Error Analysis 误差分析

Key Concepts
• Analytical vs. numerical Methods

• Representation of floating-point numbers 浮点数

• Concept of significant digits 有效数字

• Distinguishing different kinds of errors

– Round-off / chopping / truncation errors

– True/approximate absolute and relative errors

– Acceptable errors

1.Analytical vs. numerical Methods

1）Analytical Methods

– Accurate solution

– Difficult and not always possible

2）Numerical Methods

 – Approximation of true solution

– What method to use?

• How good is our approximation? (Error Analysis)

• How efficient is our method? (Algorithm design, Convergence rate) 算法设计，收敛速度

• Does our methods always work? (Convergence)

Find the intersection

Ａ：(a,b)      N: graph

2.Representation of floating-point numbers

• σ:sign    β:base    e:exponent

– binary : β =2 二进制       利用进制转化，改变β

– decimal : β =10 十进制
• 1/β ≤ m < 1 (i.e., a1 ≠ 0)

– binary: 0.5 ≤ m < 1

– decimal: 0.1 ≤ m < 1

小数部分xβ后保留整数部分    只能存8bit，有误差

3.Concept of significant digits

n=p -- significant value

4.Distinguishing different kinds of errors

Confident level:

Significant digits or Absolute/relative error bounds

Error Generation 

1. The space between the discrete values - rounding or chopping error

2. Propagation of round-off errors   
    Truncation errors

1)Truncation errors

2)Round-off errors 

计算中精度带来的误差

3)Propagated errors

电脑传输中产生的误差 -- 选择波动更小的算法设计--同时还要考虑灵敏度（Chapter2）

PS. 1.Absolute error is dimensional, while relative error is dimensionless.

2.True value has an infinite significant digits