2. error

9/5/2012

http://numericalmethods.eng.usf.edu 1


Why measure errors?

1) To determine the accuracy of numerical results.

2) To develop stopping criteria for iterative algorithms.


True Error

Defined as the difference between the true value in a calculation and the approximate value found using a numerical method etc.

True Error = True Value – Approximate Value


Example—True Error

The derivative, )(xf of a function )(xf can be

approximated by the equation,

h

xfhxfxf

)()()('

If xexf 5.07)( and 3.0h

a) Find the approximate value of )2('f

b) True value of )2('f

c) True error for part (a)


Example (cont.)

Solution:

a) For 2x and 3.0h

3.0

)2()3.02()2('

fff

3.0

)2()3.2( ff

3.0

77 )2(5.0)3.2(5.0 ee

3.0

028.19107.22 263.10


Example (cont.) Solution:

b) The exact value of )2('f can be found by using

our knowledge of differential calculus. xexf 5.07)(

xexf 5.05.07)(' xe 5.05.3

)2(5.05.3)2(' ef

So the true value of )2('f is

5140.9

True error is calculated as tE True Value – Approximate Value

722.0263.105140.9


Relative True Error

Defined as the ratio between the true error, and the true value.

Relative True Error ( t ) =

True Error

True Value

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Example—Relative True Error

Following from the previous example for true error,

find the relative true error for xexf 5.07)( at )2('f

with 3.0h

722.0tE

From the previous example,

Value True

ErrorTruet

Relative True Error is defined as

5140.9

722.0 075888.0

as a percentage, %100075888.0 t %5888.7


Approximate Error

What can be done if true values are not known or are very difficult to obtain?

Approximate error is defined as the difference between the present approximation and the previous approximation.

Approximate Error ( aE ) = Present Approximation – Previous Approximation


Example—Approximate Error

For xexf 5.07)( at 2x find the following,

a) )2(f using 3.0h

b) )2(f using 15.0h

c) approximate error for the value of )2(f for part b)

Solution:

a) For

h

xfhxfxf

)()()('

2x and 3.0h

3.0

)2()3.02()2('

fff


Example (cont.)

3.0

)2()3.2( ff

Solution: (cont.)

3.0

77 )2(5.0)3.2(5.0 ee

3.0

028.19107.22 263.10

b) For 2x and 15.0h

15.0

)2()15.02()2('

fff

15.0

)2()15.2( ff


Example (cont.)

Solution: (cont.)

15.0

77 )2(5.0)15.2(5.0 ee

15.0

028.1950.20 8800.9

c) So the approximate error, aE is

aE Present Approximation – Previous Approximation

263.108800.9

38300.0


Relative Approximate Error

Defined as the ratio between the approximate error and the present approximation.

Relative Approximate Error ( Approximate Error

Present Approximation a ) =

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Example—Relative Approximate Error

For xexf 5.07)( at 2x , find the relative approximate

error using values from 3.0h and 15.0h

Solution:

From Example 3, the approximate value of 263.10)2( f

using 3.0h and 8800.9)2( f using 15.0h

aE Present Approximation – Previous Approximation

263.108800.9

38300.0


Example (cont.)

Solution: (cont.)

a

Approximate Error

Present Approximation

8800.9

38300.0 038765.0

as a percentage, %8765.3%100038765.0 a

Absolute relative approximate errors may also need to be calculated,

|038765.0| a %8765.3or038765.0


How is Absolute Relative Error used as a stopping criterion?

If sa || where s is a pre-specified tolerance, then

no further iterations are necessary and the process is stopped.

If at least m significant digits are required to be correct in the final answer, then

%105.0|| 2 m

a


Table of Values

For xexf 5.07)( at 2x with varying step size, h

0.3 10.263 N/A 0

0.15 9.8800 3.877% 1

0.10 9.7558 1.273% 1

0.01 9.5378 2.285% 1

0.001 9.5164 0.2249% 2

h )2(f a m


Propagation of Errors

In numerical methods, the calculations are not made with exact numbers. How do these inaccuracies propagate through the calculations?


Example 1: Find the bounds for the propagation in adding two numbers. For example if one is calculating X +Y where

X = 1.5 ± 0.05 Y = 3.4 ± 0.04

Solution Maximum possible value of X = 1.55 and Y = 3.44

Maximum possible value of X + Y = 1.55 + 3.44 = 4.99

Minimum possible value of X = 1.45 and Y = 3.36.

Minimum possible value of X + Y = 1.45 + 3.36 = 4.81

Hence

4.81 ≤ X + Y ≤4.99.

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Propagation of Errors In Formulas

f nn XXXXX ,,.......,,, 1321

f

n

n

n

n

XX

fX

X

fX

X

fX

X

ff

1

1

2

2

1

1

.......

If is a function of several variables

then the maximum possible value of the error in is


Example 2:

The strain in an axial member of a square cross-section is given by Given Find the maximum possible error in the measured strain.

Eh

F2

N9.072Fmm1.04hGPa5.170E


Example 2:

)1070()104(

72923

610286.64

286.64

EE

hh

FF

Solution


Example 2:

EhF 2

1

Eh

F

h 3

2

22Eh

F

E

EEh

Fh

Eh

FF

EhE

2232

21

9

2923

933923

105.1)1070()104(

72

0001.0)1070()104(

7229.0

)1070()104(

1

3955.5

Thus

Hence

)3955.5286.64(

Example 3:

Subtraction of numbers that are nearly equal can create unwanted inaccuracies. Using the formula for error propagation, show that this is true.

Solution

Let

Then

So the relative change is

yxz

yy

zx

x

zz

yx )1()1(

yx

yx

yx

z

z


Example 3:

For example if 001.02x

001.0003.2 y

|003.22|

001.0001.0

z

z

= 0.6667

= 66.67%


9/5/2012


Additional Resources

For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit

http://numericalmethods.eng.usf.edu/topics/measuring_errors.html

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