MTH3202 Numerical Methods

COURSE CODE/NUMBER: MTH 3202
COURSE TITLE: NUMERICAL METHODS
CREDITS: 4
Course Description
This course introduces students to non-analytic methods for solving a variety of problems in
mathematics ranging from algebra to regression of functions. All methods used are
approximation algorithms; as such, emphasis is placed on minimizing errors. The approximations
introduced in class are complemented by computer laboratory demonstrations. This is necessary
as the students can hardly appreciate the usefulness of Numerical Analysis and its algorithms
without completing many iterations; the use of computers speeds up this process. The course
depends heavily on the contents of Linear Algebra and Calculus and is necessary for smooth
progression to courses in Differential Equations. Such is the importance of this course that the
methods included are required for providing solutions to mathematical problems where
analytical solutions do not exist.
Exemptions: None
Pre-Requisite: A.Sc. Mathematics, MTH2101 – Calculus II
Co-Requisite: MTH3203 – Differential Equations I
Follow-On Course: MTH4103 – Differential Equations II
Student Learning Outcomes
On successful completion of the course, students should be able to:
1. Develop an appreciation for the need for accuracy in mathematical computations.

2. Investigate the arithmetic and geometric properties of mathematical problems.
3. Write algorithms using basic Arithmetic and geometry to replicate analytical solutions.
4. Provide numerical approximation solutions to problems where analytical methods fail.
5. Use appropriate software for executing the algorithms.
Course Content
Introduction to Numerical Analysis

Number Systems and Errors. The representation of Integers. Floating–Point Arithmetic. Sources
of Error. Types of Error. Condition and Instability. Computational Methods for Error Estimation.
Error Propagation.
Root Approximation
Iterative methods: Fixed point iteration, Bisection Methods, Newton-Raphson Method. Errors for
root approximation methods.
Numerical Integration
Riemann’s Integral. Trapezoidal rule. Simpson’s rule. Errors for integral approximation rules.
Matrices and Determinants

Matrix operations. Determinants. Minors and cofactors. Cramer’s rule. Gaussian elimination.
Adjoint. Singular and non-singular matrices. Inverse. Norm of a matrix. Solutions to systems of
equations. Pivoting strategies. Residuals and Error bound for the solution to a system of
equations.
Finite Difference and Interpolation

Divided Difference. Newton’s divided difference interpolation. Lagrange’s interpolation method.
Gregory-Newton forward interpolation. Gregory-Newton backward interpolation. Existence and
uniqueness of the interpolation polynomial. Error of the interpolation polynomial.
Linear and Parabolic Regression

Curve fitting. Method of least squares. Linear regression. Parabolic regression.
Fourier, Taylor and Maclaurin Series

Characteristics of sinusoids. Evaluation of coefficients. Fourier series analysis. Numerical
evaluation of Fourier series coefficients. Power series expansion of functions. Taylor and
Maclaurin series.
Orthogonal Functions and Matrix Factorization

Properties of the orthogonal function. Orthogonal trajectories. Orthogonal vectors. Gram-
Schmidth orthogonalization procedure. LU factorization.
Bessel, Legendre and Chebyshev Polynomials

Orthogonal polynomials. Generating orthogonal polynomials: Three-term recurrence relation.
Chebychev polynomials. Legendre polynomials. Bessel polynomials. Laguerre Polynomial.
Approximating functions with orthogonal polynomials. Least squares approximation by
orthogonal polynomials.
Optimization
Linear programming. Dynamic programing. Network analysis.
Suggested Laboratory sessions

This course includes 10 one-hour lab sessions as follows:
1. Introduction to MATLAB – Command window, notation and language, basics of scalar
quantities and variables. Precedence of operations. Mathematical functions. Format
numbers. Vectors manipulation.
2. Setting up Mathematical function. MATLAB specific commands. Accessing elements in
arrays. Simple computations.
3. Creating scripts and functions. Plots. Composite functions. Errors and their sources.
4. Loops. Nested loops. Conditional statements. The switch command. Conditional loops.
The break command. Representation of integers algorithm. Computing errors and relative
errors.
5. Roots. Fixed point iteration. Bisection methods, Newton’s method. The command fzero.
6. Numerical Integration. Integration approximation for linear, quadratic and cubic
polynomials. MATLAB command for integration.
7. Matrix Operations. Creating matrices in MATLAB. Matrix operations. Accessing elements
of Matrices. Determinants of matrices. Elementary row operations. Solving systems of
equations.
8. Matrix decomposition. Eigenvalues and eigenvectors.
9. Managing data files. Newton’s forward difference. Lagrange polynomial.
10. Curve fitting. Curves of best fit.
Methods of Teaching
● Direct Instruction
● Laboratory demonstrations and experiments.
● Classroom Discussion
● Small Group Teaching (collaborative Learning)
The instructor will introduce new topics with a few carefully chosen problems discussed with the
whole class. The instructor will then develop the basic results in Numerical Analysis as an
extension of the solutions already seen. Related problems will be assigned to small groups and
included in the assessment. A particular emphasis throughout the course will be on small-group
lab exercises and presentations of solutions to problems, critical analysis by other class members,
and searches for alternative solutions.
Methods of Assessment
Assessment
Required Reading
Karris, S. T. (2007). Numerical Analysis Using MATLAB and EXCEL (3 ed.). Orchard Publications.
Otto, S. R., & P, D. J. (2005). An Introduction to Programming and Numerical Methods in
MATLAB. London: Springer.

MTH3202 Numerical Methods

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MTH3202 Numerical Methods

Uploaded by

COURSE CODE/NUMBER: MTH 3202

COURSE TITLE: NUMERICAL METHODS

Pre-Requisite: A.Sc. Mathematics, MTH2101 – Calculus II

Co-Requisite: MTH3203 – Differential Equations I

Follow-On Course: MTH4103 – Differential Equations II

Student Learning Outcomes

On successful completion of the course, students should be able to:

1. Develop an appreciation for the need for accuracy in mathematical computations.

Introduction to Numerical Analysis

Matrices and Determinants

Finite Difference and Interpolation

Linear and Parabolic Regression

Fourier, Taylor and Maclaurin Series

Orthogonal Functions and Matrix Factorization

Bessel, Legendre and Chebyshev Polynomials

Suggested Laboratory sessions

● Small Group Teaching (collaborative Learning)

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