CHAPTER II: ERROR In the practice of numerical analysis it is important to be aware that computed solutions are not exact mathematical solutions. Perfect accuracy in most computational processes is impossible. We must make certain approximations, and this introduced errors. The error in a computed quantity is defined as Error = true value – approximate value = xT xA Absolute error true value approximat e value xT x A The relative error is a measure of the error in relation to the size of the true being sought: Relative error error true value xT x A xT True percent relative error, t Approximat e percent , a relative error true value approximat e value 100 % true value present approximat ion previous approximat ion 100 % present approximat ion CHAPTER II: ERROR 2.1 15 Round-off error ................................................................................... There are two approaches to shorten a number that has more digits that can be represented by the available floating point system. The first approach is to chop the number by discarding any digits according to the system can accommodate. The second method is to round the number, which is originating from the fact that computers retain only a finite number of decimal places during a calculation. Therefore the results of its arithmetic operations are only approximations to the true results. In addition, because computers use a base-2 representation, they cannot represent certain exact base-10 numbers precisely. The discrepancy introduced by this omission of significant figures is called round-off error. Example : Numbers such as , e, or 3 cannot be expressed by a fixed number of decimal places. Therefore they cannot be represented exactly by the computer. Consider the number . It is irrational, i.e. it has infinitely many digits after the period: = 3.1415926535897932384626433832795..... The round-off error computer representation of the number depends on how many digits are left out. Let the true value for is 3.141593. Number of digits Approximation Absolute error Percent relative (Decimal digit) for 1 3.1 0.041593 1.3239% 2 3.14 0.001593 0.0507% 3 3.142 0.000407 0.0130% errror CHAPTER II: ERROR 2.2 16 Truncation error .................................................................................. The notion of truncation error usually refers to errors introduced when a more complicated mathematical expression is “replaced” with a more elementary formula. This formula itself may only be approximated to the true values, thus would not produce exact answers. Truncation of an infinite series to a finite series to a finite number of terms leads to the truncation error. For example, the Taylor series of exponential function x2 x3 xn e x 1 x ... 2! 3! n! Check a few Taylor series approximations of the number ex, for x = 1, n = 2, 3 and 4. Given that e1 = 2.718281. Order of n Approximation for ex Absolute error Percent relative error 2 2.500000 0.218281 8.030111% 3 2.666667 0.051614 1.898774% 4 2.708333 0.00995 0.365967% There are still some errors that are not directly connected with the numerical methods themselves. These include blunders, formulation or model error, and data uncertainly. Revision: Significant figure The significant figures of a number are those that can be used with confidence. They correspond to the number of certain digits plus one estimate digit. Example: How many significant figures in the following numbers? a. 0.3 1 significant figure b. 0.03 1 significant figure CHAPTER II: ERROR 17 c. 0.030 2 significant figures d. 300 may be one, two or three significant figures, depending on whether the zeros are known with confidence. e. 3 102 1 significant figure f. 3.0 102 2 significant figures g. 3.00 102 3 significant figures The concept of significant figures will have relevance to the definition of accuracy and precision: Precision refers to how closely individual measured or computed values agree with each other. Precision is governed by the number of digits being carried in the numerical calculations Accuracy refers to how closely a number agrees with the true value of the number it is representing. Accuracy is governed by the errors in the numerical approximation. The concepts of precision and accuracy can be illustrated graphically as follows: Accuracy (a) accurate & imprecise (b) accurate & precise (c) inaccurate & imprecise (d) inaccurate & precise Precision CHAPTER II: ERROR 18 Exersice 2: 1. Perform the following computations using i. four-digit rounding arithmetic ii. four-digit chopping arithmetic a. 2 3 5 8 7 1 12 6 b. * 1 7 2. Perform the following computations i. exactly ii. using three-digit chopping arithmetic iii. using three-digit rounding arithmetic iv. compute the absolute error in part ii and iii v. compute the relative error in part ii and iii for a. 133 +0.921 b. 2 9 c. 9 7 e. 5e + 2 d. (12.5 – 0.343) – 11.6 5 4 12 7 2 3 4.5 3 7 3. Evaluate this cubic polynomial for x = 1.32, using chopping to three digits at each arithmetic operation, and getting the relative errors: 3.12 x 3 2.11x 2 4.01x 10.3 CHAPTER II: ERROR 19 a. Do it proceeding from left to right. b. Do it from right to left. Is the answer from a and b same? c. Repeat part (a) but do it with “nested multiplication”. The nested form is: ((3.12 x 2.11)x 4.01)x 10.3 4. Find the Maclaurin series for f(x) = e x . Use three terms of the series to find an approximation to e 0.5 and the truncation error. Hint : e x 1 x 1 2 1 3 1 4 x x x ... 2 6 24 5. Let f (x) for x x cos x sin x x sin x a. Use four-digit rounding arithmetic to evaluate f(0.1) b. Replace each trigonometric function with its Maclaurin polynomial, (use the first three terms of the series) and repeat part (a) c. The actual value is f(0.1)= 1.9989998. Find the relative error for the values obtained in parts (a) and (b). Hint : Maclaurin series for sin x x x3 x5 x7 ... 3! 5! 7! cos x 1 x2 x4 x6 ... 2! 4! 6!