Lec1_FinitePrecisionComp.pptVIP

Gauss Error (absolute value of derivative minus difference quotient) as a function of h (Log-Log scale) The truncation error of the finite difference approximation is bounded by Mh/2. Assuming the error in function values is bounded by ε, the rounding error is bounded by 2 ε/h. Total computational error is Where M is a bound on |f”(t)| for t near x. There is a tradeoff between truncation error and rounding error in choosing the step size h. It is minimized when x=ones(35,1); x(1)=11/2; x(2)=61/11; for i=3:35 x(i)=111-(1130-3000/x(i-2))/x(i-1); end x(35) Consider the recurrence In exact arithmetic the xk form a monotonically increasing sequence that converges to 6. Implement the recurrence and compare the computed x34 with the true value 5.998 (to four correct signicant figures) The mathematical convergence depends on the initial conditions x0, x1: convergence to 100 for almost all (x0, x1); convergence to 6 ? x0(11- x1)=30; convergence to 5 ? x0=x1=5 (exactly in machine representation) fplot(x^3-111*x^2+1130*x-3000,[-400,400]) fplot(x^3-111*x^2+1130*x-3000,[4,7]) fplot(x^3-111*x^2+1130*x-3000,[-10,110]) syms x1 x2 x3 x1=sym(11)/sym(2); x2=sym(61/11); for i=3:35 x3=111-(1130-3000/x1)/x2 x1=x2; x2=x3; end x3 x3=1721981182794095961389986301/287093876567205105910375321 ≈5.99797252168491 Array[x,35]; x[1]=11/2; x[2]=61/11; Do[x[i+2]=111-(1130-3000/x[i])/x[i+1],{i,1,33}]; (*For[i=1,i=33,i++,x[i+2]=111-(1130-3000/x[i])/x[i+1]];*) (*While[i=33,x[i+2]=111-(1130-3000/x[i])/x[i+1];i++]; *) x[35] Givens Neumann Goldstine Turing Wilkinson Backward error analysis Condition number 向前误差 ≤ 条件数 X 向后误差 数据 解 (A nearby problem) Condition number, backward error * * 有限精度计算 —— 浮点系统，误差 武汉大学数学与统计学院 向 华 The sign s, the exponent e, the mantissa m (the significant figures) Two basic formats of IEC/IEEE Floating-Point Numbers: Single Precision Format: format width N=32 bits. s e m 1 8 bits 23 bits s e m 1 11 bits 52 bits Double Precision Format: format width N=64 bit