Introduction to Numerical Analysis Using MATLAB

Appendix A: Some Mathematical Preliminaries

Because the number of results and theorems from calculus are frequently used in this book, we collect here a number of these results for ready reference, and to refresh the student s memory.

Open and Closed Intervals

For the open interval a< x< b, we use notation (a, b), and for the closed interval a ? x ? b, we use notation [a, b].

Limits and Continuity

Definition A.1: (Limits)

Let a function f be defined in an open interval and L be a real number. Then for the limit of a function, we write


if for every ?>0, there is a ?>0 such that


Definition A.2: (Continuity)

A function f is continuous at x= a if it satisfies the following three conditions:




Note that:

  1. A polynomial function f is continuous at each point of the real line.

  2. If a function is continuous for all x-values in an interval, it is said to be continuous on the interval.

  3. Let f(x) be continuous on the closed interval [a, b] then f(x) assumes its maximum and minimum values on [a, b]; that is, there are real numbers x 1, x 2 ? [a, b] such that


    for all x ? [a, b].

Definition A.3

Suppose that is an infinite sequence. Then the se quence is said to have the limit L, and we write


if, given any ?>0, there exists a positive integer N=N( ?) such that n>N

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