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 Course  Lecture
  • Title: Numerical Analysis and Computer Programming
  • Department: Basic Courses (Sem I & II)
  • Author: Prof. P.B.Sunil Kumar
  • University: IIT Madras
  • Type: WebLink
  • Abstract:


    I. Numerical Analysis

    Approximations and round off errors, Truncation errors and Taylor Series, Determination of roots of polynomials and transcendental equations by Newton-Raphson, Secant and Bairstow's method.
    Solutions of linear simultaneous linear algebraic equations by Gauss Elimination and Gauss- Siedel iteration methods.
    Curve fitting- linear and nonlinear regression analysis.
    Backward, Forward and Central difference relations and their uses in Numerical differentiation and integration, Application t of difference relations in the solution of partial differential equations.
    Numerical solution of ordinary differential equations by Euler, Modified Euler, Runge-Kutta and Predictor-Corrector method.

    II. Computer Programming

    Introduction to computer programming in C and C++ languages. Arithmetic expressions, Simple programs. The emphasis should be more on programming techniques rather than the language itself. The C programming language is being chosen mainly because of the availability of the compilers, books and other reference materials.
    Example of some simple C program. Dissection of the program line by line.
    Concepts of variables, program statements and function calls from the library (printf for example)
    C data types, int, char, float etc.
    C expressions, arithmetic operations, relational and logic operations.
    C assignment statements, extension of assignment to the operations. C primitive input output using getchar and putchar, exposure to the scant and printf functions.
    C statements, conditional execution using if, else. Optionally switch and break statements may be mentioned.

    Concepts of loops, example of loops in C using for, while and do-while.
    Optionally continue may be mentioned.
    One dimensional arrays and example of iterative programs using arrays, 2-d arrays. Use in matrix computations.
    Concept of Sub-programming, functions. Example of functions. Argument passing mainly for the simple variables.
    Pointers, relationship between arrays and pointers. Argument passing using pointers.
    Array of pointers, Passing arrays as arguments.
    Strings and C string library.
    Structure and unions. Defining C structures, passing structures as arguments.
    Program examples.
    File I/O. Use of fopen, fscanf and fprintf routines.

    Lab

    Development of computer program for
    • Numerical integration by Trapezoidal and Simpson's rule.
    • Gauss-Siedel iteration method
    • Various matrix operation-and their use as sub-routines

List of Lectures

Programing Basics
Introduction To Pointers
Pointers And Arrays
External Functions And Argument Passing
Representation Of Numbers
Numerical Error
Error Propagation And Stability
Polynomial Interpolation-1
Polynomial Interpolation-2
Error In Interpolation Polynomial
Polynomial Interpolation
Cubic Spline Interpolation
Data Fitting : Linear Fit
Data Fitting : Linear Fit
Data Fitting : Non Linear Fit
Matrix Elimation And Solution
Solution To Linear Equations
Matrix Elimination
Eigen Values Of A Matrix
Eigen Values And Eigen Vectors
Solving Ordinary Differential Equations
Solving Ordinary Differential Equations
Adaptive Step Size Runge Kutta Scheme
Partial Differential Equations
Explicit And Implicit Methods
The Crank - Nicholson Scheme For Two Spatial
Fourier Transforms
Fast Fourier Transforms
Solving Nonlinear Equations
Solving Nonlinear Equations Newton Raphson Method
Methods For Solving Nonlinear Equations
System Of Nonlinear Equations
Numerical Derivations
High Order Derivatives From Difference Formula
Numerical Integration - Basic Rules
Comparison Of Different Basic Rules
Gaussian Rules
Comparison Of Gaussian Rules
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