CL244: Introduction to Numerical

Analysis

Sarika Mehra

Dept. of Chemical Engineering

I.I.T. Bombay, Mumbai 400076

Email: [email protected]

Sources of Approximations

• Modeling.

• Empirical measurements or input data

• Previous computations that are input.

• Truncation or discretization.

• Rounding. Numerical

error

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Sources of Approximations

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Significant Figures

Number of certain digits + 1

estimated.

What is the speed of

the car ?

Chapra et al.

Number of significant figures in each of these numbers?

0.0000145, 0.000145

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Error Types

• Precision vs. Accuracy.

• Absolute vs. Relative Error.

• Data Error and Computation Error.

• Forward vs. Backward Error.

• Truncation vs Round-off Error.

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Error Types

• Absolute vs. Relative Error.

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Error Types

• Precision vs. Accuracy.

• Absolute vs. Relative Error.

• Data Error and Computation Error.

• Forward vs. Backward Error.

• Truncation vs Round-off Error.

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Computational Error

• Computational error is the sum of truncation

error and rounding error.

• Truncation error is due to difference in

algorithm, arithmetic is exact.

• Round-error is due to limited precision

arithmetic.

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Error Types

• Truncation vs Round-off Error.

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Floating-Point Representation

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Floating-Point Representation

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Properties of Floating-point Representation

Scientific computing by Heath

• Not all numbers have a representation.

• Floating point numbers are not uniformly distributed.

• Overflow and Underflow errors.

• Interval between numbers increases as the numbers grow in

magnitude.

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Round-off Errors

Chapra and Canale

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Machine Precision/Epsilon/Unit

Round-off

Alternate definitions:

Distance from 1 to the next possible number.

Smallest number such that Fl(1+e)>1.

Try

1-3*(4/3-1)

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Machine Precision/Epsilon/Unit

Round-off

1-3*(4/3-1) = 2 * 10-16

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Floating-Point Representation

b=2

Single-precision (32 bits)

P=24, L=-126, U=127.

Double-precision (64 bits)

P=53, L=-1022, U=1023.

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Floating-Point Representation

b=2

Single-precision (32 bits)

P=24, L=-126, U=127.

Double-precision (64 bits)

P=53, L=-1022, U=1023.

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Not stored

1038

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