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Problems from a university-level mathematics course, math 128a, covering topics such as newton's method for finding roots, quadratic interpolation using lagrange and newton formulas, and orthogonal matrices. Students are expected to write down newton's method for finding the root of a scalar equation, verify the error decrease, prove the convergence of newton's method with forward difference approximation, bound the relative error of quadratic interpolation, find the error formula for polynomial interpolation, and minimize the worst-case error. Additionally, students are asked to show that a given matrix s is orthogonal and symmetric, find a trigonometric sine polynomial that interpolates given values using the given nodes, and use the fast fourier transform (fft) to evaluate all the coefficients of the interpolating polynomial.
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Prof. John A. Strain
a.) (b) Veify that for a = 27 and x 0 = 4, the error decreases after one Newton step: |c − x 1 | < |c − x 0 |. (c) Prove that xn → c as n → ∞ if 1 < c < x 0. (Hint: to save algebra, do the general error estimate first, and specialize to the cube root at the last minute.) (d) Replace f ′(xn) in Newton’s method by the forward difference approxima- tion Dhf (x) = (f (x+h)−f (x))/h, for some small h (comparable to the error en = c − xn at each step). Show that the resulting iteration still converges quadratically (for a general function f with f ′′^ bounded) if h = O(|en|) as n → ∞. (e) Would you expect floating-point error in computer evaluation of f to ruin the conclusion of part (d)?
1 /n sin(jkπ/n) for j, k = 1,... , n − 1. (a) Show that S is an orthogonal matrix (and obviously symmetric). (b) Given values fj for j = 1,... , n − 1, find a trigonometric sine polynomial
σ(t) =
n∑− 1
k=
gk sin(kπt)
which interpolates the values fj at the nodes tj = jπ/n. (c) How would you use the FFT to evaluate all the coefficients gk in O(n log n) work?