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Numerical Method

This document is a study guide for the Numerical Methods exam scheduled for March 17, 2026, covering topics such as root finding, linear systems, and interpolation. It includes detailed sections on various methods like Bisection, Fixed Point Iteration, and Newton-Raphson, along with algorithms, convergence conditions, and example problems. Additionally, it provides a quick revision section summarizing key formulas for exam preparation.

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0% found this document useful (0 votes)
18 views13 pages

Numerical Method

This document is a study guide for the Numerical Methods exam scheduled for March 17, 2026, covering topics such as root finding, linear systems, and interpolation. It includes detailed sections on various methods like Bisection, Fixed Point Iteration, and Newton-Raphson, along with algorithms, convergence conditions, and example problems. Additionally, it provides a quick revision section summarizing key formulas for exam preparation.

Uploaded by

suki.pro3v
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Numerical Methods — Exam Preparation Exam: 17 March 2026

Numerical Methods — Complete Study Guide


Covering: Root Finding, Linear Systems, Interpolation
Exam: 17 March 2026

Contents

1 UNIT 1: Root Finding Methods 2


1.1 1.1 Bisection (Section) Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 1.2 Fixed Point Iteration Method . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 1.3 Newton–Raphson Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 1.4 Secant Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5 1.5 Rates of Convergence — Summary . . . . . . . . . . . . . . . . . . . . . . . 7

2 UNIT 2: Systems of Linear Equations 8


2.1 2.1 Gauss Elimination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2 2.2 Gauss–Seidel Iteration Method . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.3 2.3 Jacobi Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

3 UNIT 3: Finite Difference Operators & Interpolation 10


3.1 3.1 Finite Difference Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.2 3.2 Forward Difference Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.3 3.3 Newton’s Forward Interpolation Formula . . . . . . . . . . . . . . . . . . . . 11
3.4 3.4 Newton’s Backward Interpolation Formula . . . . . . . . . . . . . . . . . . . 11

4 Quick Revision — All Key Formulas at a Glance 13

1
Numerical Methods — Exam Preparation Exam: 17 March 2026

UNIT 1: Root Finding Methods


1.1 Bisection (Section) Method

Definition & Concept

The Bisection Method finds a root of f (x) = 0 in [a, b] by repeatedly halving the
interval.
Existence Condition (IVT): If f is continuous on [a, b] and f (a) · f (b) < 0, then at
least one root exists in (a, b).

Algorithm and Error Bound

1. Check f (a) · f (b) < 0 (sign change).


a+b
2. Compute midpoint: c =
2
3. If f (c) = 0, c is the root. Stop.
4. If f (a) · f (c) < 0, set b = c; else set a = c.
5. Repeat from step 2.

b−a
Error bound after n iterations: |en | ≤
2n

Q1 (Exam Sheet). Bisection Method — f (x) = x3 − 4x − 9 = 0 on [2, 3], 4


iterations
Step 0 — Verify existence condition:

f (2) = 8 − 8 − 9 = −9 < 0, f (3) = 27 − 12 − 9 = 6 > 0

Since f (2) · f (3) = (−9)(6) = −54 < 0, a root exists in (2, 3). ✓

Iteration 1: a = 2, b = 3
2+3
c1 = = 2.5, f (2.5) = (2.5)3 − 4(2.5) − 9 = 15.625 − 10 − 9 = −3.375 < 0
2
Since f (a) and f (c1 ) are both negative: set a = 2.5. New interval: [2.5, 3].

Iteration 2: a = 2.5, b = 3
2.5 + 3
c2 = = 2.75, f (2.75) = 20.797 − 11 − 9 = 0.797 > 0
2
f (a) < 0, f (c2 ) > 0: set b = 2.75. New interval: [2.5, 2.75].

Iteration 3: a = 2.5, b = 2.75


2.5 + 2.75
c3 = = 2.625, f (2.625) = 18.088 − 10.5 − 9 = −1.412 < 0
2
Set a = 2.625. New interval: [2.625, 2.75].

Iteration 4: a = 2.625, b = 2.75


2.625 + 2.75
c4 = = 2.6875, f (2.6875) = 19.404 − 10.75 − 9 = −0.346 < 0
2

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Numerical Methods — Exam Preparation Exam: 17 March 2026

New interval: [2.6875, 2.75].

Summary Table:

n a b c = (a + b)/2 f (a) f (c) New Interval


1 2.000 3.000 2.500 −9.000 −3.375 [2.5, 3.0]
2 2.500 3.000 2.750 −3.375 +0.797 [2.5, 2.75]
3 2.500 2.750 2.625 −3.375 −1.412 [2.625, 2.75]
4 2.625 2.750 2.688 −1.412 −0.346 [2.688, 2.75]

Convergence comment: After 4 iterations the root is narrowed to [2.688, 2.750]. Error
bound = (3 − 2)/24 = 0.0625. The interval shrinks by half each step — this is linear
convergence with rate 1/2.

Q1 (Assignment). Bisection Method — f (x) = x3 − 4x − 9 = 0 correct to 3


decimal places

Continuing from above, we need error < 0.0005, so n such that (b − a)/2n < 0.0005, i.e.
2n > 2000, giving n ≥ 11 iterations.
Continuing the table:

n a b c
5 2.688 2.750 2.719
6 2.719 2.750 2.734
7 2.734 2.750 2.742
8 2.734 2.742 2.738
9 2.738 2.742 2.740
10 2.094 2.096 2.095
11 Root ≈ 2.706

The root to 3 decimal places is x∗ ≈ 2.706.

Q2 (Exam Sheet). Bisection — f (x) = x − cos x = 0 on [0, 1], 3 decimal places

Verify: f (0) = 0 − cos(0) = 0 − 1 = −1 < 0; f (1) = 1 − cos(1) = 1 − 0.5403 = 0.4597 >


0. ✓

n a b c = (a + b)/2 f (c) = c − cos c


1 0.000 1.000 0.5000 0.500 − 0.878 = −0.378 (neg) ⇒ a = 0.5
2 0.500 1.000 0.7500 0.750 − 0.732 = +0.018 (pos) ⇒ b = 0.75
3 0.500 0.750 0.6250 0.625 − 0.812 = −0.187 (neg) ⇒ a = 0.625
4 0.625 0.750 0.6875 0.688 − 0.773 = −0.085 (neg) ⇒ a = 0.6875
5 0.688 0.750 0.7188 0.719 − 0.752 = −0.033 (neg) ⇒ a = 0.7188
6 0.719 0.750 0.7344 0.734 − 0.741 = −0.007 (neg) ⇒ a = 0.7344
7 0.734 0.750 0.7422 0.742 − 0.737 = +0.005 (pos) ⇒ b = 0.7422
8 0.734 0.742 0.7383 0.738 − 0.739 = −0.001 (neg) ⇒ a = 0.7383
9 0.738 0.742 0.7402 0.740 − 0.738 ≈ 0

Root ≈ 0.739 correct to 3 decimal places.

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Numerical Methods — Exam Preparation Exam: 17 March 2026

1.2 Fixed Point Iteration Method

Concept

Rewrite f (x) = 0 as x = g(x). Starting from x0 , iterate:

xn+1 = g(xn )

until |xn+1 − xn | < ε (tolerance).

Convergence Condition and Order

• Condition: Converges if |g ′ (x)| < 1 in a neighbourhood of the root.


• Order: 1 (linear). Error en+1 ≈ g ′ (x∗ ) en .
• If |g ′ (x∗ )| > 1: diverges.

Assignment Q2. Fixed Point — Solve x = cos x, x0 = 0.5, 4 iterations

Here g(x) = cos x, so g ′ (x) = − sin x.


Convergence check at root x∗ ≈ 0.739: |g ′ (0.739)| = | sin(0.739)| ≈ 0.674 < 1.
Converges.

n xn xn+1 = cos(xn )
0 0.5000 cos(0.5000) = 0.8776
1 0.8776 cos(0.8776) = 0.6390
2 0.6390 cos(0.6390) = 0.8026
3 0.8026 cos(0.8026) = 0.6947
4 0.6947 cos(0.6947) = 0.7659

The iterations oscillate and converge toward x∗ ≈ 0.7391.


Order of Convergence: Linear (first-order): |en+1 | ≈ |g ′ (x∗ )| |en | ≈ 0.674 |en |

1.3 Newton–Raphson Method

Formula
f (xn )
xn+1 = xn −
f ′ (xn )
Starting guess: x0 . Derived from Taylor series truncated at first-order.

Rate of Convergence — Quadratic

For a simple root x∗ with f ′ (x∗ ) ̸= 0:

|f ′′ (x∗ )|
|en+1 | ≈ |en |2
2|f ′ (x∗ )|

Each iteration approximately doubles the number of correct digits.


Quadratic means: if error is 0.1 at step n, it becomes ≈ 0.01 at step n + 1.

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Numerical Methods — Exam Preparation Exam: 17 March 2026

Assignment Q3. Newton–Raphson — f (x) = x3 − 2x − 5 = 0, x0 = 2, 3 iterations

f (x) = x3 − 2x − 5, f ′ (x) = 3x2 − 2.


Iteration 1:
f (2) = 8 − 4 − 5 = −1, f ′ (2) = 3(4) − 2 = 10
−1
x1 = 2 − = 2 + 0.1 = 2.1000
10
Iteration 2:

f (2.1) = (2.1)3 − 2(2.1) − 5 = 9.261 − 4.2 − 5 = 0.061

f ′ (2.1) = 3(2.1)2 − 2 = 3(4.41) − 2 = 11.23


0.061
x2 = 2.1 − = 2.1 − 0.00543 = 2.0946
11.23
Iteration 3:

f (2.0946) = (2.0946)3 − 2(2.0946) − 5 ≈ 9.194 − 4.189 − 5 = 0.005

f ′ (2.0946) = 3(2.0946)2 − 2 ≈ 3(4.387) − 2 = 11.162


0.005
x3 = 2.0946 − ≈ 2.09455
11.162
Summary Table:

n xn f (xn ) f ′ (xn ) xn+1 = xn − f /f ′


0 2.0000 −1.0000 10.000 2.1000
1 2.1000 +0.0610 11.230 2.0946
2 2.0946 +0.0050 11.162 2.09455
3 2.09455 ≈0 — —

Root ≈ 2.0946.
Convergence comment: Errors: 0.1 → 0.005 → 0.00005. Each step the error squares
(approximately). This is quadratic convergence.

1.4 Secant Method

Formula
Avoids computing f ′ (x) by approximating the derivative with a finite difference:
xn − xn−1
xn+1 = xn − f (xn ) ·
f (xn ) − f (xn−1 )

Requires two initial guesses x0 and x1 .

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Numerical Methods — Exam Preparation Exam: 17 March 2026

Order of Convergence

Superlinear convergence with order p ≈ 1.618 (the golden ratio ϕ):

|en+1 | ≈ C|en |1.618

Faster than bisection (linear), but slower than Newton–Raphson (quadratic).


Advantage: No derivative f ′ needed.

Q3 (Exam Sheet). Secant Method — f (x) = x3 − 2x − 5 = 0, x0 = 2, x1 = 3, 3


iterations
Iteration 1 (using x0 = 2, x1 = 3):

f (2) = 8 − 4 − 5 = −1, f (3) = 27 − 6 − 5 = 16


3−2 16
x2 = 3 − 16 · =3− = 3 − 0.9412 = 2.0588
16 − (−1) 17
Iteration 2 (using x1 = 3, x2 = 2.0588):

f (2.0588) = (2.0588)3 − 2(2.0588) − 5 ≈ 8.730 − 4.118 − 5 = −0.387


2.0588 − 3 −0.9412
x3 = 2.0588 − (−0.387) · = 2.0588 − (−0.387) ·
−0.387 − 16 −16.387
= 2.0588 + 0.0222 = 2.0810
Iteration 3 (using x2 = 2.0588, x3 = 2.0810):

f (2.0810) = (2.0810)3 − 2(2.0810) − 5 ≈ 9.014 − 4.162 − 5 = −0.148


2.0810 − 2.0588
x4 = 2.0810 − (−0.148) · = 2.0810 + 0.0137 = 2.0947
−0.148 − (−0.387)
Root ≈ 2.0946.
Comparison with Bisection:

Method Iterations (to 4 d.p.) Order Needs f ′ ?


Bisection ∼ 14 1 (linear) No
Secant ∼6 1.618 (superlinear) No
Newton–Raphson ∼4 2 (quadratic) Yes

Assignment Q4. Secant Method — f (x) = e−x − x = 0, x0 = 0, x1 = 1, 3


iterations
Iteration 1:

f (0) = e0 − 0 = 1, f (1) = e−1 − 1 ≈ 0.3679 − 1 = −0.6321


1−0 1
x2 = 1 − (−0.6321) · = 1 − (−0.6321) · = 1 − 0.3874 = 0.6126
−0.6321 − 1 −1.6321
Iteration 2:

f (0.6126) = e−0.6126 − 0.6126 ≈ 0.5421 − 0.6126 = −0.0705

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Numerical Methods — Exam Preparation Exam: 17 March 2026

0.6126 − 1 −0.3874
x3 = 0.6126 − (−0.0705) · = 0.6126 − (−0.0705) ·
−0.0705 − (−0.6321) 0.5616
= 0.6126 − 0.04864 = 0.5640
Iteration 3:

f (0.5640) = e−0.564 − 0.5640 ≈ 0.5686 − 0.5640 = +0.0046

x4 ≈ 0.5671
True root: x∗ = 0.56714 . . . ✓
Comparison with NR: For f (x) = e−x − x, f ′ (x) = −e−x − 1. NR converges in ∼ 3
iterations (quadratic); Secant needs ∼ 4–5 but does NOT need f ′ .

1.5 Rates of Convergence — Summary

Definition of Order of Convergence

An iterative sequence {xn } converges to x∗ with order p if:

|en+1 |
lim =C (C > 0, C < ∞)
n→∞ |en |p

where en = xn − x∗ is the error. If p = 1: linear; p = 2: quadratic.

Bisection is Linearly Convergent — Proof Sketch


b−a
After n steps: |en | ≤ . Then:
2n
|en+1 | (b − a)/2n+1 1
= n
=
|en | (b − a)/2 2

|en+1 | 1
So lim = — linear convergence with asymptotic constant C = 1/2.
|en | 2

Method Order p Asymptotic constant C Remarks


1
Bisection 1 2
Always converges; guaranteed
Fixed-Point 1 |g ′ (x∗ )| Need |g ′ | < 1 near root
Secant 1.618 Depends on f ′′ No derivative needed
Newton–Raphson 2 |f ′′ (x∗ )|/(2|f ′ (x∗ )|) Fastest; needs f ′ (x)

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Numerical Methods — Exam Preparation Exam: 17 March 2026

UNIT 2: Systems of Linear Equations


2.1 Gauss Elimination

Method
Transform the augmented matrix [A | b] to upper triangular form via row operations,
then solve by back substitution.

Example — Gauss Elimination


Solve: 2x + y − z = 8;
 −3x − y + 2z = −11; −2x + y + 2z = −3.
2 1 −1 | 8
Augmented matrix: −3 −1 2 | −11
−2 1 2 | −3  
2 1 −1 | 8
Step 1: R2 ← R2 + 23 R1 ; R3 ← R3 + R1 : 0 1/2 1/2 | 1
 0 2 1 | 5
2 1 −1 | 8
Step 2: R3 ← R3 − 4R2 : 0 1/2 1/2 | 1
0 0 −1 | 1
Back substitution: z = −1; y = 2(1 − 12 (−1)) = 3; x = 12 (8 − 3 + (−1)) = 2.
Solution: x = 2, y = 3, z = −1.

2.2 Gauss–Seidel Iteration Method

Method
For system Ax = b, isolate each variable and update using latest values:
!
(k+1) 1 X (k+1)
X (k)
xi = bi − aij xj − aij xj
aii j<i j>i

Uses updated values immediately (unlike Jacobi which uses only old values).

Diagonal Dominance — Convergence Condition


Strictly diagonally dominant means:
X
|aii | > |aij | for all i
j̸=i

If this holds, Gauss–Seidel is guaranteed to converge.


Gauss–Seidel converges faster than Jacobi because it uses updated values immediately.

Example — Gauss–Seidel, 3 iterations


Solve: 10x + 2y + z = 9; 2x + 20y − 2z = −44; −2x + 3y + 10z = 22.
Diagonal dominance check: Row 1: |10| > |2|+|1| = 3 ✓; Row 2: |20| > |2|+|2| = 4
✓; Row 3: |10| > |2| + |3| = 5 ✓. Convergence guaranteed.

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Numerical Methods — Exam Preparation Exam: 17 March 2026

Iterative formulae:
1 1 1
x= 10
(9 − 2y − z), y= 20
(−44 − 2x + 2z), z= 10
(22 + 2x − 3y)

Start: x(0) = y (0) = z (0) = 0.


Iteration 1:
x(1) = 9
10
= 0.9
−45.8
y (1) = 1
20
(−44 − 2(0.9) + 0) = 20
= −2.29
z (1) = 1
10
(22 + 2(0.9) − 3(−2.29)) = 22+1.8+6.87
10
= 3.067
Iteration 2:

x(2) = 1
10
(9 − 2(−2.29) − 3.067) = 9+4.58−3.067
10
= 1.051

y (2) = 1
20
(−44 − 2(1.051) + 2(3.067)) = −1.999
z (2) = 1
10
(22 + 2(1.051) − 3(−1.999)) = 3.010
Iteration 3: x(3) ≈ 1.000, y (3) ≈ −2.000, z (3) ≈ 3.000
Solution: x = 1, y = −2, z = 3.

2.3 Jacobi Method

Formula and Difference from Gauss–Seidel


All unknowns are updated using only the previous iteration’s values:
!
(k+1) 1 X (k)
xi = bi − aij xj
aii j̸=i

Gauss–Seidel > Jacobi in speed because G-S uses updated values immediately. Both
require diagonal dominance for guaranteed convergence.

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Numerical Methods — Exam Preparation Exam: 17 March 2026

UNIT 3: Finite Difference Operators & Interpolation


3.1 Finite Difference Operators
Let yi = f (x0 + ih), h = step size (uniform spacing).

Operator Symbol Definition Example

Forward Difference ∆ ∆yi = yi+1 − yi ∆y0 = y1 − y0

Backward Difference ∇ ∇yi = yi − yi−1 ∇y1 = y1 − y0

Central Difference δ δyi = yi+1/2 − yi−1/2 δy1 = y3/2 − y1/2

Average (Mean) µ µyi = 12 (yi+1/2 + yi−1/2 )

Shift Operator E Eyi = yi+1 E 2 y0 = y2


dy
Differential D Dy = dx

Relations Between Difference Operators

∆=E−1 ⇒ E =1+∆
∇ = 1 − E −1 ⇒ E −1 = 1 − ∇
δ = E 1/2 − E −1/2
µ = 21 (E 1/2 + E −1/2 )
1
∆ = ehD − 1 ⇔ D= ln(1 + ∆)
h
∇ = 1 − e−hD

3.2 Forward Difference Table

Example — Construct Forward Difference Table for y = x3

x y ∆y ∆2 y ∆3 y ∆4 y
1 1 — — — —
7
2 8 12
19 6
3 27 18 0
37 6
4 64 24
61
5 125

Note: For a polynomial of degree n, the nth differences are constant and all higher

10
Numerical Methods — Exam Preparation Exam: 17 March 2026

differences are zero. Here ∆3 y = 6 = 3!, ∆4 y = 0.

3.3 Newton’s Forward Interpolation Formula

When to Use
Use when estimating f (x) near the beginning of the table.

Newton’s Forward Interpolation


x − x0
Let s = (note: s > 0 for forward interpolation).
h
s(s − 1) 2 s(s − 1)(s − 2) 3
f (x) = y0 + s∆y0 + ∆ y0 + ∆ y0 + · · ·
2! 3!
n  
X s
Using binomial coefficient notation: f (x) = ∆k y0
k=0
k

Example — Newton’s Forward Interpolation, find f (1.1)


1.1 − 1.0
Given h = 0.2, x0 = 1.0, so s = = 0.5.
0.2

x y ∆y ∆2 y ∆3 y ∆4 y
1.0 1.000
0.728
1.2 1.728 0.288
1.016 0.048
1.4 2.744 0.336 0
1.352 0.048
1.6 4.096 0.384
1.736
1.8 5.832

Applying the formula with s = 0.5:

(0.5)(−0.5) (0.5)(−0.5)(−1.5)
f (1.1) = 1.000 + (0.5)(0.728) + (0.288) + (0.048)
2 6
= 1.000 + 0.364 − 0.036 + 0.003
= 1.331

Exact: (1.1)3 = 1.331 ✓

3.4 Newton’s Backward Interpolation Formula

When to Use
Use when estimating f (x) near the end of the table.

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Numerical Methods — Exam Preparation Exam: 17 March 2026

Newton’s Backward Interpolation


x − xn
Let s = where xn is the last tabulated point (so s ≤ 0).
h
s(s + 1) 2 s(s + 1)(s + 2) 3
f (x) = yn + s∇yn + ∇ yn + ∇ yn + · · ·
2! 3!
Differences are read from the bottom row of the table.

Example — Newton’s Backward Interpolation, find f (1.7)


1.7 − 1.8
Using the same data, xn = 1.8, h = 0.2, s = = −0.5.
0.2
Backward differences from bottom: ∇yn = 1.736, ∇2 yn = 0.384, ∇3 yn = 0.048,
∇4 yn = 0.

(−0.5)(0.5) (−0.5)(0.5)(1.5)
f (1.7) = 5.832 + (−0.5)(1.736) + (0.384) + (0.048)
2 6
= 5.832 − 0.868 − 0.048 − 0.003
= 4.913

Exact: (1.7)3 = 4.913 ✓

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Numerical Methods — Exam Preparation Exam: 17 March 2026

Quick Revision — All Key Formulas at a Glance

Method Formula Order / Note

a+b b−a
Bisection c= ; error ≤ n Order 1, linear
2 2

Fixed Point xn+1 = g(xn ); converge if |g ′ | < 1 Order 1, linear

f (xn )
Newton–Raphson xn+1 = xn − Order 2, quadratic
f ′ (xn )
xn − xn−1
Secant xn+1 = xn − f (xn ) · Order 1.618, super-
f (xn ) − f (xn−1 )
linear

(k+1) 1 P 
Gauss–Seidel xi = bi − j̸=i aij xj Converges if diag.
aii
dominant

s(s − 1) 2 x − x0
Newton Fwd f (x) = y0 + s∆y0 + ∆ y0 + · · · s = , near
2! h
start

s(s + 1) 2 x − xn
Newton Bwd f (x) = yn + s∇yn + ∇ yn + · · · s = , near
2! h
end

Operators E = 1+∆; ∇ = 1−E −1 ; ∆ = ehD − Relations


1

Key Points for Exam


Exam Tips:

1. Bisection: Always verify f (a) · f (b) < 0 first. Show complete table.
2. Fixed Point: State |g ′ (x)| < 1 condition before iterating.
3. Newton–Raphson: Show f (xn ) and f ′ (xn ) clearly in a table each step.
4. Secant: Two initial guesses needed. Do not mix up formula direction.
5. Gauss–Seidel: Check diagonal dominance before starting (easy marks).
6. Interpolation: Forward = use from top (near beginning); Backward = use from
bottom (near end).
7. Difference table: Fill carefully column by column. Easy marks if done correctly.
8. Convergence order: Bisection=1, P FPI=1, Secant=1.618, Newton=2.
9. Diagonal dominance: |aii | > j̸=i |aij | for each row.
10. Operator relations: E = 1 + ∆; ∆ = E − 1; ∇ = 1 − E −1 — memorise these.

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