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1, Galat

Computational errors arise from machine representation of numbers and formulas used for problems. There are roundoff errors due to finite precision representation and truncation errors when applying formulas. Absolute and relative errors measure how far approximations are from exact values. Error propagation analysis how input errors affect output errors in operations and calculations. Techniques like rationalization and Taylor expansion can help reduce cancellation errors.

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Mr Fathur
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98 views30 pages

1, Galat

Computational errors arise from machine representation of numbers and formulas used for problems. There are roundoff errors due to finite precision representation and truncation errors when applying formulas. Absolute and relative errors measure how far approximations are from exact values. Error propagation analysis how input errors affect output errors in operations and calculations. Techniques like rationalization and Taylor expansion can help reduce cancellation errors.

Uploaded by

Mr Fathur
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Galat

Galat dalam
dalam Metode
Metode
Numerik
Numerik

Kuliah 2 Metode Numerik 1


Computational Errors
• The computational error comes from:
– Machine representation
• Number representation
• Round off errors
– Rounding
– Chopping
– Rounding up
– Rounding down
– Formula for the problem
• Truncation error
Kuliah 2 Metode Numerik 2
Computational Errors
• Roundoff errors
– finite precision numbers present infinite
precision numbers
0 ∞
-∞
real number

– The result of an operation on two


machine-representable numbers is not
necessarily a machine-representable
number.

Kuliah 2 Metode Numerik 3


Computational Errors11 digits
e.g. : a = 9.99*104 and b = 9.99*10-4
a + b = (9.99+9.99*10-8)*104 =9.9900000999*104.
Suppose the machine only computes to 6-
digits.Then, The reason will be
a + b = 9.99*104 discussed later

=> b has no effect !! (why ?)


However,
6-digit representation is
a/b = 10 8 OK with the result

a*b = 99.8001 are still valid (why ?)


Kuliah 2 Metode Numerik 4
Computational Errors
• Truncation error
– Occurs when applying a formula
–

Truncation error

Kuliah 2 Metode Numerik 5


Taylor Theorem

Please review how to


calculate the derivatives
for some common functions
e.g. ex, sinx, logx

Kuliah 2 Metode Numerik 6


Taylor Theorem
• Pn(x) is the nth Taylor polynomial for f
about x0
• Rn(x) is the remainder term (or truncation
error) associated with Pn(x).
• The infinite series obtained by taking n
∞ is called the Taylor series for x about
x0
• When x0 = 0, the Taylor polynomial is often
called a Maclaurin polynomial and the
Taylor series is called a Maclaurin series.
Kuliah 2 Metode Numerik 7
Taylor Theorem
-Example
• Determine (a) the second and (b) the
third Taylor polynomials for f(x) =
cosx about x0 = 0 and use these
polynomials to approximate cos(0.01)
• (a)

Kuliah 2 Metode Numerik 8


Taylor Theorem -
Example

(b) exercise.
Kuliah 2 Metode Numerik 9
Computational Errors
approximation of derivative of function f.
Let f be a function. Obtain the derivative
at a where f is cont. on [a-h, a+h].
•

Kuliah 2 Metode Numerik 10


Computational Errors

Kuliah 2 Metode Numerik 11


actual f ’(a)

approximate f ’(a)

a-h a a+h

Kuliah 2 Metode Numerik 12


Computational Errors
• The more terms use to estimate, the more
accurate the answer is

Kuliah 2 Metode Numerik 13


Computational Errors
• Absolute v.s. relative errors
– If P* is an approximation to P,
• |P*-P| is the absolute error.
• | P*-P |/|P| where |P|≠0 is the relative error.
• Error tolerance
– A computation is acceptable if the error
(absolute or relative) is no more than a
specific error tolerance.
– |computed solution – exact solution| <
tolerance
i.e. | P*-P | < tol or |P*-P|/|P| < tol.
Kuliah 2 Metode Numerik 14
Computational Errors
– Error tolerances should be part of the
specifications of an algorithm.
– High accuracy usually needs high cost!
• Accuracy
appr.
–

Kuliah 2 Metode Numerik 15


Computational Errors
– The number of decimal places of accuracy, d,
for fixed error, |error| = 10-d is given by d =
-log10|error|, i.e. the approximation has d
accurate decimal places.
– example

Kuliah 2 Metode Numerik 16


Computational Errors

Kuliah 2 Metode Numerik 17


Computational Errors
– example

Kuliah 2 Metode Numerik 18


Error Propagation
• Error Propagation (overall)
–

Kuliah 2 Metode Numerik 19


Error Propagation

Kuliah 2 Metode Numerik 20


Error Propagation
• The sensitivity of a problem is
indicated by the relative dependence
of output error to input error.
• Definition:

Kuliah 2 Metode Numerik 23


Error Propagation in Basic
Arithmetic Operations
• Error Propagation in Arithmetic
Operations

Kuliah 2 Metode Numerik 24


Error Propagation in Basic
Arithmetic Operations

Kuliah 2 Metode Numerik 25


Error Propagation in Basic
Arithmetic Operations

(1+x)-1 = 1-x+x2+…

Kuliah 2 Metode Numerik 26


Error Propagation in Basic
Arithmetic Operations
• Avoiding cancellation errors
– Rationalization
– Taylor expansion
(two nearly equal numbers)

Kuliah 2 Metode Numerik 27


Error Propagation in Basic
Arithmetic Operations
– Rationalization

Kuliah 2 Metode Numerik 28


Error Propagation in Basic
Arithmetic Operations

Kuliah 2 Metode Numerik 29


Error Propagation in Basic
Arithmetic Operations
– Taylor expansion

Kuliah 2 Metode Numerik 30


Error Propagation in Basic
Arithmetic Operations

Kuliah 2 Metode Numerik 31


Error Propagation in Basic
Arithmetic Operations
• Cancellation error

Kuliah 2 Metode Numerik 32

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