Numerical Analysis August 29, 2011 1

1. Mathematical Preliminaries
1. Intermediate Value Theorem and it consequences.
(a) If f is continuous on [a, b], x
1
, ..., x
n
are numbers in [a, b], and g
1
, ..., g
n
are
numbers all of the same sign, then there exists a in [a, b] such that

i
f(x
i
)g
i
= f()

i
g
i
(b) ( Mean Value Theorem for Integrals ) If f is continuous on [a, b], g(x) 0 for all
x [a, b], then there exists a in [a, b] such that
_
b
a
f(x)g(x) dx = f()
_
b
a
g(x) dx.
2. If f is continuous on [a, b], then f is bounded on [a, b], moreover, f assumes its
maximum and minimum values.
3. Rolles Theorem and various mean-value theorems for derivatives.
4. Taylors theorem with integral remainder. If f has n + 1 continuous derivatives on
[e, f] and a [e, f], then for each x [e, f]
f(x) = f(a) + f

(a)(x a) +
1
2
f

(a)(x a)
2
+
+
f
(n)
(a)
n!
(x a)
n
+
1
n!
_
x
a
(x s)
n
f
(n+1)
(s) ds
5. (Chain Rule) If f(x, y, ..., z) is C
1
and x(t), y(t), ..., z(t) are also C
1
, then
g(t) = f(x(t), y(t), ..., z(t)) is dierentiable and
g

(t) =
f
x
x

(t) +
f
y
y

(t) +
f
z
z

(t)
6. Taylors theorem in the plane. Given f : IR
2
IR which is C
2
, (a, b) IR
2
and
(x, y) IR
2
, there exists a point (, ) such that
f(x, y) = f(a, b) +
__
f
x
(a, b)
f
y
(a, b)
_
,
_
x a
y b
__
+
1
2
__
f
xx
f
xy
f
yx
f
yy
_

(,)
_
x a
y b
_
,
_
x a
y b
_
_
7. (Fundamental Theorem of Algebra) If p(x) is a polynomial of degree n 1, then p(x)
has at least one zero, i.e., there exists a complex number such that p() = 0.
Corollary: If p(x) = a
0
+ a
1
x
1
+ + a
n
x
n
, then there exist complex numbers
r
1
, r
2
, ..., r
n
such that p(x) = a
n
n

i=1
(x r
i
).