Numerical Analysis - Autumn 2024


Organisation:


Lectures:

Here is a copy of the provisional notes for the course in

The course is defined by the lectures I give and the notes are a guide to the material I will present. There will be things in the notes that I don't say in lectures and, more importantly, things I say in lectures which the notes cannot capture.

The exam is based on the course (hence my lectures) in addition to the homework sheets I produce which are used to prepare students for the type and range of questions I plan to use to assess the course.


Course delivery:

The course will be delivered in person with 3 lectures a week over 10 weeks in two blocks of 5 weeks either side of the consolidation week. I will set homework each teaching week: 8 will be formative (not for credit) and 2 will be summative (assessed).


Support:


Problems sheets and solutions:

Homework set in weeks 4 and 7 (hand in dates are noon Monday 14th October and noon Monday 4th November) will assessed and count 5 per cent each to the final unit mark.


Problems classes:


Exam:

Past papers:


Lecture feedback

You can submit anonymous feedback on the lectures here and I will post my response below



Q: In 6.1.1 of the lecture notes, how can we write the global truncation error in powers of h?
A: I don't tell you so the simple answer is "Don't worry, it's not important". But if you want to know, The Euler-MacLaurin Formula is the answer. Go down to the section which says "Approximation of integrals". I have to pick and choose what I show you and this is a bit of a rabbit hole and not a place where I can ask you exam questions.

Comment: Hi just wanted to leave a note to say found the problem classes really useful - thank you for these and for your help this year.
A: As for help, I've hardly been around. But thanks for the feedback on the problems classes. I plan to record a load more in the last 3/4 weeks of teaching because I don't want to run problems classes in the week before exams.

Q: In chapter 5.1.1, for equation (19), I am confused about how you use it to get that the coefficient for f(x_0) is (alpha+beta+gamma). It looks like it should (-alpha-beta-gamma) if you expanded the brackets above. I was hoping you could tell me where I've gone wrong, thanks
A: Yes, you get (-alpha-beta-gamma) = 0. But that's the same as the equation I wrote.

Q: For the solutions to question 6 on PS4, I'm a bit confused where part d)a) and b) have come from in the solutions as I can't seem to find corresponding questions. Thanks
A: Arh ! I'd written a Q7 for PS4 but for some reason it didn't make it to the final upload. This was confused by a question labelling problem in Q6. I think all is resolved now and there is another Q on Sh4 for you now. Thanks for spotting this

Q: There doesn’t seem to be any solutions for questions 1)b and 1)c on problem sheet 5. I was just wondering if they could be added please.
A: Ooops. I rewrote and reorganised the course this year and I've been having to move around questions and write new questions from what I had last year. So this was an incomplete cut and paste job. But thanks for alerting me to it, otherwise the solutions would have appeared halfway through sheet 6 ! Should be all good now.

Q: I find x2 to be 0.261
A: Thanks so much... I checked my working and I don't know how the first version ever came to be, but it's now corrected and I get your answer. The solutions are updated.

Q: In Problem Sheet 4, Q5(c), are the solutions for x2, y2 correct? ...I find the same answer for y2, but not for x2
A: It's possible... This is a new Q this year. Perhaps I've misused my calculator device. Can you let me know what you think the answer is.

Q: Should the coefficient of epsilon^7 be 3 not 12 in the assessed homework Q1a)iii)?
A: The question is accurate.

Q: In section 5.3.1 , about halfway through page 41 of the notes, should 4 x (27) - 25 also be divided by 3?
A: No, on the left there is 4N - N and then it is defined below this as N_3 with the division by 3 having been made

Q: Hi, Hope you are well. On the FPT questions, does the word "monotonically" imply continuity?
A: Continuity is assumed in everything we do. Sometimes I make it explicit in a theorem etc, something it's just assumed. So yes.

Q: Please could explain what Richardson's extrapolation formula actually is and how we can then apply it, I'm confused by the notes and how to actually apply it to a question
A: I thought I did a good job of explaining it in the lectures, so it's unlikely I can do better in a tweet. It tells you that if you have a method of approximating something, say N(h), then if you use two different values of h (in notes h/2) to get two approximation N(h) and N(h/2), you can combine these two approximations to get a new approximation N_2(h) which is more accurate than either N(h) or N(h/2). See course text or wookiepedia

Q: In example 3.3.4 please could I ask how the table shows linear convergence? thank you
A: As n increases the ratio of the error at successive steps tends to 1/2. I.e. the error is reducing by about 1/2 after each iteration. This is linear. Or ... the formula for the order of convergence is |e_n|/|e_{n-1}|^alpha to \lambda as n tends to infinity. So alpha = 1 and lambda = 0.5 here.

Q: I'm wondering how you get to the form of f'(x_0) at the start of example 5.3.2. For the infinite series I got that it would be divided by (2k+1)! not 2(2k+1)! and was wondering where I went wrong. Thanks
A: I'm looking at the notes I used for the lectures and there isn't a factor of 2 in the denominator there. So you've picked up a typo in the notes that I'll fix. Thanks.

Q: Hi I'm really struggling with the non-assessed questions on PS3. I have attended the support session but am not finding it very helpful. Is it possible for you to go over a few examples similar to the style of questions on this sheet either in a lecture or for a problems class please. Particularly Q2,4,5,6b. I don't feel like there are many concrete examples in the notes.
A: There are solutions available from today and they might help. Also, see Burden and Faires book, pages 63 to 66 for some illustrations and examples. I also have office hours you can use. But, in any case, I will be using problems classes in week 6 to go over more examples of this part of the course.

Q: A question about the assessed HW
A: I don't want to respond to questions about the assessed HW unless it is because there is an error or ambiguity. There was an error but I think the rest of the questions can be answered as they are written. If I ask for something and you give me the answer then you've got the marks.

Q: How much attention should we pay to proofs in this module?
A: I don't know how to answer this. I hope that everything I choose to tell you about is important and has a reason to be there and helps you understand the topic. So I hope you pay the same amount of attention to proofs as everything else.

Q: for example in 2.4.2, why we multiply the equation both side by P(23) to make P=P(23)P(13) ?
A: Because otherwise we don't have an L matrix. Alternatively, you can think of P as recording all the required row swaps that have to be made in advance of an LU decomposition which requires no partial pivoting.

Q: Like your lectures!
A: Thanks... I don't feel like I've got off to a very good start this year.

Q: When we doing the partial pivoting, are we only compare the first column magnitude and why?
A: For partial pivoting we are going to divide through by a_{11} (in step 1), the pivot element. If we do row swaps, only the entries in the leading column will replace a_{11} under a row swap so it is only their magnitude we are interested in

Q: When we doing the probability on rounding errors of GE, should I do the Scaled partial pivoting first, then Partial pivoting?
A: I don't understand the meaning of "probability" here. But if I understand the rest of the question... you try partial pivoting if you want to make the computation less prone to rounding errors. If that fails, you try scaled partial pivoting.

Q: for example in 2.4.2, why we multiply the equation both side by P(23) to make P=P(23)P(13) ?
A: I haven't got this far in the lectures yet. I explain this today

Q: In today lecture 2.4.1 Advantage of LU decomposition iii) why we let b be identity and how to make it? To find A^-1 can we do from L^-1 and U^-1 ?
A: We do not let b be the identity. We solve Ax_i = b_i n times for i=1,...,n with different b_i, which are the n columns of the identity matrix. In that way, x_i are the n columns of the inverse matrix.

Q: in 1.1 Binary storage, why the largest Next number is replacing the last digit by 1,and for the smallest next one is replacing the rest all by 1. It seems like the magnitude of replacing all by 1 is large than on replacing the last digit?
A: Maybe a simple example: in integer binary numbers the number 12 is represented by 00001100 and the next biggest integer is this plus 00000001, i.e. 00001101.The next smallest number is 00001100 - 00000001 which is 00001011. Or 32 is 00010000 and 33= 00010001 and 31 is 00001111. The nth bit represents whether 2^n is "on" of "off". In the notes, the fractional part works in the same way but the bits represent whether 1/2^n are turned on or off.

Q: IS the general method the k-1 terms a(ij) should be a(kk)? Also for the first example a(ij) replaced by a(11)?
A: No, I don't see what you are saying here and I've checked the notes and they look OK to me.