Measuring Errors

Major: All Engineering Majors

Authors: Autar Kaw, Luke Snyder

1/11/2010 [Link] 1
 Measuring Errors

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 Why measure errors?
1) To determine the accuracy of
numerical results.
2) To develop stopping criteria for
iterative algorithms.

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 True Error
 Defined as the difference between the true
value in a calculation and the approximate
value found using a numerical method etc.

True Error = True Value – Approximate Value

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 Example—True Error
The derivative, f ′(x) of a function f (x) can be
approximated by the equation,
f ( x + h) − f ( x)
f ' ( x) ≈
h

If f ( x) = 7e and h = 0.3
0.5 x

a) Find the approximate value of f ' (2)

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 Example (cont.)
Solution:
a) For x = 2 and h = 0.3
f ( 2 + 0.3) − f ( 2)
f ' ( 2) ≈
0.3
f (2.3) − f (2)
=
0.3
7e 0.5( 2.3) − 7e 0.5( 2 )
=
0.3
22.107 − 19.028
= = 10.263
0.3

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 Example (cont.)
Solution:
b) The exact value of f ' (2) can be found by using
our knowledge of differential calculus.
f ( x) = 7e 0.5 x
f ' ( x ) = 7 × 0.5 × e 0.5 x
= 3.5e 0.5 x
So the true value of f ' ( 2) is
f ' ( 2) = 3.5e 0.5( 2 )
= 9.5140
True error is calculated as
Et = True Value – Approximate Value
= 9.5140 − 10.263 = −0.722

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 Relative True Error
 Defined as the ratio between the true
error, and the true value.
True Error
Relative True Error ( ∈t ) =
True Value

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 Example—Relative True Error
Following from the previous example for true error,
find the relative true error for f ( x) = 7e 0.5 x at f ' (2)
with h = 0.3
From the previous example,
Et = −0.722
Relative True Error is defined as
True Error
∈t =
True Value
− 0.722
= = −0.075888
9.5140
as a percentage,
∈t = −0.075888 × 100% = −7.5888%

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 Approximate Error
 What can be done if true values are not
known or are very difficult to obtain?
 Approximate error is defined as the
difference between the present
approximation and the previous
approximation.
Approximate Error ( E a ) = Present Approximation – Previous Approximation

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 Example—Approximate Error
For f ( x) = 7e 0.5 x at x = 2 find the following,
a) f ′(2) using h = 0.3
b) f ′(2) using h = 0.15
c) approximate error for the value of f ′(2) for part b)
Solution:
a) For x = 2 and h = 0.3
f ( x + h) − f ( x)
f ' ( x) ≈
h
f ( 2 + 0.3) − f ( 2)
f ' ( 2) ≈
0.3

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 Example (cont.)
Solution: (cont.)
f (2.3) − f (2)
=
0.3
7e 0.5( 2.3) − 7e 0.5( 2 )
=
0.3
22.107 − 19.028
= = 10.263
0.3
b) For x = 2 and h = 0.15
f (2 + 0.15) − f (2)
f ' ( 2) ≈
0.15
f (2.15) − f (2)
=
0.15

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 Example (cont.)
Solution: (cont.)
7e 0.5( 2.15) − 7e 0.5( 2 )
=
0.15
20.50 − 19.028
= = 9.8800
0.15

c) So the approximate error, E a is

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 Relative Approximate Error
 Defined as the ratio between the
approximate error and the present
approximation.
Approximate Error
Relative Approximate Error ( ∈a) =
Present Approximation

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 Example—Relative Approximate Error
For f ( x) = 7e 0.5 x
at x = 2 , find the relative approximate
error using values from h = 0.3 and h = 0.15
Solution:
From Example 3, the approximate value of f ′(2) = 10.263
using h = 0.3 and f ′(2) = 9.8800 using h = 0.15
Ea = Present Approximation – Previous Approximation
= 9.8800 − 10.263
= −0.38300

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 Example (cont.)
Solution: (cont.)
Approximate Error
∈a =
Present Approximation
− 0.38300
= = −0.038765
9.8800
as a percentage,
∈a = −0.038765 × 100% = −3.8765%

Absolute relative approximate errors may also need to

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 How is Absolute Relative Error used as a
stopping criterion?
If |∈a | ≤ ∈s where ∈s is a pre-specified tolerance, then
no further iterations are necessary and the process is
stopped.

If at least m significant digits are required to be

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 Table of Values
For f ( x) = 7e at x = 2 with varying step size, h
0.5 x

h f ′(2) ∈a m
0.3 10.263 N/A 0

0.15 9.8800 0.038765% 3

0.10 9.7558 0.012731% 3

0.01 9.5378 0.024953% 3

0.001 9.5164 0.002248% 4

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 Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

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_errors.html
 THE END

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