在数值计算方法中,误差是如何分类的

2025-03-25 16:51:14
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回答1:

1.1 概述

1. 定义数值计算目标: 寻找一个能迅速完成的(迭代算法)算法,同时估计计算结果的准确度。

1.2 误差分析基础

1. 误差来源:截断误差、舍入误差、数学建模时的近似、测量误差(数据误差)

2. 误差的分类:

绝对误差e(\hat{x}) = \hat{x} - x ;误差限

相对误差 e_r(\hat{x}) = \frac{\hat{x} - x}{x} 或者 e_r(\hat{x}) = \frac{\hat{x} - x}{\hat{x}} ;相对误差限

3. 定义有效数字:从左到右第一位非零数字开始的所有数字

定理:设x与其近似值\hat{x} 的第一位有效数字相同,均为d_0 ,若\hat{x} 有p位正确的有效数字,则其相对误差满足:

|e_r(\hat{x})| \leq \frac{1}{d_0} \times 10^{-p + 1}

定理:设对x保留p位有效数字后得到近似值 \hat{x} ,则相对误差满足:

|e_r(\hat{x})| = \frac{1}{2d_0} \times 10^{-p+1}

定理:设x的第一位有效数字为 d_0 ,若近似值\hat{x} 的相对误差满足 |e_r(\hat{x})| \leq \frac{1}{2(d_0 + 1)} \times 10^{-p + 1} 则\hat{x} 具有p位正确的有效数字,或者在保留p位有效数字后 \hat{x} = x

定理:若x的近似值在 \hat{x} 相对误差满足 |e_r(\hat{x})| \leq \frac{1}{2} \times 10^{-p} ,则 \hat{x} 至少有p位正确的有效数字,或者在保留p位有效数字后 \hat{x} = x

应用:可以不严谨的说如果相对误差不超过 10^{-p} 怎有p位正确的有效数字

4. 区分:精度(precision):有效数字的位数有关

准确度(accuracy):与准确的有效数字的位数有关

5. 数据传递误差与计算误差:考虑 f(x), f(\hat{x}), \hat{f}(\hat{x})

计算误差:计算过程中的近似引起的误差,例 \hat{f}(\hat{x}) - f(\hat{x})

数据传递误差:单纯由输入数据误差引起的计算结果的误差,例 f

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