Truncation Errors and the Taylor Series

Chapter 4

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How does a CPU compute the following functions for a specific x
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 ) 2 f ( n ) ( xi )
f ( xi 1 )  f ( xi )  ( xi 1  xi )  ( xi 1  xi )    ( 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 ) 2 f ( n ) ( xi )
f ( x)  f ( xi )  ( x  xi )  ( x  xi )    ( 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
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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 ) 2 f ( n ) ( xi )
f ( xi 1 )  f ( xi )  ( xi 1  xi )  ( xi 1  xi )    ( 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
x x x x Looks familiar?

e  1 x    ...  Maclaurin series for ex

2! 3! n! 6
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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),
……
As a result we get:

x2 x4 x6
cos x  1     
2! 4! 6!

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Notes on Taylor expansion:

• 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, several terms will result in an approximation that is 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), halving the step 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 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
Result: If f’(xfl) and x are known, then we can estimate the error using this formula

Solve from Example 4.5 p.95

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