EE 3561 : - Computational Methods in Electrical Engineering Unit 1: Introduction to Computational Methods and Taylor Series Lectures 1-3: Mujahed Al-Dhaifallah (Term 351) EE 3561_Unit_1 (c)Al-Dhaifallah 1435 1 Mujahed Al-Dhaifallah مجاهد آل ضيف هللا Office Hours Office Hours: SMT, 1:30 – 2:30 PM, by appointment Office: Dean Office. Tel: 7842983 Email: muja2007hed@gmail.com http://faculty.sau.edu.sa/m.aldhaifallah EE 3561_Unit_1 (c)Al-Dhaifallah 1435 2 Prerequisites Successful completion of Math 1070, Math2040, CS1090 EE 3561_Unit_1 (c)Al-Dhaifallah 1435 3 Course Description EE 3561 is a course on Introduction to computational methods using computer packages, e.g. Matlab, Mathcad or IMSL. Solution of non-linear equations. Solution of large systems of linear equations. Interpolation. Function approximation. Numerical differentiation and integration. Solution of the initial value problem of ordinary differential equations. Applications on Electrical Engineering. EE 3561_Unit_1 (c)Al-Dhaifallah 1435 4 Textbooks “Numerical Methods for Engineers”. By Steven C. Chapra and Raymond P. Canale EE 3561_Unit_1 (c)Al-Dhaifallah 1435 5 Attendance Regular lecture attendance is required. There will be part of the grade on attendance EE 3561_Unit_1 (c)Al-Dhaifallah 1435 6 Student Evaluation Exam 1 Exam 2 Computer Work Quizzes HW Attendance Final Exams Total EE 3561_Unit_1 (c)Al-Dhaifallah 1435 10 10 5 5 5 5 60 100 7 Quizzes Announced After each HW. From HW material EE 3561_Unit_1 (c)Al-Dhaifallah 1435 8 Assignment Requirements Late assignments will not be accepted. assignments are due at the beginning of lecture. Sloppy or disorganized work will adversely affect your grade. EE 3561_Unit_1 (c)Al-Dhaifallah 1435 9 Exams Attendance is mandatory. Make-up exam are not given unless permission is obtained prior to exam day from the instructor a valid, documented emergency has arisen EE 3561_Unit_1 (c)Al-Dhaifallah 1435 10 Academic Dishonesty cheating fabrication falsification multiple submissions plagiarism complicity EE 3561_Unit_1 (c)Al-Dhaifallah 1435 11 Rules and Regulations No make up quizzes DN grade --- (25%) 8 unexcused absences Homework Assignments are due to the beginning of the lectures. Absence is not an excuse for not submitting the Homework. Late submission may not be accepted EE 3561_Unit_1 (c)Al-Dhaifallah 1435 12 Lecture 1 Introduction to Computational Methods What are Computational METHODS? Why do we need them? Topics covered in EE3561. Reading Assignment: pages 3-10 of text book EE 3561_Unit_1 (c)Al-Dhaifallah 1435 13 Analytical Solutions Analytical methods give exact solutions Example: Analytical method to evaluate the integral 3 1 x 0 x dx 3 1 2 0 1 0 1 3 3 3 Numerical methods are mathematical procedures to calculate approximate solution 1 0 1 2 2 0 x dx 2 (0) (1) 2 1 2 EE 3561_Unit_1 (c)Al-Dhaifallah 1435 (Trapezoid Method) 14 Computational Methods Computational Methods: Algorithms that are used to obtain approximate solutions of a mathematical problem. Why do we need them? 1. No analytical solution exists, 2. An analytical solution is difficult to obtain or not practical. EE 3561_Unit_1 (c)Al-Dhaifallah 1435 15 What do we need Basic Needs in the Computational Methods: Practical: can be computed in a reasonable amount of time. Accurate: Good approximate to the true value Information about the approximation error (Bounds, error order,… ) EE 3561_Unit_1 (c)Al-Dhaifallah 1435 16 Outlines of the Course Taylor Theorem Number Representation Solution of nonlinear Equations Interpolation Numerical Differentiation Numerical Integration EE 3561_Unit_1 Solution of linear Equations Least Squares curve fitting Solution of ordinary differential equations (c)Al-Dhaifallah 1435 17 Solution of Nonlinear Equations Some simple equations can be solved analytically x2 4 x 3 0 Analytic solution : roots 4 4 2 4(1)( 3) 2(1) x 1 and x 3 Many other equations have no analytical solution x 9 2 x 2 5 0 No analytic solution x xe EE 3561_Unit_1 (c)Al-Dhaifallah 1435 18 Methods for solving Nonlinear Equations o o o Bisection Method Newton-Raphson Method Secant Method EE 3561_Unit_1 (c)Al-Dhaifallah 1435 19 Solution of Systems of Linear Equations x1 x2 3 x1 2 x2 5 We can solve it as x1 3 x2 , 3 x2 2 x 2 5 x2 2, x1 3 2 1 What to do if we have 1000 equations in 1000 unknowns? EE 3561_Unit_1 (c)Al-Dhaifallah 1435 20 Cramer’s Rule is not practical Cramer' s Rule can be used to solve the system 3 5 x1 1 1 1 2 1, 1 2 1 1 x2 1 1 3 5 2 1 2 But Cramer' s Rule is not practical for large problems. To solve N equations in N unknowns we need (N 1)(N 1)N! multiplica tions. To solve a 30 by 30 system, 2.3 1035 multiplica tions are needed. A super computer needs more than 10 20 years to compute. EE 3561_Unit_1 (c)Al-Dhaifallah 1435 21 Methods for solving Systems of Linear Equations o o Naive Gaussian Elimination Gaussian Elimination with Scaled Partial pivoting EE 3561_Unit_1 (c)Al-Dhaifallah 1435 22 Curve Fitting Given a set of data x 0 1 2 y 0.5 10.3 21.3 Select a curve that best fit the data. One choice is find the curve so that the sum of the square of the error is minimized. EE 3561_Unit_1 (c)Al-Dhaifallah 1435 23 Interpolation Given a set of data xi 0 1 2 yi 0.5 10.3 15.3 find a polynomial P(x) whose graph passes through all tabulated points. yi P( xi ) if xi is in the table EE 3561_Unit_1 (c)Al-Dhaifallah 1435 24 Methods for Curve Fitting o Least Squares o o o Linear Regression Nonlinear least Squares Problems Interpolation o o Newton polynomial interpolation Lagrange interpolation EE 3561_Unit_1 (c)Al-Dhaifallah 1435 25 Integration Some functions can be integrated analytically 3 3 1 2 9 1 xdx 2 x 2 2 4 1 1 But many functions have no analytical solutions a e x2 dx ? 0 EE 3561_Unit_1 (c)Al-Dhaifallah 1435 26 Methods for Numerical Integration o o o o Upper and Lower Sums Trapezoid Method Romberg Method Gauss Quadrature EE 3561_Unit_1 (c)Al-Dhaifallah 1435 27 Solution of Ordinary Differential Equations A solution t o the differenti al equation x(t ) 3 x (t ) 3 x(t ) 0 x (0) 1; x(0) 0 is a function x(t) that satisfies the equations * Analytical solutions are available for special cases only EE 3561_Unit_1 (c)Al-Dhaifallah 1435 28 Summary Computational Methods: Algorithms that are used to obtain numerical solution of a mathematical problem. We need them when No analytical solution exist or it is difficult to obtain. Topics Covered in the Course EE 3561_Unit_1 Solution of nonlinear Equations Solution of linear Equations Curve fitting Least Squares Interpolation Numerical Integration Numerical Differentiation Solution of ordinary differential equations (c)Al-Dhaifallah 1435 29 Lecture 2 Number Representation and accuracy Number Representation Normalized Floating Point Representation Significant Digits Accuracy and Precision Rounding and Chopping Reading assignment: EE 3561_Unit_1 Chapter 2 (c)Al-Dhaifallah 1435 30 Representing Real Numbers You are familiar with the decimal system 312.45 3 10 2 1101 2 100 4 10 1 5 10 2 Decimal System Base =10 , Digits(0,1,…9) Standard Representations 3 1 2 . 4 5 sign integral fraction part part EE 3561_Unit_1 (c)Al-Dhaifallah 1435 31 Normalized Floating Point Representation Normalized Floating Point Representation 0. d1 d 2 d 3 d 4 10n sign mantissa d1 0, n : integer No integral part, Advantage EE 3561_Unit_1 exponent Efficient in representing very small or very large numbers (c)Al-Dhaifallah 1435 32 Binary System Binary System Base=2, Digits{0,1} 0. 1 b2 b3 b4 2 n sign mantissa exponent b1 0 b1 1 1 2 3 (0.101) 2 (1 2 0 2 1 2 )10 (0.625)10 EE 3561_Unit_1 (c)Al-Dhaifallah 1435 33 7-Bit Representation (sign: 1 bit, Mantissa 3bits,exponent 3 bits) EE 3561_Unit_1 (c)Al-Dhaifallah 1435 34 Fact Number that have finite expansion in one numbering system may have an infinite expansion in another numbering system (0.1)10 (0.000110011001100...)2 You can never represent 0.1 exactly in any computer EE 3561_Unit_1 (c)Al-Dhaifallah 1435 35 Representation Hypothetical Machine (real computers use ≥ 23 bit mantissa) Example: If a machine has 5 bits representation distributed as follows Mantissa 2 bits exponent 2 bit sign 1 bit Possible machine numbers (0.25=00001) EE 3561_Unit_1 (0.375= 01111) (1.5=00111) (c)Al-Dhaifallah 1435 36 1 Representation 0.8 Gap near zero 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1 0 0.2 EE 3561_Unit_1 0.4 0.6 0.8 1 1435 1.2 (c)Al-Dhaifallah 1.4 1.6 1.8 2 37 Remarks Numbers that can be exactly represented are called machine numbers Difference between machine numbers is not uniform. So, sum of machine numbers is not necessarily a machine number 0.25 + .375 =0.625 (not a machine number) EE 3561_Unit_1 (c)Al-Dhaifallah 1435 38 Significant Digits Significant digits are those digits that can be used with confidence. 0 1 2 3 Length of green rectangle = 4 3.45 significant EE 3561_Unit_1 (c)Al-Dhaifallah 1435 39 Loss of Significance Mathematical operations may lead to reducing the number of significant digits 0.123466 E+02 6 significant digits ─ 0.123445 E+02 6 significant digits ────────────── 0.000021E+02 2 significant digits 0. 210000E-02 Subtracting nearly equal numbers causes loss of significance EE 3561_Unit_1 (c)Al-Dhaifallah 1435 40 Accuracy and Precision Accuracy is related to closeness to the true value Precision is related to the closeness to other estimated values EE 3561_Unit_1 (c)Al-Dhaifallah 1435 41 Accuracy and Precision Better Precision Accuracy is related to closeness to the true value Precision is related to the closeness to other estimated values Better accuracy EE 3561_Unit_1 (c)Al-Dhaifallah 1435 42 Rounding and Chopping Rounding: Replace the number by the nearest machine number Chopping: Throw all extra digits True 1.1681 0 1 Rounding EE 3561_Unit_1 2 (1.2) (c)Al-Dhaifallah 1435 Chopping (1.1) 43 Error Definitions True Error can be computed if the true value is known Absolute True Error Et true value approximat ion Absolute Percent R elative Error true value approximat ion t * 100 true value EE 3561_Unit_1 (c)Al-Dhaifallah 1435 44 Error Definitions Estimated error Used when the true value is not known Estimated Absolute Error Ea current estimate prevoius estimate Estimated Absolute Percent R elative Error current estimate prevoius estimate a * 100 current estimate EE 3561_Unit_1 (c)Al-Dhaifallah 1435 45 Notation We say the estimate is correct to n decimal digits if n Error 10 We say the estimate is correct to n decimal digits rounded if 1 Error EE 3561_Unit_1 (c)Al-Dhaifallah 1435 2 10 n 46 Summary Number Representation Number that have finite expansion in one numbering system may have an infinite expansion in another numbering system. Normalized Floating Point Representation Efficient in representing very small or very large numbers Difference between machine numbers is not uniform Representation error depends on the number of bits used in the mantissa. EE 3561_Unit_1 (c)Al-Dhaifallah 1435 47 Summary Rounding Chopping Error Definitions: Absolute true error True Percent relative error Estimated absolute error Estimated percent relative error EE 3561_Unit_1 (c)Al-Dhaifallah 1435 48