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Elementary Numerical Analysis: NPTEL Lectures On

This document contains a 10 question exam on elementary numerical analysis concepts. The questions cover topics like: 1) uniqueness of polynomials that satisfy certain properties, 2) divided differences and recurrence formulas, 3) derivation of the Trapezoidal rule and composite Trapezoidal rule, 4) determining the degree of precision of certain quadrature rules, 5) interpreting numerical quadrature rules obtained from Romberg integration, 6) derivatives of divided differences, 7) complexity of Gauss elimination on tridiagonal matrices, 8) LU decomposition, and 9) properties of determinants of principal submatrices and positive definiteness. The exam was given to test understanding of fundamental numerical analysis topics.

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احمد السيد
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34 views2 pages

Elementary Numerical Analysis: NPTEL Lectures On

This document contains a 10 question exam on elementary numerical analysis concepts. The questions cover topics like: 1) uniqueness of polynomials that satisfy certain properties, 2) divided differences and recurrence formulas, 3) derivation of the Trapezoidal rule and composite Trapezoidal rule, 4) determining the degree of precision of certain quadrature rules, 5) interpreting numerical quadrature rules obtained from Romberg integration, 6) derivatives of divided differences, 7) complexity of Gauss elimination on tridiagonal matrices, 8) LU decomposition, and 9) properties of determinants of principal submatrices and positive definiteness. The exam was given to test understanding of fundamental numerical analysis topics.

Uploaded by

احمد السيد
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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NPTEL lectures on

Elementary Numerical Analysis


by

Professor Rekha P. Kulkarni

Department of Mathematics

Indian Institute of Technology Bombay

Examination 1

Time: 2 hours Marks: 30

1. Let f : [a, b] IR and x0 , x1 , , xk be k + 1 distinct points in [a, b]. Show that there exists a
unique polynomial pk of degree k such that

pk (xj ) = f (xj ), j = 0, 1, , k.

(3 marks)

2. Define the divided difference f [x0 , x1 , , xk ] as the coefficient of xk in pk in Q.1. Prove the
following recurrence formula:

f [x1 , x2 , , xk ] f [x0 , x1 , , xk1 ]


f [x0 , x1 , , xk ] = .
xk x0
(3 marks)
Rb
3. Derive the Trapezoidal rule along with the error formula for approximation of a
f (x)dx.
(3 marks)

4. Consider the quadrature rule


Z 1  
1 1 2
f (x)dx f (0) + 3f ( ) + 3f ( ) + f (1) .
0 8 3 3

Determine the degree of precision of this rule, that is, find the highest degree of polynomial for
which the above rule is exact. (3 marks)

1
5. Let f : [a, b] IR be a 4 times continuously differentiable function. For n even, consider

a = t0 < t1 < < tn = b,

an uniform partition of [a, b] with

ba
h = ti+1 ti = , i = 0, 1, , n 1.
n
Let Tn denote the composite Trapezoidal rule associated with the above partition which approx-
Rb
imates a f (x)dx. Consider the first step of Romberg integration based on Tn and T n2 so as to
eliminate the term containing h2 in the asymptotic expansion. Interprete the result which you
obtain as an appropriate numerical quadrature rule. (3 marks)

6. Let f : [a, b] IR be a thrice differentiable function and x0 [a, b]. Show that

d
f [x0 , x] = f [x0 , x, x].
dx
(3 marks)

7. Let A = [aij ] be an n n invertible tridiagonal matrix, that is aij = 0 if |i j| > 1. Compute the
number of operations needed to solve the system Ax = b by Gauss elimination without partial
pivoting. (3 marks)

8. Find the LU decomposition of the following matrix.



1 2 3 4
2 5 8 11

A= .
3 8 14 20
4 11 20 30

(3 marks)

9. Let A be an n n invertible matrix such that A = LU, where L is a unit lower triangular
matrix and U is an upper triangular matrix. For 1 k n, let Ak denote the principal
leading submatrix of A formed by the first k rows and the first k columns of A. Show that
det(Ak ) 6= 0, k = 1, 2, , n. (3 marks)

10. Let M be an invertible n n matrix and A = M M T . Show that A is positive-definite.


(3 marks)

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