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 3
(b) From the ideal gas law, we can write
PV
n=
.
RT
Then, if we measure P̄ and T̄ rather than the ground-truth values, we can write the forward error as:

P̄ V PV V P̄ P
− = −
RT̄ RT R T̄ T

9781482251944_SM_Cover.indd 9 28/09/15 12:38 pm

 4
V P + δP P
= for |δP | ≤ εP , |δT | ≤ εT
−
R T + δT T
V (P + δP )T − P (T + δT )
=
R T (T + δT )
V P T + δP T − P T − δ T P
=
RT T + δT

δP T − P δT
=n
P (T + δT )

Hence, the relative forward error can be bounded as follows:

δP T − P δT T ε P + P εT
≤
P (T + δT ) P (T − εT )

(c) In this case,

PV (100 Pa)(0.5 m3 )
n= = = 0.0201 mol
RT (8.31 J · mol−1 · K−1 )(300 K)

With the given measurement bounds, the largest possible value is

(101 Pa)(0.5 m3 )
= 0.0203 mol = n + 0.000234 mol = n + 1.17%.
(8.31 J · mol−1 · K−1 )(299.5 K)
The smallest possible value is

(99 Pa)(0.5 m3 )
= 0.0198 mol = n − 0.000234 mol = n − 1.17%.
(8.31 J · mol−1 · K−1 )(300.5 K)

Hence, the absolute error is bounded by 0.0198 mol and the relative error is bounded by 1.17%.
(d) At the range indicated by the problem, it is relatively well-conditioned. When the scale of εT is commen-
surate with that of T , the problem becomes ill-conditioned.
2.3. We can understand the relative error as the fraction
∆y|/|y| x∆y
|
κrel = = ,
|∆x|/|x| y∆x

where y + ∆y = f (x + ∆x) and y = f (x). By Taylor’s theorem, f (x + ∆x) = y + f (x)∆x + O(∆x2 ). Hence,
∆y = f (x)∆x + O(∆x2 ), so for small ∆x,

x · f (x)∆x xf (x)
κrel ≈ = .
f (x) · ∆x f (x)

The absolute condition number of this problem is:

∆y
≈ |f (x)| .
∆x

The function f (x) = ln x has a large relative condition number near x = 1, since κrel = 1/ln x, which blows up
near x = 1. Contrastingly, the function f(x) = x has relative condition number 1 for all x.
2.4. Since minima are roots of f , we can use the conditioning for root-finding, but with an extra derivative:
(a) |xest − x∗ |
(b) |f (xest ) − f (x∗ )| ≈ δx|f (x∗ )|

9781482251944_SM_Cover.indd 10 28/09/15 12:38 pm

 (c) 1/|f (x∗ )|

2.5. (a) The range is (−∞, 0] since limt→0 log t = −∞ and log 1 = 0.
(b) If the xk is very negative, then exk is exponentially close to zero. This near-zero value may not be repre-
sentable, and regardless a single slightly larger value will dominate the sum.

9781482251944_SM_Cover.indd 10 28/09/15 12:38 pm

 5
(c) We simplify directly:

χ(x1 , . . . , xn ) = ln e xk by definition
k

= ln exk −a+a
k

= ln ea exk −a
k

= ln ea + ln exk −a
k

= a + ln exk −a
k

Suppose we take a = mink xk . Then, rather than adding together tiny values we have moved the scale to
be around e0 = 1. (Other heuristics for choosing a are possible)
2.6. There are rendering artifacts because the two surfaces overlap and hence have the same depth values; rounding
during depth computation can make one surface appear on top of the other. Possible resolutions include
slightly offsetting one surface, adding a tie-breaking rule when depths are within some tolerance of each other,
or merging the geometry before rendering to avoid overlap altogether.
2.7. (a) Recall that floating point arithmetic changes spacing as the order of magnitude of the value changes. Thus,
it makes sense to have multiplicative error that is relative to the scale of x and y.
(b) (adapted from course notes by D. Bindel, Cornell CS) The recurrence for the ground-truth sum is simply
sk = sk−1 + xk yk . Error terms for the addition and multiplication steps show
ŝk = (ŝk−1 + xk yk (1 + ε×k ))(1 + εk+).
Subtracting the two shows:

ŝk − sk = [(ŝk−1 + xk yk (1 + ε×k ))(1 + εk+ )] − [sk−1 + xk yk ] by the recurrences above

= [ŝk−1 + ε+k ŝk−1 + xk yk (1 + εk×) + xk yk ε+k (1 + εk×)] − [sk−1 + xk yk ]

= [ŝk−1 − sk−1 ] + εk+ ŝk−1 + xk yk (ε× + + ×
k + ε k + ε k εk )
+ + × + + ×
= [ŝk−1 − sk−1 ](1 + εk ) + εk sk−1 + xk yk (εk + εk + εk εk )
= [ŝk−1 − sk−1 ](1 + ε+ + × + ×
k ) + εk sk + xk yk (εk + εk εk ) since sk = sk−1 + xk yk
= [ŝk−1 − sk−1 ](1 + ε+ + × + ×
k ) + ε k s k + xk y k ε k + x k y k ε k ε k

We can expand this inductively:

ŝ0 − s0 = 0
ŝ1 − s1 = [ŝ0 − s0 ](1 + ε1+ ) + ε+ × + ×
1 x1 y 1 + x1 y1 ε1 + x1 y 1 ε 1 ε 1
= x1 y1 (ε+ × + ×
1 + ε1 ) + x 1 y 1 ε 1 ε 1
ŝ2 − s2 = [ŝ1 − s1 ](1 + ε2+ ) + ε+ × + ×
2 (x1 y1 + x2 y2 ) + x2 y2 ε 2 + x2 y 2 ε 2 ε 2
= [x1 y1 (ε+ × + × + + × + ×
1 + ε1 ) + x1 y1 ε 1 ε 1 ](1 + ε2 ) + ε 2 (x1 y1 + x2 y2 ) + x2 y2 ε 2 + x2 y 2 ε 2 ε 2

= x1 y1 (ε+ × + + × + + + × + × + ×
1 + ε1 + ε1 ε2 + ε1 ε2 + ε 2 ) + x2 y2 (ε 2 + ε 2 ) + [x1 y1 ε 1 ε 1 + x2 y 2 ε 2 ε 2 ] + O(ε max)
3

Applying induction, this recurrence shows

k k

ŝk − sk = xi yi εi× + ε+
j
2
+ O(kεmax)
i=1 j=i

9781482251944_SM_Cover.indd 11 28/09/15 12:38 pm

 =⇒ en ≤ nεmax |xk ||yk | + O(nε2max
), as desired.
k

9781482251944_SM_Cover.indd 11 28/09/15 12:38 pm

 6

2.8. For convenience, define d ≡ x− y. We’ll start by simplifying the numerator of relative error and then substitute:

(1 + εx )x − (1 + εy )y = (x − y) + (εx x − εy y)
= d + εx d + (εx − εy )y
=⇒ (1 + ε− )((1 + εx )x − (1 + εy )y) = (1 + ε− )(d + εx d + (εx − εy )y)
= (1 + ε− )d + εx (1 + ε− )d + (1 + ε− )(εx − εy )y
(1 + ε− )((1 + εx )x − (1 + εy )y) − (x − y)
=⇒ E =
x− y
ε− d + εx (1 + ε− )d + (1 + ε− )(εx − εy )y
=
d
y
=
ε− + εx (1 + ε− ) + (1 + ε− )(εx − εy )
d
This can be unbounded as d → 0.

2.9. (a) Implicitly differentiating the relationship 0 = f (x(ε)) + εp(x(ε)) with respect to ε shows

d
0= [f (x(ε)) + εp(x(ε))]
dε
= f (x(ε))x (ε) + p(x(ε)) + εp (x(ε))x (ε) by the chain rule.

Substituting ε = 0 and using x∗ = x(0) shows

p(x∗ )
0 = f (x∗ )x (0) + p(x∗ ) =⇒ x (0) = − .
f (x∗ )

(b) We differentiate
d
f (x) = (x − 1) · (x − 2) · · · · · (x − 20)
dx
= (x − 2) · · · · · (x − 20) + (x − 1) · (x − 3) · · · · · (x − 20)
+ · · · + (x − 1) · · · · · (x − 19) by the product rule

Substituting x = j shows

f (j) = (j − 1) · (j − 2) · · · · · (j − (j − 1)) · (j − (j + 1)) · · · · · (j − 20)

For p(x) = x19 , from the previous part we have

j 19 j
x (j) = − =− .
(j − 1) · (j − 2) · · · · · (j − (j − 1)) · (j − (j + 1)) · · · · · (j − 20) j−k
k=j

(c) x (1) ≈ 8.2 × 10−18 and x (20) ≈ −4.3 × 107 ; hence, the root x∗ = 1 is far more stable.
2.10. (a) The alternative formula can be obtained by scaling the numerator and denominator of the quadratic
equation:
√ √ √
−b ± b2 − 4ac −b ± b2 − 4ac −b ∓ b2 − 4ac
= · √

2a 2a −b ∓ b2 − 4ac

b2 − (b2 − 4ac)
= √
−2ab ∓ 2a b2 − 4ac
4ac
= √
−2ab ∓ 2a b2 − 4ac
−2c
=

9781482251944_SM_Cover.indd 12 28/09/15 12:38 pm

 √
b ± b2 − 4ac

9781482251944_SM_Cover.indd 12 28/09/15 12:38 pm

 7
(b) When b ≤ 0, take
√
−b + b2 − 4ac c
x1 = , x2 = ,
2a ax1
and otherwise take
√
−b − b2 − 4ac , x2 = c .
x2 = ax2
2a

This way, there never can be cancellation because we always move b farther from the origin in the numer-
ator.
2.11. The bounds are worked out below:

[x] + [y] = [x + y, x + y]
[x] − [y] = [x − y, x − y]
value sign(x) sign(x) sign(y) sign(y)
xy, xy + + + +
xy, xy + + − +

yx, yx + + − −
[xy, xy] − + + +
[x] × [y] =
min(xy, yx), max(xy, xy) − + − +
xy, x − + − −

xy, xy − − + +
[xy, xy] − − − +
xy, xy − − − −
1 1
[x] ÷ [y] = [x] × ,
y y
[x]1/2 = [x1/2 , x1/2 ]

In finite-precision arithmetic, always round down the lower bounds and round up the upper bounds.
2.12. (a) Perturbing any of three collinear points slightly makes them not collinear. Furthermore, points may appear
collinear if you zoom out far enough but appear less so as you zoom in.

ε
q
ε

p
ε
ε

(b)

9781482251944_SM_Cover.indd 13 28/09/15 12:38 pm

 8

ε
φq
ε

pφ
ε

(c)
(d) Obvious from drawings above; ε-collinear points form the intersection of four half-planes, two of which
come from the ε-clockwise condition and two of which come from the ε-counterclockwise condition.
(e) No. See §3.1 of [55] for an example.
3.1. No; LU may not be possible for matrices requiring pivoting.
3.2. The steps of Gaussian elimination are below:

2 4 2 1 2 1 1/2 0
∼ , with elimina tion matrix
3 5 4 3 5 4 0 1

1 2 1 1 0
∼ , with elimination matrix
0 1 −1 3 −1

1 0 3 1 −2
∼ , with elimination matrix
0 1 −1 0 1

So, x = 3 and y = −1.

From the steps above, we know
1 2
U= ,
0 1
and

−1 −1
1/2 0 1 0 2 0 1 0 2 0
L= = = .
0 1 3 −1 0 1 3 −1 3 −1

3.3. Computed using Gaussian elimination:

1 0 0 1 2 7

L= 3 1 0 U= 0 −1 −22
6 11 1 0 0 204

3.4. Where it states “optionally insert pivoting code here,” find row r with largest value in column p; then swap
row r and row p of both A and φb.
3.5. No. Full pivoting can be preferable numerically but technically does not make a difference. The only way partial
pivoting would fail is if there is an all-zero column, which would indicate that A is not invertible.
3.6. Write A = A1 + A2 i, φb = φb1 + φb2 i, and φx = φx1 + φx2 i. Then, Aφx = φb =⇒ (A1 + A2 i)(φx1 + φx2 i) = φb1 + φb2 i =⇒
(A1 φx1 − A2 φx2 ) + (A2 φx1 + A1 φx2 )i = φb1 + φb2 i. So, we can solve the block system
A2
A1 −A2 A1 φx1

9781482251944_SM_Cover.indd 14 28/09/15 12:38 pm

 φx2

φb1 = .
φ
b
2

3.7. Carrying out Gaussian elimination is the same as pre-multiplying by the inverse of the leftmost n × n block.
Hence, the output is A−1 (A|In ×n ) = (A−1 A|A−1 ) = (I n×n |A−1 ).

9781482251944_SM_Cover.indd 14 28/09/15 12:38 pm

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