You are on page 1of 23

Chapter I

Root Finding

Numerical Methods with Computer Application Page 1


CHAPTER I: ROOT FINDING

Consider two towns, Zeigler and Felts, located as shown in the following diagram.
Pennsyltucky Petroleum wants to build a pipeline between the two towns. Because of the
differences of terrain, the cost to build the pipeline will be C1 million dollars per mile north of the
line WE, and C2 million dollars per mile south of the line.

How do we build the pipeline to minimize the cost of construction?

This amounts to finding out where to place point P at which pipeline crosses the line WE.

Figure 1.0 :

N
Zeigler

P
W E

Felts

Different Methods used for Root Finding

A. Bisection Method
The division of a curve, figure or an interval in two equal parts

Figure 1.1:
y

X1 X2
x

Root (X3)

Numerical Methods with Computer Application Page 2


Procedure:

1. [x1, x2 ] get x3 using the formula: x3 = (x1 + x2) ; x3 ≠ 0


2
2. Evaluate ε ≥ f(x3); ε = error threshold
3. Check which half contains solution:
Figure 1.2 Figure 1.3

or
X1 X3 X2 X1 X3 X 2

4. Use X3 as the new endpoint of the range that contains the solution.

Example:

2
Find the root of the equation: y = x – 6 using Bisection Method with ε ≥ 0.00001

Iteration x1 x2 x3 f(x3) f(x1) [f(x1) * f(x3)] (Sign)


1 0.00000 5.00000 2.50000 0.25000 -6.00000 -1.5000000 Note:
2 0.00000 2.50000 1.25000 -4.43750 -6.00000 26.6250000
3 1.25000 2.50000 1.87500 -2.48438 -4.43750 11.0244141 If [f(x1) * f(x3)] is
4 negative (-), the
1.87500 2.50000 2.18750 -1.21484 -2.48438 3.0181274
5 new endpoint x3
2.18750 2.50000 2.34375 -0.50684 -1.21484 0.6157265
will become x2,
6 2.34375 2.50000 2.42188 -0.13452 -0.50684 0.0681803
otherwise, x1.
7 2.42188 2.50000 2.46094 0.05621 -0.13452 -0.0075619
8 2.42188 2.46094 2.44141 -0.03954 -0.13452 0.0053184 To check error:
9 2.44141 2.46094 2.45117 0.00824 -0.03954 -0.0003259
10 2.44141 2.45117 2.44629 -0.01567 -0.03954 0.0006195 ε ≥ f(x3)
11 2.44629 2.45117 2.44873 -0.00372 -0.01567 0.0000583
ε ≥ (x2-x1)
12 2.44873 2.45117 2.44995 0.00226 -0.00372 -0.0000084
13 2.44873 2.44995 2.44934 -0.00073 -0.00372 0.0000027
14 2.44934 2.44995 2.44965 0.00077 -0.00073 -0.0000006
15 2.44934 2.44965 2.44949 0.00002 -0.00073 0.0000000
16 Root = 2.44948
2.44934 2.44949 2.44942 -0.00036 -0.00073 0.0000003
17 2.44942 2.44949 2.44946 -0.00017 -0.00036 0.0000001 ε = -0.00003
18 2.44946 2.44949 2.44947 -0.00008 -0.00017 0.0000000
19 2.44947 2.44949 2.44948 -0.00003 -0.00008 0.0000000

Numerical Methods with Computer Application Page 3


B. Newton – Raphson Method
An algorithm that uses the first 2 terms of Taylor Series Expansion of a function f(x) in the
vicinity if supported root

Consider x0 that reasonably close to the root


Taylor Series Expansion:
First two terms
2
f(x) = f(x0) + (x- x0) f’(x0) + (x- x0)
2! f”( x0) + ………

Considering the first two terms of Taylor Series Expansion:

f(x0) + (x- x0) f’(x0) = f(x)

f (x) approximately 0:

0 =f(x0) + (x- x0) f’(x0)


(x- x0) = f(x0)
f’(x0)
General Equation
x = X0 - f(x0)
f’(x0)

Procedure:

1. Assume Xo, get f’(Xo), & set ε

2. Solve for x = f(x0)


X0 -
f’(x0)
3. Error check, absolute value of (x-xo) or ε ≥ f(x)
4. Set xo= xnew

Example:

2
Find the root of the equation: y = x – 6 using Newton - Raphson Method with ε ≥ 0.00001

f(x) = x2 - 6

f’(x) = 2x

Numerical Methods with Computer Application Page 4


Assume Xo = 5;

Iteration Xo f(xo) f'(xo) x f(x)


1 5 19 10 3.1 3.61
2 3.1 3.61 6.2 2.517742 0.339024
3 2.517742 0.339024 5.035484 2.450415 0.004533
4 2.450415 0.004533 4.90083 2.44949 8.56*e -07
5 2.44949 8.56E-07 4.89898 2.44949 3.2*e -14 Error
6 2.44949 3.2E-14 4.898979 2.44949 0
7 2.44949 0 4.898979 2.44949 0

Root

C. Secant Method
Modification of Newton method with the derivative replaced by a difference expression

x= f(x0)
X0 - f(x0) – f(x00)___
x0 - X00

Procedure:

1. Assume 2 roots xo, xoo, & set ε


2. Compute for (xo - xoo) , f(xo), f (xoo)
3. Compute for x
4. Error check, absolute value of (x-xo) or ε≥f(x)
5. If error ε > e, then xo= x new & xoo = xo ne

Example:

2
Find the root of the equation: y = x – 6 using Secant Method with ε ≥0.00001

Assume Xo = 5 , Xoo = 0

Numerical Methods with Computer Application Page 5


Iteration Xoo Xo f(xoo) f(xo) x f(x)
1 0 5 -6 19 1 -4.56
2 5 1 19 -4.56000 1.93548 -2.25390
3 1.2 1.93548 -4.56000 -2.25390 2.65432 1.04542
4 1.93548 2.65432 -2.25390 1.04542 2.42655 -0.11185
5 2.65432 2.42655 1.04542 -0.11185 2.44856 -0.00453
6 2.42655 2.44856 -0.11185 -0.00453 2.44949 0.00002

Root Error

D. Fixed Point Iteration Method


A method of computing fixed points of iterated functions.
Rearrange f(x) into expression form:
X = g(x)

Procedure:

1. Assume xo
2. Get x = f(xo)  x = g(x)
3. Error check, absolute value of (x-xo) or ε =f(x)
4. Set xo=x if ε > e

Example:

2
Find the root of the equation: y = x + 2x – 1 using Fixed Point Iteration Method with ε = 0.00001

Y = f(x) ; set y = 0

Rearrange Equations: x = g(x)

1. 0= x2 + 2x -1 2. 2x = 1- x2
x2= 1 – 2x x = (1- x2)/2
x = √1 − 2𝑥

3. x2 = 1-2x 4. x2 + 2x = 1
x*x= 1-2x x(x+2) = 1
x = (1-2x)/x x = (1-x2) / 2

Numerical Methods with Computer Application Page 6


Trial and Error
Use each equation until the right equation is obtained.
Note: If the values solved do not converge, it means that it is a wrong equation.

Assume Xo = 5

Trial 1: Using 1st equation: x = √1 − 2𝑥


Iteration Xo X X - Xo
Let x = xo ; x = √1 − 2xo
1 5 √−9

Imaginary Number (Cannot be solved)

Trial 2: Using 2nd equation: x = (1- x2)/2


Iteration Xo X X - Xo
Let x = xo ; x =(1- xo2) / 2 1 5 -12 -17
2 -12 -71.5 -59.5
3 -71.5 -2555.63 -2484.125
4 -2555.63 -3265609 -3263053.4

Do not converge
rd
Trial 3: Using 3 equation: x = (1-2x)/x

Let x = xo; x = x = (1-2xo)/xo

Iteration X0 X X – X0 To check error:


1 5 -1.8 -6.8
2 -1.8 -1.12 0.68 ε =(x0-x)
3 -1.12 -0.1272 0.9928
The 3rd Equation satisfy
4 -0.1272 0.49191 0.6191101
the process.
5 0.49191 0.379012 -0.1128978
6 0.379012 0.428175 0.0491626 Root = 0.414213
7 0.428175 0.408333 -0.0198417
8 0.408333 0.416632 0.0082989
9 0.416632 0.413209 -0.0034231
10 0.413209 0.414629 0.0014203
11 0.414629 0.414041 -0.0005879
12 0.414041 0.414285 0.0002436
13 0.414285 0.414184 -0.0001009
14 0.414184 0.414226 4.179*e-05
15 0.414226 0.414208 -1.731*e-05
16 0.414208 0.414216 7.17*e-06
17 0.414216 0.414213 -2.97*e-06

Numerical Methods with Computer Application Page 7


Chapter II
ITERATIVE METHODS

CHAPTER II: ITERATIVE METHOD

Numerical Methods with Computer Application Page 8


A mathematical procedure that generates a sequence of improving approximate
solutions for a class of problems

A. Jacobi Method
Given an equation with a variable, rearrange each equation to give a different
variable and put in the form:

X = Tx + C
I.E.:
1. a1x1+a2x2+a3x3 = a4
2. a5x1+a6x2+a7x3 = a8
3. a9x1+a10x2+a11x3 = a12

X = Tx + C

X1 0 -a2/a1 -a5/a1 X1 a4/a1


X2 = -a5/a6 0 -a7/a6 X2 + a8/a6
X3 -a9/a11 -a10/a11 0 X3 a2/a11

X1 = (-a2x1 – a3x3 + a4)


a1
X2 = (-a5x 1 – a7x3 + a8)
a6
X3 = (-a9 1 – a10x3 + a12)
x
a11
Example:
Find the values of x1, x2 & x3 of the given equation using Jacobi Method.
10x1 + 2x2 - x3 = 7 x1 =(-2x2 -+x3 + 7)/10
x1 + 8x2 + 3x3 = -4 x2 = (- x1 - 3x3 -4)/8
-2x1 - x2 + 10x3 = 9 x3 = (2x1 +x2 + 9)/10
Assume initial values; x1 = 0, x2 = 0 & x3 = 0
X1 0 0.7 0.71 0.786 0.79705 0.794743
Continue at
X2 0 -0.5 -0.925 -0.96 -0.9543125 -0.96008 next page
X3 0 0.9 0.99 0.9495 0.9612 0.963979

Numerical Methods with Computer Application Page 9


X1 0.795618 0.795873 0.795807 0.795813 0.795819 0.795818 0.795818
X2 -0.96083 -0.96055 -0.96062 -0.96065 -0.96064 -0.96064 -0.96064
X3 0.96294 0.96304 0.963119 0.963099 0.963098 0.9631 0.9631

Values are:
x1 = 0.795817
x2 = - 0.96064
x3 = 0.963102
B.

B. Gauss Seidel Method


Similar to Jacobi method but with different assumption of initial values

X1 X2 X3
Initial Values 0 , 0 , 0
0
Example:
Find the values of x1, x2 & x3 of the given equation using Jacobi Method.
10x1 + 2x2 - x3 = 7 x1 =(-2x2 -+x3 + 7)/10
x1 + 8x2 + 3x3 = -4 x2 = (- x1 - 3x3 -4)/8
-2x1 - x2 + 10x3 = 9 x3 = (2x1 +x2 + 9)/10

 x1 =(-2x2 -+x3 + 7)/10 ; Assume , x2 = 0 & x3 = 0


x1 = 0.7

 x2 = (- x1 - 3x3 -4)/8 ; Assume x3 = 0, substitute value of x1.


x2 = -0.5875

 x3 = (2x1 +x2 + 9)/10 ; Substitute value of x1 & x2.


x3 = 0.98125
Initial Values: x1 = 0.7, x2 = -0.5875 & x3 = 0.98125

X1 0 0.719375 0.78947 0.78537 0.79478 0.796054 0.795682 0.795793 0.795826 0.795817


X2 -0.5875 -0.86797 -0.90539 -0.95759 -0.96093 -0.95984 -0.96058 -0.96067 -0.96063 -0.96064
X3 0.98125 0.84125 0.95708 0.967355 0.96132 0.962863 0.963227 0.963078 0.963092 0.963102
Values are:
x1 = 0.795817
x2 = -0.96064
x3 = 0.963102

Numerical Methods with Computer Application Page 10


C. Successive Over Relaxation
A variant of the Gauss–Seidel method for solving a linear system of equations,
resulting in faster convergence

Procedure:
1. Express all equations in the form f1(x1, x2, x3) = 0; f2 (x1, x2, x3) = 0; f3(x1, x2, x3) = 0.
2. Assume x1, x2, x3 : f1(x1, x2, x3) = R1 ; R1 = residual.
3. Choose the largest residual and adjust the variable corresponding to that R to relax R to 0.
4. If R2 is the largest residual, adjust x2 to make R2 equal to zero.
5. Apply x2 to the other equation.
f1(x1, x2, x3) = R1’
f2(x1, x2, x3) = R2’
f3(x1, x2, x3) = R3’
Example:
Find the values of x1, x2 & x3 of the given equation:
8x1 + x2 - x3 = 8  8x1 + x2 - x3 -8 = 0
2x1 + x2 + 3x3 = 12  2x1 + x2 + 3x3 -12 = 0
-x1 +7 x2 - 2x3 = 4  -x1 +7 x2 - 2x3 -4 = 0

Divide each equation by negative of each largest coefficient.

-x1 - x2 + x3 +1 = 0
8 8
- 2x1 - x2 - x3 + 4 = 0
9 9 3
x1 - x2 + 2 x3 + 4 = 0
7 7 7
Reorder the equation so that the negative one coefficient is arranged in diagonal form

-x1 - x2 + x3 +1 = R1 Assume values x1, x2 & x3 = 0 :


8 8
R1 = 1 x 1000 = 1000 NOTE:
x 1 - x 2 + 2 x 3 + 4 = R2 Always round the
7 7 7 R2 = 4 / 7 x 1000 = 571 computed value to the
2x1 - x2 + x3 + 4 = R3 nearest ones.
9 9 3 R3 = 4/3 x 1000 = 1333

Numerical Methods with Computer Application Page 11


X1 R1 X2 R2 X3 R3
Initial Values
1000 (Relax largest value) (1) 571 1333 1333

Values for x1, x2 & x3 using equation (2)


167 381 0
Sum Row 1& Row 2(Row 1+Row 2) (3)
1167 952

1167 0 value regardless of sign (4)


Relax highest 167 -259
1119 -259
-140 1119 0 -124
-140 -383
-48 -109 -383 0
-188 -109
-188 0 -27 42
-136 42
17 -136 0 15
17 57
Repeat steps 2, 3 & 4
7 16 57 0
until all values of R’s
24 16
are relaxed
24 0 3 -5
19 -5
-2 19 0 -2
-2 -7
-1 -2 -7 0
-3 -2
-3 0 0 1
-2 1
0 -2 0 0
1000 / 1000/ 1000/
1000 1000 1000

Sum of the values of the column x1, x2 & x3 divided by 1000.


The corresponding values for x1, x2 & x3

Values of x1, x2 & x3 are:

x1 = 1

x2 = 1

x3 = 1

Numerical Methods with Computer Application Page 12


Chapter III
INTERPOLATION

Numerical Methods with Computer Application Page 13


CHAPTER III: INTERPOLATION

A method of constructing new data points within the range of a discrete set of known data
points.

A. Tabular Interpolation

The computing of values for tabulated function at points not present in


the table using the idea of ratio and proportion.

Example:

Given the table, find P &h at T = 115°.

T P h
90° 0.699 58.06
100° 0.950 68.04
110° 1.276 78.01
115° Px hx
120° 1.695 87.99

 Solving for Px

110 – 115 = 1.276 – Px_ ; (-5)(-0.419) = 1.276 - Px


110 – 120 1.276 – 1.695 -10

Px = 0.2095 + 1.276
Px = 1.4855

 Solving for hx

110 – 115 78.01 – hx_ (-5)(-9.98)


= ; = 78.01 - Px
110 – 120 78.01 – 87.99 -10

hx = 78.01 + 5
hx = 83.01

Numerical Methods with Computer Application Page 14


B. Graphical Interpolation

A method of interpolation that uses a graph to estimate the value of the points
not present on the given data.

Example:

Given the table, find P &h at T = 115°.

T P h
90° 0.699 58.06
100° 0.950 68.04
110° 1.276 78.01
115° Px hx
120° 1.695 87.99

 Solving for Px

1.695
Px
1.276
0.950

T
100 110 120 130

115

 Solving for hx

87.99
hx
78.01
68.04

T
100 110 120 130

115

Numerical Methods with Computer Application Page 15


C. Lagrange Interpolation

A method of interpolation that use polynomials to compute a working formula for


the value that is to be solved
n
P(x) = ∑ Pj (x)

Pj (x) = fj π x - xj where:
xj - xk j = no of terms
k=1
k≠j

Example:

Given the table of values, construct a working formula and find the interpolated value for
x = 3.

X f(x)
-2 4 Pj (x) = fj π x - xj
-1 1 xj - xk
0 0
1 1
2 4

P4(x) = (4 ) [x - (-1)] [x – 0] [x – 1] [ x - 2] + (1) _[x - (-2)] [x – 0] [x – 1] [ x - 2]_ +


[-2- (-1)][-2 - 0][-2 - 1 ] [-2 – 1] [-1 - (-2)][ -1-0][ -1 - 1 ] [-1 – 2]

(1) [x - (-2)] [x – (-1)] [x – 0] [ x - 2]_ + (4) _[x - (-2)] [x – (-1)] [x – 0] [ x - 1]_


[1- (-2)][1 – (-1)][1 - 0 ] [1 – 2] [2- (-2)][2 – (-1)][2 - 0] [2 – 1]

P4(x) = (4 ) x4+x3−4x2−4x + x4−x3−4x2+4x + x4+x3−4x2−4x + (4) x4−x3−4x2+4x


18 -6 -6 24

P4(x) = (0.222x4+0.222x3-0.889x2-0.889x) + (-0.167x4+0.167x3+0.667x2-0.667x) +


(-0.167x4-0.167x3+0.667x2+0.667x) + (0.167x4-0.167x3-0.667x2+0.667x)

P4(x) = 0.055x4+0.055x3−0.222x2−0.222x  Working formula

When x = 3:
P4(x) = 0.055(3)4+0.055(3)3−0.222(3)2−0.222(3)

P4(x) = =3.276  Interpolated value

Numerical Methods with Computer Application Page 16


D. Neville’s Method

An interpolation algorithm which proceeds by first fitting a polynomial of degree 0


through the point for , ..., , i.e., . A second iteration is then
performed in which and are combined to fit through pairs of points, yielding
, , .... The procedure is repeated, generating a "pyramid" of approximations until the
final result is reached.

Figure 3.0: Neville’s Method Pyramid of Approximation

Procedure:

1. Compute dx (change in x); dx = x - xi


2. Rank the values base on the computed values of dx from least to greatest.
3. Rearrange the values on the table
4. Construct Neville’s pyramid of approximation to get final result

Example:

Given the table, find the final result with x=10.

Xi P(x) Dx ( X – Xi) Rank


1 3 9 7 4
2 6 36 4 3
3 9 81 1 1
4 8 64 2 2

Xi P(x)
1 9 81 P12
2 8 64 P123
P23 P1234
3 6 36 P234
4 3 9 P34

Solve for P12, P23 and P34

P12 = (x-x2)P1(x) – (x-x1) P2(x) = (10-8)(81) – (10-9) (64) = 98


(x1-x2) (9-8)

Numerical Methods with Computer Application Page 17


P23 = (x-x3)P2(x) – (x-x2) P3(x) = (10-6)(64) – (10-8) (36) = 92
(x2-x3) (8-6)

P34 = (x-x4)P3(x) – (x-x3) P4(x) = (10-3)(36) – (10-6) (9) = 72


(x3-x4) (6-3)

Solve for P123 and P234

P123 = (x-x3)P12(x) – (x-x1) P23(x) = (10-6)(98) – (10-9) (92) = 100


(x1-x3) (9-6)

P234 = (x-x4)P23(x) – (x-x2) P34(x) = (10-3)(92) – (10-8) (72) = 100


(x2-x4) (8-3)

Solve for P1234 (Final Result)

P1234 = (x-x4)P123(x) – (x-x1) P234(x) = (10-3)(100) – (10-9) (100) = 100


(x1-x4) (9-3)

Final result = 100

P(10) = 100

The table corresponds with the formula P(x) = x2. Thus, P(10) = 100.

Numerical Methods with Computer Application Page 18


Chapter IV
Numerical
Integration

Numerical Methods with Computer Application Page 19


CHAPTER IV: NUMERICAL INTEGRATION

Numerical integration constitutes a broad family of algorithms for calculating


the numerical value of a definite integral, and is also sometimes used to describe the numerical
solution of differential equations.

A. Trapezoidal Method

The trapezoidal method is a technique for approximating the definite integral:

The trapezoidal method works by approximating the region under the graph of
the function as a trapezoid and calculating its area. It follows the form:
𝑏 𝑑𝑥
∫𝑎 𝑓(𝑥 )𝑑𝑥 ≅ ∑𝑛𝑖=1 2
[𝑓𝑖 + (𝑓𝑖 + 1)]
where dx = (b - a)/n ; n = no. of strips

Figure 4.0: Illustration of Trapezoidal Method

This graph shows how a parabolic arc can be used in approximating a value for a certain
equation.

Example:

Solve the integrals using trapezoidal method with n = 4.

5
∫1 (1 + 𝑥 2 )𝑑𝑥

dx = (b-a) / n X F(x)
dx = (5-1)4 1 2
dx = 1 2 5
3 10
1 2 3 4 5
4 17
5 26
I ≅ (dx/2)(f1+2f2+2f3+2f4+f5)
I ≅ (1/2)(2+2(5)+2(10)+2(17)+(26))
I ≅ 46

Numerical Methods with Computer Application Page 20


B. Simpson’s Rule

Simpson's rule is a method for approximating the integral of a


function using quadratic polynomials or parabolic arcs instead of the straight line
segments used in the trapezoidal rule. It follows the formula:

𝑏
𝑑𝑥
∫ 𝑓(𝑥 )𝑑𝑥 ≅ [𝑓 + 4𝑓2 + 2𝑓3 + 4𝑓4 + ⋯ 𝑓5 ]
𝑎 3 1

Figure 4.1: Illustration of Simpson’s Rule

This graph shows how a parabolic arc can be used in approximating a value for a
certain equation.

Example:

Solve the integrals using Simpson’s Rule with n = 4.

5
∫ (1 + 𝑥 2 )𝑑𝑥
1

dx = (b-a) / n
dx = (5-1)4
dx = 1

1 2 3 4 5

X F(x)
1 2
2 5
3 10
4 17
5 26

I ≅ (dx/3)(f1+4f2+2f3+4f4+f5)
I ≅ (1/3)(2+4(5)+2(10)+4(17)+(26))
I ≅ 45.333

Numerical Methods with Computer Application Page 21


C. Romberg’s Integration

The combination of Trapezoidal and Simpson’s rule. It follows the formulas:

Ix = ℎ2 [𝑓(𝑎) + 2(𝑎 + ℎ𝑥 ) + 𝑓(𝑏)]


𝑥

Iy = ℎ3 [𝑓(𝑎) + 2(𝑎 + ℎ𝑦 ) + 2(𝑎 + 2ℎ𝑦 ) + 2(𝑎 + 3ℎ𝑦 ) + 𝑓(𝑏)]


𝑥

Iz = Iy + 13(Iy-Ix)
Where:

(𝑏−𝑎)
hx = 2

ℎ𝑥
hy = 2

Example:

Solve the integrals using Romberg’s Integration

1.5
2
∫ (𝑒 −𝑥 )𝑑𝑥
0.2

𝑏−𝑎 1.5−0.2
hx = 2
= 2
= 0.65

Ix = 0.65
2
[𝑒 −(0.2)
2 2 2
+ 2(𝑒 −(0.85) ) + 𝑒 −(1.5) ] = 𝟎. 𝟔𝟔𝟐𝟏𝟏

ℎ𝑥 0.65
hx = = = 0.325
2 2

Iy = 0.325
2
[𝑒 −(0.2)
2 2 2 2 2
+ 2(𝑒 −(0.525) ) + 2(𝑒 −(0.85) ) + 2(𝑒 −(1.175) ) + 𝑒 −(1.5) ] = 𝟎. 𝟔𝟓𝟗𝟒𝟕

Iz = 𝐼𝑦 + 13 (𝐼𝑦 − 𝐼𝑥 ) = 0.65947 + (0.65947−0.66211


3
) = 𝟎. 𝟔𝟓𝟖𝟓𝟗

1.5
2
∫ (𝑒 −𝑥 )𝑑𝑥 = 𝟎. 𝟔𝟓𝟖𝟓𝟗
0.2

Numerical Methods with Computer Application Page 22


REFERENCES

1. Jonathan B. Cabero and Donata D. Acula. Numerical Methods

2. Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with


Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, 1972.

3. Horwitz, A. "A Version of Simpson's Rule for Multiple Integrals." J. Comput. Appl.
Math. 134, 1-11, 2001.

4. Yousef Saad, Iterative Methods for Sparse Linear Systems, 1st edition, PWS, 1996.

5. M A Kumar (2010), Solve Implicit Equations Within Worksheet

6. Sniedovich, M. (2010). Dynamic Programming: Foundations and Principles

7. Weisstein, Eric W. "Neville's Algorithm." From MathWorld--A Wolfram Resource

8. Josef Stoer and Roland Bulirsch, Introduction to Numerical Analysis. New York: Springer-
Verlag, 1980.

9. Philip J. Davis and Philip Rabinowitz, Methods of Numerical Integration

Numerical Methods with Computer Application Page 23

You might also like