round-off and truncation error（舍入和截断误差）

# round-off and truncation error
# 舍入和截断误差

1. Round-off errors are due to approximate representation of floating-point number

from math import pi
print(pi)

3.141592653589793

$\pi$=3.141592653589793238462643…

2. subtractive cancellation

$$x=1$$
$$y=1+10^{-15}\sqrt{2}$$

from math import sqrt
x = 1.0
y = 1.0 + 1e-15 * sqrt(2)
dt = 1e-15 * sqrt(2)
dn = y - x
print("dt = ", dt)
print("dn = ", dn)
print("Relative error: ", (dt - dn) / dt)

dt =  1.4142135623730953e-15
dn =  1.3322676295501878e-15
Relative error:  0.05794452478973511

similar accumulation of round-off in addition(large number + small number).

3. Truncation Errors

Truncation errors are created by truncating the math.

Example: MacLaurin Series for exponential function
$$e^x=\sum _{n=0}^{\infty }\frac{x^n}{n!}$$

Now, we only use three terms
$$e^x=\sum _{n=0}^{\infty }\frac{x^n}{n!}\approx 1+x+\frac{x^2}{2!}$$

4. Numerical Differentiation and numerical errors

definition of true derivative

$$f^{{}^{\prime }}(x)=\underset{dx\to 0}{\lim }\frac{f(x+dx)-f(x)}{dx}$$

approximation of derivative(numerical derivative)

f ′ ( x i ) = f ( x i + 1 ) − f ( x i ) x i