Numerical Analysis - (Chapter 1. Errors)
Numerical Analysis - (Chapter 1. Errors)
ERRORS
1.1 INTRODUCTION
There are two kinds of numbers—exact and approximate numbers.
An approximate number x is a number that differs, but slightly, from an exact number X and
is used in place of the latter in calculations.
3 3
The numbers 1, 2, 3, …, , , …, etc., are all exact, and π, 2 , e, …, etc., written in this
4 5
manner are also exact.
1.41 is an approximate value of 2 , and 1.414 is also an approximate value of 2. Similarly
3.14, 3.141, 3.14159, …, etc., are all approximate values of π.
serve only to fix the position of the decimal point and indicate the place values of the other digits.
The other two ‘0’s’ are significant.
Two notational conventions which make clear how many digits of a given number are signifi-
cant are given below.
1. The significant figure in a number in positional notation consists of:
(a) All non-zero digits and
(b) Zero digits which
1
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2 NUMERICAL ANALYSIS
Example 1.1
Number Significant figures No. of Significant figures
37.89 3, 7, 8, 9 4
5090 5, 0, 9 3
7.00 7, 0, 0 3
0.00082 8, 2 2
0.000620 6, 2, 0 3
5.2 × 104 5, 2 2
3.506 × 10 3, 5, 0, 6 4
8 × 10–3 8 1
digit
However, if the first discarded digit is exactly 5 and all the other discarded digits are ‘0’s’, the
last retained digit is left unchanged if even and is increased by unity if odd.
In other words, if the discarded number is less than half a unit in the nth place, the nth digit
is unaltered. But if the discarded number is greater than half a unit in the nth place, the nth digit is
increased by unity.
And if the discarded number is exactly half a unit in the nth place, the even digit rule is applied.
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ERRORS 3
Example 1.2
Number Rounded-off to
Three figures Four figures Five figures
Example 1.3
Number Rounded-off to
Four significant figures
9.6782 9.678
29.1568 29.16
8.24159 3.142
30.0567 30.06
1.4 ERRORS
One of the most important aspects of numerical analysis is the error analysis. Errors may occur at
any stage of the process of solving a problem.
By the error we mean the difference between the true value and the approximate value.
∴ Error = True value – Approximate value.
1.4.1 Types of Errors
Usually we come across the following types of errors in numerical analysis.
(i) Inherent Errors. These are the errors involved in the statement of a problem. When a problem
is first presented to the numerical analyst it may contain certain data or parameters. If the data or
parameters are in some way determined by physical measurement, they will probably differ from the
exact values. Errors inherent in the statement of the problem are called inherent errors.
(ii) Analytic Errors. These are the errors introduced due to transforming a physical or math-
ematical problem into a computational problem. Once a problem has been carefully stated, it is time
to begin the analysis of the problem which involves certain simplifying assumptions. The functions
involved in mathematical formulas are frequently specified in the form of infinite sequences or series.
For example, consider
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x3 x5 x 7
sin x = x − + − + ...
3! 5! 7!
If we compute sin x by the formula
x3 x5
sin x = x − + ,
3! 5!
then it leads to an error. Similarly the transformation ex –x = 0 into the equation
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4 NUMERICAL ANALYSIS
F1 − x + x − x I − x = 0 ,
GH 3! JK
2 3
2!
EA = X − x
Definition 4 The limiting error of an approximate number denoted by ∆x is any number not less
than the absolute error of that number.
Note From the definition we have
E A = X − x ≤ ∆x .
Therefore X lies within the range
x – ∆x ≤ X ≤ x + ∆x
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EA
ER = δ = .
X
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ERRORS 5
Definition 6 The limiting relative error δx of a given approximate number x, is any number not
less than the relative error of that number.
From the definition it is clear that
E R ≤ δx ,
EA
i.e., ≤ δx ,
X
⇒ E A ≤ X δx
EA ∆x
ER = ≤ , (where x > 0, x > 0 and ∆x < x).
X x – ∆x
∆x
Thus we can write δx = , for the limiting error of the number x.
x – ∆x
Definition 7 The percentage error is 100 times the relative error. It is denoted by Ep.
∴ Ep = ER × 100.
1.5 RELATIVE ERROR AND THE NUMBER OF CORRECT DIGITS
The relationship between the relative error of an approximate error and the number of correct digits:
Any positive number x can be represented as a terminating or non-terminating decimal as
follows:
where αi are the digits of the number x, i.e., (αi = 0, 1, 2, 3, …, 9) and α m ≠ 0 (m is an integer).
For example: 1734.58 = 1.103 + 7.102 + 3.101 + 4.100 + 5.10–1 + 8.10–2 + …
Now we introduce the notation of correct digits of an approximate number.
Definition 8 If the absolute error of an approximate number does not exceed one half unit in the
nth place, counting from left to right then we say that the first n significant digits of the approximate
number are correct.
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If x denotes an approximate number as represented by (1) taking the place of an exact number
X, we can write
FG 1 IJ 10
H 2K
m − n +1
E A = | X − x| ≤
then by definition the first digits α m , α m −1 , α m − 2 , ..., α m − n +1 of this number are correct.
For example if X = 73.97 and the number x = 74.00 is an approximation correct to three digits,
since
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6 NUMERICAL ANALYSIS
1
X − x = 0.03 < (10)1− 3 + 1 ,
2
Note 1. All the indicated significant digits in mathematical tables are correct.
2. Sometimes it may be convenient to say that the number x is the approximation to an exact number
X to n correct digits. In the broad sense this means that the absolute error EA does not exceed
one unit in the nth significant digit of the approximate number.
Theorem If a positive number x has n correct digits in the narrow sense, the relative error ER of
H 10 K
1 F 1I
G J , where α is first significant digit of number x.
n −1
α H 10 K
E ≤ R m
m
Proof Let
x = α m 10 m + α m – 110m – 1 + ... + α m – n + 110 m – n+1 + ...,
( where α m ≥ 1)
denote an approximate value of the exact number X and let it be correct to n digits.
Then by definition we have
EA = X − x ≤
1
2
b g
10
m − n +1
,
1
Therefore X ≤x– (10) m − n + 1 .
2
If x is replaced by a definitely smaller number αm10m we get
1 m − n +1
X ≥ α m 10m − 10 ,
2
FG IJ
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1 m 1
⇒ X ≥
2 H
10 2α m − n − 1 ,
10 K
∴ X ≥
1
2
10 b g b2α
m
m −1. g
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ERRORS 7
Since
2 α m − 1 = α m + ( α m − 1) ≥ α m
1 m
we get X ≥ 10 α m .
2
1 m− n +1
E A 2 10
∴ ER = ≤ .
X 1
α 10 m
2 m
1 FG 1 IJ n −1
⇒ ER ≤
αm H 10 K ,
Corollary 2 If the number x has more than two correct digits that is n ≥ 2 , then for all practical
purpose the formula
b g 1 1 FG IJ n −1
E R = δR =
2α m 10 H K holds.
X −x 1
< × 10 − k + 1
X 2
Rule 4 If x is the approximate value of X correct to m significant digits, then
X −x
< 10 − m
X
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8 NUMERICAL ANALYSIS
Rule 5 If a number is correct to n significant figures, and the first. Significant digit of the number
1
is α m , then the relative error E R < .
α m 10n − 1
Example 1.4 How many digits are to be taken in computing 20 so that the error does not exceed 0.1%?
1 FG 1 IJ n −1
1
∴
αm H 10 K =
4.104 − 1
≤ 0.001
⇒ 10n – 1 ≥ 250
∴ n ≥ 4.
Example 1.5 If X = 8 and the exact decimal representation of X is 0.888 …, verify rule 1, numerically when X is
9
rounded-off to three decimal digits.
8
Solution We have X = , k = 3
9
The decimal representation of X rounded-off to three decimal digits is x = 0.889
Then
8 8 889
EA = − 0.889 = −
9 9 1000
8000 − 8001 −1
= =
9 × 10 3
9 × 10 3
1 1
= × 10 −3 < × 10 −3
9 2
1
∴ EA < × 10 −3
2
Hence, rule 1 is verified.
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1.5.2 Tables for Determining the Limiting Relative Error from the
Number of Correct Digits and vice-versa
It is easy to compute the limiting relative error of an approximate number when it is written with
indicated correct digits. The table given below indicates the relative error as a percentage of the
approximate number depending upon the number of correct digits (in the broad sense) and on the
first two significant digits of the number, counting from left to right.
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ERRORS 9
10–11 10 1 0.1
12–13 8.3 0.83 0.083
14, …, 16 7.1 0.71 0.071
17, …, 19 5.9 0.59 0.059
20, …, 22 5 0.5 0.05
23, …, 25 4.3 0.43 0.043
26, …, 29 3.8 0.38 0.038
30, …, 34 3.3 0.33 0.033
35, …, 39 2.9 0.29 0.029
40, …, 44 2.5 0.25 0.025
45, …, 49 2.2 0.22 0.022
50, …, 59 2 0.2 0.02
60, …, 69 1.7 0.17 0.017
70, …, 79 1.4 0.14 0.14
80, …, 89 1.2 0.12 0.012
90, …, 99 1.1 0.11 0.011
The table below gives upper bounds for relative errors (in %) that ensure a given approximate value,
a certain number of correct digits in the broad sense depending on its first two digits.
Number of correct digits of an approximate number depending on the limiting relative error (in %).
Contd.
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10 NUMERICAL ANALYSIS
b
u = f x1 , x2 , ..., xn g
b
u + ∆u = f x1 + ∆x1 , x2 + ∆x2 , ..., xn + ∆xn . g
Using Taylor’s theorem for a function of several variables and expanding the right hand side
we get
b
u + ∆u = f x1 , x2 , ..., xn + ∆x1 g ∂f
∂x1
+ ∆x2
∂f
∂x2
+... + ∂xn
∂f
∂xn
+
∂f ∂f ∂f
u + ∆u = u + + ∆x1 ∆x2 + L + ∆xn +
∂x1 ∂x2 ∂x
The errors ∆x1 , ∆x2 , ..., ∆xn , are very small quantities. Therefore, neglecting the squares and
higher powers of ∆xi , we can write
∂f ∂f ∂x
∆u ≈ ∆x1 + ∆x2 + ... + ∆xn . (1)
∂x1 ∂x2 ∂xn
The relative error in u is
∆ u 1 ∂u FG
∂u ∂u IJ
ER = = ∆x1 +
H ∆x2 + ... + ∆xn .
K (2)
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u u ∂x1 ∂x 2 ∂x n
FGQ ∂f ∂u IJ
H ∂x i
=
∂xi K
(i = 1, 2, ..., n)
Formula (2) is called general error formula.
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ERRORS 11
∆u = ∆x1 − ∆x2 .
∆x1 , ∆x2 may be positive or negative therefore to obtain the maximum error we take
E R ≈ ∆x1 + ∆x2
Note When the numbers are nearly equal most of the significant numbers from the left may disappear which may
lead to serious types of errors. Therefore following ways are found useful to lessen the inaccuracy.
1. Each of the numbers may be approximated with sufficient accuracy before subtraction.
2. The given expression may transformed.
(iii) Multiplication
(a) A simple formula for the absolute error in a product of two numbers is given below.
Let X = x1 x2, and EA denotes the absolute error in the product of the given numbers then
b
E A = x1 + ∆x1 g bx 2 g
+ ∆x2 − x1 x2
= x1∆x2 + x2 ∆x1 + ∆x1 ⋅ ∆x2 ,
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12 NUMERICAL ANALYSIS
∆X ∆x ∆x ∆x
ER = = 1 + 2 + ... + n
X x1 x2 xn
(iv) Division
For formula for the absolute error of a quotient can be found as shown under:
x1
Let EA denote the absolute error in the
x2
x1 + ∆x1 x
EA = − 1
x2 + ∆x2 x2
FG x ∆x − x ∆x IJ
H xx K
2 1 1 2
x1
x ∆x − x1∆x2
= 2 1
b g b x + ∆x g
1 2
=
x2 x2 + ∆x2 2 2
FG ∆x ∆x2 IJ x1 LM ∆x − ∆x OP
Hx −
K Nx x Q
1 1 2
x1
x2 x2
FG1 + ∆x IJ
1 2
=
1
=
x2 + ∆x2
H x K
2
=
x1 LM ∆x 1
−
∆x 2 OP
Nx Q
, approximately.
x2 1 x2
Example 1.6 Round-off 27.8793 correct to four significant figures.
Solution The number 27.8793 rounded-off to four significant figures is 27.88.
Example 1.7 Round-off the number 0.00243468 to four significant figures.
Solution The rounded-off number is 0.002435.
Example 1.8 Find the sum of the approximate numbers 0.348, 0.1834, 345.4, 235.2, 11.75, 0.0849, 0.0214, 0.000354
each correct to the indicated significant digits.
Solution 345.4 and 235.4 are numbers with the least accuracy whose absolute error may attain 0.1. Rounding the
remaining numbers to 0.01 and adding we get
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345.4 + 235.2 + 11.75 + 9.27 + 0.35 + 0.18 + 0.08 + 0.02 + 0.00 = 602.25.
Applying the even-digit rule for rounding the result we get the sum to be equal to 602.2.
∴ The sum of the given numbers = 602.2.
Example 1.9 Find the number of significant figures in the approximate number 11.2461 given its absolute error as
0.25 × 10–2.
Solution Given that absolute error = 0.25 × 10–2 = 0.0025.
∴ The number of significant figure is 4.
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ERRORS 13
Example 1.10 Find the product 349.1 × 863.4 and state how many figures of the result are trust worthy, assuming
that each number is correct to four decimals.
Solution Let x1 = 349.1. |∆x1| < 0.05
x2 = 863.4, |∆x2| < 0.05
and u = x1 x2
then u = x1x2 = 349.1 × 863.4 = 301412.94
∆u ∆x1 ∆ x2 0. 05 0. 05
now ≤ + ≤ +
u x1 x2 x1 x2
| ∆u|
≤ ( 0. 05)
RS1
+
1 UV
= ( 0. 05) 1
LM
| x | + | x2 | OP
⇒ | u| T
| x1| | x2 | W N
| x1| | x2 | Q
| ∆u| ≤ ( 0. 05) | u|
LM | x | + | x | OP = 0.05 b| x | + | x |g
1 2
⇒
N |u| Q 1 2
∴ X = 2.01 − 2
= (1.41774469 ...) – (1.41421356 ...)
= 0.00353
= 3.53 × 10–3.
Example 1.12 If ∆x = 0.005, ∆y = 0.001 be the absolute errors in x = 2.11 and y = 4.15, find the relative error in
the computation of x + y.
Solution x = 2.11, y = 4.15
∴ x + y = 2.11 + 4.15 = 6.26,
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14 NUMERICAL ANALYSIS
5xy 2
Example 1.13 Given that u = ∆x , ∆y and ∆z denote the errors in x, y and z respectively such that x = y
z3
= z = 1 and ∆x = ∆y = ∆z = 0.001 , find the relative maximum error in u.
Solution We have
∂u 5 y 2 ∂u 10 xy ∂u − 15xy 2
= 3 , = 3 , =
∂x z ∂y z ∂z z4
∂u ∂u ∂u
∴ ∆u = ∆x + ∆y + ∆z
∂x ∂y ∂z
⇒ b∆ug max
=
∂u
∂x
∆x +
∂u
∂y
∆y +
∂u
∂z
∆z
5y 2 10 xy −15xy 2
= ∆x + ∆y + ∆z (1)
z3 z3 z4
Substituting the given values in (1) and using the formula to find the relative maximum error we get
bE gR max =
b ∆u g max
=
0.03
= 0.006.
u 5
Example 1.14 If X = 2.536, find the absolute error and relative error when
(i) X is rounded and
(ii) X is truncated to two decimal digits.
Solution
(i) Here X = 2.536
Rounded-off value of X is x = 2.54
The Absolute Error in X is
EA = |2.536 – 2.54|
= |– 0.004| = 0.004
0.004
Relative Error = ER = = 0.0015772
2.536
= 1.5772 × 10–3.
(ii) Truncated Value of X is x = 2.53
Absolute Error EA = |2.536 – 2.53| = |0.006| = 0.006
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EA 0.006
∴ Relative Error = ER =
X
=
2.536
= 0.0023659
= 2.3659 × 10–3.
22
Example 1.15 If π = is approximated as 3.14, find the absolute error, relative error and relative percentage error.
7
22 22 − 2198
.
Solution Absolute Error = EA = − 314
. =
7 7
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ERRORS 15
0.02
= = 0.002857.
7
0.002857
Relative Error ER = = 0.0009
22 / 7
Relative Percentage Error EP = ER × 100 = 0.0009 × 100
= 0.09
∴ EP = 0.09%.
Example 1.16 The number x = 37.46235 is rounded off to four significant figures. Compute the absolute error, relative
error and the percentage error.
Solution We have X = 37.46235; x = 37.46000
X −x 0. 00235
Er = = = 6. 27 × 10−5
x 37. 46235
E P = Er × 100 = 6. 27 × 10−3
Exercise 1.1
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16 NUMERICAL ANALYSIS
5
9. If be represented approximately by 0.8333, find (a) relative error and (b) percentage error.
6
10. If f (x) = 4 cos x – 6x, find the relative percentage error in f (x) for x = 0 if the error in x = 0.005.
4
11. Find the relative percentage error in the approximate representation of by 1.33.
3
12. Determine the number of correct digits in the number x given its relative error ER.
(a) x = 386.4, ER = 0.3
(b) x = 86.34, ER = 0.1
(c) x = 0.4785, ER = 0.2 × 10–2
13. Determine the number of correct digits in the number x, given its absolute error EA.
(a) x = 0.00985, EA = 0.1 × 10–4
(b) x = –33.783, EA = 0.3 × 10–2
(c) x = 48.2461, EA = 0.21 × 10–2
(d) x = 841.256, EA = 0.1
(e) x = 0.4942, EA = 0.24 × 10–2
2
15. If is approximated to 0.6667. Find
3
(a) absolute error
(b) relative error and
(c) percentage error
16. Given X = 66.888. If x is rounded to 66.89 find the absolute error.
1
17. If is approximated by 0.333 find
3
(a) absolute error
(b) relative error and
(c) relative percentage error
5xy 2
18. If u = and error in x, y, z be 0.001, 0.002, and 0.003, compute the relative error in u. Where x = y =
z3
z = 1.
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19. If the true value of a number is 2.546282 and 2.5463 is its approximate value; find the absolute error, relative
error and the percentage error in the number.
20. If a = 10. 00 ± 0. 05
b = 0. 0356 ± 0. 002
c = 15300 ± 100
d = 62000 ± 500
Find the maximum value of the absolute error in
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ERRORS 17
(i) a + b + c + d
(ii) a + 5c – d
(iii) c3
21. If (0. 31 x + 2. 73) / ( x + 0. 35)
where the coefficients are rounded off find the absolute and relative in y when x = 0.5 ± 0.1.
22. If u = 4x2y3/z4 and errors in x, y, z be 0.001 compute the relative maximum error in u when x = y = z = 1.
23. If x = 865 250 is rounded off to four significant figures compute the absolute error, relative error and the
percentage error in x.
24. Find the relative error in the function
y = k x1m1 x2 m2 ... xn mn
26. If u = 10 x 3 y 2 z 2 and errors in x, y, z are 0.03, 0.01, 0.02 respectively at x = 3, y = 1, z = 2. Calculate the
asolute error and relative error and percentage erro in u.
27. If the number X = 3.1416 is correct to 4 decimal places; then find the error in X.
5xy 2
28. If u = and ∆x = ∆y = ∆z = 0.1, compute the maximum relative error in u where x = y = z = 1.
z2
29. Find the relative error in the evaluation of x + y where x = 13.24, y = 14.32, ∆x = 0.004 and ∆y = 0.002.
30. If u = xy + yz + zx, find the relative percentage error in the evaluation of u for x = 2.104, y = 1.935, z = 0.845,
which are the approximate values of the last digit.
31. If u = 4x6 + 3x – 9, find the relative, percentage errors in computing x = 1.1 given that error in x is 0.05%.
32. If a = 5.43 m and b = 3.82 m, where a and b denote the length and breadth of a rectangular plate, measured
accurate upto 1 cm, find error in computing its area.
33. Find the percentage error in computing y = 3x6 – 6x at x = 1, given that ∆x = 0.05.
34. Find the percentage error in computing u = x at x = 4.44, when x is corrected to its last digit.
35. Define the terms : (a) Absolute error
(b) Relative error
(c) Percentage error.
36. Explain the rules of round off.
Answers
Copyright © 2006. New Age International Ltd. All rights reserved.
1. (a) 52.28 (b) 2.38 (c) 2.38 (d) 81.26 (e) 2.37
2. (a) 0.470 (b) 1.05 (c) 0.000456 (d) 0.00286 (e) 0.002
3. (a) 0.2351 (b) 0.002222 (c) 4.501 (d) 2.364 (e) 1.346
4. (a) 9.43 (b) 13.120 (c) 64.091 (d) 38.46
5. 0.00029 6. 0.00034 7. 0.00037 8. 76%
9. ER = 0.00004, Ep = 0.004% 10. 0.75% 11. Ep = 0.25%
Rao, G Shanker. Numerical Analysis, New Age International Ltd, 2006. ProQuest Ebook Central, http://ebookcentral.proquest.com/lib/inflibnet-ebooks/detail.action?docID=431527.
Created from inflibnet-ebooks on 2024-11-12 09:32:11.
18 NUMERICAL ANALYSIS
Rao, G Shanker. Numerical Analysis, New Age International Ltd, 2006. ProQuest Ebook Central, http://ebookcentral.proquest.com/lib/inflibnet-ebooks/detail.action?docID=431527.
Created from inflibnet-ebooks on 2024-11-12 09:32:11.