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1 Numerical Errors

The document discusses numerical errors that occur in calculations. It describes sources of error such as round-off error and truncation error. Round-off error results from approximating numbers, while truncation error occurs when limiting infinite procedures to finite ones. Accuracy refers to the closeness of a computed value to the true value, and precision refers to the closeness of multiple computed values. The document also defines true error, absolute error, relative error, and floating point numbers in the context of numerical calculations.

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54 views22 pages

1 Numerical Errors

The document discusses numerical errors that occur in calculations. It describes sources of error such as round-off error and truncation error. Round-off error results from approximating numbers, while truncation error occurs when limiting infinite procedures to finite ones. Accuracy refers to the closeness of a computed value to the true value, and precision refers to the closeness of multiple computed values. The document also defines true error, absolute error, relative error, and floating point numbers in the context of numerical calculations.

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INTRODUCTION

Numerical Errors in Calculations


INTRODUCTION

• Numerical methods are techniques by


which mathematical problems are
formulated so that they can be solved by
arithmetic and logic operations.
INTRODUCTION

• Methods included in this module shows


the algorithm or the step by step
procedure.
• Numerical methods can only deliver
approximate solutions to problems over
a finite interval or iterations so errors
are unavoidable.
INTRODUCTION

• Each method has its own advantage and


disadvantages. It is important to note
the limitations of numerical methods so
they can be used effectively depending
on the property of the problem.
ERRORS IN NUMERICAL
CALCULATIONS

Source: encyclopedia.com
Learning Outcomes

• Examine the IEEE arithmetic model also


known as IEEE 754
• Calculate errors in numerical
calculations
• Demonstrate the effect of approximation
and rounding off error
SOURCES OF ERROR

• Round-off error
• Truncation error
• Human Error

Source: encyclopedia.com
Round-off Error

Round-off error is the difference between


an approximation of a number used in
computation and its exact (correct) value.
In certain types of computation, roundoff
error can be magnified as any initial
errors are carried through one or more
intermediate steps.

Source: http://mathworld.wolfram.com/
Round-off Error

Example:

Round off of pi ≈ 3.1416


e ≈ 2.71828
Truncation Error

Truncation error is caused by


approximating mathematical procedures.
It is error committed by truncating or
limiting an infinite procedure into finite
procedure
Truncation Error

Example:
Series expansion of cos x

adding just few terms of the series


exhibits truncation error
Accuracy and Precision

• Accuracy refers to how


closely a computed or
measured value agrees
with the true value
• Precision refers to how
closely individual
computed or measured
values agree with each
other
a) inaccurate and imprecise b) accurate and imprecise
c) inaccurate and precise d) accurate and precise
TYPES OF ERRORS

True error ( Et):


the difference between the true value and
the approximation

Et = true value - approximation


Et = TV - AV
TYPES OF ERRORS

Absolute error (|Et|):


the absolute difference between the true
value and the approximation

|Et |= | true value - approximation |


| Et |= | TV - AV |
TYPES OF ERRORS

True fractional relative error:


the true error divided by the true value

True fractional relative error = true value - approximation

true value
TYPES OF ERRORS

Relative error ( 𝞮t):


the true fractional relative error expressed
as a percentage

𝞮t = true value - approximation X 100%


true value
COMPARISON OF ERROR

TRUE VALUE APPROXIMATION


VALUE
Et 𝞮t
10 9 1 10%

1000 999 1 0.1%


Additional Terms

• Floating point
– floating point is derived from the fact that
there is no fixed number of digits before
and after the decimal point; that is, the
decimal point can float.
Additional Terms

• IEEE
– abbreviation of Institute of Electrical and
Electronics Engineers, pronounced I-
triple-E. Founded in 1884 as the AIEE, the
IEEE was formed in 1963 when AIEE
merged with IRE. IEEE is an organization
composed of engineers, scientists, and
students.
Additional Terms

• IEEE 754
– an arithmetic model specified by the
ANSI/IEEE Standard 754-1985 for Binary
Floating-Point Arithmetic ("the IEEE
standard" or "IEEE 754" for short)
This Photo by Unknown Author is licensed under CC BY-SA
This Photo by Unknown Author is licensed under CC BY

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