Numerical
Analysis
Lecture 2
Introduction
Solution of Non Linear
Equations
Solution of Linear System
of Equations
Approximation of Eigen
Values
Interpolation and
Polynomial Approximation
Numerical Differentiation
Numerical Integration
Numerical Solution of
Ordinary Differential
Equations
Errors in
Computations
Numerically, computed
solutions are subject to
certain errors. It may be
fruitful to identify the error
sources and their growth
while classifying the errors
in numerical computation.
These are
Inherent errors,
local round-off errors
local truncation errors
Inherent errors
It is that quantity of error
which is present in the
statement of the problem
itself, before finding its
solution. It arises due to the
simplified assumptions made
in the mathematical modeling
of a problem.
It can also arise when
the data is obtained from
certain physical
measurements of the
parameters of the
problem.
Local round-off errors
Every computer has a
finite word length and
therefore it is possible to
store only a fixed
number of digits of a
given input number.
Since computers store
information in binary form,
storing an exact decimal
number in its binary form
into the computer memory
gives an error. This error is
computer dependent.
At the end of computation of a
particular problem, the final
results in the computer, which is
obviously in binary form, should
be converted into decimal form-a
form understandable to the user-
before their print out. Therefore,
an additional error is committed
at this stage too.
This error is called local round-off
error.
(0.7625)10 (0.11000011(0011)) 2
If a particular computer
system has a word length of
12 bits only, then the decimal
number 0.7625 is stored in the
computer memory in binary
form as 0.110000110011.
However, it is equivalent to
0.76245.
Thus, in storing the number
0.7625, we have committed an
error equal to 0.00005, which is
the round-off error; inherent with
the computer system considered.
Thus, we define the error as
Error = True value – Computed
value
Absolute error, denoted by |Error|,
while, the relative error is defined as
Error
Relative error
True value
Local truncation error
It is generally easier to expand a function
into a power series using Taylor series
expansion and evaluate it by retaining
the first few terms. For example, we may
approximate the function f (x) = cos x
by the series
2 4 2n
x x n x
cos x 1 ( 1)
2! 4! (2n)!
If we use only the first three terms to
compute cos x for a given x, we get an
approximate answer. Here, the error is
due to truncating the series. Suppose, we
retain the first n terms, the truncation
error (TE) is given by
2 n 2
x
TE
(2n 2)!
The TE is independent of the computer
used.
If we wish to compute cos x for
accurate with five significant digits,
the question is, how many terms in
the expansion are to be included? In
this situation
2 n 2
x 5 6
.5 10 5 10
(2n 2)!
Taking logarithm on both sides, we get
(2n 2) log x log[(2n 2)!]
log10 5 6 log10 10 0.699 6 5.3
or log[(2n 2)!] (2n 2) log x 5.3
We can observe that, the above
inequality is satisfied for n = 7. Hence,
seven terms in the expansion are
required to get the value of cos x, with
the prescribed accuracy
The truncation error is given by
16
x
TE
16!
Numerical
Analysis
Lecture 2
