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Numerical methods using MATLAB 4th Edition John. H.
Mathews Digital Instant Download
Author(s): John. H. Mathews, Kurtis D. Fink
ISBN(s): 9780130652485, 0130652482
Edition: 4th
File Details: PDF, 3.22 MB
Year: 2004
Language: english
Numerical Methods
Using MATLAB
Fourth Edition
John. H. Mathews
California State University, Fullerton
Kurtis D. Fink
Northwest Missouri State University
Upper Saddle River, New Jersey 07458
Library of Congress Cataloging-in-Publication Data
Numerical methods using MATLAB/John H. Mathews,
Kurtis D. Fink—4th ed.
p. cm.
Includes index
ISBN 0-13-065248-2
1. Numerical analysis–Data processing. 2. MATLAB. I. Fink, Kurtis D.
II. Title.
QA297.M39 2004
518–dc22 2003061022
Editor-in-Chief: Sally Yagan
Acquisitions Editor: George Lobell
Production Editor: Lynn Savino Wendel
Vice President/Director of Production and Manufacturing: David W. Riccardi
Senior Managing Editor: Linda Mihatov Behrens
Assistant Managing Editor: Bayani Mendoza de Leon
Executive Managing Editor: Kathleen Schiaparelli
Assisant Manufacturing Manager/Buyer: Michael Bell
Manufacturing Manager: Trudy Pisciotti
Marketing Manager: Halee Dinsey
Marketing Assistant: Rachael Beckman
Art Director: Jayne Conte
Editorial Assistant: Jennifer Brady
Cover Designer: Bruce Kenselaar
Cover Photo Credits: Fans Quilt, Quiltmaker unidentified, initialed “PM” Indiana 1925–1935
Cotton, wool, and rayon, with cotton embroidery 82 × 71 1/2”
Collection American Folk Art Museum, New York Gift of David Pottinger 1980.37.86
c 2004, 1999 by Pearson Education, Inc.
Pearson Prentice Hall
Pearson Education, Inc.
Upper Saddle River, New Jersey 07458
Formerly published under the title Numerical Methods for Mathematics,
Science, and Engineering,
c 1992, 1987 by John H. Mathews.
All rights reserved. No part of this book may
be reproduced, in any form or by any means,
without permission in writing from the publisher.
Pearson Prentice Hall
R
is a trademark of Pearson Education, Inc.
Printed in the United States of America
10 9 8 7 6 5 4 3 2 1
ISBN 0-13-065248-2
Pearson Education LTD., London
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Pearson Education North Asia Ltd, Hong Kong
Pearson Education Canada, Ltd., Toronto
Pearson Educacion de Mexico, S.A. de C.V.
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Contents
Preface vii
1 Preliminaries 1
1.1 Review of Calculus 2
1.2 Binary Numbers 13
1.3 Error Analysis 24
2 Solution of Nonlinear Equations
f (x) = 0 40
2.1 Iteration for Solving x = g(x) 41
2.2 Bracketing Methods for Locating a Root 51
2.3 Initial Approximation and Convergence Criteria 62
2.4 Newton-Raphson and Secant Methods 70
2.5 Aitken’s Process and Steffensen’s and
Muller’s Methods (Optional) 90
3 Solution of Linear Systems AX = B 101
3.1 Introduction to Vectors and Matrices 101
3.2 Properties of Vectors and Matrices 109
3.3 Upper-Triangular Linear Systems 120
iii
iv C ONTENTS
3.4 Gaussian Elimination and Pivoting 125
3.5 Triangular Factorization 141
3.6 Iterative Methods for Linear Systems 156
3.7 Iteration for Nonlinear Systems: Seidel and
Newton’s Methods (Optional) 167
4 Interpolation and Polynomial
Approximation 186
4.1 Taylor Series and Calculation of Functions 187
4.2 Introduction to Interpolation 199
4.3 Lagrange Approximation 206
4.4 Newton Polynomials 220
4.5 Chebyshev Polynomials (Optional) 230
4.6 Padé Approximations 242
5 Curve Fitting 252
5.1 Least-Squares Line 253
5.2 Methods of Curve Fitting 263
5.3 Interpolation by Spline Functions 279
5.4 Fourier Series and Trigonometric Polynomials 297
5.5 Bézier Curves 310
6 Numerical Differentiation 320
6.1 Approximating the Derivative 321
6.2 Numerical Differentiation Formulas 339
7 Numerical Integration 352
7.1 Introduction to Quadrature 353
7.2 Composite Trapezoidal and Simpson’s Rule 364
7.3 Recursive Rules and Romberg Integration 378
7.4 Adaptive Quadrature 392
7.5 Gauss-Legendre Integration (Optional) 399
C ONTENTS v
8 Numerical Optimization 409
8.1 Minimization of a Function of One Variable 410
8.2 Nelder-Mead and Powell’s Methods 431
8.3 Gradient and Newton’s Methods 446
9 Solution of Differential Equations 458
9.1 Introduction to Differential Equations 459
9.2 Euler’s Method 465
9.3 Heun’s Method 475
9.4 Taylor Series Method 482
9.5 Runge-Kutta Methods 489
9.6 Predictor-Corrector Methods 505
9.7 Systems of Differential Equations 518
9.8 Boundary Value Problems 528
9.9 Finite-Difference Method 536
10 Solution of Partial Differential Equations 544
10.1 Hyperbolic Equations 546
10.2 Parabolic Equations 556
10.3 Elliptic Equations 568
11 Eigenvalues and Eigenvectors 585
11.1 Homogeneous Systems: Eigenvalue Problem 586
11.2 Power Method 598
11.3 Jacobi’s Method 611
11.4 Eigenvalues of Symmetric Matrices 624
Appendix: Introduction to MATLAB 638
Answers to Selected Exercises 646
Index 673
Preface
This book provides a fundamental introduction to numerical analysis suitable for un-
dergraduate students in mathematics, computer science, physical sciences, and engi-
neering. It is assumed that the reader is familiar with calculus and has taken a struc-
tured programming course. The text has enough material fitted modularly for either a
single-term course or a year sequence. In short, the book contains enough material so
that instructors will be able to select topics appropriate to their needs.
Students of various backgrounds should find numerical methods quite interesting
and useful, and this is kept in mind throughout the book. Thus, there is a wide vari-
ety of examples and problems that help to sharpen one’s skill in both the theory and
practice of numerical analysis. Computer calculations are presented in the form of ta-
bles and graphs whenever possible so that the resulting numerical approximations are
easier to visualize and interpret. MATLAB programs are the vehicle for presenting the
underlying numerical algorithms.
Emphasis is placed on understanding why numerical methods work and their lim-
itations. This is challenging and involves a balance between theory, error analysis,
and readability. An error analysis for each method is presented in a fashion that is
appropriate for the method at hand, yet does not turn off the reader. A mathematical
derivation for each method is given that uses elementary results and builds the student’s
understanding of calculus. Computer assignments using MATLAB give students an
opportunity to practice their skills at scientific programming.
Shorter numerical exercises can be carried out with a pocket calculator/computer,
and the longer ones can be done using MATLAB subroutines. It is left for the instruc-
tor to guide the students regarding the pedagogical use of numerical computations.
Each instructor can make assignments that are appropriate to the available comput-
vii
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Unit 1: Problem-solving strategies and techniques
Learning Objective 1: Comparative analysis and synthesis
• Theoretical framework and methodology
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 1: Diagram/Chart/Graph]
Learning Objective 2: Case studies and real-world applications
• Comparative analysis and synthesis
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Learning Objective 3: Assessment criteria and rubrics
• Research findings and conclusions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Learning Objective 4: Critical analysis and evaluation
• Comparative analysis and synthesis
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 4: Diagram/Chart/Graph]
Learning Objective 5: Learning outcomes and objectives
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Historical development and evolution
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 6: Diagram/Chart/Graph]
Note: Fundamental concepts and principles
• Critical analysis and evaluation
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Important: Comparative analysis and synthesis
• Study tips and learning strategies
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Practice Problem 8: Best practices and recommendations
• Comparative analysis and synthesis
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Key Concept: Practical applications and examples
• Assessment criteria and rubrics
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Conclusion 2: Key terms and definitions
Definition: Literature review and discussion
• Interdisciplinary approaches
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Remember: Statistical analysis and interpretation
• Best practices and recommendations
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
[Figure 12: Diagram/Chart/Graph]
Practice Problem 12: Historical development and evolution
• Theoretical framework and methodology
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Formula: [Mathematical expression or equation]
[Figure 13: Diagram/Chart/Graph]
Note: Experimental procedures and results
• Interdisciplinary approaches
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 14: Diagram/Chart/Graph]
Key Concept: Research findings and conclusions
• Theoretical framework and methodology
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
[Figure 15: Diagram/Chart/Graph]
Practice Problem 15: Fundamental concepts and principles
• Critical analysis and evaluation
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 16: Literature review and discussion
• Assessment criteria and rubrics
- Sub-point: Additional details and explanations
- Example: Practical application scenario
[Figure 17: Diagram/Chart/Graph]
Remember: Case studies and real-world applications
• Problem-solving strategies and techniques
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Example 18: Statistical analysis and interpretation
• Key terms and definitions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 19: Diagram/Chart/Graph]
Definition: Case studies and real-world applications
• Experimental procedures and results
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Chapter 3: Case studies and real-world applications
Note: Research findings and conclusions
• Experimental procedures and results
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Example 21: Learning outcomes and objectives
• Study tips and learning strategies
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Example 22: Statistical analysis and interpretation
• Experimental procedures and results
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Key Concept: Ethical considerations and implications
• Fundamental concepts and principles
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Note: Literature review and discussion
• Experimental procedures and results
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Key Concept: Literature review and discussion
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Remember: Statistical analysis and interpretation
• Historical development and evolution
- Sub-point: Additional details and explanations
- Example: Practical application scenario
[Figure 27: Diagram/Chart/Graph]
Important: Experimental procedures and results
• Interdisciplinary approaches
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Example 28: Critical analysis and evaluation
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Note: Experimental procedures and results
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 30: Diagram/Chart/Graph]
Conclusion 4: Study tips and learning strategies
Important: Assessment criteria and rubrics
• Historical development and evolution
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Note: Historical development and evolution
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 32: Fundamental concepts and principles
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 33: Historical development and evolution
• Ethical considerations and implications
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 34: Diagram/Chart/Graph]
Example 34: Assessment criteria and rubrics
• Critical analysis and evaluation
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 35: Learning outcomes and objectives
• Ethical considerations and implications
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 36: Case studies and real-world applications
• Comparative analysis and synthesis
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Remember: Literature review and discussion
• Fundamental concepts and principles
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Important: Practical applications and examples
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Key Concept: Literature review and discussion
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
[Figure 40: Diagram/Chart/Graph]
Section 5: Learning outcomes and objectives
Definition: Critical analysis and evaluation
• Best practices and recommendations
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Note: Problem-solving strategies and techniques
• Critical analysis and evaluation
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Note: Best practices and recommendations
• Study tips and learning strategies
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Historical development and evolution
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 44: Diagram/Chart/Graph]
Definition: Learning outcomes and objectives
• Comparative analysis and synthesis
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Example 45: Case studies and real-world applications
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Fundamental concepts and principles
• Historical development and evolution
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Example 47: Best practices and recommendations
• Theoretical framework and methodology
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Formula: [Mathematical expression or equation]
Key Concept: Statistical analysis and interpretation
• Key terms and definitions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 49: Diagram/Chart/Graph]
Example 49: Historical development and evolution
• Critical analysis and evaluation
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Quiz 6: Fundamental concepts and principles
Definition: Problem-solving strategies and techniques
• Practical applications and examples
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Practice Problem 51: Case studies and real-world applications
• Best practices and recommendations
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Note: Current trends and future directions
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Key Concept: Fundamental concepts and principles
• Interdisciplinary approaches
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 54: Assessment criteria and rubrics
• Practical applications and examples
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Note: Practical applications and examples
• Practical applications and examples
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 56: Current trends and future directions
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Note: Learning outcomes and objectives
• Experimental procedures and results
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Key Concept: Ethical considerations and implications
• Study tips and learning strategies
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Study tips and learning strategies
• Research findings and conclusions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Background 7: Assessment criteria and rubrics
Key Concept: Assessment criteria and rubrics
• Theoretical framework and methodology
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Key Concept: Comparative analysis and synthesis
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Note: Critical analysis and evaluation
• Theoretical framework and methodology
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Remember: Practical applications and examples
• Research findings and conclusions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Note: Critical analysis and evaluation
• Historical development and evolution
- Sub-point: Additional details and explanations
- Example: Practical application scenario
[Figure 65: Diagram/Chart/Graph]
Note: Interdisciplinary approaches
• Case studies and real-world applications
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Best practices and recommendations
• Case studies and real-world applications
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 67: Best practices and recommendations
• Assessment criteria and rubrics
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Example 68: Learning outcomes and objectives
• Critical analysis and evaluation
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Case studies and real-world applications
• Ethical considerations and implications
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Results 8: Critical analysis and evaluation
Remember: Critical analysis and evaluation
• Historical development and evolution
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
[Figure 71: Diagram/Chart/Graph]
Definition: Practical applications and examples
• Statistical analysis and interpretation
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Important: Experimental procedures and results
• Fundamental concepts and principles
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Literature review and discussion
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Remember: Interdisciplinary approaches
• Comparative analysis and synthesis
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Definition: Critical analysis and evaluation
• Experimental procedures and results
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
Important: Experimental procedures and results
• Literature review and discussion
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Definition: Current trends and future directions
• Comparative analysis and synthesis
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Practice Problem 78: Historical development and evolution
• Best practices and recommendations
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Important: Literature review and discussion
• Fundamental concepts and principles
- Sub-point: Additional details and explanations
- Example: Practical application scenario
Formula: [Mathematical expression or equation]
Topic 9: Assessment criteria and rubrics
Remember: Theoretical framework and methodology
• Current trends and future directions
- Sub-point: Additional details and explanations
- Example: Practical application scenario
- Note: Important consideration
Formula: [Mathematical expression or equation]
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