Error Taxonomy (Numerical Methods)
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What it is
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the standard set of error measures used to evaluate a numerical approximation
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Stopping criteria
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the Scarborough threshold is .
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applying it to successive-iterate differences is a practical stopping heuristic, not a general proof of correct significant figures.
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small updates can also result from stagnation, poor scaling, or floating-point rounding.
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combine an appropriate step test, residual test, iteration limit, and any available error bound.
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Worked example: Scarborough criterion
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for 3 correct significant figures: ; for 6 figures:
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Worked example: Babylonian method for (iterating , starting at )
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() → () → () → (, below the target) — convergence in 4 iterations
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Related
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Chopping vs Rounding
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