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Introduction to Precise
Numerical Methods
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Introduction to
Precise Numerical
Methods
Oliver Aberth
Mathematics Department
Texas A & M University
Preface xi
Acknowledgments xiii
1 Introduction 1
1.1 Open-source software 1
1.2 Calling up a program 2
1.3 Log files and print files 3
1.4 More on log files 4
1.5 The tilde notation for printed answers 5
2 Computer Arithmetics 9
2.1 Floating-point arithmetic 9
2.2 Variable precision floating-point arithmetic 10
2.3 Interval arithmetic 11
2.4 Range arithmetic 13
2.5 Practical range arithmetic 15
2.6 Interval arithmetic notation 15
2.7 Computing standard functions in range arithmetic 17
2.8 Rational arithmetic 18
Software Exercises A 20
Notes and References 23
3 Classification of Numerical
Computation Problems 25
3.1 A knotty problem 25
3.2 The impossibility of untying the knot 27
v
vi Contents
4 Real-Valued Functions 37
4.1 Elementary functions 37
Software Exercises B 39
5 Computing Derivatives 41
5.1 Power series of elementary functions 41
5.2 An example of series evaluation 48
5.3 Power series for elementary functions of several variables 49
5.4 A more general method of generating power series 52
5.5 The demo program deriv 54
Software Exercises C 54
Notes and References 54
6 Computing Integrals 57
6.1 Computing a definite integral 57
6.2 Formal interval arithmetic 59
6.3 The demo program integ for
computing ordinary definite integrals 61
6.4 Taylor’s remainder formula generalized 63
6.5 The demo program mulint for higher
dimensional integrals 64
6.6 The demo program impint for computing
improper integrals 66
Software Exercises D 67
Notes and References 68
Now that powerful PCs and Macs are everywhere available, when solving a
numerical problem, we should no longer be content with an indefinite answer,
that is, an answer where the error bound is either unknown or a vague guess. This
book’s software allows you to obtain your numerical answers to a prescribed
number �of correct decimal places. For instance, one can compute a definite
b
integral a fx dx to a wide choice of correct decimal places.
The problems treated in this book are standard problems of elementary numeri
cal analysis, including a variety of problems from the field of ordinary differential
equations and one standard problem from the field of partial differential equa
tions. Most programs allow you to choose the number of correct decimal places
for a problem’s solution, with the understanding that more correct decimals
require more computer time.
Besides the availability of powerful computers, two other advances permit
the easy generation of accurate numerical answers. One is the development of
efficient methods for accurately bounding computation errors, stemming from
Ramon Moore’s invention of interval arithmetic in 1962. The other is the
development of methods for analyzing computation tasks, stemming from Alan
Turing’s groundbreaking work in the 1930s.
The CD that comes with this book contains a set of demonstration programs
that will run on any PC using the Microsoft Windows XP operating system.
Page 248 explains how to load the demonstration programs onto your PC’s hard
disk. After you follow those directions and read the short first chapter, you are
ready to use any program. A beginning numerical analysis student can use this
software to solve numerical problems that arise in the student’s other science or
engineering courses.
The text gives the mathematics behind the various numerical techniques and
also describes in general terms the procedures followed by the various compu
tation programs. The software is open-source; that is, the source code for each
xi
xii Preface
In the writing of this book and the creation of the accompanying software, I have
had help from many sources. Two people have made fundamental contributions.
Mark J. Schaefer, formerly of Tübingen University, helped write some of the
computation programs. His brilliant programming skills were much needed, and
it was his idea to identify quantities correct to the last decimal place with
a terminal tilde. Ramon Moore of Ohio State University, who made precise
numerical computation possible, has been supportive through many decades and
helped test the various computation programs.
Rudolf Lohner of Karlsruhe University showed me how to improve my treat
ment of ordinary differential equations, by using his ingenious computation
methods. R. Baker Kearfott of the University of Southwestern Louisiana helped
me understand the crossing number concept.
I am indebted to Brian Hassard of SUNY at Buffalo, for his inspiring early
attempts, with his students, at precise computation of specific partial differen
tial equation problems. His experiments encouraged me to develope the pde
program, described in Chapter 15.
I also wish to express my thanks to Grady Wright of the University of Utah,
who carefully read the early manuscript, corrected some errors, and made many
valuable suggestions for improvement.
Three reviewers of the early text, Gus Jacobs of Brown University, Arnd
Scheel of the University of Minnesota, and Sylvia Veronese of the University
of Utah, improved the book in many ways. I greatly appreciate their time and
thoughtful comments.
Oliver Aberth
xiii
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Introduction
1
The programs that come with this book not only obtain numerical approxima
tions, but also bound the errors, and in this way are able to display answers correct
to the last decimal digit. This first chapter provides the information needed to
use the software easily and to understand any numerical results obtained. The
next section gives some background for the software, the three sections after that
describe how to use the software, and the last section illustrates how numerical
approximations are displayed and how these displays should be interpreted.
name1 name2
Here name1 specifies a hard disk file, name1.exe, containing the computer
execution instructions. (Each hard disk filename has a three letter file extension
that is separated from the main part of its name by a period.) A following
1
2 1 Introduction
name2 may not be present in the command line, but if present, it specifies
some additional hard disk file containing information needed by the executing
program. With our command lines, the name2 file extension is always log,
so when name2 is present in a command line, the file name2.log holds the
needed data.
x 1 + x2 = 1
x1 − x2 = 2
You can become familiar with controlling the software by imitating the following
steps on your PC.
We need to call up an appropriate program to solve this problem, and we
suppose that either we do not know the name of the program or have forgotten it.
In this situation, call up the general program problem. That is, click on PNM
in your Windows “Programs” display, and after the PNM form appears, click
on the Command menu, then click on the Exe part subsection, and finally,
choose the problem program from the list of programs that appears.
The PNM form caption now will be “Command: problem”. Next click on the
Command menu again, and this time click on the Go subsection. The PNM form
will disappear, and the next step is to get to the Windows command subsystem
(review page 248), type just the single letter g (for “go”) and hit the ENTER key.
The program problem will display various options and, according to your
responses, eventually displays the name of an appropriate computation program.
To solve our simple example, we first enter the integer 6, followed by the
integer 1. The program problem, in response to these entries, displays the
program name “equat”.
Now, knowing the program name, the next step is to call it up. We need to
exit the Windows command subsystem, and this can always be done by entering
the letter e (for “exit”) and hitting the ENTER key.
Once more, click on PNM in your Windows “Programs” display, and after the
PNM form appears, click on the Command menu, then click on the Exe part
subsection, and choose equat from the list of programs. The displayed caption
changes to “Command: equat”. Next click on the Command menu again, and
click on the Go subsection. Again the PNM form disappears, and once more we
need to get to the Windows command subsystem, type the letter g and hit the
ENTER key.
We now see a message identifying equat as a program for solving n linear
equations in n unknowns. This program requires a user to view simultaneous
1.3 Log files and print files 3
Specify the number of equations by entering 2, and then enter the four coef
ficient matrix values of 1, 1, 1, and −1, followed by the two vector entries
of 1 and 2. Then select the number of decimal places, say 10, by entering the
integer 10. The solution is now displayed to 10 decimal places.
To see the equat.log file, first click on the Log menu, then click on the
Open subsection, and finally click on the single line labeled equat. The PNM
form now holds the contents of the equat.log file.
Let us suppose that immediately after we obtain the solution of our initial
example problem, we find we need to solve the related problem
x 1 + x2 = 3
x1 − x2 = 4
Here the equation right side values have been changed from their previous values
to 3 and 4. Edit the log file to specify this new problem by changing the two
vector values from 1 and 2 to their new values of 3 and 4, and then click on the
Save subsection of the Log menu.
Our new problem can be solved now by clicking on the Log part of the
Command menu, then clicking on the single line labeled equat. The PNM
caption changes to “Command: equat equat”. Next click on the Go subsection
of the Command menu, and, as usual, go to the Windows command subsection,
type a g and hit the ENTER key. The solution to our new problem is now
displayed.
111234˜
The tilde (˜) indicates that the displayed result has a positive error bound.
Nevertheless, the displayed result is correct to the last decimal place shown.
Section 3.4 has a discussion of the meaning of the phrase “correct to the last
decimal place”, but this can be understood here to mean that the magnitude of
the error is no larger than one-half of a unit in the last decimal place, or 5 units
in the decimal place that would follow the last digit displayed. Thus, for the
sample answer just shown, 00005 is the error bound on the answer. The tilde
may be mentally converted to ± 21 and so this particular answer also may be
interpreted as
111234 ± 21
1112345˜
111234
6 1 Introduction
In this case the answer is exactly the rational number 111234. As an example, if
we call up the calc program to obtain a three fixed-point decimal approximation
to cos0, the exact answer obtained appears as shown below:
1000
Suppose now that you decide that scientific floating-point decimals are more
convenient for representing answers. A k decimal scientific floating-point number
is a number in the form
with the requirement that the exponent e be an integer, and that the leading
decimal digit d0 not be zero. For instance, −√34444 · 1012 is a four decimal
scientific floating-point value, but −34444 · 10 2 or 04444 · 1012 are not. The
leading term ‘(sign) d0 d1 d2 dk ’ is the mantissa and the trailing factor ‘10e ’
is the exponent part of the number. With scientific floating-point notation, it is
permissible to indicate that a number is zero by simply displaying a zero, that
is, displaying 0 without any exponent part.
When a computation program is directed to obtain answers to k floating-point
decimal places, the exponent part of an answer is shown using “E notation.”
Thus if the exponent part is 10−3 , this is displayed as E−3. With mantissas, the
tilde notation is used. Thus the display 21234∼ E5 indicates that the mantissa
is correct to the last digit, and that the error of the mantissa is no larger than
one-half a unit in the last displayed decimal place. If a tilde does not appear in a
floating-point mantissa, the mantissa has a zero error bound and is exact. As an
example, if we direct the calc program to print out a four decimal floating-point
approximation to cos0, the exact answer appears this way:
10000 E0
and illustrates the point that exact zeros appear as a single digit 0 without an
exponent part. A four decimal floating-point approximation to tan/4 appears
this way:
10000˜ E0
Note that the tilde appears even though the tangent of /4 is exactly 1. When
ever a tilde appears with a displayed answer known to be exact, it means
merely that the accompanying error bound computation yielded a positive result.
1.5 The tilde notation for printed answers 7
As explained in Section 3.4, computed error bounds serve to ensure the correct
ness of displayed answer digits. A computed error bound is a bound guaranteed
not to be too small, but it is not necessarily exact.
With floating-point display, as explained in Section 3.4, sometimes no mantissa
digits can be obtained. A computed approximation with a computed error bound
defines an interval on the real number line, and if this interval contains the zero
point, then a mantissa correct to the last decimal place is not forthcoming. If the
interval obtained is actually a point, that is, the approximation is zero and the error
bound is zero, then the display of 0 in place of a mantissa and an exponent part
is correct. But for intervals that are not points, the failure to obtain a mantissa is
indicated by the display of 0∼ for the mantissa, with an accompanying negative
exponent of magnitude equal to or greater than the number of floating-point
decimal places requested. Thus if we request four floating-point decimal places,
the display shown below might occur:
0˜ E − 4
(sign) d1 d2 dk · Be
The leading digit d1 is unequal to zero, e is the exponent, and B is the base
used for the exponent part. Here various number systems can be used in this
representation: binary, octal, decimal, or hexadecimal. Accordingly, the base B
9
10 2 Computer Arithmetics
could be 2, 8, 10, or 16. The range arithmetic system uses the decimal system,
so we will concentrate on decimal floating-point representations, which have
the form
is identical to that given previously, except that n, the number of mantissa digits,
now is variable instead of being fixed at the few choices previously allowed.
Such a system will have an upper bound, N , on the number of mantissa digits
possible, with N typically being several thousand. Thus any number of the form
just shown is allowed if n is in the range 1 ≤ n ≤ N . Because n is not fixed, the
amount of memory needed for a number is not known in advance of forming the
number. The storage of a number in memory now requires a variable number of
bytes to hold the mantissa. The integer n, stored in a designated initial part of
a number’s memory block, indicates how many of the following memory bytes
hold mantissa digits.
Exploring the Variety of Random
Documents with Different Content
he first curiosity that commands your reverence is the
ancient venerable shrine of St. Edward, once the glory of
England, but now defaced and robbed of its beauty, by the
devotees of this extreme pious man, all of whom were proud to
possess some stone or dust from his tomb. This shrine was erected
by Henry III. in 1269, to receive the remains of St. Edward, upon his
translation from the shrine built by Henry II., upon the canonization
of Edward, King of England (third of that name, and the last of the
Saxon race), by Pope Alexander III., in 1163, who caused his name
to be placed in the catalogue of saints, and issued his bull to the
Abbot Laurentius, and the Convent of Westminster, enjoining, “That
his body be honoured here on earth, as his soul is glorified in
heaven.” He died in 1065. How costly the shrine, &c., was, appears
by a record in the Tower.—Parl. Roll. 51st of Henry III. “Henry III.,
with consent of the Abbot and Convent of Westminster, pledged the
jewels belonging to the body and shrine of Edward the Confessor to
foreigners, being necessitated on account of heavy emergencies; the
value of the said jewels amounted to £2,557. 4s. 8d.”
On the south side of the shrine, Editha, daughter of Goodwyn, Earl
of Kent, and Queen of St. Edward, lies interred. The writers of those
times commended her for beauty, learning, prudent economy, gentle
manners, and inimitable skill in needlework, having wrought with her
own hands the curious and magnificent robes the King used to wear
on his collar days. She died at Winchester, Jan. 15, 1073. Part of a
Latin epitaph on this excellent Princess has been handed down, and
is to this effect:—
“Success ne’er sat exulting in her eye,
Nor disappointment heaved the troubled sigh;
Prosperity ne’er sadden’d o’er her brow,
While glad in trouble she enjoyed her woe:
Beauty ne’er made her vain, nor sceptres proud,
Nor titles taught to scorn the meaner crowd.
Supreme humility was awful grace,
And her chief charm a bashfulness of face.”
Near this was buried Matilda, Queen of England, daughter of
Malcolm, King of Scots, and wife to Henry I. She died May 1, 1118.
This Queen would, every day in Lent, walk from her palace to this
church barefoot, and wearing a garment of hair. No verse or stone to
mark the place of interment are to be found.
On the north side of this Chapel is an ancient tomb of admirable
workmanship and materials, the panels being of polished porphyry,
and the Mosaic work round them of gold and scarlet; at the corners
of the table are twisted pillars, gilt and enamelled, and the effigy of
Henry III. upon it is of gilt brass, finely executed. He died in 1272,
after a troublesome reign of fifty-six years, aged sixty-five, and was
buried by the Knights Templars, of whose order his father was the
founder, with such splendour, that Wykes, the Monk, says, he made
a more magnificent figure when dead, than he had done while living.
—Cavalini.
Near that of Henry III. is a small monument in memory of Elizabeth
Tudor, second daughter of Henry VII., who died at Eltham, in Kent,
Sept. 14th, 1495, aged three years, from whence she was removed
in great funeral pomp, and here buried.
At the feet of Henry III. is an ancient monument of Eleanor, Queen
of Edward I. On the sides of this monument are engraven the arms
of Castile and Leon, quarterly, and those of Fontheiu, hanging on
vines and oak leaves; and round the copper verge is embossed this
inscription, in Saxon characters: “Ici gist Alianor iadis Reyne de
Engletere femme al Rey Edeward Fiz (lerey Henry efylle alrey
deespaygne econtasse de) puntif del alme deli Deu pur sa pite eyt
merci. Amen.” Translation:—Here lies Eleanor, formerly Queen of
England, wife to King Edward son of King Henry, daughter of the
King of Spain, and Countess of Ponthieu; upon whose soul may God
for His pity have mercy. Amen. The upper line is visible on the south
side, the words within brackets are concealed under the tomb of
King Henry V., the remainder is on the north side. It is remarkable,
the body only of this Queen lies here interred, and her heart in the
choir of the Friars Predicants in London. She died Dec. 27, 1290.—
Cavalini.
The chantry of Henry V. is next, on each side of which are images as
large as life, guarding, as it were, the staircases ascending to it.
Beneath is the tomb of that glorious and warlike Prince, Henry of
Monmouth (so called from the place of his nativity). On the upper slab
lies a headless and otherwise mutilated figure of the King, carved in
oak, which was originally covered with silver; the head appears to
have been cast in silver; but this, Camden says, “was gone when he
wrote his Britannica, in the reign of Elizabeth.” This Prince was guilty
of great extravagances in his youth, and is said, with Sir John
Falstaff, to have belonged to a gang of sharpers; yet, upon his
advancement to the crown made a most excellent King, and, by the
memorable battle of Agincourt, acquired to himself and the English
nation immortal glory. He died in France, Aug. 31, 1422, in the
thirty-fourth year of his age, and the tenth of his reign. In the
chantry above, is the saddle, helmet, and shield, supposed to have
been used at Agincourt, brought here at his interment.—John
Anderne, sculptor.
The next is an ancient tomb to the memory of Phillippa, third
daughter of William, Earl of Hainault, and Queen of Edward III., with
whom she lived forty-two years, and bore him fourteen children.
Harding tells us, that when an embassy was sent to choose one of
the Earl’s daughters, a certain English Bishop advised to choose the
lady with the largest hips, as promising a numerous progeny. She
died August 15, 1369; and the King, her husband, bestowed a
profusion of expense in performing her exequies and erecting her
tomb, round which were placed as ornaments the brazen statues of
no less than thirty kings, princes, and noble personages, her
relations.
Adjoining to this is the tomb of Edward III., which is likewise covered
with a Gothic canopy. On a table of grey marble lies the effigy of this
Prince, though his corpse was deposited in the same grave with the
Queen’s, according to her request on her death-bed. This tomb was
surrounded, like the former, with statues, particularly those of his
children, six of which remain on the south side of the tomb; viz.,
Edward, Joan-de-la-Tour, Lionel, Edmund, Mary, and William. He died
June 21, 1377, aged sixty-four.
Here is likewise a monument in memory of Margaret, daughter of
Edward IV., by Elizabeth Woodville, his Queen, which had once an
inscription upon it, showing her name, quality, and age, being only
nine months. She died April 19, 1472.
Between the Chairs are placed the shield and sword carried before
Edward III., in France. The sword is seven feet long, and weighs
eighteen pounds.
Under a large stone, once finely plated with brass, lies the great
Thomas of Woodstock, Duke of Gloucester; he was brother to the
Black Prince, and sixth and youngest son of Edward III. He was
murdered at Calais, Sept. 8, 1397.
Next adjoining to this is a tomb, erected to the memory of Richard II.
and his Queen; over which is a canopy of wood, remarkable for a
curious painting of the Virgin Mary and our Saviour still visible upon
it. This Richard was son of Edward the Black Prince, and grandson of
Edward III., whom he succeeded at eleven years of age. He was
murdered on St. Valentine’s day, 1399. In the same tomb lies his
Queen, Anne, daughter of Charles IV., and sister of Wenceslaus,
Emperor and King of Bohemia, who brought him neither dowry nor
issue. She died at Shene, June 7, 1394, after being married twelve
years.
The Coronation Chairs.—The most ancient of them was made to
enclose the stone (which is reported to be Jacob’s Pillar), brought
with regalia from Scotland, by Edward I., and offered to St. Edward’s
shrine, in the year 1297 (after he had overcome John Baliol, King of
Scots, in several battles). In this chair all the reigning Sovereigns
have been crowned since Edward I. The other chair was made for
Queen Mary II. At the coronation, one or both of them are covered
with gold tissue, and placed before the altar, behind which they now
stand, surrounded by several monarchs, who seem to guard them
even in death.
Above those chairs, along the frieze of the screen of this Chapel, are
fourteen legendary sculptures, respecting the Confessor. The first is
the trial of Queen Emma; the next the birth of Edward; another is
his coronation; the fourth tells us how our saint was frightened into
the abolition of the Dean-gelt, by his seeing the devil dance upon
the money casks; the fifth is the story of his winking at the thief,
who was robbing his treasure; the sixth is meant to relate the
appearance of our Saviour to him; the seventh shows how the
invasion of England was frustrated by the drowning of the Danish
King; in the eighth is seen the quarrel between the boys Totsi and
Harold, predicting their respective fates; in the ninth sculpture is the
Confessor’s vision of the seven sleepers; the tenth, how he met St.
John the Evangelist in the guise of a pilgrim; the eleventh, how the
blind were cured by their eyes being washed in his dirty water; the
twelfth, how St. John delivers to the pilgrims a ring; in the thirteenth
they deliver the ring to the King, which he had unknowingly given to
St. John as an alms, when he met him in the form of a pilgrim; this
was attended with a message from the saint, foretelling the death of
the King; and the fourteenth shows the consequential haste made
by him to complete his pious foundation.
Before leaving this Chapel you will observe a large plain tomb,
composed of five slabs of grey marble; two make the sides, two the
ends, and one the cover. This rough unpolished tomb enclosed the
body of the glorious King Edward I., of whom we have just been
speaking. He was son of Henry III., and born at Westminster, June
17, 1239, named Edward, in honour of St. Edward, his father’s
patron and predecessor, and afterwards Longshanks, from his tall
and slender body. He is called Edward I., because he was the first of
that name after the Conquest. He died July 7, 1307, after a reign of
thirty-four years, and a life of sixty-eight. This tomb was opened in
1774, by permission of Dr. Thomas, then Dean of Westminster,
granted to the Society of Antiquaries, a deputation of whom, with
the Dean, attended the process. The body was perfect, having on
two robes, one of gold and silver tissue, and the other of crimson
velvet; a sceptre in each hand, measuring near five feet; a crown on
his head, and many jewels; he measured six feet two inches.
Near this tomb is a large stone, plated with brass, to the memory of
John of Waltham, the twenty-sixth Bishop of Salisbury, anno 1388. He
was master of the Rolls in 1382, then Keeper of the Privy Seal, in the
year 1391, and died Lord High Treasurer of England to Richard II., in
1395.
In this Chapel was interred the heart of Henry d’Almade, son of
Richard, King of the Romans, brother of Henry III. He was
sacrilegiously assassinated in the Church of St. Silvester, at Viterbo,
as he was performing his devotions before the high altar. Simon and
Guido Montford, sons of Simon de Montford, Earl of Leicester, were
the assassins, in revenge for their father’s death, who, with their
brother Henry, was slain in the battle of Evesham, in fighting against
their lawful sovereign. The picture of this murder the inhabitants had
painted, and hung up in the church, where we are told it still
remains. This murder happened in 1270, and in the year after the
body of Henry was brought to England, and buried in the monastery
of St. Helen’s; but his heart was put in a cup, and placed near St.
Edward’s shrine, of the removal of which we have no account.
Upon a careful perusal of the guide-book to this portion of the
Abbey, it will not be uninteresting to observe that the bodies of six
kings, five queens, two princesses, a duke, and a bishop are
deposited in this remarkable receptacle of the dead.
Before entering the Chapel of St. John, on the right or east side of
the door, is a monument erected to the memory of Jane, daughter
and co-heiress of Sir John Pulteney, and wife of Sir Clippesby Crewe,
Knt. She died Dec. 2, 1639, aged twenty-nine.
On the left, or west side of the door, is a monument to the memory
of Juliana, only daughter of Sir Randolph Crewe, Knt., Lord Chief
Justice of England. She died unmarried April 22, 1621.
Over the door is the monument of the Right Rev. Dr. Barnard, Lord
Bishop of Londonderry, who died in London, January 10, 1768, aged
seventy-two, and was here buried.
VII.—Chapel of St. John.
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