COMPUTATIONAL ERROR Lecture 2: (a) Important theorems on absolute error and relative error with proof (b) General expression for error. Theorem 1: The maximum absolute error of an algebraic sum or difference of several approximate numbers does not exceed to the sum of absolute error of the numbers, that is, if xi (i=1, 2 … n) be the n approximate numbers and u is their algebraic sum or difference, then u x1 + x2 + .............+ xn We prove the results for two numbers: (a) For sum: Let n1, n2 be approximate numbers to N1, N2 with errors E1, E2, so that N1= n1+E2, N2= n2+E2, then N1+N2 = (n1 + E1) + (n1 + E2) = (n1 + n2) + (E1 + E2) Let N1+N2 = N, n1 + n2=n and N= n + E, then N= n+ (E1 + E2) N - n= E1 + E2 E= E1 + E2 or, |E| = | E1 + E2| or, |E| | E1| + | E2|………………………..(A) (b) For difference: N1 – N2 = (n1 – n2) + (E1 – E2) Let N1 – N2 = N, n1 – n2 = n and N = n + E, then N = n + (E1 – E2) N – n = E1 – E2 E = E1 + (- E2) |E| | E1| +|- E2| |E| | E1| +| E2|………………………..(B) (A) and (B) show that the absolute errors in the sum or difference of two numbers does not exceed the sum of their absolute errors. Similarly the result can be extended for three and more approximate numbers. Theorem 2: The maximum relative error for both multiplication and division does not exceed to the algebraic sum of their relative errors. (a) For multiplication: Let n1, n2 be approximate numbers to N1, N2 with errors E1, E2, so that N1N2 = N, n1n2 = n, N = n + E. Then, N1N2 = (n1 + E1)(n2 + E2) =n1n2 + E1n2 + n2E2 + E1E2 N1N2 – n1n2 E = E1n2 + E2n2 + E1E2 Neglecting the second order term E1E2 and dividing both sides by n1n2 i.e. n, one gets E E1 E 2 n n1 n 2 (b) For division: let E E E 1 2 n n1 n2 = N; .............................(I) = n and N – n =E, then E2 1 n2 1 where we have used the binomial theorem and neglected the second and higher order terms 9assuming they are small). Then E E E E E 1 2 1 2 .............................(II) n n1 n 2 n1 n2 (I) and (II) shows that relative error in the product of two approximate numbers is always less than the algebraic sum of their relative errors. Thus we can evaluate the errors in an arithmetic operation between two or more numbers/quantities. But the method becomes difficult when the number of quantities are large and many algebraic operations, together with mathematical functions, are involved in the calculation. For such cases, we proceed as follows: Let u=f(x1, x2………xn) be a function of n variables x1,x2………xn. Let i be the error in the variable xi for i = 1,2………n and be the change, ie, error in u, when xi becomes xi + I for i = 1,2,………….,n. Then, u+ = f (x1 + 1, x2 + 2,……………,xn + n) = f (x1, x2………xn) + f (x1,x2,………,xn) 2 + f(x1,x2,………,xn) +…………. (Taylor’s series expansion of n- variables) As 1, gets 2,………, n are small, neglecting their second and higher order terms, one Now, the maximum absolute error in u is given by max. + +……..+ that is, max The relative error in u will be between between and maximum relative error will be
© Copyright 2024 Paperzz