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chapter2_computation_error

Chapter 2 of the document discusses error and computer arithmetic, focusing on how numbers are represented in computers and the sources of computational errors. It explains floating-point representation, accuracy, rounding and chopping errors, and various types of errors including absolute and relative errors. The chapter also provides strategies to avoid loss of significance errors in numerical computations.

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rerajo36
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5 views

chapter2_computation_error

Chapter 2 of the document discusses error and computer arithmetic, focusing on how numbers are represented in computers and the sources of computational errors. It explains floating-point representation, accuracy, rounding and chopping errors, and various types of errors including absolute and relative errors. The chapter also provides strategies to avoid loss of significance errors in numerical computations.

Uploaded by

rerajo36
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 01.

332
Intro to Numerical Analysis

Chapter 2: Error and computer


arithmetic
Goals
▪ Understand how numbers are represented inside
computers
▪ Determine different sources of computational errors
What is the value of n after the while loop?

x = 0.0; n = 0;
while x ~= 1.0 (“if x is not equal to 1.0”)
x = x + 0.1;
n = n + 1;
end
2.1 Floating-point numbers
Floating-point format for decimal numbers
Each decimal number is represented in a UNIQUE way as:
𝑥 = 𝜎 ⋅ 𝑥ҧ ⋅ 10𝑒
where
𝜎 = ±1 (the sign);
𝑒: an integer (exponent);
1 ≤ 𝑥ҧ < 10 (significand or mantissa)

▪ The ability to store a decimal number depends on how


many bits are used to store the exponent and significand.
Binary format
▪ Each decimal number is represented in a UNIQUE way as:
𝑥 = 𝜎 ⋅ 𝑥ҧ ⋅ 2𝑒
where
𝜎 = ±1;
𝑒: an integer;
1 2 ≤ 𝑥ҧ < 10 2 : binary fraction.

▪ Note: (10)2 = 2 in the decimal representation.


▪ Note: the first position of 𝑥ҧ is always 1 EXCEPT when x is
zero, therefore there is no need to store this number.
Examples
Write the following numbers in the floating-point
representation:

1) 124.62

2) -0.0245
Examples
Write the following numbers in the binary format:

1) 𝑥 = 11011.0111 2

2) 𝑥 = −110.11001110011 2
IEEE floating-point formats for decimal numbers
𝑥 = 𝜎 ⋅ 𝑥ҧ ⋅ 2𝑒

▪ Single-precision (32 bits):


IEEE floating-point formats for decimal numbers
𝑥 = 𝜎 ⋅ 𝑥ҧ ⋅ 2𝑒

▪ Double-precision format (64 bits)


Accuracy of floating-point representation
▪ The accuracy of floating-point representation is defined as
the difference between 1 and the next larger number that
can be stored in that format.
▪ In single-precision (23 decimal positions after decimal for the
significand): The next number larger than 1 is
1.00000000000000000000001
So the precision is 2−23 ≈ 1.19 × 10−7 (the precision is up
to 7 decimal digits in the decimal format).
Accuracy of floating-point representation

▪ The number next to 1 is


1.000000000000….00000000001

▪ There are 52 digits to store the significand. So, the


precision is
2−52 ≈ 2.22 × 10−16
Rounding and Chopping error
▪ Recall the program:
x = 0.0; n = 0;
while x ~= 1.0 (“if x is not equal to 1.0”)
x = x + 0.1;
n = n + 1;
End

▪ A number with more than the maximum number of digits in


the significand will be truncated by rounding or chopping.
▪ Rounding is more accurate than chopping.
▪ Why did the above algorithm not stop after 10 iterations?
0.1 = 0.00011001100110011…. in binary format
0.1 = (1.1001 1001 1001 1001 1001 1001 1001...)2 2−4
2.2 Errors: definitions and sources
Absolute and relative errors

▪ Suppose we approximate a number 𝑥𝑇 by a number 𝑥𝐴 .


▪ Absolute error = absolute of (true value – approximate value)
𝑎𝑏𝑠𝑜𝑙𝑢𝑡𝑒 𝑒𝑟𝑟𝑜𝑟 = |𝑥𝑇 − 𝑥𝐴 |

▪ Relative error = absolute value of the absolute error divided by


the true value
𝑥𝑇 − 𝑥𝐴
𝑅𝑒𝑙𝑎𝑡𝑖𝑣𝑒 𝑒𝑟𝑟𝑜𝑟 =
|𝑥𝑇 |
Sources of errors
▪ Modeling errors: mathematical models are used to
approximate real-world problems.
▪ Physical measurement errors: Physical quantities are
measured by instruments with errors.
▪ Machine representation error (rounding/chopping)
▪ Mathematical approximation error: solving equations,
approximating integrals, derivatives, etc. This is the focus
of this course.
▪ Programming/computational mistakes.
Loss of significance errors
▪ When subtracting numbers almost equal to each other,
significance digits may be lost, which can cause
significant errors.
▪ Example: calculate the following function near x = 0:

𝑓 𝑥 = 𝑥2 + 1 − 1
(take x = 1e-8, 1e-9)
Loss of significance error
▪ Example: Consider the function
1 − cos(𝑥)
𝑓 𝑥 =
𝑥2
What should be a “good” approximate value of the above
function near x = 0?

Using Matlab, keeping 8 decimal places of cos(x):


Using Taylor polynomials to avoid loss of
significance error
▪ Example: Consider the function
1 − cos(𝑥)
𝑓 𝑥 =
𝑥2
Use Taylor polynomials to approximate f(x) near x = 0
Taylor polynomials may also cause errors
▪ When Taylor polynomials are used for approximating small
function values at large values of the variable, it may also
cause large errors.
▪ Example: Use Taylor polynomials of 𝑒 𝑥 centered at x = 0 to
approximate
𝑒 −5
Noise in function evaluation
▪ Look at the graph of function 𝑓 𝑥 = 𝑥 − 1 3 near x = 1:

▪ When the function value is near zero, we may see “noise” in


its values.
Propagation of errors
▪ Errors in one step of computation can be carried over to
the next steps.
▪ Each arithmetic operation (+, -, x, : ) propagates errors
▪ Functions also propagate errors.
Estimating approximation errors
Example: Estimate a bound of the error and relative error
when ln(𝑒) is approximated by ln 2.71 .

One way to bound the error is to use the Mean Value


Theorem:
𝑓 𝑥 − 𝑓 𝑎 = 𝑓′(𝑐)(𝑥 − 𝑎)
For a constant 𝑐 between 𝑥 and 𝑎.
Estimating the error bound
Example: Without computing the exact value of cos 2 ,
estimate a bound of the error and relative error when it is
approximated by cos 1.414 .
Summary

Ways to avoid loss of significance errors:


▪ Avoid subtracting two numbers which are close to each
other or divide two small numbers by each other
▪ Avoid subtracting too big numbers.
▪ Avoid too small intervals in evaluating function values.

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