Summary of arithmetic operations

• Given
  digits of precision:
• Multiplication – preserves significant digits since the exponent and
mantissa are calculated separately
• Addition – significant figures in one operand may be chopped since
both operands must have the same (highest) exponent
• Least significant figures of one operand are assumed to be insignificant in
the result, which has the higher exponent

• Multiplication is guaranteed to preserve significant figures where

the th figure may or may not be rounded
• Addition may preserve digits if significant figures are eliminated
through addition and subtraction
• Loss of precision
• Catastrophic cancellation
Loss of precision example
•  Evaluate the following using three digits of precision:

1) Evaluate each term

2) Round and chop

3) Sum terms
• What is the expected value (at three digits of precision)?

• What is the relative error?

Reformulation
•Reformulate
  to reduce loss of precision:

1) Multiply by the conjugate

• Note the loss of precision in the numerator

2) Apply the trigonometric identity:

3) Re-evaluate
Reformulation Example
•1)  Identify possible loss of precision
2) Find a more stable formulation

Identify a potential loss of precision and reformulate:

The final operation can cause catastrophic cancellation when

is large
Reformulation Example 2
•Identify
  a potential loss of precision and reformulate:

Loss of precision occurs for large (relative to )

• Solve by rationalizing the numerator

Test for
Trigonometric Identities
•  Pythagorean theorem

1   , 𝑦)
(𝑥
2 =
𝑦
2 +
𝑥  1 

• Angle sum and difference identities

Reformulation Example 3
• 
Identify a potential loss of precision and reformulate:

Loss of precision can occur for small values of

simplify...

Test for and

Review of Taylor Series
• Replace functions with their Taylor approximations
• Importance in Numerical Methods
• Eliminate cancellation by replacing function with Taylor series
• Replace roundoff error with truncation error
• Bounded truncation error!
Review of Taylor Series
•  Maclaurin Series
• Polynomial representation of a differentiable function centered
around zero
• Creating -order Maclaurin polynomial requires that the function be
differentiable times

• What is ? What is ?
General Taylor Series
• Identical
  to a Maclaurin series shifted to the position
• The Maclaurin series is the Taylor series where
Taylor series approximations
• The
  order of the series is the order of the highest term
• Calculate the 2rd-order Maclaurin polynomial for:

• Calculate the 2rd-order Taylor polynomial at

Truncation error
• Compute
  the 2nd-order Maclaurin polynomial for:
3

• The error is on the order of the highest-order term not

represented:

• Error is on the order of , where

• Big-O notation,
• Error behaves like the polynomial
• This can be thought of as an upper bound: , where is some constant
• A smaller value provides a smaller error
• If , a higher value of provides a smaller error
Remainder Term
•  Taylor’s Theorem with a Remainder Term

where is some value in

• The term on the right is known as the Lagrange remainder
• Apply Taylor’s Theorem with an Remainder Term to our
existing error term:

• We can bound the error to some multiple of the magnitude

of the function – control truncation error
Approximating special functions
• Calculate
  the Maclaurin series for

• How does the error of a 7th order approximation change if we halve ?

The maximum error is reduced by

• What is the maximum error for values of ?
Since , we can use the Lagrangian remainder to bound
at
Using Maclaurin Series
•  Preserve precision in
• Loss of precision occurs when is small

• Can compute to arbitrary precision

• Turn roundoff error into truncation error
Using Maclaurin Series
•  Compute
Mean Value Theorem
• If
  is a continuous function on the closed interval and
possesses a derivative at each point of the open interval ,
then

for some in .
• Unless you have a better approximation, just use
• Remove the catastrophic cancellation using the Mean Value
Theorem for large and small :
  ( 2 𝑥2−𝜖 )
𝜖𝑒
  2𝜖
2 𝑥 +𝜖
Quadratic Equation
•  Find the roots of a polynomial:

• Quadratic Equation:

• Two cases that can cause computational problems

• If , then the QE is undefined. The polynomial isn’t a quadratic, it’s
linear.
• If , catastrophic cancellation can occur in the numerator
• If , then can cause precision loss
• If , then can cause precision loss
• aka – this root is small, and many significant digits are cancelled
Catastrophic Cancellation in QE
•• Find
  the roots of the polynomial

IEEE 64-bit float:

IEEE 32-bit float:

• Relative error =
QE Reformulation
• When
  , there is one small root
• Assume . We can reformulate the small root to make the
equation stable.
?
QE Simplification
• For
  , we have two roots given by:

• The large root,

• The small root,

• Simplify the calculation – express in terms of .

• Reformulate :

• Substitute into :
Standard QE Algorithm
•• For
 
  − 𝑏 − √ 𝑏 2 − 4 𝑎𝑐  𝑥 = −2 𝑐
𝑥1 = 2
2𝑎 𝑏+ √ 𝑏2 −4 𝑎𝑐

• For
  − 𝑏+ √ 𝑏2 − 4 𝑎𝑐 −2𝑐
𝑥1 = 𝑥  2 =
2𝑎 𝑏− √ 𝑏2 −4 𝑎𝑐

• If
where
then