Numerical Analysis I

(Math 311)
For: Rift Valley University
Second Year Computer Science
Student
By:Habtamu Garoma
Email address: [email protected]
 Chapter 1

Basic concepts in error

estimation
 Numerical analysis
o is the branch of mathematics that is used to
find approximations to difficult problems
such as:

 finding the roots of non−linear equations

 integration involving complex expressions

 solving differential equations for which

analytical solutions do not exist
o It is applied to a wide variety of disciplines
such as :
-business,
-all fields of engineering,
-computer science,
-education,
-geology,
-meteorology and others.
o It is the area of mathematics and computer
science that creates, analyzes, and
implements algorithms for solving numerically
the problems of continuous mathematics.
 Chapter 1
Basic concepts in error
estimation
Source of Error
1.1. Sources of error
Numerical errors arise from the use of approximations to
represent exact mathematical operations and quantities.

Truncation errors: which result when

approximations are used to represent exact
mathematical procedures.

 Round-off errors: which result when numbers

having limited significant figures are used to represent
exact numbers.
 Round off Error
 which result when numbers having
limited significant figures are used to
represent exact numbers.
Caused by representing a number
approximately.

Example:
For both types, the relationship
between the exact result and the
approximation can be formulated as:

True value = approximation + error

 Et = true value − approximation
where is used to designate the exact
value of the error
 Truncation error
• Error caused by truncating or
approximating a mathematical
procedure.
Example of Truncation Error
1. Taking only a few terms of a
Maclaurin series to
If only 3 terms are used,

2. Using a finite to approximate

• Using finite rectangles to approximate
an integral.
Example 1: Maclaurin series
Calculate the value of with an absolute
relative approximate error of less than 1%.

6 terms are required. How many are required

to get at least 1 significant digit correct in
your answer?
Example 2: Diffrentiation
Find for using
and

The actual value is

Truncation error is then,

Can you find the truncation error with
?
Example 2: Integrations
Use two rectangles of equal width to
approximate the area under the curve
for f ( x)  x 2 over the interval
 Integration example (cont.)
• Choosing a width of 3, we have

 Actual value is given by

Truncation error is then

Can you find the truncation error with 4

rectangles?
 Approximations and Round-Off Errors
• For many engineering problems, we cannot
obtain analytical solutions.
• Numerical methods yield approximate results,
results that are close to the exact analytical
solution. We cannot exactly compute the errors
associated with numerical methods.
– Only rarely given data are exact, since they
originate from measurements. Therefore
there is probably error in the input
information.
 Cont’d
o Algorithm itself usually introduces errors as
well, e.g., unavoidable round-offs, etc
o The output information will then contain
error from both of these sources.
• How confident we are in our approximate
result?
• The question is “how much error is
present in our calculation and is it
tolerable?”
• Accuracy: How close is a computed or
measured value to the true value
• Precision (or reproducibility): How close is a
computed or measured value to previously
computed or measured values.
• Inaccuracy (or bias): A systematic deviation
from the actual value.
• Imprecision (or uncertainty): Magnitude of
scatter.
 Significant Figures
 Number of significant figures indicates
precision. Significant digits of a number are
those that can be used with confidence.
e.g., the number of certain digits plus one
estimated digit.
 53,800 How many significant figures?

5.38 x 104 3
5.380 x 104 4
5.3800 x 104 5
Zeros are sometimes used to locate the
decimal point not significant figures.

0.00001753 4
0.0001753 4
0.001753 4
Error Definitions
True Value = Approximation + Error
Et = True value – Approximation (+/-)
True error
• For numerical methods, the true value
will be known only when we deal with
functions that can be solved analytically
(simple systems).

• In real world applications, we usually

not know the answer a priori. Then
 Con’d

Iterative Approach, example Newton's

method

• Use absolute value.

• Computations are repeated until
stopping criterion is satisfied
• If the following criterion is met

you can be sure that the result is correct to at

least n significant figures.

Round-off Errors
 Numbers such as p, e, or cannot be expressed
by a fixed number of significant figures.
 Accuracy and Precision

The errors associated with both calculations

and measurements can be characterized with
regard to their accuracy and precision.
Accuracy: refers to how closely a computed or
measured value agrees with the true value.
Precision: refers to how closely individual
computed or measured values agree with
each other.
FIGURE 3.2: An example from marksmanship illustrating the concepts of
accuracy and precision. (a) Inaccurate and imprecise; (b) accurate and
imprecise; (c) inaccurate and precise; (d) accurate and precise.
 Absolute and Relative Errors

Absolute Error ( Ea )

Absolute error= Exact value  Approximate value

Relative Errors ( Er )

Exact value  Approximate value

Er  x 100%
Exact value

current approximation  previous approximation

a  X 100%
current approximation
 Round of Errors
 Round-off errors: originate from the fact that
computers retain only a fixed number of
significant figures during a calculation.
 Numbers such as π, e, or 7 cannot be
expressed by a fixed number of significant
figures.
 Therefore, they cannot be represented
exactly by the computer.
Propagation of Error
 The purpose of this section is to study how
errors in numbers can propagate through
mathematical functions.
 If we multiply two numbers that have errors,
we would like to estimate the error in the
product.
* Functions of a Single Variable
* Functions of More than One Variable
Suppose that we have a function f (x) that is
dependent on a single independent variable x.

Assume that x is an approximation of x.

to assess the effect of the discrepancy between

x and on the value of the function.

We would like to estimate by

f ( x)  f ( x)  f ( x)

By expansion of Taylor’s series, we obtain:

f ( x)  f ' ( x) x, where x  x  x
FIGURE 4.7
Graphical depiction of first order error propagation
Example: Given a value of x = 2.5 with an
error of x= 0.01, estimate the resulting error

in the function f ( x)  x3 .
n

Ans: f(2.5) = 15.625 ± 0.1875

Functions of More than One Variable

For n independent variables x1 , x2 ,...., xn
having errors  x ,  x ,...,  x the following
1 2 n

general relationship holds:

f f f
f ( x1 , x2 ,..., xn )   x1   x2  ...   xn
x1 x2 xn