University of Bahrain College of Science Department of Mathematics Second Semester 2006/2007 Math 333 Numerical Analysis III Final Exam Date: 20/06/2007 Max. Marks : 100 Time: 08:30-10:30 Duration: 2 hours Instructor: Dr. Thuraya Juma Name: ID Number : Section: Instructions 1. Please check that this exam has 6 Questions and 9 Pages 2. Write your name, student number, and section in the above box. 3. Do all your calculations using 4 decimal places. 4. Show all your work clearly and neatly. Question Max. Marks 1 2 3 4 5 6 Total 14 18 18 14 20 16 100 Marks Obtained ☺☺☺☺ GOOD LUCK ☺☺☺☺ Page 1 Question 1: [ 14 Marks] I) Compute three steps of Bisection method to approximate the zero of f ( x) 3 x 2 e x starting with the interval [0, 2]. Use secant method to approximate the value of [7] 7 . Start with x0 2 and x1 3 . II) Construct the divided difference table for the following data x 0.1 0.2 0.3 f (x ) 0.2 0.24 0.3 hence, approximate the value of f (0.15) using all the possible Newton’s divided difference interpolating polynomial you can write from the table. [7] Page 2 Question 2: [ 18 Marks] I) Given the following linear system x1 4 x2 5 x3 3 3 x1 2 x2 6 x3 4 x1 x2 3 x3 7 solve the system by Gaussian elimination with partial pivoting. Show your work clearly. II) Find the linear least-squares polynomial f ( x) a x b for the following data: 0 1 2 3 f ( xk ) 1 2 5 10 xk [7] Page 3 Question 3: [ 18 Marks] Given the following linear system Given the linear system 3x y z 5 2x 6 y z 9 xyz 6 Given X (0) (0, 0, 0)T a) Write the Jacobi iteration matrix TJ . Then calculate T j [4] b) Approximate the solution by applying two iterations of Gauss-Seidel method. [6] c) Does the iterative methods converges to the solution. Justify your answer. [2] d) Find X (2) X (1) b) Given f ( x) [3] x2 and the nodes x0 1 , x1 2 and x 2 3 x a) Find the second degree Lagrange interpolating polynomial, P2 ( x) . [3] b) Estimate f (2.5) using P2 ( x) and calculate the actual error in the estimation.[3] Estimate an upper bound for the error in the approximation of f (2.5) . [3] Page 4 Question 4: [ 14 Marks] 1 0 I) Let B 2 1 . Find the value(s) and for which 0 1 2 a) B is singular. b) B is positive definite. c) B is symmetric. II) Consider the following iteration for calculating 2 : xn 1 g ( xn ) a xn b x n3 Find the values of a and b so that the iteration will converge to of convergence equal to two (for x0 sufficiently close to ). with order [7] Page 5 Question 5: [ 20 Marks] 5 2 1 4 Let A a) Find the eigenvalues of A by the characteristic polynomial. Hence find the eigenvectors corresponding to each eigenvalue. [9] b) Find the spectral radius of A and the eigenvalues of ( A3 5I ) 1 2 [5] 5 c) Find the dominant eigenvalue of A by applying four steps of the 1 4 1 power method using X 0 . [6] 1 Page 6 Question 6: [ 16 Marks] Consider the following fourth order Runge-Kutta method to solve initial value problems (IVPs) of ordinary differential equations (ODEs) : 1 yi 1 yi (k1 2 k 2 2k 3 k 4 ) , ( ** ) 6 where k1 h f ( x i , y i ) k h k 2 h f ( xi , y i 1 ) 2 2 k h k 3 h f ( xi , y i 2 ) 2 2 k 4 h f ( xi h, y i k 3 ). dy y x2 , y (0) 1 , 0 x 0.8 with h 0.2 . dx If the first two iterations are y1 1.2186 and y2 1.4682 , find the approximations of y (0.6) using the fourth order Runge-Kutta method iven by (**). [4] For the following IVP : Draft Page Page 7