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Date: October 5, 2019

Topic:

Recall

Error Sources of Approximations

Classifying Error

Conditioning, Stability and Accuracy

Accuracy

Notes

• Truncation error

  

• Discretization error

  

• Modeling error

  

• Empirical constant error

  

• Input error

  

  • Absolute error

    

  • Relative error

    

Forward and Backward error

insensitive (well-conditioned) and sensitive (poorly-conditioned)

condition number: a measure of a problem's sensitivity.

Example: Root-finding (求根)

Forward and backward error are measures of the accuracy of a solution.

For the sake of scientific repeatability, we also wish to derive stable algorithms that produce self-consistent solutions to a class of problems.

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