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Numerical Analysis Chapter 1
Numerical Analysis Chapter 1
Greeting
Numerical Analysis
Mathematical Preliminaries
OL Say
ol.say@itc.edu.kh
1 Greeting
2 Outline
3 Calculus
4 Round-off Errors
Definition 1 (Limit)
lim f (x) = L,
x→x0
if, given any real number 𝜀 > 0, there exists a real number 𝛿 > 0
such that
Definition 2 (Continuity)
lim xn , or xn → x as n → ∞
n→∞
Theorem 4
Definition 5 (Differentiability)
f (x) − f (x0 )
f ′(x0 ) = lim
x→x0 x − x0
Theorem 6
If f ∈ C[a, b], then c1 , c2 ∈ [a, b] exist with f (c1 ) ≤ f (x) ≤ f (c2 ), for all
x ∈ [a, b]. In addition, if f is differentiable on (a, b), then the numbers
c1 and c2 occur either at the endpoints of [a, b] or where f ′ is zero.
If f ∈ C[a, b] and K is any number between f (a) and f (b), then there
exists a number c in (a, b) for which f (c) = K.
Definition 12 (Integration)
Suppose f ∈ Cn [a, b], that f (n+1) exists on [a, b], and x0 ∈ [a, b]. For
every x ∈ [a, b], there exists a number 𝜉(x) between x0 and x with
where
f (n+1) (𝜉(x))
and Rn (x) = (x − x0 )n+1
(n + 1)!
Definition 17