)+h
% Calculating k1 and k2
k1 = f(xa(i),ya(i))
k2 = f(xa(i)+p1*h,ya(i)+q11*k1*h)
% Using 2nd Order Runge-Kutta formula
ya(i+1)=ya(i)+(a1*k1+a2*k2)*h
end
% The following finds what is called the 'Exact' solution
xspan = [x0 xf]
[x,y]=ode45(f,xspan,y0)
[x' y']
plot(x, y,'r*')
holdon
plot(ya)
Result
xa =
Wah Engineering College

Page 47

Lab manuals
0

Numerical Analysis

0.4000

k1 =
-1.2000
k2 =
-0.5408
ya =
1.0000

0.6518

xa =
0

0.4000

0.8000

k1 =
-0.6779
k2 =
-0.2132
ya =
1.0000

0.6518

0.4736

xa =
0

0.4000

0.8000

1.2000

k1 =
-0.2652
k2 =
0.0882
ya =
1.0000

0.6518

0.4736

0.4382

xa =
0

0.4000

0.8000

1.2000

Wah Engineering College

1.600

Page 48

Date:

Lab manuals

Numerical Analysis

Conclusion

Wah Engineering College

Page 49

Date:

You might also like