Measuring Errors

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 Measuring Errors

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 Why measure errors?
1) To determine the accuracy of
numerical results.
2) To develop stopping criteria for
iterative algorithms.

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 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

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 Example—True Error
The f (x) of a f (x) can be
derivative,
approximated by the function
equation,
f ( x  h)  f ( x)
f ' ( x) 
h

If f ( x) 7e an h 0.3
0. 5 x

a) Find dthe approximate f ' ( 2)

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 Example (cont.)
Solution:
a) For x 2 and h 0.3
f ( 2  0.3)  f ( 2)
f ' ( 2) 
0 .3
f (2.3)  f (2)

0.3
7 e 0 .5 ( 2 .3 )  7 e 0 .5 ( 2 )

0.3
22.107  19.028
 10.263
0.3

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 Example (cont.)
Solution
: b) The exact value f ' ( 2) can be found by
of knowledge of differential
our usingcalculus.
f ( x )  7 e 0.5 x
f ' ( x ) 7 0.5 e 0.5 x
3.5e 0.5 x
So the true value f ' ( 2) is
0.5( 2 )
of f ' ( 2 )  3.5e
9.5140
True error is calculated as
Et  True Value – Approximate
9.Value
5140  10.263  0.722

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 Relative True Error
 Defined as the ratio between the
true error, and the true value.
True Error
Relative True Error(t ) =
True Value

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 Example—Relative True
Error
Following from the previous example for true
error,
find the relative true error f ( x) 7e 0.5 x at f ' (2)
for h 0.3
wit
h From the previous example,
Et  0.722
Relative True Error is defined
as t  True Error
True Value
 0.722
  0.075888
9.5140
as a percentage,
t  0.075888 100%  7.5888%

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 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 E a ) = Present Approximation – Previous
Error ( Approximation

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 Example—Approximate
Error
For f ( x) 7e 0.5 x at x 2 find the
a) f (2) usin h 0.3 following,
b) f (2) gusin h 0.15
c) approximateg error for the f (2) for part
value of
Solution: b)
a) x 2 and h 0.3
For f ' ( x )  f ( x  h )  f ( x )
h
f ( 2  0.3)  f ( 2)
f ' ( 2) 
0.3

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 Example (cont.)
Solution: (cont.)
f (2.3)  f (2)

0.3
7 e 0 .5 ( 2 .3 )  7 e 0 .5 ( 2 )

0.3
22.107  19.028
 10.263
0.3
b) x 2 and h 0.15
For f ' (2) 
f (2  0.15)  f (2)
0.15
f (2.15)  f (2)

0.15

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 Example (cont.)
Solution: (cont.)
7e 0.5( 2.15)  7e 0.5( 2 )

0.15
20.50  19.028
 9.8800
0.15

c) So the approximate E a is
error,
Ea Present Approximation – Previous
9Approximation
.8800  10.263
 0.38300

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 Relative Approximate Error
 Defined as the ratio between the
approximate error and the present
approximation.
Approximate Error
Relative Approximate a) =
Error ( Present Approximation

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 Example—Relative Approximate
Error
For f ( x) 7e 0.5 x
at x 2 , find the relative
error using values approximate
h 0.3 and h 0.15
from
Solution:
From Example 3, the approximate f (2) 10.263
value
usin hof
0.3 and f (2) 9.8800 usin h 0.15
g Ea  Present Approximationg– Previous
9Approximation
.8800  10.263
 0.38300

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 Example (cont.)
Solution:
(cont.) Approximate Error
a 
Present Approximation
 0.38300
  0.038765
9.8800
as a
percentage,
a  0.038765 100%  3.8765%

Absolute relative approximate errors may also

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 How is Absolute Relative Error used
as a stopping criterion?
If |a | s wher s is a pre-specified tolerance,
no further e iterations
then are necessary and the
process is stopped.

If at least m significant digits are required

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 Table of Values
0.5 x
For f ( x) 7e at x 2 with varying step h
size,
h f (2) a m
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

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 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

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 THE END

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