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Numerical Analysis Math Formatted

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11 views

Numerical Analysis Math Formatted

Cdr

Uploaded by

xze18721
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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step process to improve upon an initial

Numerical guess, with specific rules for each step


and criteria for when to stop (termination
Analysis criteria).
Convergence Criteria for Numerical
Computation
Convergence means that a method gets
closer and closer to the exact solution
Numerical Analysis
Numerical analysis is a branch of Rounding
mathematics focused on finding Rounding simplifies calculations by
approximate solutions to problems that approximating a number to its nearest
may not have exact solutions. The value.
primary objective is to develop and Local Convergence
analyze methods (algorithms) that An iterative method has local
provide close-enough solutions using convergence if it converges to the correct
numerical techniques. solution when the initial guess is
Numerical Algorithm reasonably close to the true solution.
A numerical algorithm is a procedure that Rate of Convergence of an Iterative
helps to approximate solutions to Method
mathematical problems. The rate of convergence describes how
What Makes a Good Numerical quickly an iterative method approaches
Method? the true solution.
Several qualities define a good numerical Important Notes on Convergence
method: Rates:
- Basic Operations: Involves a manageable - Fixed-Point Iteration: Linear rate of
number of simple operations. convergence.
- Wide Applicability: Should be applicable - Newton-Raphson Method: Quadratic
to different types of problems. rate of convergence.
- Fast Convergence: Should quickly get - Secant Method: Superlinear
closer to the true solution. convergence, faster than linear but slower
- Error Handling: Should manage than quadratic.
calculation errors effectively. Consistent Method
- Stability: Small errors should not grow A consistent method approaches the exact
uncontrollably during the process. solution as smaller steps are taken.
Stable Algorithm Precision
A stable algorithm ensures that small A method is considered precise if it
errors do not multiply as the process produces similar results consistently.
continues. Accuracy
Numerical Stability Accuracy is the measure of how close the
Numerical stability refers to an approximation is to the true value.
algorithm's ability to control errors Degree of Accuracy
during calculations, The degree of accuracy is the highest
Numerical Iteration Method degree of polynomial for which the
An iteration method starts with an initial formula gives the exact result.
guess and repeatedly improves it until it Condition of a Numerical Problem
reaches a close approximation to the true A problem is well-conditioned if small
solution. changes in input cause only small changes
Algorithm of Iteration Method in output. If small changes in input lead to
The iteration method follows a step-by- large variations in output, the problem is
ill-conditioned.
Step Size, Step Count, Interval Gap Local Error
The step size, h, represents the difference The local error is the error after just one
between two successive points in a step in an iterative process:
numerical method. Mathematically, h = ei+1 = x(t0+h) − x1
ti+1 - ti, where ti and ti+1 are consecutive Global Error
points. Smaller step sizes result in more The global error is the total accumulated
precise calculations. error at step n:
Error e_n = x(tn) − xn
Error is the difference between an Local Truncation Error (LTE)
approximate and an exact solution, The LTE is the local error divided by the
indicating how far off the computed result step size h:
is from the true answer. LTE = Local Error / h

Sources of Errors
Errors in numerical methods can arise
from:
1. Inherent (Experimental) Errors: Due to
assumptions or measurement
inaccuracies.
2. Truncation Errors: Occur when a
process is stopped before reaching the
exact solution.
3. Round-off Errors: Due to rounding
numbers during computation.

Relative Error
The relative error compares the
magnitude of the error to the actual value.
For an approximate value 𝑎ˉ and exact
value a, the relative error is:
Relative Error = |a−𝑎ˉ| / |a|
Absolute Error
The absolute error is the difference
between the exact and approximate
values:
Absolute Error = |a−𝑎ˉ|
Error Bound
The error bound, β, is the maximum
possible error:
|a−𝑎ˉ| ≤ β
Probable Error
Probable error is an estimate such that
there’s a 50% chance the actual error will
be larger or smaller than the estimate.
Probable Error ≈ β / 2
Input Error
Input error occurs when the given data is
not exact due to measurement or
computational inaccuracies.

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