4 Round-Off and Truncation Errors
|
|
- Chloe Hill
- 6 years ago
- Views:
Transcription
1 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 4 Roud-O ad Trucato Errors Errors Roud-o Errors Trucato Errors Total Numercal Errors Bluders, Model Errors, ad Data Ucertaty Recallg, dv dt Δv v t Δt t v t t appromatg te dervatve o velocty ot perect resultat soluto avg error! dgtal computer s also a mperect tool yeldg error! How do we deal wt suc ucertaty? detcato, quatcato, ad mmzato o errors DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
2 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Errors umercal error bluders model errors data ucertaty - roud-o error due to computer appromato - trucato error due to matematcal appromatos - uma mperecto, computer malucto - complete matematcal models e.g., Newto's d law wtout relatvstc eects eglgble ar resstace ~ v or v - measuremet errors accuracy: ow closely does a computed or measured value agree wt te true value? accuracy or bas systematc devato rom te trut error precso: ow closely do dvdual computed or measured values agree wt eac oter? mprecso or ucertaty magtude o te scatter error DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
3 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Error Detos We kowg true values, true value appromato error or true error, E t true value appromato true value appromato true ractoal relatve error true value true value appromato or ε t % true value We ot kowg true values, appromato error ε a %, but ow ca we calculate te appromato error wtout true value? appromato preset appromato - prevous appromato ε a % or umercal metods based o terato preset appromato repeat computato utl we we meet ε s ε < ε, a prespeced percet tolerace "stoppg crtero" a.5 s %, te result s correct to at least sgcat gures Eample How may terms sould be added te Maclaur seres epaso o e uder ε s coormg to 3 sgcat gures? Sol. DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr 3
4 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Coee Break Every aalytc ucto ca be represeted by power seres!! For stace, ow ca we epress to power seres? Let us cosder te ollowg geometrc seres. 3 L L Taylor seres or a were a! L! were R remader!! R R R! ξ, Lagrage's orm ξ ξ, Cacy's orm! Taylor's teorem states tat ay smoot ucto ca be appromated as a polyomal. A Maclaur seres s a Taylor seres wt ceter e 3! 3! L L! 3 s 3! 5 5! 7 7! L 4 6 cos! 4! 6! L 4 DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
5 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Roud-o Errors arse because dgtal computers caot represet some quattes eactly computers' sze ad precso lmts o ter ablty to represet umbers gly sestve umercal mapulatos to roud-o errors Computer umber represetato bts: bary dgts byte 8 bts word: udametal ut wereby ormato s represeted; a strg o bts e.g., 6-bt or -byte word sze decmal or base- system 3 e.g., bary or base- system e.g., Does ca te computer represet rratoal umbers suc as π,e, 7 π or 6-bt word sze sgle-precso loatg-pot umbers π or 3-bt word sze double-precso loatg-pot umbers How about.? Artmetc mapulatos o computer umbers assumg a 4-dgt matssa ad a -dgt epoet e.g., subtractve cacellato 3. 3 ormalzato. large computatos.4 4. addg a large ad a small umber dgt matssa.4 4 smearg - occurrg weever dvdual terms > te summato; proe to roud-o error e.g., seres med sgs e 3! 3! L ad - wat appes? er products y y y L y proe to roud-o error DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr 5
6 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Trucato Errors result rom usg a appromato place o a eact matematcal procedure e.g., te-dvded-derece equato; dv dt Δv v t Δt t t v t I umercal metods, ow ca we epress ucto a appromate aso? Taylor seres were ξ R, ξ Lagrage's orm t-order appromato! predctg a ucto value at oe pot terms o te ucto value ad ts dervatves at aoter pot zero-order appromato rst-order appromato secod-order appromato! 4 3 <Appromatos o at > Taylor teorem: ay smoot ucto ca be appromated as a polyomal e.g., Recogzg tat all te values subscrpted are costats te secod-order appromato, a a a polyomal! 6 DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
7 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 How may terms are requred to get close eoug to te true value or practcal purposes? based o te remader term o te epaso oly a ew terms most cases cocept o order o, R O - te error s proportoal to te step sze rased to te t p ower - useul judgg te comparatv e error o umercal metods; O vs. O - estmatg trucato errors Eample Use Taylor seres epasos wt to 6 to appromate ad ts dervatves at π/4. Note tat ts meas tat π/3 π/4 π/. cos at π/3 o te bass o te value o Sol. DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr 7
8 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Recall te eample o te bugee jumper, dv dt cd g m v Epressg umercal orm by usg te Euler's metod, Also, vt ca be epeded a Taylor seres, v t v t v t v t t t t t L R! Trucatg te seres, v t v t v t t t R, were R ξ ξ!! Rearragg, R v ξ were, t t O t t t t! Tus, te estmate o v t as a trucato error o order t t or te step sze. 8 DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
9 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr 9 Numercal deretato orward derece appromato o te rst dervatve O or O backward derece appromato o te rst dervatve - epadg backward, L! cetered derece appromato o te rst dervatve - orward backward Taylor epasos L 3 3 3! or L 3 6
10 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Eample Use orward ad backward derece appromatos o O ad a cetered derece appromato o O to estmate te rst dervatve o at.5 usg a step sze.5. Repeat te computato usg.5. Note tat te dervatve ca be calculated drectly as a d ca be used to compute te true value Sol. DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
11 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Fte derece appromatos o ger dervatves Epadg a Taylor seres or terms o ;! L Multplyg te Taylor seres or by ad subtractg t rom te above, L Te, we ave, secod orward te derece Smlarly, secod backward te derece secod cetered te derece or DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
12 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Total Numercal Error trucato error roud-o error Decreasg te step sze trucato error creasg te umber o computatos roud-o error DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr
13 HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5 Bluders, Model Errors, ad Data Ucertaty bluders - maluctos o te computer tsel - uma mperecto - ca occur at ay stage o te matematcal modelg process - ca cotrbute to all te oter compoets o error model errors - bas ascrbed to complete matematcal models - e.g. Newto's secod law wt or wtout relatvstc eects Bugee jumper's problem wt a rst-order or a secod-order drag coecet data ucertaty DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr 3
14 4 DM869/Computatoal Numercal Aalyss/4_Error.doc Avalable at ttp://bml.pusa.ac.kr HK Km Slgtly moded 3//9, /8/6 Frstly wrtte at Marc 5
Introduction to Numerical Differentiation and Interpolation March 10, !=1 1!=1 2!=2 3!=6 4!=24 5!= 120
Itroducto to Numercal Deretato ad Iterpolato Marc, Itroducto to Numercal Deretato ad Iterpolato Larr Caretto Mecacal Egeerg 9 Numercal Aalss o Egeerg stems Marc, Itroducto Iterpolato s te use o a dscrete
More informationNumerical Differentiation
College o Egeerg ad Computer Scece Mecacal Egeerg Departmet Numercal Aalyss Notes November 4, 7 Istructor: Larry Caretto Numercal Deretato Itroducto Tese otes provde a basc troducto to umercal deretato
More informationChapter 5. Curve fitting
Chapter 5 Curve ttg Assgmet please use ecell Gve the data elow use least squares regresso to t a a straght le a power equato c a saturato-growthrate equato ad d a paraola. Fd the r value ad justy whch
More information1. A real number x is represented approximately by , and we are told that the relative error is 0.1 %. What is x? Note: There are two answers.
PROBLEMS A real umber s represeted appromately by 63, ad we are told that the relatve error s % What s? Note: There are two aswers Ht : Recall that % relatve error s What s the relatve error volved roudg
More informationBasic Concepts in Numerical Analysis November 6, 2017
Basc Cocepts Nuercal Aalyss Noveber 6, 7 Basc Cocepts Nuercal Aalyss Larry Caretto Mecacal Egeerg 5AB Sear Egeerg Aalyss Noveber 6, 7 Outle Revew last class Mdter Exa Noveber 5 covers ateral o deretal
More informationNumerical Differentiation
College o Egeerg ad Computer Scece Mecacal Egeerg Departmet ME 9 Numercal Aalyss Marc 4, 4 Istructor: Larry Caretto Numercal Deretato Itroducto Tese otes provde a basc troducto to umercal deretato usg
More informationCS475 Parallel Programming
CS475 Parallel Programmg Deretato ad Itegrato Wm Bohm Colorado State Uversty Ecept as otherwse oted, the cotet o ths presetato s lcesed uder the Creatve Commos Attrbuto.5 lcese. Pheomea Physcs: heat, low,
More informationENGI 4430 Numerical Integration Page 5-01
ENGI 443 Numercal Itegrato Page 5-5. Numercal Itegrato I some o our prevous work, (most otaly the evaluato o arc legth), t has ee dcult or mpossle to d the dete tegral. Varous symolc algera ad calculus
More informationLecture 12 APPROXIMATION OF FIRST ORDER DERIVATIVES
FDM: Appromato of Frst Order Dervatves Lecture APPROXIMATION OF FIRST ORDER DERIVATIVES. INTRODUCTION Covectve term coservato equatos volve frst order dervatves. The smplest possble approach for dscretzato
More informationChapter 3. Differentiation 3.3 Differentiation Rules
3.3 Dfferetato Rules 1 Capter 3. Dfferetato 3.3 Dfferetato Rules Dervatve of a Costat Fucto. If f as te costat value f(x) = c, te f x = [c] = 0. x Proof. From te efto: f (x) f(x + ) f(x) o c c 0 = 0. QED
More information2.29 Numerical Fluid Mechanics Spring 2015
2.29 Sprg 2015 2.29 PFJL Lecture 2, 1 REVIEW Lecture 1 2.29 Sprg 2015 Lecture 2 1. Syllabus, Goals ad Objectves 2. Itroducto to CFD 3. From mathematcal models to umercal smulatos (1D Sphere 1D flow) Cotuum
More informationChapter 3. Differentiation 3.2 Differentiation Rules for Polynomials, Exponentials, Products and Quotients
3.2 Dfferetato Rules 1 Capter 3. Dfferetato 3.2 Dfferetato Rules for Polyomals, Expoetals, Proucts a Quotets Rule 1. Dervatve of a Costat Fucto. If f as te costat value f(x) = c, te f x = [c] = 0. x Proof.
More informationbest estimate (mean) for X uncertainty or error in the measurement (systematic, random or statistical) best
Error Aalyss Preamble Wheever a measuremet s made, the result followg from that measuremet s always subject to ucertaty The ucertaty ca be reduced by makg several measuremets of the same quatty or by mprovg
More informationGeneral Method for Calculating Chemical Equilibrium Composition
AE 6766/Setzma Sprg 004 Geeral Metod for Calculatg Cemcal Equlbrum Composto For gve tal codtos (e.g., for gve reactats, coose te speces to be cluded te products. As a example, for combusto of ydroge wt
More informationBasics of Information Theory: Markku Juntti. Basic concepts and tools 1 Introduction 2 Entropy, relative entropy and mutual information
: Markku Jutt Overvew Te basc cocepts o ormato teory lke etropy mutual ormato ad EP are eeralzed or cotuous-valued radom varables by troduc deretal etropy ource Te materal s maly based o Capter 9 o te
More informationNumerical Analysis Formulae Booklet
Numercal Aalyss Formulae Booklet. Iteratve Scemes for Systems of Lear Algebrac Equatos:.... Taylor Seres... 3. Fte Dfferece Approxmatos... 3 4. Egevalues ad Egevectors of Matrces.... 3 5. Vector ad Matrx
More informationA stopping criterion for Richardson s extrapolation scheme. under finite digit arithmetic.
A stoppg crtero for cardso s extrapoato sceme uder fte dgt artmetc MAKOO MUOFUSHI ad HIEKO NAGASAKA epartmet of Lbera Arts ad Sceces Poytecc Uversty 4-1-1 Hasmotoda,Sagamara,Kaagawa 229-1196 JAPAN Abstract:
More informationORDINARY DIFFERENTIAL EQUATIONS EULER S METHOD
Numercal Analss or Engneers German Jordanan Unverst ORDINARY DIFFERENTIAL EQUATIONS We wll eplore several metods o solvng rst order ordnar derental equatons (ODEs and we wll sow ow tese metods can be appled
More informationHomework Assignment Number Eight Solutions
D Keer MSE 0 Dept o Materals Scece & Egeerg Uversty o Teessee Kovlle Homework Assgmet Number Eght Solutos Problem Fd the soluto to the ollowg system o olear algebrac equatos ear () Soluto: s Sce ths s
More informationPGE 310: Formulation and Solution in Geosystems Engineering. Dr. Balhoff. Interpolation
PGE 30: Formulato ad Soluto Geosystems Egeerg Dr. Balhoff Iterpolato Numercal Methods wth MATLAB, Recktewald, Chapter 0 ad Numercal Methods for Egeers, Chapra ad Caale, 5 th Ed., Part Fve, Chapter 8 ad
More informationMu Sequences/Series Solutions National Convention 2014
Mu Sequeces/Seres Solutos Natoal Coveto 04 C 6 E A 6C A 6 B B 7 A D 7 D C 7 A B 8 A B 8 A C 8 E 4 B 9 B 4 E 9 B 4 C 9 E C 0 A A 0 D B 0 C C Usg basc propertes of arthmetc sequeces, we fd a ad bm m We eed
More informationSampling Theory MODULE V LECTURE - 14 RATIO AND PRODUCT METHODS OF ESTIMATION
Samplg Theor MODULE V LECTUE - 4 ATIO AND PODUCT METHODS OF ESTIMATION D. SHALABH DEPATMENT OF MATHEMATICS AND STATISTICS INDIAN INSTITUTE OF TECHNOLOG KANPU A mportat objectve a statstcal estmato procedure
More informationData Processing Techniques
Uverstas Gadjah Mada Departmet o Cvl ad Evrometal Egeerg Master o Egeerg Natural Dsaster Maagemet Data Processg Techques Curve Fttg: Regresso ad Iterpolato 3Oct7 Curve Fttg Reerece Chapra, S.C., Caale
More information. The set of these sums. be a partition of [ ab, ]. Consider the sum f( x) f( x 1)
Chapter 7 Fuctos o Bouded Varato. Subject: Real Aalyss Level: M.Sc. Source: Syed Gul Shah (Charma, Departmet o Mathematcs, US Sargodha Collected & Composed by: Atq ur Rehma (atq@mathcty.org, http://www.mathcty.org
More informationNumerical Differentiation
Part 5 Capter 19 Numercal Derentaton PowerPonts organzed by Dr. Mcael R. Gustason II, Duke Unversty Revsed by Pro. Jang, CAU All mages copyrgt Te McGraw-Hll Companes, Inc. Permsson requred or reproducton
More information( ) 2 2. Multi-Layer Refraction Problem Rafael Espericueta, Bakersfield College, November, 2006
Mult-Layer Refracto Problem Rafael Espercueta, Bakersfeld College, November, 006 Lght travels at dfferet speeds through dfferet meda, but refracts at layer boudares order to traverse the least-tme path.
More informationGUARANTEED REAL ROOTS CONVERGENCE OF FITH ORDER POLYNOMIAL AND HIGHER by Farid A. Chouery 1, P.E. US Copyright 2006, 2007
GUARANTEED REAL ROOTS CONVERGENCE OF FITH ORDER POLYNOMIAL AND HIGHER by Fard A. Chouery, P.E. US Copyrght, 7 Itroducto: I dg the roots o the th order polyomal, we d the aalable terate algorthm do ot ge
More informationESS Line Fitting
ESS 5 014 17. Le Fttg A very commo problem data aalyss s lookg for relatoshpetwee dfferet parameters ad fttg les or surfaces to data. The smplest example s fttg a straght le ad we wll dscuss that here
More informationLecture Notes Forecasting the process of estimating or predicting unknown situations
Lecture Notes. Ecoomc Forecastg. Forecastg the process of estmatg or predctg ukow stuatos Eample usuall ecoomsts predct future ecoomc varables Forecastg apples to a varet of data () tme seres data predctg
More informationLecture 8: Linear Regression
Lecture 8: Lear egresso May 4, GENOME 56, Sprg Goals Develop basc cocepts of lear regresso from a probablstc framework Estmatg parameters ad hypothess testg wth lear models Lear regresso Su I Lee, CSE
More information5 Short Proofs of Simplified Stirling s Approximation
5 Short Proofs of Smplfed Strlg s Approxmato Ofr Gorodetsky, drtymaths.wordpress.com Jue, 20 0 Itroducto Strlg s approxmato s the followg (somewhat surprsg) approxmato of the factoral,, usg elemetary fuctos:
More informationJohns Hopkins University Department of Biostatistics Math Review for Introductory Courses
Johs Hopks Uverst Departmet of Bostatstcs Math Revew for Itroductor Courses Ratoale Bostatstcs courses wll rel o some fudametal mathematcal relatoshps, fuctos ad otato. The purpose of ths Math Revew s
More informationBounds on the expected entropy and KL-divergence of sampled multinomial distributions. Brandon C. Roy
Bouds o the expected etropy ad KL-dvergece of sampled multomal dstrbutos Brado C. Roy bcroy@meda.mt.edu Orgal: May 18, 2011 Revsed: Jue 6, 2011 Abstract Iformato theoretc quattes calculated from a sampled
More informationOutline. Numerical Heat Transfer. Review All Black Surfaces. Review View Factor, F i j or F ij. Review Gray Diffuse Opaque II
umercao Heat raser ay 9 ad, 7 umercal Heat raser arry Caretto ecacal geerg 75 Heat raser ay 9 ad, 7 Outle Wat s umercal aalyss Cosderatos o coducto, covecto ad radato evew umercal aalyss bascs ervatve
More informationJohns Hopkins University Department of Biostatistics Math Review for Introductory Courses
Johs Hopks Uverst Departmet of Bostatstcs Math Revew for Itroductor Courses Ratoale Bostatstcs courses wll rel o some fudametal mathematcal relatoshps, fuctos ad otato. The purpose of ths Math Revew s
More informationDKA method for single variable holomorphic functions
DKA method for sgle varable holomorphc fuctos TOSHIAKI ITOH Itegrated Arts ad Natural Sceces The Uversty of Toushma -, Mamhosama, Toushma, 770-8502 JAPAN Abstract: - Durad-Kerer-Aberth (DKA method for
More informationEvaluation of uncertainty in measurements
Evaluato of ucertaty measuremets Laboratory of Physcs I Faculty of Physcs Warsaw Uversty of Techology Warszawa, 05 Itroducto The am of the measuremet s to determe the measured value. Thus, the measuremet
More informationCS5620 Intro to Computer Graphics
CS56 Itro to Computer Graphcs Geometrc Modelg art II Geometrc Modelg II hyscal Sples Curve desg pre-computers Cubc Sples Stadard sple put set of pots { } =, No dervatves specfed as put Iterpolate by cubc
More informationAssignment 7/MATH 247/Winter, 2010 Due: Friday, March 19. Powers of a square matrix
Assgmet 7/MATH 47/Wter, 00 Due: Frday, March 9 Powers o a square matrx Gve a square matrx A, ts powers A or large, or eve arbtrary, teger expoets ca be calculated by dagoalzg A -- that s possble (!) Namely,
More informationENGI 4421 Propagation of Error Page 8-01
ENGI 441 Propagato of Error Page 8-01 Propagato of Error [Navd Chapter 3; ot Devore] Ay realstc measuremet procedure cotas error. Ay calculatos based o that measuremet wll therefore also cota a error.
More information12 Iterative Methods. Linear Systems: Gauss-Seidel Nonlinear Systems Case Study: Chemical Reactions
HK Km Slghtly moded //9 /8/6 Frstly wrtte t Mrch 5 Itertve Methods er Systems: Guss-Sedel Noler Systems Cse Study: Chemcl Rectos Itertve or ppromte methods or systems o equtos cosst o guessg vlue d the
More information16 Homework lecture 16
Quees College, CUNY, Departmet of Computer Scece Numercal Methods CSCI 361 / 761 Fall 2018 Istructor: Dr. Sateesh Mae c Sateesh R. Mae 2018 16 Homework lecture 16 Please emal your soluto, as a fle attachmet,
More informationFunctions of Random Variables
Fuctos of Radom Varables Chapter Fve Fuctos of Radom Varables 5. Itroducto A geeral egeerg aalyss model s show Fg. 5.. The model output (respose) cotas the performaces of a system or product, such as weght,
More information2006 Jamie Trahan, Autar Kaw, Kevin Martin University of South Florida United States of America
SOLUTION OF SYSTEMS OF SIMULTANEOUS LINEAR EQUATIONS Gauss-Sedel Method 006 Jame Traha, Autar Kaw, Kev Mart Uversty of South Florda Uted States of Amerca kaw@eg.usf.edu Itroducto Ths worksheet demostrates
More informationTaylor s Series and Interpolation. Interpolation & Curve-fitting. CIS Interpolation. Basic Scenario. Taylor Series interpolates at a specific
CIS 54 - Iterpolato Roger Crawfs Basc Scearo We are able to prod some fucto, but do ot kow what t really s. Ths gves us a lst of data pots: [x,f ] f(x) f f + x x + August 2, 25 OSU/CIS 54 3 Taylor s Seres
More informationInitial-Value Problems for ODEs. numerical errors (round-off and truncation errors) Consider a perturbed system: dz dt
Ital-Value Problems or ODEs d GIVEN: t t,, a FIND: t or atb umercal errors (roud-o ad trucato errors) Cosder a perturbed sstem: dz t, z t, at b z a a Does z(t) (t)? () (uqueess) a uque soluto (t) exsts
More informationMean is only appropriate for interval or ratio scales, not ordinal or nominal.
Mea Same as ordary average Sum all the data values ad dvde by the sample sze. x = ( x + x +... + x Usg summato otato, we wrte ths as x = x = x = = ) x Mea s oly approprate for terval or rato scales, ot
More informationCHAPTER 4 RADICAL EXPRESSIONS
6 CHAPTER RADICAL EXPRESSIONS. The th Root of a Real Number A real umber a s called the th root of a real umber b f Thus, for example: s a square root of sce. s also a square root of sce ( ). s a cube
More informationAsymptotic Formulas Composite Numbers II
Iteratoal Matematcal Forum, Vol. 8, 203, o. 34, 65-662 HIKARI Ltd, www.m-kar.com ttp://d.do.org/0.2988/mf.203.3854 Asymptotc Formulas Composte Numbers II Rafael Jakmczuk Dvsó Matemátca, Uversdad Nacoal
More informationQR Factorization and Singular Value Decomposition COS 323
QR Factorzato ad Sgular Value Decomposto COS 33 Why Yet Aother Method? How do we solve least-squares wthout currg codto-squarg effect of ormal equatos (A T A A T b) whe A s sgular, fat, or otherwse poorly-specfed?
More information1 0, x? x x. 1 Root finding. 1.1 Introduction. Solve[x^2-1 0,x] {{x -1},{x 1}} Plot[x^2-1,{x,-2,2}] 3
Adrew Powuk - http://www.powuk.com- Math 49 (Numercal Aalyss) Root fdg. Itroducto f ( ),?,? Solve[^-,] {{-},{}} Plot[^-,{,-,}] Cubc equato https://e.wkpeda.org/wk/cubc_fucto Quartc equato https://e.wkpeda.org/wk/quartc_fucto
More informationFREQUENCY ANALYSIS OF A DOUBLE-WALLED NANOTUBES SYSTEM
Joural of Appled Matematcs ad Computatoal Mecacs 04, 3(4), 7-34 FREQUENCY ANALYSIS OF A DOUBLE-WALLED NANOTUBES SYSTEM Ata Cekot, Stasław Kukla Isttute of Matematcs, Czestocowa Uversty of Tecology Częstocowa,
More informationInvestigation of Partially Conditional RP Model with Response Error. Ed Stanek
Partally Codtoal Radom Permutato Model 7- vestgato of Partally Codtoal RP Model wth Respose Error TRODUCTO Ed Staek We explore the predctor that wll result a smple radom sample wth respose error whe a
More informationDerivation of 3-Point Block Method Formula for Solving First Order Stiff Ordinary Differential Equations
Dervato of -Pot Block Method Formula for Solvg Frst Order Stff Ordary Dfferetal Equatos Kharul Hamd Kharul Auar, Kharl Iskadar Othma, Zara Bb Ibrahm Abstract Dervato of pot block method formula wth costat
More informationADAPTIVE CLUSTER SAMPLING USING AUXILIARY VARIABLE
Joural o Mathematcs ad tatstcs 9 (3): 49-55, 03 I: 549-3644 03 cece Publcatos do:0.3844/jmssp.03.49.55 Publshed Ole 9 (3) 03 (http://www.thescpub.com/jmss.toc) ADAPTIVE CLUTER AMPLIG UIG AUXILIARY VARIABLE
More information{ }{ ( )} (, ) = ( ) ( ) ( ) Chapter 14 Exercises in Sampling Theory. Exercise 1 (Simple random sampling): Solution:
Chapter 4 Exercses Samplg Theory Exercse (Smple radom samplg: Let there be two correlated radom varables X ad A sample of sze s draw from a populato by smple radom samplg wthout replacemet The observed
More informationChapter 3 Sampling For Proportions and Percentages
Chapter 3 Samplg For Proportos ad Percetages I may stuatos, the characterstc uder study o whch the observatos are collected are qualtatve ature For example, the resposes of customers may marketg surveys
More informationCSE 5526: Introduction to Neural Networks Linear Regression
CSE 556: Itroducto to Neural Netorks Lear Regresso Part II 1 Problem statemet Part II Problem statemet Part II 3 Lear regresso th oe varable Gve a set of N pars of data , appromate d by a lear fucto
More informationLecture 5: Interpolation. Polynomial interpolation Rational approximation
Lecture 5: Iterpolato olyomal terpolato Ratoal appromato Coeffcets of the polyomal Iterpolato: Sometme we kow the values of a fucto f for a fte set of pots. Yet we wat to evaluate f for other values perhaps
More informationIdea is to sample from a different distribution that picks points in important regions of the sample space. Want ( ) ( ) ( ) E f X = f x g x dx
Importace Samplg Used for a umber of purposes: Varace reducto Allows for dffcult dstrbutos to be sampled from. Sestvty aalyss Reusg samples to reduce computatoal burde. Idea s to sample from a dfferet
More informationObjectives of Multiple Regression
Obectves of Multple Regresso Establsh the lear equato that best predcts values of a depedet varable Y usg more tha oe eplaator varable from a large set of potetal predctors {,,... k }. Fd that subset of
More informationBabatola, P.O Mathematical Sciences Department Federal University of Technology, PMB 704 Akure, Ondo State, Nigeria.
Iteratoal Joural o Matematcs a Statstcs Stues ol., No., Marc 0, pp.45-6 Publse b Europea Cetre or esearc, rag a Developmet, UK www.ea-jourals.org NUMEICAL SOLUION OF ODINAY DIFFEENIAL EQUAIONUSING WO-
More informationShuai Dong. Isaac Newton. Gottfried Leibniz
Computatonal pyscs Sua Dong Isaac Newton Gottred Lebnz Numercal calculus poston dervatve ntegral v velocty dervatve ntegral a acceleraton Numercal calculus Numercal derentaton Numercal ntegraton Roots
More information, so the next 5 terms are 31, 4, 37, 12, and The constant is π. Ptolemy used a 360-gon to approximate π as
. The umber chose was, guessg as e tes dgt ad as e oes dgt each ears hal a pot.. The best way to do s s rough brute orce o a computer. The rst two are 6867 ad 68. The rd s + 7 + 6 867767.. The eve term
More informationMEASURES OF DISPERSION
MEASURES OF DISPERSION Measure of Cetral Tedecy: Measures of Cetral Tedecy ad Dsperso ) Mathematcal Average: a) Arthmetc mea (A.M.) b) Geometrc mea (G.M.) c) Harmoc mea (H.M.) ) Averages of Posto: a) Meda
More informationX ε ) = 0, or equivalently, lim
Revew for the prevous lecture Cocepts: order statstcs Theorems: Dstrbutos of order statstcs Examples: How to get the dstrbuto of order statstcs Chapter 5 Propertes of a Radom Sample Secto 55 Covergece
More informationLOAD-FLOW CALCULATIONS IN MESHED SYSTEMS Node voltage method A system part with the node k and its direct neighbour m
LOAD-FLOW CALCLATIONS IN MESHED SYSTEMS Node oltage method A system part wth the ode ad ts dret eghbor m Î Îm Î m m Crrets Î m m m Î Î m m m m Î m m m m m m m Let s dee the ode sel-admttae (adm. matr dagoal
More informationSimple Linear Regression
Statstcal Methods I (EST 75) Page 139 Smple Lear Regresso Smple regresso applcatos are used to ft a model descrbg a lear relatoshp betwee two varables. The aspects of least squares regresso ad correlato
More informationUNIT 2 SOLUTION OF ALGEBRAIC AND TRANSCENDENTAL EQUATIONS
Numercal Computg -I UNIT SOLUTION OF ALGEBRAIC AND TRANSCENDENTAL EQUATIONS Structure Page Nos..0 Itroducto 6. Objectves 7. Ital Approxmato to a Root 7. Bsecto Method 8.. Error Aalyss 9.4 Regula Fals Method
More informationSupport vector machines
CS 75 Mache Learg Lecture Support vector maches Mlos Hauskrecht mlos@cs.ptt.edu 539 Seott Square CS 75 Mache Learg Outle Outle: Algorthms for lear decso boudary Support vector maches Mamum marg hyperplae.
More informationRegression and the LMS Algorithm
CSE 556: Itroducto to Neural Netorks Regresso ad the LMS Algorthm CSE 556: Regresso 1 Problem statemet CSE 556: Regresso Lear regresso th oe varable Gve a set of N pars of data {, d }, appromate d b a
More informationOrdinary Least Squares Regression. Simple Regression. Algebra and Assumptions.
Ordary Least Squares egresso. Smple egresso. Algebra ad Assumptos. I ths part of the course we are gog to study a techque for aalysg the lear relatoshp betwee two varables Y ad X. We have pars of observatos
More informationUNIT 1 MEASURES OF CENTRAL TENDENCY
UIT MEASURES OF CETRAL TEDECY Measures o Cetral Tedecy Structure Itroducto Objectves Measures o Cetral Tedecy 3 Armetc Mea 4 Weghted Mea 5 Meda 6 Mode 7 Geometrc Mea 8 Harmoc Mea 9 Partto Values Quartles
More informationLikewise, properties of the optimal policy for equipment replacement & maintenance problems can be used to reduce the computation.
Whe solvg a vetory repleshmet problem usg a MDP model, kowg that the optmal polcy s of the form (s,s) ca reduce the computatoal burde. That s, f t s optmal to replesh the vetory whe the vetory level s,
More informationERROR ESTIMATION PROCEDURES FOR MONTE CARLO COMPUTATIONS
ERROR ESTIMATION PROCEDURES FOR MONTE CARLO COMPUTATIONS M. Ragheb 3/6/03 INTRODUCTION All measured data, whether actual epermets, samplg ad specto, or umercal computatos are subject to error. The error
More informationx y exp λ'. x exp λ 2. x exp 1.
egecosmcd Egevalue-egevector of the secod dervatve operator d /d hs leads to Fourer seres (se, cose, Legedre, Bessel, Chebyshev, etc hs s a eample of a systematc way of geeratg a set of mutually orthogoal
More informationF. Inequalities. HKAL Pure Mathematics. 進佳數學團隊 Dr. Herbert Lam 林康榮博士. [Solution] Example Basic properties
進佳數學團隊 Dr. Herbert Lam 林康榮博士 HKAL Pure Mathematcs F. Ieualtes. Basc propertes Theorem Let a, b, c be real umbers. () If a b ad b c, the a c. () If a b ad c 0, the ac bc, but f a b ad c 0, the ac bc. Theorem
More informationDifferential Entropy 吳家麟教授
Deretl Etropy 吳家麟教授 Deto Let be rdom vrble wt cumultve dstrbuto ucto I F s cotuous te r.v. s sd to be cotuous. Let = F we te dervtve s deed. I te s clled te pd or. Te set were > 0 s clled te support set
More informationChapter 5 Properties of a Random Sample
Lecture 6 o BST 63: Statstcal Theory I Ku Zhag, /0/008 Revew for the prevous lecture Cocepts: t-dstrbuto, F-dstrbuto Theorems: Dstrbutos of sample mea ad sample varace, relatoshp betwee sample mea ad sample
More informationAssignment #7 - Solutions
hem 453/544 Fall 003 /05/03 Assgmet #7 - olutos. M& #0. 0.4: 0.: Euler s theorem says that... s homogeeous the....... rove Euler s theorem by deretatg the equato roblem 0- wth respect to ad the settg.
More informationCHAPTER VI Statistical Analysis of Experimental Data
Chapter VI Statstcal Aalyss of Expermetal Data CHAPTER VI Statstcal Aalyss of Expermetal Data Measuremets do ot lead to a uque value. Ths s a result of the multtude of errors (maly radom errors) that ca
More informationSTA 108 Applied Linear Models: Regression Analysis Spring Solution for Homework #1
STA 08 Appled Lear Models: Regresso Aalyss Sprg 0 Soluto for Homework #. Let Y the dollar cost per year, X the umber of vsts per year. The the mathematcal relato betwee X ad Y s: Y 300 + X. Ths s a fuctoal
More informationOutline. Remaining Course Schedule. Review Systems of ODEs. Example. Example Continued. Other Algorithms for Ordinary Differential Equations
ter Nuercal DE Algorts Aprl 8 0 ter Algorts or rdar Deretal Equatos Larr aretto Mecacal Egeerg 09 Nuercal Aalss o Egeerg Sstes Aprl 8 0 utle Scedule Revew sstes o DEs Sprg-ass-daper proble wt two asses
More informationC-1: Aerodynamics of Airfoils 1 C-2: Aerodynamics of Airfoils 2 C-3: Panel Methods C-4: Thin Airfoil Theory
ROAD MAP... AE301 Aerodyamcs I UNIT C: 2-D Arfols C-1: Aerodyamcs of Arfols 1 C-2: Aerodyamcs of Arfols 2 C-3: Pael Methods C-4: Th Arfol Theory AE301 Aerodyamcs I Ut C-3: Lst of Subects Problem Solutos?
More informationThird handout: On the Gini Index
Thrd hadout: O the dex Corrado, a tala statstca, proposed (, 9, 96) to measure absolute equalt va the mea dfferece whch s defed as ( / ) where refers to the total umber of dvduals socet. Assume that. The
More informationQuantitative analysis requires : sound knowledge of chemistry : possibility of interferences WHY do we need to use STATISTICS in Anal. Chem.?
Ch 4. Statstcs 4.1 Quattatve aalyss requres : soud kowledge of chemstry : possblty of terfereces WHY do we eed to use STATISTICS Aal. Chem.? ucertaty ests. wll we accept ucertaty always? f ot, from how
More informationSummary of the lecture in Biostatistics
Summary of the lecture Bostatstcs Probablty Desty Fucto For a cotuos radom varable, a probablty desty fucto s a fucto such that: 0 dx a b) b a dx A probablty desty fucto provdes a smple descrpto of the
More informationChapter 5 Elementary Statistics, Empirical Probability Distributions, and More on Simulation
Chapter 5 Elemetary Statstcs, Emprcal Probablty Dstrbutos, ad More o Smulato Cotets Coectg Probablty wth Observatos of Data Sample Mea ad Sample Varace Regresso Techques Emprcal Dstrbuto Fuctos More o
More informationBeam Warming Second-Order Upwind Method
Beam Warmg Secod-Order Upwd Method Petr Valeta Jauary 6, 015 Ths documet s a part of the assessmet work for the subject 1DRP Dfferetal Equatos o Computer lectured o FNSPE CTU Prague. Abstract Ths documet
More informationCHAPTER 6. d. With success = observation greater than 10, x = # of successes = 4, and
CHAPTR 6 Secto 6.. a. We use the samle mea, to estmate the oulato mea µ. Σ 9.80 µ 8.407 7 ~ 7. b. We use the samle meda, 7 (the mddle observato whe arraged ascedg order. c. We use the samle stadard devato,
More informationStability analysis of numerical methods for stochastic systems with additive noise
Stability aalysis of umerical metods for stoctic systems wit additive oise Yosiiro SAITO Abstract Stoctic differetial equatios (SDEs) represet pysical peomea domiated by stoctic processes As for determiistic
More informationDescriptive Statistics
Page Techcal Math II Descrptve Statstcs Descrptve Statstcs Descrptve statstcs s the body of methods used to represet ad summarze sets of data. A descrpto of how a set of measuremets (for eample, people
More informationAn Expansion of the Derivation of the Spline Smoothing Theory Alan Kaylor Cline
A Epaso of the Derato of the Sple Smoothg heory Ala Kaylor Cle he classc paper "Smoothg by Sple Fctos", Nmersche Mathematk 0, 77-83 967) by Chrsta Resch showed that atral cbc sples were the soltos to a
More informationANALYSIS ON THE NATURE OF THE BASIC EQUATIONS IN SYNERGETIC INTER-REPRESENTATION NETWORK
Far East Joural of Appled Mathematcs Volume, Number, 2008, Pages Ths paper s avalable ole at http://www.pphm.com 2008 Pushpa Publshg House ANALYSIS ON THE NATURE OF THE ASI EQUATIONS IN SYNERGETI INTER-REPRESENTATION
More informationNewton s Power Flow algorithm
Power Egeerg - Egll Beedt Hresso ewto s Power Flow algorthm Power Egeerg - Egll Beedt Hresso The ewto s Method of Power Flow 2 Calculatos. For the referece bus #, we set : V = p.u. ad δ = 0 For all other
More informationPowerPoints organized by Dr. Michael R. Gustafson II, Duke University Revised by Prof. Jang, CAU
Part 4 Capter 6 Sple ad Peewe Iterpolato PowerPot orgazed y Dr. Mael R. Gutao II Duke Uverty Reved y Pro. Jag CAU All mage opyrgt Te MGraw-Hll Compae I. Permo requred or reproduto or dplay. Capter Ojetve
More informationLecture 3. Sampling, sampling distributions, and parameter estimation
Lecture 3 Samplg, samplg dstrbutos, ad parameter estmato Samplg Defto Populato s defed as the collecto of all the possble observatos of terest. The collecto of observatos we take from the populato s called
More informationGiven a table of data poins of an unknown or complicated function f : we want to find a (simpler) function p s.t. px (
Iterpolato 1 Iterpolato Gve a table of data pos of a ukow or complcated fucto f : y 0 1 2 y y y y 0 1 2 we wat to fd a (smpler) fucto p s.t. p ( ) = y for = 0... p s sad to terpolate the table or terpolate
More information13. Parametric and Non-Parametric Uncertainties, Radial Basis Functions and Neural Network Approximations
Lecture 7 3. Parametrc ad No-Parametrc Ucertates, Radal Bass Fuctos ad Neural Network Approxmatos he parameter estmato algorthms descrbed prevous sectos were based o the assumpto that the system ucertates
More informationA Study of the Reproducibility of Measurements with HUR Leg Extension/Curl Research Line
HUR Techcal Report 000--9 verso.05 / Frak Borg (borgbros@ett.f) A Study of the Reproducblty of Measuremets wth HUR Leg Eteso/Curl Research Le A mportat property of measuremets s that the results should
More information