CMPS 251 Final, Fall 2000
American University of Beirut · Numerical Computing · 2 pages
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AMERICAN UNIVERSITY OF BEIRUT
Faculty of Arts and Sciences
Mathematics Department
MATH 251
FALL 2000
FINAL EXAM
Wednesday Jan. 31st, 2001; 2:00-4:00 pm
Closed Book, Two hours
Calculators are allowed
1. Consider a set of data {rey = 1... np. with o) # Tj. i#xj-
e State and prove the theorem on the existence and uniqueness of
the Lagrange interpolation polynomial Pn-1(2)
Pn-U@i) = Yas P= Levee
(10 points)
e Write the MATLAB function Y=DivDiff (x,y) that constructs the
divided difference table associated with the data
{(2iys)li = 11}.
The input data are the column vectors of length n x, J. The
output nx 7 matrix Y is lower-triangular, such that the first
column of ¥ is the vector column y. (10 points)
2. Consider a uniform partition of the interval [a.}] into n equidistant
intervals of length h = boa :
as7r< 22 =ath<..<ri= at(i-l)h <.. <2nti = atnh = b.
Let f(z) be a function defined on [a,b], with f. fly wes f contin-
uous on [a,d}. (f € C*([a,d])). We adopt the following notations :
{fi = fled.t = Lean + 1 and fig = f(z.4) where
= wttit1 is the middle point of the interval (ri. vival
z; 2
L
2
jalan. Let D= ff f(x)de.
e Derive the composite trapezoidal rule T(h) to approximate f.
Give (without proof} the expression of I — Th) (5 points).
1
Derive the composite Simpson’s rule S(h) to approximate I. Give
(without proof} the expression of I — S(h). (5 points)
Show that
35(h) = T(h) + 2k fio.
t=] .
(5 points)
By writing T(h) = 8(f1 + fati) + De fi. show that :
} nm
2T(5) = Ta) +h figs
- i=l
(5 points)
Derive the relationships between T(h). T( 4) and S(h). (5 points)
Consider the following table of data, associated with f(x) on the
interval [0,2].
2 fl)
0.00 1.000
0.25 1.284
0.50 1.649
0.75 2.117
1.00 2.718
1.25 3.490 »
1.50 4.482
1.75 5.755
2.00 7.389 |
Find T(1). T(0.5). T(0.25), $(0.25). (10 points)
3. Assume that f € C?({a,d]) and that c is a unique simple root of
the function f(z), in the interval [a, d], i.e. f(c) = 0, f'(c) #0. Give
Newton’s (Newton-Raphson) iterative procedure to find c and prove
that, if {rg].4 = 0.1....} is the sequence of iterants of this method
then :
tim Matic yy,
kx |rR _ e|?
where M is a constant depending on the function f. Find M. (10
points)