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Part 1
The Basics
1
Key Concepts
• Analytical vs. numerical Methods
• Representation of floating-point numbers
• Concept of significant digits
• Distinguishing different kinds of errors
– Round-off / chopping / truncation errors
– True/approximate absolute and relative errors
– Acceptable errors
2
Analytical vs. Numerical Methods
• Find the intersection of
y1 = 2x + 3
y2 = x + 2
3
Analytical vs. Numerical Methods
• Analytical Methods
– Accurate solution
– Difficult and not always possible
• Numerical Methods
– Approximation of true solution
– What method to use?
• How good is our approximation? (Error Analysis)
• How efficient is our method? (Algorithm design,
Convergence rate)
• Does our methods always work? (Convergence)
4
Number Representation
• Do machines represent integers and
floating-point numbers using the same
representation?
1310 = 000011012
= 0 x 2 7 + 1 x 26 + 0 x 2 5 + 0 x 2 4 +
1 x 23 + 1 x 22 + 0 x 2 1 + 1 x 2 0
=8+4+0+1
6
Exercise
What is the equivalent decimal number
represented by the following binary
number?
1101012 = ?
7
Representation of Floating-point Numbers
+ 3 15678
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Normalized Representation
(and notations used in this course)
z (0.a1a2 a3 ...) e
m e
• σ is the sign
• β is the base, e is the exponent
– binary : β =2
– decimal : β =10
• 1/β ≤ m < 1 (i.e., a1 ≠ 0)
– binary: 0.5 ≤ m < 1
– decimal: 0.1 ≤ m < 1
9
Representation of Floating-point Numbers
13.625 1 23 1 22 0 21 1 20
1 2 1 0 2 2 1 2 3
(1101.101) 2
( ) (0.1101101) 2 2 4 ( Normalized form)
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Exercise
• What is the normalized floating-point
representation of 12.7510 (for β = 2)?
12
Implication of floating-point representations
• Only limited range of quantities may be
represented
– Number too larger overflow
– Number too small (too close to 0) underflow
13
Exercise
• Consider the following floating-point
representation z ( 0 .a a a )
1 2 3 2 2 e
16
Errors and Significant Digits
• I paid $10 for 7 oranges. What is unit price
of each orange?
• $1.428571429 (that is the exact output
from my computer !!)
• Is there any difference between
$1.427571429 and $1.4?
• Is there any difference between $1.4 and
$1.40?
17
Significant figures, or digits
• The significant digits of a number are
those that can be used with confidence.
• They correspond to the number of certain
digits plus one estimated digits.
18
Excercise
• Suppose x = 3.141592658979323
– Show the value of x up to 4 significant digits.
– Show the value of x up to 10 significant digits.
19
Concepts of Significant Digits
Suppose x = 0.739085 is the true solution
a = 0.739505
b = 0.739626
c = 0.739379
d = 0.738999
20
Concepts of Significant Digits
xA (approximate value) has m significant digits (with
respect to xT, the true value) if the absolute error | xT
- xA | has magnitude less than or equal to 5 in the (m
+ 1)st digit of xT counting to the right from the first
non-zero digit in xT.
e.g. 1:
xT 1 / 3 0.3333333..., x A 0.333
xT x A 0.0003333...
3 significant digits
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e.g. 2:
xT 23.496, x A 23.494
xT x A 00.002
4 significant digits
e.g. 3:
xT 0.02138, x A 0.02144
xT x A 0.00006
2 significant digits
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Excercise
Suppose x = 0.739085 is the true solution
a = 0.739505 (| x - a | = 0.000420)
b = 0.739626 (| x - b | = 0.000541)
c = 0.739379 (| x - c | = 0.000294)
d = 0.738999 (| x - d | = 0.000086)
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Scientific Notation
How do we express the number 45,300
meaningfully?
• 4.53 x 104 to denote the number is known to 3 significant
figures.
24
Implications
As numerical methods yield approximate
results, we must therefore develop criteria to
specify how confidence we are in our
approximate result.
Usually, in terms of
1) Significant digits, or
2) Absolute/relative error bounds
25
Error Definition (True Error)
xT – true value
xA – approximate value
26
Error Definition
• e.g.,
xT e 2.7182818...
19
xA 2.7142857...
7
27
Error Definition (Approximate Error)
• If we do not know the true value xT, we can
replace it by an estimation of the true value.
• The result is, we have the approximate error, and
the approximate relative error instead.
28
Error Definition (Approximate Error)
Approximate Error in xA = x A (i ) x A (i 1)
x A (i ) x A (i 1)
Approximate Relative Error in xA = x A (i )
29
Example: Maclaurin Series
The exponential function is computed by
2 3 4 n
x x x x
e x 1 x ... ...
2 3! 4! n!
When x = 0.5
Terms Result εt (True percentage relative εa (Approx. percentage
error) relative error)
1 1 (1.6487-1)/1.6487 = 39.3%
2 1.5 (1.6487-1.5)/1.6487 = 9.02% (1.5-1)/1.5 = 33.3%
3 1.625 1.44% (1.625-1.5)/1.625 = 7.69%
4 1.645833333 0.175% 1.27%
5 1.648437500 0.0172% 0.158%
6 1.648697917 0.00142% 0.0158%
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How many terms should we use?
Terms Result εt εa
1 1 39.3%
2 1.5 9.02% 33.3%
3 1.625 1.44% 7.69%
4 1.645833333 0.175% 1.27%
5 1.648437500 0.0172% 0.158%
6 1.648697917 0.00142% 0.0158%
31
Summary
• Floating-point number representation and its
implication
– Round-off and chopping errors
• Significant digits
• The definitions of
– True errors, true relative errors, true percentage
errors,
– Approximate errors, approximate relative errors,
approximate percentage relative errors
32
Next
Errors do not occur only in the space
between the discrete values (rounding or
chopping error)
33