Binary Representation

Major: All Engineering Majors

Authors: Autar Kaw, Matthew Emmons

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Undergraduates

1/11/2010 http://numericalmethods.eng.usf.edu 1
 Binary Representation

http://numericalmethods.eng.usf.edu
 How a Decimal Number is
Represented

−1 −2
257.76 = 2 × 10 + 5 × 10 + 7 ×10 + 7 ×10 + 6 ×10
2 1 0

3 http://numericalmethods.eng.usf.edu
 Base 2

 (1× 23 + 0 × 2 2 + 1× 21 + 1× 20 ) 
(1011.0011) 2 =  −1 −2 −3 −4 

 + ( 0 × 2 + 0 × 2 + 1 × 2 + 1 × 2 ) 10
= 11.1875

4 http://numericalmethods.eng.usf.edu
 Convert Base 10 Integer to
binary representation
Table 1 Converting a base-10 integer to binary representation.

Quotient Remainder
11/2 5 1 = a0
5/2 2 1 = a1
2/2 1 0 = a2
1/2 0 1 = a3
Hence
(11)10 = (a3 a 2 a1 a0 ) 2
= (1011) 2

5 http://numericalmethods.eng.usf.edu
 Start

Integer N to be
Input (N)10
converted to binary
format

i=0

Divide N by 2 to get
quotient Q & remainder R

i=i+1,N=Q
ai = R

No
Is Q = 0?

Yes

n=i
(N)10 = (an. . .a0)2

STOP

6 http://numericalmethods.eng.usf.edu
 Fractional Decimal Number
to Binary
Table 2. Converting a base-10 fraction to binary representation.

Number Number after Number before

decimal decimal
0.1875 × 2 0.375 0.375 0 = a−1
0.375 × 2 0.75 0.75 0 = a− 2
0.75 × 2 1.5 0.5 1 = a−3
0.5 × 2 1.0 0.0 1 = a− 4

Hence
(0.1875)10 = (a−1a− 2 a− 3a− 4 ) 2
= (0.0011) 2

7 http://numericalmethods.eng.usf.edu
 Start

Fraction F to be
Input (F)10
converted to binary
format
i = −1

Multiply F by 2 to get
number before decimal,
S and after decimal, T

i = i − 1, F = T
ai = R

No
Is T =0?

Yes

n=i
(F)10 = (a-1. . .a-n)2

STOP

8 http://numericalmethods.eng.usf.edu
 Decimal Number to Binary
(11.1875)10 = ( ?.? )2
Since
(11)10 = (1011) 2
and
(0.1875)10 = (0.0011) 2

we have
(11.1875)10 = (1011.0011) 2

9 http://numericalmethods.eng.usf.edu
 All Fractional Decimal Numbers
Cannot be Represented Exactly
Table 3. Converting a base-10 fraction to approximate binary representation.
Number Number
Number after before
decimal Decimal
0.3 × 2 0.6 0.6 0 = a−1
0.6 × 2 1.2 0.2 1 = a− 2
0.2 × 2 0.4 0.4 0 = a−3
0.4 × 2 0.8 0.8 0 = a− 4
0.8 × 2 1.6 0.6 1 = a−5

(0.3)10 ≈ (a−1a− 2 a−3 a− 4 a−5 ) 2 = (0.01001) 2 = 0.28125

10 http://numericalmethods.eng.usf.edu
 Another Way to Look at
Conversion

Convert (11.1875)10 to base 2

(11)10 = 23 + 3
= 23 + 21 + 1
=2 +2 +2
3 1 0

= 1× 2 + 0 × 2 + 1× 2 + 1× 2
3 2 1 0

= (1011)2

11 http://numericalmethods.eng.usf.edu
 (0.1875)10 = 2 −3
+ 0.0625
= 2 −3 + 2 − 4
−1 −2 −3 −4
= 0 × 2 + 0 × 2 + 1× 2 + 1× 2
= (.0011)2

(11.1875)10 = (1011.0011)2
12 http://numericalmethods.eng.usf.edu
 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

http://numericalmethods.eng.usf.edu/topics/binary_repr
esentation.html
 THE END

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 Floating Point Representation

Major: All Engineering Majors

Authors: Autar Kaw, Matthew Emmons

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Floating Point Representation

http://numericalmethods.eng.usf.edu
Floating Decimal Point : Scientific Form

256.78 is written as + 2.5678 ×10 2

−3
0.003678 is written as + 3.678 ×10
− 256.78 is written as − 2.5678 ×10 2

3 http://numericalmethods.eng.usf.edu
 Example

The form is
sign × mantissa ×10exponent
or
σ × m ×10e
Example: For
− 2.5678 ×10 2
σ = −1
m = 2.5678
e=2
4 http://numericalmethods.eng.usf.edu
 Floating Point Format for Binary
Numbers

y = σ × m× 2 e

σ = sign of number (0 for + ve, 1 for - ve)

m = mantissa [(1)2 < m < (10 )2 ]
1 is not stored as it is always given to be 1.
e = integer exponent

5 http://numericalmethods.eng.usf.edu
 Example
9 bit-hypothetical word
the first bit is used for the sign of the number,
the second bit for the sign of the exponent,
the next four bits for the mantissa, and
the next three bits for the exponent

(54.75)10 = (110110.11)2 = (1.1011011)2 × 25

≅ (1.1011)2 × (101)2
We have the representation as

0 0 1 0 1 1 1 0 1
mantissa exponent
Sign of the Sign of the
number exponent

6 http://numericalmethods.eng.usf.edu
 Machine Epsilon
Defined as the measure of accuracy and found
by difference between 1 and the next number
that can be represented

7 http://numericalmethods.eng.usf.edu
 Example

Ten bit word

Sign of number
Sign of exponent
Next four bits for exponent
Next four bits for mantissa
0 0 0 0 0 0 0 0 0 0 = (1)10
Next
number 0 0 0 0 0 0 0 0 0 1 = (1.0001)2 = (1.0625)10

∈mach = 1.0625 − 1 = 2 −4

8 http://numericalmethods.eng.usf.edu
 Relative Error and Machine
Epsilon
The absolute relative true error in representing
a number will be less then the machine epsilon
Example
(0.02832)10 ≅ (1.1100)2 × 2−5
= (1.1100 )2 × 2 −(0110 ) 2

10 bit word (sign, sign of exponent, 4 for exponent, 4 for mantissa)

0 1 0 1 1 0 1 1 0 0
Sign of the exponent mantissa
Sign of the
number
exponent

(1.1100)2 × 2−(0110 ) 2
= 0.0274375
0.02832 − 0.0274375
∈a =
0.02832
= 0.034472 < 2 − 4 = 0.0625
9 http://numericalmethods.eng.usf.edu
IEEE 754 Standards for Single
Precision Representation

http://numericalmethods.eng.usf.edu
IEEE-754 Floating Point
Standard
• Standardizes representation of
floating point numbers on
different computers in single and
double precision.

• Standardizes representation of
floating point operations on
different computers.
 One Great Reference

What every computer scientist (and even if

you are not) should know about floating point
arithmetic!

http://www.validlab.com/goldberg/paper.pdf
 IEEE-754 Format Single
Precision

32 bits for single precision

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Sign Biased Mantissa (m)

(s) Exponent (e’)

s
.
Value = ( −1) × (1 m )2 × 2 e ' −127

13
 Example#1
1 1 0 1 0 0 0 1 0 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Sign Biased Mantissa (m)

(s) Exponent (e’)

Value = (− 1) × (1. m )2 × 2e ' −127

s

= (− 1) × (1.10100000 )2 × 2 (10100010 ) 2 −127

1

= (− 1) × (1.625) × 2162−127
= (− 1)× (1.625)× 235 = −5.5834 ×1010

14
 Example#2
Represent -5.5834x1010 as a single
precision floating point number.
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?

Sign Biased Mantissa (m)

(s) Exponent (e’)

− 5.5834 × 10 = (− 1) × (1. ? ) × 2 ±?
10 1

15
 Exponent for 32 Bit IEEE-754
8 bits would represent
0 ≤ e′ ≤ 255
Bias is 127; so subtract 127 from
representation
− 127 ≤ e ≤ 128

16
Exponent for Special Cases
Actual range of e′
1 ≤ e′ ≤ 254
e′ = 0 and e′ = 255 are reserved for special numbers

Actual range of e
− 126 ≤ e ≤ 127
Special Exponents and Numbers
e′ = 0 all zeros
e′ = 255 all ones
s e′ m Represents
0 all zeros all zeros 0
1 all zeros all zeros -0
0 all ones all zeros ∞
1 all ones all zeros −∞
0 or 1 all ones non-zero NaN
 IEEE-754 Format

The largest number by magnitude

(1.1........1)2 × 2
127
= 3.40 ×10 38

The smallest number by magnitude

(1.00......0)2 × 2−126 = 2.18 ×10−38
Machine epsilon

ε mach = 2 −23
= 1.19 × 10 −7

19
 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

http://numericalmethods.eng.usf.edu/topics/floatingpoint_re
presentation.html
 THE END

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 Sources of Error

Major: All Engineering Majors

Authors: Autar Kaw, Luke Snyder

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

1/11/2010 1
 Sources of Error

http://numericalmethods.eng.usf.edu
 Two sources of numerical error
1) Round off error
2) Truncation error

3
 Round-off Error

http://numericalmethods.eng.usf.edu

4
 Round off Error
• Caused by representing a number
approximately

1
≅ 0.333333
3
2 ≅ 1.4142...

5
 Problems created by round off error

• 28 Americans were killed on February 25,

1991 by an Iraqi Scud missile in Dhahran,
Saudi Arabia.
• The patriot defense system failed to track
and intercept the Scud. Why?

6
Problem with Patriot missile
• Clock cycle of 1/10 seconds was
represented in 24-bit fixed point
register created an error of 9.5 x
10-8 seconds.
• The battery was on for 100
consecutive hours, thus causing
an inaccuracy of

−8 s 3600s
= 9.5 × 10 × 100hr ×
0.1s 1hr
= 0.342 s
7
 Problem (cont.)
• The shift calculated in the ranging system
of the missile was 687 meters.
• The target was considered to be out of
range at a distance greater than 137
meters.

8
Effect of Carrying Significant
Digits in Calculations

http://numericalmethods.eng.usf.edu

9
Find the contraction in the
diameter
Tc

∆D = D ∫ α (T )dT
Ta

Ta=80oF; Tc=-108oF; D=12.363”

α = a0+ a1T + a2T2

10
 Thermal Expansion
Coefficient vs Temperature
T(oF) α (μin/in/oF)
-340 2.45
-300 3.07
-220 4.08
-160 4.72
∆D = D α ∆T
-80 5.43
0 6.00
40 6.24
80 6.47

11
Regressing Data in Excel
(general format)

α = -1E-05T2 + 0.0062T + 6.0234 12

Observed and Predicted Values
α = -1E-05T2 + 0.0062T + 6.0234
T(oF) α (μin/in/oF) α (μin/in/oF)
Given Predicted
-340 2.45 2.76
-300 3.07 3.26
-220 4.08 4.18
-160 4.72 4.78
-80 5.43 5.46
0 6.00 6.02
40 6.24 6.26
80 6.47 6.46 13
Regressing Data in Excel
(scientific format)

α = -1.2360E-05T2 + 6.2714E-03T + 6.0234

14
Observed and Predicted Values
α = -1.2360E-05T2 + 6.2714E-03T + 6.0234
T(oF) α (μin/in/oF) α (μin/in/oF)
Given Predicted
-340 2.45 2.46
-300 3.07 3.03
-220 4.08 4.05
-160 4.72 4.70
-80 5.43 5.44
0 6.00 6.02
40 6.24 6.25
80 6.47 6.45 15
Observed and Predicted Values
α = -1.2360E-05T2 + 6.2714E-03T + 6.0234
α = -1E-05T2 + 0.0062T + 6.0234
T(oF) α (μin/in/oF) α (μin/in/oF) α (μin/in/oF)
Given Predicted Predicted
-340 2.45 2.46 2.76
-300 3.07 3.03 3.26
-220 4.08 4.05 4.18
-160 4.72 4.70 4.78
-80 5.43 5.44 5.46
0 6.00 6.02 6.02
40 6.24 6.25 6.26
80 6.47 6.45 6.46
16
THE END

17
 Truncation Error

http://numericalmethods.eng.usf.edu

18
 Truncation error
• Error caused by truncating or
approximating a mathematical
procedure.

19
Example of Truncation Error

Taking only a few terms of a Maclaurin series to

approximate
x
e
2 3
x x
e x = 1 + x + + + ....................
2! 3!
If only 3 terms are used,
 x 2

Truncation Error = e − 1 + x + 
x

 2! 

20
Another Example of Truncation
Error

Using a finite ∆x to approximate f ′(x)

f ( x + ∆x) − f ( x)
f ′( x) ≈
∆x

secant line
P

tangent line

Figure 1. Approximate derivative using finite Δx

21
Another Example of Truncation
Error

Using finite rectangles to approximate an

integral.
y

90

y = x2
60

30

0 x
0 1.5 3 4.5 6 7.5 9 10.5 12

22
 Example 1 —Maclaurin series
1.2
Calculate the value of e with an absolute
relative approximate error of less than 1%.
1.2 2 1.2 3
e 1.2
= 1 + 1.2 + + + ...................
2! 3!
n
e 1.2
Ea ∈a %
1 1 __ ___
2 2.2 1.2 54.545
3 2.92 0.72 24.658
4 3.208 0.288 8.9776
5 3.2944 0.0864 2.6226
6 3.3151 0.020736 0.62550

6 terms are required. How many are required to get 23

at least 1 significant digit correct in your answer?
Example 2 —Differentiation

f ( x) = x 2 f ( x + ∆x) − f ( x)
Find for
f ′(3) using f ′( x) ≈
∆x
and ∆x = 0.2
f (3 + 0.2) − f (3)
f (3) =
'

0.2
f (3.2) − f (3) 3.2 2 − 32 10.24 − 9 1.24
= = = = = 6.2
0.2 0.2 0.2 0.2

The actual value is

f ' ( x ) = 2 x, f ' (3) = 2 × 3 = 6

Truncation error is then, 6 − 6.2 = −0.2

Can you find the truncation error with ∆x = 0.1 24
 Example 3 — Integration

Use two rectangles of equal width to

approximate the area under the curve for
f ( x) = x 2 over the interval [3,9]
y

90
9

∫
y = x2 2
60
x dx
30 3

0 x
0 3 6 9 12

25
 Integration example (cont.)

Choosing a width of 3, we have

9

∫ = (6 − 3) + ( x 2 ) (9 − 6)
2 2
x dx ( x )
x =3 x =6
3
= (3 2 )3 + (6 2 )3
= 27 + 108 = 135
Actual value is given by
9 9
 x 3   93 − 33 
∫3 x dx =  3  =  3  = 234
2

 3  
Truncation error is then
234 − 135 = 99
Can you find the truncation error with 4 rectangles?
26
 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

http://numericalmethods.eng.usf.edu/topics/sources_of_err
or.html
 THE END

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 Measuring Errors

Major: All Engineering Majors

Authors: Autar Kaw, Luke Snyder

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

8/31/2011 http://numericalmethods.eng.usf.edu 1
 Measuring Errors

http://numericalmethods.eng.usf.edu
 Why measure errors?
1) To determine the accuracy of
numerical results.
2) To develop stopping criteria for
iterative algorithms.

3 http://numericalmethods.eng.usf.edu
 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

4 http://numericalmethods.eng.usf.edu
 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)

b) True value of f ' (2)
c) True error for part (a)

5 http://numericalmethods.eng.usf.edu
 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

6 http://numericalmethods.eng.usf.edu
 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

7 http://numericalmethods.eng.usf.edu
 Relative True Error
 Defined as the ratio between the true
error, and the true value.
True Error
Relative True Error ( ∈t ) =
True Value

8 http://numericalmethods.eng.usf.edu
 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%

9 http://numericalmethods.eng.usf.edu
 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

10 http://numericalmethods.eng.usf.edu
 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

11 http://numericalmethods.eng.usf.edu
 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

12 http://numericalmethods.eng.usf.edu
 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

Ea = Present Approximation – Previous Approximation
= 9.8800 − 10.263
= −0.38300

13 http://numericalmethods.eng.usf.edu
 Relative Approximate Error
 Defined as the ratio between the
approximate error and the present
approximation.
Approximate Error
Relative Approximate Error ( ∈a) =
Present Approximation

14 http://numericalmethods.eng.usf.edu
 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

15 http://numericalmethods.eng.usf.edu
 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

be calculated,
∈a =| −0.038765 | = 0.038765 or 3.8765 %

16 http://numericalmethods.eng.usf.edu
 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

correct in the final answer, then
|∈a |≤ 0.5 × 10 2−m %

17 http://numericalmethods.eng.usf.edu
 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 3.877% 1

0.10 9.7558 1.273% 1

0.01 9.5378 2.285% 1

0.001 9.5164 0.2249% 2

18 http://numericalmethods.eng.usf.edu
 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

http://numericalmethods.eng.usf.edu/topics/measuring
_errors.html
 THE END

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 Propagation of Errors

Major: All Engineering Majors

Authors: Autar Kaw, Matthew Emmons

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

1/11/2010 http://numericalmethods.eng.usf.edu 1
 Propagation of Errors

http://numericalmethods.eng.usf.edu
 Propagation of Errors
In numerical methods, the calculations are not
made with exact numbers. How do these
inaccuracies propagate through the calculations?

3 http://numericalmethods.eng.usf.edu
 Example 1:
Find the bounds for the propagation in adding two numbers. For example
if one is calculating X +Y where
X = 1.5 0.05
Y = 3.4 0.04
Solution
Maximum possible value of X = 1.55 and Y = 3.44

Maximum possible value of X + Y = 1.55 + 3.44 = 4.99

Minimum possible value of X = 1.45 and Y = 3.36.

Minimum possible value of X + Y = 1.45 + 3.36 = 4.81

Hence
4.81 ≤ X + Y ≤4.99.

4 http://numericalmethods.eng.usf.edu
 Propagation of Errors In Formulas

If f is a function of several variables X 1 , X 2 , X 3 ,......., X n −1 , X n

then the maximum possible value of the error in f is

∂f ∂f ∂f ∂f
∆f ≈ ∆X 1 + ∆X 2 + ....... + ∆X n −1 + ∆X n
∂X 1 ∂X 2 ∂X n −1 ∂X n

5 http://numericalmethods.eng.usf.edu
 Example 2:
The strain in an axial member of a square cross-
section is given by
F
∈= 2
h E
Given
F = 72 ± 0.9 N
h = 4 ± 0.1 mm
E = 70 ± 1.5 GPa

Find the maximum possible error in the measured

strain.

6 http://numericalmethods.eng.usf.edu
 Example 2:
Solution
72
∈= −3 2
(4 × 10 ) (70 × 10 )
9

= 64.286 × 10 −6
= 64.286 µ

∂∈ ∂∈ ∂∈
∆ ∈= ∆F + ∆h + ∆E
∂F ∂h ∂E

7 http://numericalmethods.eng.usf.edu
 Example 2:
∂∈ 1 ∂∈ 2F ∂∈ F
= 2 =− 3 =− 2 2
∂F h E ∂h hE ∂E h E
Thus
1 2F F
∆E = 2 ∆F + 3 ∆h + 2 2 ∆E
h E hE h E
1 2 × 72
= −3 2
× 0. 9 + −3 3
× 0.0001
(4 ×10 ) (70 ×10 )
9
(4 ×10 ) (70 ×10 )
9

72
+ × 1 . 5 × 10 9

(4 ×10 −3 ) 2 (70 ×109 ) 2

= 5.3955µ
Hence
∈= (64.286 µ ± 5.3955µ )
8 http://numericalmethods.eng.usf.edu
 Example 3:
Subtraction of numbers that are nearly equal can create unwanted
inaccuracies. Using the formula for error propagation, show that this is true.

Solution
Let
z = x− y
Then
∂z ∂z
∆z = ∆x + ∆y
∂x ∂y
= (1)∆x + (−1)∆y
= ∆x + ∆y
So the relative change is
∆z ∆x + ∆y
=
z x− y
9 http://numericalmethods.eng.usf.edu
 Example 3:
For example if
x = 2 ± 0.001
y = 2.003 ± 0.001

∆z 0.001 + 0.001
=
z | 2 − 2.003 |
= 0.6667
= 66.67%

10 http://numericalmethods.eng.usf.edu
 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

http://numericalmethods.eng.usf.edu/topics/propagatio
n_of_errors.html
 THE END

http://numericalmethods.eng.usf.edu
 Taylor Series Revisited
Major: All Engineering Majors

Authors: Autar Kaw, Luke Snyder

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates
1/11/2010 http://numericalmethods.eng.usf.edu 1
 Taylor Series Revisited

http://numericalmethods.eng.usf.edu
 What is a Taylor series?
Some examples of Taylor series which you must have
seen
x2 x4 x6
cos( x) = 1 − + − +
2! 4! 6!

x3 x5 x7
sin( x) = x − + − + 
3! 5! 7!
x2 x3
e = 1+ x +
x
+ +
2! 3!

3 http://numericalmethods.eng.usf.edu
 General Taylor Series
The general form of the Taylor series is given by
f ′′( x ) 2 f ′′′(x ) 3
f (x + h ) = f (x ) + f ′(x )h + h + h +
2! 3!
provided that all derivatives of f(x) are continuous and
exist in the interval [x,x+h]

What does this mean in plain English?

As Archimedes would have said, “Give me the value of the function
at a single point, and the value of all (first, second, and so on) its
derivatives at that single point, and I can give you the value of the
function at any other point” (fine print excluded)

4 http://numericalmethods.eng.usf.edu
 Example—Taylor Series
Find the value of f (6) given that f (4) = 125, f ′(4) = 74,
f ′′(4 ) = 30, f ′′′(4 ) = 6 and all other higher order derivatives
of f (x ) at x = 4 are zero.

Solution:
h2 h3
f (x + h ) = f (x ) + f ′(x )h + f ′′(x ) + f ′′′(x ) + 
2! 3!
x=4
h = 6−4 = 2

5 http://numericalmethods.eng.usf.edu
 Example (cont.)
Solution: (cont.)
Since the higher order derivatives are zero,
22 23
f (4 + 2 ) = f (4 ) + f ′(4 )2 + f ′′(4 ) + f ′′′(4 )
2! 3!
 2 2   23 
f (6 ) = 125 + 74(2 ) + 30  + 6 
 2!   3! 
= 125 + 148 + 60 + 8
= 341
Note that to find f (6) exactly, we only need the value
of the function and all its derivatives at some other
point, in this case x = 4

6 http://numericalmethods.eng.usf.edu
 Derivation for Maclaurin Series for ex
Derive the Maclaurin series
x2 x3
e = 1+ x +
x
+ +
2! 3!
The Maclaurin series is simply the Taylor series about
the point x=0
h2 h3 h4 h5
f (x + h ) = f (x ) + f ′(x )h + f ′′(x ) + f ′′′(x ) + f ′′′′(x ) + f ′′′′′(x ) + 
2! 3! 4 5
h2 h3 h4 h5
f (0 + h ) = f (0 ) + f ′(0 )h + f ′′(0) + f ′′′(0 ) + f ′′′′(0 ) + f ′′′′′(0 ) + 
2! 3! 4 5

7 http://numericalmethods.eng.usf.edu
 Derivation (cont.)
Since f ( x) = e x , f ′( x) = e x , f ′′( x) = e x , ... , f n ( x) = e x and
f n (0) = e 0 = 1

the Maclaurin series is then

(e 0 ) 2 (e 0 ) 3
f ( h ) = (e ) + (e ) h +
0 0
h + h ...
2! 3!
1 1
= 1 + h + h 2 + h 3 ...
2! 3!
So,
x 2 x3
f ( x) = 1 + x + + + ...
2! 3!

8 http://numericalmethods.eng.usf.edu
 Error in Taylor Series
The Taylor polynomial of order n of a function f(x)
with (n+1) continuous derivatives in the domain
[x,x+h] is given by
h2 hn
f ( x + h ) = f ( x ) + f ′( x )h + f ' ' ( x ) +  + f ( x ) + Rn ( x )
(n )
2! n!
where the remainder is given by
( )
Rn x =
( x − h)
n +1
( n +1)
f () c
(n + 1)!
where
x < c < x+h
that is, c is some point in the domain [x,x+h]

9 http://numericalmethods.eng.usf.edu
 Example—error in Taylor series
The Taylor series for e at point x = 0 is given by
x

x 2 x3 x 4 x5
e =1+ x +
x
+ + + +
2! 3! 4! 5!
It can be seen that as the number of terms used
increases, the error bound decreases and hence a
better estimate of the function can be found.

How many terms would it require to get an

approximation of e1 within a magnitude of
true error of less than 10-6.

10 http://numericalmethods.eng.usf.edu
 Example—(cont.)
Solution:
Using (n + 1) terms of Taylor series gives error bound of
Rn ( x ) =
( x − h)
n +1
f (n +1) (c ) x = 0, h = 1, f ( x) = e x
(n + 1)!

Rn (0 ) =
(0 − 1)
n +1
f (n +1) (c )
(n + 1)!
=
(− 1)
n +1
ec
(n + 1)!
Since
x < c < x+h
0 < c < 0 +1 1
< Rn (0 ) <
e
0 < c <1 (n + 1)! (n + 1)!

11 http://numericalmethods.eng.usf.edu
 Example—(cont.)
Solution: (cont.)
So if we want to find out how many terms it would
require to get an approximation of e within a
1

magnitude of true error of less than 10 −6 ,

e
< 10 −6
(n + 1)!

(n + 1)!> 10 6 e
(n + 1)!> 10 6 × 3
n≥9
So 9 terms or more are needed to get a true error
less than 10 −6
12 http://numericalmethods.eng.usf.edu
 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

http://numericalmethods.eng.usf.edu/topics/taylor_seri
es.html
 THE END

http://numericalmethods.eng.usf.edu