4/4/2011

Topics
Introduction to Numerical Computing Some Definitions:
Significant Digits Precision and Accuracy Absolute, Relative and Percentage Errors

Numerical Computing
Lecture # 1

Numerical Computing
When a mathematical problem can be solved analytically, its solution may be exact, but more frequently, there may not be a known method of obtaining its solution Many examples can be cited for which solutions by analytical means are either impossible or may be so complex that they are quite unsuitable for practical purposes Only way of obtaining an idea of the behavior of a solution is to approximate the problem in such a manner that the numbers representing the solution can be produced

Numerical Computing
Process of obtaining a solution is to reduce the original problem to a repetition of the same step or series of steps so that the computations become automatic Such a process is called a numerical method Numerical analysis or computing is concerned with the derivation, analysis and implementation of methods for obtaining reliable numerical answers to complex mathematical problems

Numerical Computing
Provide estimates that are very close to the exact analytical solutions Error is introduced into the computation

Some Definitions
Significant Digits (Figures) Precision and Accuracy Absolute, Relative and Percentage Errors

Study errors in computations

4/4/2011

Significant Digits (Figures)

In an approximate number is a digit which gives reliable information about the size of the number Use to express accuracy, i.e. how many digits in the number have meaning Last digit contained should be accurate within half a unit in the last decimal place

Significant Digits (Figures)

Following rules are generally used for number written in the conventional form:
Leading zeros are not significant. Example: 0.00052 has two significant digits: 5 and 2. Following zeros that appear after the decimal point are significant Following zeros that appear before the decimal point may or may not be significant as more information is required to decide The significant digits in a number do not depend on the position of the decimal point in the number Zeros appearing anywhere between two non-zero digits are significant. Example: 101.12 has five significant digits: 1, 0, 1, 1 and 2.

Precision and Accuracy

Precision is the number of digits in which a number is expressed or an answer given, irrespective of the correctness of these errors In a scientific setting this would be the total number of digits (sometimes called the significant figures or significant digits) The term precision can be used to describe the position at which an inexact result will be rounded. For example, in floating point arithmetic, a result is rounded to a given or fixed precision, which is the length of the resulting significand. In financial calculations, a number is often rounded to a given number of places (for example, to two places after the decimal separator for many world currencies).

Precision and Accuracy

Accuracy is the number of digits to which an answer is correct Accuracy cab be quoted in either of the following ways:
To a given number of decimal places To a given number of significant figures

Absolute, Relative and Percentage Errors

Accuracy of any computation is always of great importance Two common ways to express the size of error in a computed result
Absolute Error Relative Error

Absolute, Relative and Percentage Errors

Absolute error to denote the actual value of a quantity less its rounded (approximate) value Relative Error is the ratio of the absolute error to the actual value of a quantity Relative error expressed in percentage is called the percentage error