Chapter 1
Errors in Numerical
Computations
The solutions of mathematical problems are of two types: analytical and numerical.
The analytical solutions can be expressed in closed form and these solutions are error
free. On the other hand, numerical method is a division of mathematics which solves
problems using computational machine (computer, calculator, etc.). But, for some
classes of problems it is very difficult to obtain an analytical solution. For example, the
Indian populations are known at the years 1951, 1961, 1971, 1981, 1991, 2001. There
is no analytical method available to determine the population in the year, say, 2000.
But, using numerical method one can determine the population in the said year. Again,
sometimes we observed that the solutions of non-linear differential equations cannot be
determined by analytical methods, but, such problems can easily be solved by numerical
methods. Numerical computations are almost invariably contaminated by errors, and
it is important to understand the source, propagation, magnitude, and rate of growth
of these errors.
In this age of computer, many complicated and large problems are solved in signifi-
cantly less time. But, without using numerical methods we cannot solve any mathemat-
ical problem using computer, as analytical methods are not suitable to solve a problem
by computer. Thus, the numerical methods are highly appreciated and extensively used
by Mathematicians, Computer Scientists, Statisticians, Engineers and others.
1.1 Sources of Errors
The solution of a problem obtained by numerical method contains some errors. To
minimize the errors, it is most essential to identify the causes or sources of the errors
1
2 Numerical Analysis
and their growth and propagation in numerical computation. Three types of errors, viz.,
inherent errors, round-off errors and truncation errors, occur in finding the solution of
a problem using numerical method. These three type of errors are discussed below.
(i) Inherent errors: This type of errors is present in the statement of the problem itself,
before determining its solution. Inherent errors occur due to the simplified assumptions
made in the process of mathematical modelling of a problem. It can also arise when the
data is obtained from certain physical measurements of the parameters of the proposed
problem.
(ii) Round-off errors: Generally, the numerical methods are carried out using cal-
culator or computer. In numerical computation, all the numbers are represented by
decimal fraction. Some numbers such as 1/3, 2/3, 1/7 etc. can not be represented by
decimal fraction in finite numbers of digits. Thus, to get the result, the numbers should
be rounded-off into some finite number of digits.
Again, most of the numerical computations are carried out using calculator and com-
puter. These machines can store the numbers up to some finite number of digits. So in
arithmetic computation, some errors will occur due to the finite representation of the
numbers; these errors are called round-off error. Thus, round-off errors occur due to the
finite representation of numbers during arithmetic computation. These errors depend
on the word length of the computational machine.
(iii) Truncation errors: These errors occur due to the finite representation of an
inherently infinite process. For example, the use of a finite number of terms in the
infinite series to compute the value of cos x, sin x, ex , etc.
The Taylor’s series expansion of sin x is
x3 x5 x7
sin x = x − + − + ··· .
3! 5! 7!
This is an infinite series expansion. If only first five terms are taken to compute the
value of sin x for a given x, then we obtain an approximate result. Here, the error occurs
due to the truncation of the series. Suppose, we retain the first n terms, the truncation
error (Etrunc ) is given by
x2n+1
Etrunc ≤ .
(2n + 1)!
It may be noted that the truncation error is independent of the computational machine.
1.2 Exact and Approximate Numbers
To solve a problem, two types of numbers are used. They are exact and approximate.
Exact number gives a true value of a result and approximate number gives a value which
is closed to the true value.
Errors in Numerical Computations 3
For example, in the statements ‘a triangle has three sides’, ‘there are 2000 people in a
locality’, ‘a book has 450 pages’ the numbers 3, 2000 and 450 are exact numbers. But,
in the assertions ‘the height of a pupil is 178 cm’, ‘the radius of the Earth is 6400 km’,
‘the mass of a match box is ten gram’, the numbers 178, 6400 and 10 are approximate
numbers.
This is due to the imperfection of measuring instruments we use. There are no
absolutely exact measuring instruments; each of them has its own accuracy. Thus, the
height of a pupil is 178 cm is not absolute measurement. In the second example, the
radius of the Earth is very concept; actually, the Earth is not a sphere at all, and we
can use its radius only in approximate terms. In the last example, the approximation
of the number is also defined by the fact that different boxes may have different masses
and the number 10 defines the mass of a particular box.
One important observation is that, same number may be exact as well as approximate.
For example, the number 3 is exact when it represents the number of sides of a triangle
and approximate if we use it to represent the number π when calculating the area of a
circle using the formula πr2 .
√
Independently, the numbers 1, 2, 3, 12 , 53 , 2, π, e, etc. written in this manner are exact.
An approximate value of π is 3.1416, a better approximation of it is 3.14159265. But
one cannot write the exact value of π.
The accuracy of calculations is defined by the number of digits in the result which
enjoy confidence. The significant digits or significant figures of a number are all its
digits, except for zeros which appear to the left of the first non-zero digit. Zeros at the
end of a number are always significant digit. For example, the numbers 0.001205 and
356.800 have 4 and 6 significant digits respectively.
In practical calculations, some numbers occur containing large number of digits, and
it will be necessary to cut them to a usable number of figures. This process is called
rounding-off of numbers. That is, in rounding process the number is replaced by
another number consisting of a smaller number of digits. In that case, one or several
digits keep with the number, taken from left to right, and discard all others.
The following rules of rounding-off are commonly used:
(i) If the discarded digits constitute a number which is larger than half the unit in the
last decimal place that remains, then the last digit that is left is increased by one.
If the discarded digits constitute a number which is smaller than half the unit in
the last decimal place that remains, then the digits that remain do not change.
(ii) If the discarded digits constitute a number which is equal to half the unit in the
last decimal place that remains, then the last digit that is half is increased by one,
if it is odd, and is unchanged if it is even.
4 Numerical Analysis
This rule is often called a rule of an even digit. If a number is rounded using the
above rule then the number is called correct up to some (say n) significant figures.
The following numbers are rounded-off correctly to five significant figures:
Exact number Round-off number
25.367835 25.368
28.353215 28.353
3.785353 3.7854
5.835453 5.8355
6.73545 6.7354
4.83275 4.8328
0.005834578 0.0058346
3856754 38568×102
2.37 2.3700
8.99997 9.0000
9.99998 10.000
From above examples, it is easy to observe that, while rounding a number, an error
is generated and this error is sometimes called round-off error.
1.3 Absolute, Relative and Percentage Errors
Let xT be the exact value of a number and xA be its approximate value. If xA < xT ,
then we say that the number xA is an approximate value of the number xT by defect
and if xA > xT , then it is an approximate value of xT by excess.
The difference between the exact value xT and its approximate value xA is an error.
As a rule, it is not possible to determine the value of the error xT − xA and even its
sign, since the exact number xT is unknown.
The errors are represented in three ways, viz., absolute error, relative error and
percentage error.
Absolute error:
The absolute error of the approximate number xA is a quantity (∆x) which satisfies the
inequality
∆x ≥ |xT − xA |.
The absolute error is the upper bound of the deviation of the exact number xT from
its approximation, i.e.,
xA − ∆x ≤ xT ≤ xA + ∆x.
The above result can be written in the form
xT = xA ± ∆x. (1.1)
Errors in Numerical Computations 5
In other words, the absolute error of the number x is the difference between true
value and approximate value, i.e.,
∆x = |xT − xA |.
It may be noted from the rounding process that, if a number be rounded to m decimal
places then 1
absolute error ≤ × 10−m . (1.2)
2
The absolute error measures only the quantitative aspect of the error but not the
qualitative one, i.e., does not show whether the measurement and calculation were
accurate. For example, the length and the width of a table are measured with a scale
(whose division is 1 cm) and the following results are obtained: the width w = 5 ± 0.5
cm and the length l = 100 ± 0.5 cm. In both cases the absolute error is same and it is
0.5 cm. It is obvious that the second measurement was more accurate than the first.
To estimate the quality of calculations or measurements, the concept of a relative error
is introduced.
Relative error:
The relative error (δx) of the number xA is
∆x ∆x
δx = or , |xT | = 0 and |xA | = 0.
|xA | |xT |
This expression can be written as
xT = xA (1 ± δx) or xA = xT (1 ± δx).
Note that relative error is the absolute error when measuring 1 unit.
For the measurements of the length and the width of the table (discussed earlier) the
relative errors are
0.5 0.5
δw = = 0.1 and δl = = 0.005.
5 100
In these cases, one can conclude that the measurement of the length of the table has
been relatively more accurate than that of its width. So one conclusion can be drawn:
the relative error measures the quantity and quality of the calculation and measurement.
Thus, the relative error is a better measurement of error than absolute error.
Percentage error:
The percentage error of an approximate number xA is δx × 100%.
It is a particular type of relative error. This error is sometimes called relative
percentage error. The percentage error gives the total error while measuring 100 unit
instead of 1 unit. This error also calculates the quantity and quality of measurement.
When relative error is very small then the percentage error is calculated.
6 Numerical Analysis
Note 1.3.1 The absolute error of a number correct to n significant figures cannot be
greater than half a unit in the nth place.
Note 1.3.2 The relative error and percentage error are independent of the unit of
measurement, while absolute error depends on the measuring unit.
Difference between relative error and absolute error:
Absolute error measures only quantity of error and it is the total amount of error
incurred by approximate value. While the relative error measures both the quantity
and quality of the measurement. It is the total error while measuring one unit. The
absolute error depends on the measuring unit, but, relative error does not depend on
measuring unit.
1
Example 1.3.1 Find the absolute, relative and percentage error in xA when xT =
3
and xA = 0.333.
Solution. The absolute error
1 1 − 0.999
∆x = |xT − xA | = − 0.333 =
3 3
0.001
= = 0.00033.
3
The relative error
∆x 0.00033
δx = = = 0.00099 0.001.
xT 1/3
The percentage error is δx × 100% = 0.00099 × 100% = 0.099% 0.1%.
Example 1.3.2 An exact number xT is in the interval [28.03, 28.08]. Assuming an
approximate value, find the absolute and the percentage errors.
Solution. The middle of the given interval is taken as its approximate value, i.e.,
xA = 28.055. The absolute error is half of its length, i.e., ∆x = 0.025. The relative
∆x
error δx = = 0.000891 · · · .
xA
It is conventional to round-off the error to one or two non-zero digits. Therefore,
δx = 0.0009 and the percentage error is 0.09%.
Errors in Numerical Computations 7
Example 1.3.3 Determine the absolute error and the exact number corresponding
to the approximate number xA = 5.373 if percentage error is 0.01%.
Solution. Here the relative error δx = 0.01% = 0.0001.
The absolute error ∆x = |xA × δx| = 5.373 × 0.0001 = 0.0005373 0.00054.
The exact value = 5.373 ± 0.00054.
Example 1.3.4 Find out in which of the following cases, the quality of calculations
15 √
is better: xT = 0.8824 and yT = 51 7.141.
17
Solution. To find the absolute error, we take the√numbers xA and yA with a larger
number of decimal digits as xA 0.882353, yA = 51 7.141428.
Therefore, the absolute error in xT is |0.882353 · · · − 0.8824| 0.000047,
and in yT is |7.141428 · · · − 7.141| 0.00043.
The relative error in xA is 0.00047/0.8824 0.00053 = 0.05%
and relative error in yA is 0.00043/7.141 = 0.0000602 = 0.006%.
In the second case the quality of calculation is better than the first case as relative
error in xT > relative error in yT .
1.4 Valid Significant Digits
A real number can be represented by many different ways. For example, the number
840000 can be represented as two factors: 840 × 103 or 84.0 × 104 or 0.840 × 106 . (Note
that in these representations the last three significant zeros are lost). The later form of
the notation is known as normalize form and it is commonly used. In this case, we
say that 840 is the mantissa of the number and 6 is its order.
Every positive decimal number, exact as well as approximate, can be expressed as
a = d1 × 10m + d2 × 10m−1 + · · · + dn × 10m−n+1 + · · · ,
where di are the digits constituting the number (i = 1, 2, . . .) with d1 = 0 and 10m−i+1
is the value of the ith decimal position (counting from left).
The digit dn of the approximate number a is valid significant digit (or simply a
valid digit) if it satisfies the following inequality.
∆a ≤ 0.5 × 10m−n+1 , (1.3)
i.e., absolute error does not exceed half the unit of the decimal digit in which dn appears.
If inequality (1.3) is not satisfied, then the digit dn is said to be doubtful. It is
obvious that if the digit dn is valid, then all the preceding digits, to the left of it, are
also valid.
