Error Taxonomy (Numerical Methods)
- •
What it is
- •
the standard set of error measures used to evaluate a numerical approximation
- •
- •
Types
- •
absolute error —
- •
true relative error — ; requires knowing the true value
- •
approximate relative error — ; usable in iterative methods where the true value is unknown, by comparing successive approximations
- •
Scarborough criterion — , the stopping threshold guaranteeing at least correct significant figures once drops below it
- •
- •
- •
Worked example: Scarborough criterion
- •
for 3 correct significant figures: ; for 6 figures:
- •
- •
Worked example: Babylonian method for (iterating , starting at )
- •
() → () → () → (, below the target) — convergence in 4 iterations
- •
- •
Related