T

Truncation
ti Errors
E andd the
th Taylor
T l Series
S i
Chapter 4

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How does a CPU compute the following functions for a specific x
va ue?
value?
cos(x) sin(x) ex log(x) etc.

 Non-elementary functions such as trigonometric, exponential, and

others are expressed in an approximate fashion using Taylor series
when their values, derivatives, and integrals are computed.

 Taylor series provides a means to predict the value of a function at

one point in terms of the function value and its derivatives at
another point.

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Taylor Series (nth order approximation):

f ' ( xi ) f " ( xi ) f ( n ) ( xi )
f ( xi 1 )  f ( xi )  ( xi 1  xi )  ( xi 1  xi )   
2
( xi 1  xi ) n  Rn
1! 2! n!

The Reminder term, Rn, accounts for all terms from (n+1) to infinity.

f ( n 1) ( ) ( n 1)
Rn  h
(n  1)!

Define the step size as h=(xi+1- xi), the series becomes:

f ' ( xi ) f " ( xi ) 2 f ( n ) ( xi ) n
f ( xi 1 )  f ( xi )  h h  h  Rn
1! 2! n!

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Any smooth function can be approximated as a polynomial.
Take x = xi+1 Then f(x) ≈ f(xi) zero order approximation

f (x)  f (xi )  f ' (xi )(x  xi ) first order approximation

Second order approximation:

f ' ( xi ) f " ( xi )
f ( x)  f ( xi )  ( x  xi )  ( x  xi ) 2
1! 2!
nth order approximation:
f ' ( xi ) f " ( xi ) f ( n ) ( xi )
f ( x)  f ( xi )  ( x  xi )  ( x  xi )   
2
( x  xi ) n  Rn
1! 2! n!

• Each additional term will contribute some improvement to the approximation. Only
if an infinite number of terms are added will the series yield an exact result.

• In most cases, only a few terms will result in an approximation that is close enough
to the true value for practical purposes
Example
Approximate the function f(x) = 1.2 - 0.25x - 0.5x2 - 0.15x3 - 0.1x4
from xi = 0 with h = 1 and predict f(x) at xi+1 = 1.

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Example:
computing f(x) = ex using Taylor Series expansion
f ' ( xi ) f " ( xi ) f ( n ) ( xi )
f ( xi 1 )  f ( xi )  ( xi 1  xi )  ( xi 1  xi )   
2
( xi 1  xi ) n  Rn
1! 2! n!

Choose x = xi+1 and xi = 0 Then f(xi+1) = f(x) and (xi+1 – xi) = x

Since First Derivative of ex is also ex :

(2.) (ex )” = ex (3.) (ex)”’ = ex, … (nth.) (ex)(n) = ex

As a result we get:
2 3 n Looks familiar?
x x x
e  1 x    ... 
x
M l i series
Maclaurin i for
f ex
2! 3! n!
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Yet another example:
computing f(x) = cos(x) using Taylor Series expansion
Choose x=xi+1 and xi=0 Then f(xi+1) = f(x) and (xi+1 – xi) = x
Derivatives of cos(x):
(1.) (cos(x) )’ = -sin(x) (2.) (cos(x) )” = -cos(x),
(3.) (cos(x) )”’ = sin(x) (4.) (cos(x) )”” = cos(x),
……
A a result
As lcoswe get:
x2
x  1 
x 4

x6

2! 4! 6!

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Notes on Taylor expansion:

• Each additional term will contribute some improvement to the

approximation.
i i Only O l if an infinite
i fi i number
b off terms are added
dd d will
ill the
h
series yield an exact result.

• In
I mostt cases, only
l a few
f terms
t will
ill result
lt iin an approximation
i ti that
th t is
i
close enough to the true value for practical purposes

 Reminder value R represents the truncation error

 The order of truncation error is hn+1  R=O(hn+1),
If R=O(h),
( ) halvingg the step
p size will halve the error.
If R=O(h2), halving the step size will quarter the error.

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Error Propagation
 Let xfl refer to the floating point representation of the real number x.
 Since computer has fixed word length, there is a difference between x and xfl
((round-off
d ff error))
and we would like to estimate the error in the calculation of f(x) :

f ( x fl )  f ( x)  f ( x fl )
• Both x and f(x) are unknown.
• If xfl is close to x, then we can use first order Taylor expansion and compute:

f ( x)  f ( x fl )  f ( x fl )( x  x fl )

f ( x fl )  f ( x fl ) * x
(xfl) and x are known
Result: If ff’(x known, then we can estimate the error using this formula
Solve from Example 4.5 p.95
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