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12
pages
English
Documents
Le téléchargement nécessite un accès à la bibliothèque YouScribe Tout savoir sur nos offres
Introduction to Numerical Analysis for
Engineers
• Fundamentals of Digital Computing
– Digital Computer Models
– Convergence, accuracy and stability
– Number representation
– Arithmetic operations
– Recursion algorithms
• Error Analysis
– Error propagation – numerical stability
– Error estimation
– Error cancellation
– Condition numbers
Numerical Methods for Engineers Lecture 2
13.002Floating Number Representation
m Mantissa
b Base
e Exponent
Examples
Decimal
Binary
Convention
Max mantissa
Decimal
Min mantissa
Binary
Max exponent
General
Min exponent
Numerical Methods for Engineers Lecture 2
13.002Error Analysis
Number Representation
Addition and Subtraction
Absolute Error
Shift mantissa of largest number
Result has exponent of largest number
Relative Error
Absolute Error
Relative Error
Unbounded
Multiplication and Division
Relative Error
Bounded
Numerical Methods for Engineers Lecture 2
13.002Error Propagation
Spherical Bessel Functions
Differential Equation
Solutions
Numerical Methods for Engineers Lecture 2
13.002Error Propagation
Spherical Bessel Functions
Forward Recurrence
Forward Recurrence
Unstable
Backward Recurrence
Miller’s algorithm
Stable
N ~ x+20
Numerical Methods for Engineers Lecture 2
13.002Error Propagation
Euler’s Method
Differential Equation
Example
Discretization
Finite Difference (forward)
Recurrence
euler.m
Central Finite Difference
Numerical Methods for Engineers Lecture 2
13.002'
'
'
Error Propagation
Absolute Errors
y~f ’(x) x
Function of one variable
x = x - x
General Error Propagation Formula
x
x
Numerical Methods for Engineers Lecture 2
13.002Error Propagation
Example
Error Propagation Formula
Multiplication
= >
= >
= >
= >
Relative Errors Add for Multiplication
Numerical Methods for Engineers Lecture 2
13.002Error Propagation
Expectation of Errors
Addition
Standard Error
Truncation
2
Error Expectation
n
Rounding
Standard Error better measure
of expected errors
Numerical Methods for Engineers Lecture 2
13.002Error Propagation
Error Cancellation
Function of one variable
Max. error
Error cancellation
Stand. error
Numerical Methods for Engineers Lecture 2
13.002