ir f set - science.oregonstate.edurestrepo/mth451/classnotes/lecture11.pdf · fl ir f mapsreal...
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MACHINEEPSILON Eps
Eps 1224 6 to 8
EpsDp 2 S3 1.0b
fl IR f Mapsreal sontothefloatingpointsetcountably infiniteset
For ell X EIR Te x'EF s t
tx s eps1 1
i For all x EIR f E s t lets eps
flex X Its
Thedifferencebetween a floatingpointnumber and
a rednumber closestto it isalways smaller thanEps
FLOATINGPOINTARITHMETIC
The operations t X have
computer analogues 0 I
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X yAtx y
for all x'y c IF F E lekeps st
x y's fx g He
where x y EIR
i even fl arithmeticoperation is exactuptoa relative error of size atmost Eps
Rgb Complex flockypointarithmetic isdone via software
LECTURE14 StabilityBigoh G Little 0 Notation
Spee Exn Can 2 sequences
if xn GlanBig Oh
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Xu An
s T
no
F K constant and no constant SvtHnl Ek Hnl for n no
F Yaitsk pIf Xu du littleoh
taNo
if chm HI son ses Hnl
Evey 0 is 6 but not theotherway around.g
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ex hfi lt4e2gcnl.eu
E f E 4
had.co
gcnDexfln engCn se2n
ftp.tnsEzeE.oifcnsolgCnl
We mightbe looking at whetheppesuhene 70
say gce offles
Eino so
e.g.EE ty
IsogACCURDCYFIDELITY
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Let f be an algorithm that computes fDefinition
Abserr absolute error s HEA fG HRel err relative error s HFGI.sc
fw sore xtf H
Relative Accuracy11 1 5 11
1154111wantthistobeGceps A
STABILITY f is relativelySTABLE if
It f G faith6311
Oceps
for som I ltx 06ps
Wenotethat we compute ftp.fcxlfflxgenerally
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BACKWARD STABILITY
The algorithm f is backward stable if
fG s f G for sure x with lk Okeps
Gives theright answer is y a nearby input
R Since all moms are equivalent on finitediners.wel problems an algorithm willbestable or otherwise regardless oftle unweighted mom used
LECTURE 15
Example of backwardstability
Subtraction
f X 72
fail fKx 0 fl ka
fl x X CHE KfcEpsfl1 1 72 Hea Iedreps
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fG skate Kath CltE3letups
i fl FIGD XCited ItsXz HED Ite
X Itc Ez 1EiE3
Xz It Ez1EastE2E3
E Es Erez G Epswe ignore
i fl ftGD X Hey XzClxEs
i ftp GD of CxDisegualtotle differenceof I and I where
I t.sep.sk j seps
BeIewcrdstebhupeEhien.f
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ex A Xy team yeah
Ps AAcy ft flagg
fl Ix Ext Sx
flip ytSy
flex FICg
Cxt8x CytsyCxtSx ytSy CIt 8
so let x sxtsxy yi.su
I g Its could find neighboring
x RigbIgeneallyHis 8 destroysthe
rate I nature ottle exactproduct
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AXIOMSOF FLOATING POINTARITHMETIC
xeR I e IdeepsSt fl G skate
for all x y EIR TE ldeeps
x y y Ite
ACCURACY OF BACKWARD STABLEALGORITHMS
Than Spse BWstablealgorithm Apply itto
solve a problem f X Y w andihunumber k on acomputer satisfymy FLAXIOMS
Rel err llffxt.sc1fG7H
0lkcx7epsx
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Thismeansthat algorithmic choices that
improvethe cmdihwy bymeting it
smaller
canhave a significant input on accuracyaswellas an stability