Linear Algebra and Numerical Methods Lesson Contents

Contents

Introductions to Matrices. Brief introduction of matrices. Symmetric and matrices. Introduction to elementary row operations. Echelon and reduced echelon forms. The rank of a matrix. The inverse of a matrix using elementary row operations.

System of Linear Equations. System of non-homogeneous and homogeneous linear equations. Gaussian elimination method, Gauss Jordan method. Consistence criterion for the solution of a homogeneous and non-homogeneous system of linear equations. Application of systems of linear equations.

Error Analysis: Introduction, floating points, errors, types of errors.

Solution of Non-Linear Equations: Bisection method, Regula-Falsi method, Newton-Raphson method, fixed-point iterative method.

Solution of Linear Algebraic Equations: Iterative methods: Jaccobi’s method, Guass-Seidal method.

Eigen Values and Eigen Vectors: Power method.

Interpolation and Extrapolation: Differences: Forward, backward, central, operators, and their relations. Newton’s forward interpolation formula. Newton’s backward interpolation formula, Newton’s divided difference formula, Lagrange’s interpolation formula.

Numerical Differentiation: Newton’s forward and backward differentiation formulae.

Numerical Quadrature: Trapezoidal rule, Simpson’s one-third rule, Simpson’s three-eighth rule. Numerical Solution of Ordinary Differential Equations: Taylor series method, Euler’s and its modified methods, Runge-Kutta methods

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