Accuracy and error analysis (was Re: [Maxima] primes)
Subject: Accuracy and error analysis (was Re: [Maxima] primes)
From: Richard Fateman
Date: Thu, 12 May 2005 08:39:25 -0700
C Y wrote:
>
>
> My thinking:
>
> ....
> c) When calculations are done using these quantities, there is a
> resultant uncertainty which can also (usually) be calculated, and as a
> result the answer has a definite number of significant figures, and any
> beyond those are meaningless.
>
An example: You might think that a procedure to compute the
square root of a number, say 1+d, (d much smaller than 1)
would find a result that had a larger error. say 1+d' with |d'| > |d|.
But in fact the square root should have a SMALLER error, more like
1+d/2.
(1+d/2)^2 = 1+d+ O(d^2 )..
If you run a newton iteration to compute square root, using interval
arithmetic, you will not get 1+d/2+..
You might get 1+2d or worse.
So the number of digits of accuracy does not follow simple calculations,
step by step.