ee 3561_unit_1(c)al-dhaifallah 14351 number representation normalized floating point...

47
EE 3561_Unit_1 (c)Al-Dhaifallah 1435 1 Number Representation Normalized Floating Point Representation Significant Digits Accuracy and Precision Rounding and Chopping Reading assignment: Chapter 2 Lecture 2 Number Representation and accuracy

Upload: marlene-sims

Post on 12-Jan-2016

236 views

Category:

Documents


4 download

TRANSCRIPT

Page 1: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 1

Number Representation Normalized Floating Point Representation Significant Digits Accuracy and Precision Rounding and Chopping

Reading assignment: Chapter 2

Lecture 2 Number Representation and

accuracy

Page 2: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 2

Representing Real Numbers You are familiar with the decimal system

Decimal System Base =10 , Digits(0,1,…9) Standard Representations

21012 10510410210110345.312

part part

fraction integralsign

54.213

Page 3: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 3

Normalized Floating Point Representation Normalized Floating Point Representation

No integral part, Advantage Efficient in representing very small or very large numbers

integer:,0

exponent mantissa sign

10.0

1

4321

nd

dddd n

Page 4: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 4

Binary System

Binary System Base=2, Digits{0,1}

exponent mantissasign

21.0 432nbbb

10 11 bb

1010321

2 )625.0()212021()101.0(

Page 5: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 5

7-Bit Representation(sign: 1 bit, Mantissa 3bits,exponent 3 bits)

Page 6: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 6

Fact Number that have finite expansion in one numbering

system may have an infinite expansion in another numbering system

You can never represent 0.1 exactly in any computer

210 ...)011000001100110.0()1.0(

Page 7: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 7

Representation Hypothetical Machine (real computers use ≥ 23 bit

mantissa)

Example:

If a machine has 5 bits representation distributed as follows

Mantissa 2 bits exponent 2 bit sign 1 bit

Possible machine numbers

(0.25=00001) (0.375= 01111) (1.5=00111)

Page 8: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 8

Representation

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

Gap near zero

Page 9: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 9

Remarks

Numbers that can be exactly represented are called machine numbers

Difference between machine numbers is not uniform. So, sum of machine numbers is not necessarily a machine number

0.25 + .375 =0.625 (not a machine number)

Page 10: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 10

Significant Digits Significant digits are those digits that can be

used with confidence.

0 1 2 3 4

Length of green rectangle = 3.45significant

Page 11: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 11

Loss of Significance Mathematical operations may lead to

reducing the number of significant digits

0.123466 E+02 6 significant digits

─ 0.123445 E+02 6 significant digits

──────────────

0.000021E+02 2 significant digits

0. 210000E-02Subtracting nearly equal numbers causes loss of significance

Page 12: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 12

Accuracy and Precision Accuracy is related to closeness to the true value

Precision is related to the closeness to other estimated

values

Page 13: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 13

Better Precision

Better accuracy

Accuracy is related to closeness to the true value Precision is related to the closeness to other estimated values

Accuracy and Precision

Page 14: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 14

Rounding and Chopping Rounding: Replace the number by the nearest machine number Chopping: Throw all extra digits

0 1 2

True 1.1681

Rounding (1.2) Chopping (1.1)

Page 15: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 15

Error DefinitionsTrue Error

can be computed if the true value is known

100* valuetrue

ionapproximat valuetrue

Errorelative Percent RAbsolute

ionapproximat valuetrue

ErrorTrue Absolute

t

tE

Page 16: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 16

Error DefinitionsEstimated error

Used when the true value is not known

100*estimatecurrent

estimate prevoius estimatecurrent

Errorelative Percent RAbsolute Estimated

estimate prevoius estimatecurrent

ErrorAbsolute Estimated

a

aE

Page 17: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 17

Notation

We say the estimate is correct to n decimal digits if

We say the estimate is correct to n decimal digits rounded if

n10Error

n 102

1Error

Page 18: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 18

Summary Number Representation

Number that have finite expansion in one numbering system may

have an infinite expansion in another numbering system.

Normalized Floating Point Representation Efficient in representing very small or very large numbers Difference between machine numbers is not uniform Representation error depends on the number of bits used in the

mantissa.

Page 19: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 19

Summary Rounding Chopping Error Definitions:

Absolute true error True Percent relative error Estimated absolute error Estimated percent relative error

Page 20: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 20

Lecture 3Taylor Theorem

Motivation Taylor Theorem Examples

Reading assignment: Chapter 4

Page 21: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 21

Motivation

We can easily compute expressions like

?)6.0sin(,4.1 computeyou do HowBut,

)4(2

103 2

x

way?practical a thisis

?)6.0sin(

compute todefinition theusecan We

0.6

ab

Page 22: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 22

Taylor Series

∑∞

000

)(

000

)(

30

0)3(

20

0)2(

00'

0

0

)()(!

1)(

can write weconverge series theif

)()(!

1

...)(!3

)()(

!2

)()()()(

about )( ofexpansion seriesTaylor The

k

kk

k

kk

xxxfk

xf

xxxfk

SeriesTaylor

or

xxxf

xxxf

xxxfxf

xxf

Page 23: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 23

Taylor SeriesExample 1

∞xfor converges series The

!)()(

!

1

11)0()(

1)0()(

1)0(')('

1)0()(

∑∑∞

0

000

)(

)()(

)2()2(

k

k

k

kkx

kxk

x

x

x

k

xxxxf

ke

kforfexf

fexf

fexf

fexf

0about )( ofexpansion seriesTaylor Obtain 0 xexf x

Page 24: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 24

Taylor SeriesExample 1

-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 10

0.5

1

1.5

2

2.5

3

1

1+x

1+x+0.5x2

exp(x)

Page 25: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 25

Taylor SeriesExample 2

∞xfor converges series The

....!7!5!3

)(!

)()sin(

1)0()cos()(

0)0()sin()(

1)0(')cos()('

0)0()sin()(

753∞

00

0)(

)3()3(

)2()2(

xxxxxx

k

xfx

fxxf

fxxf

fxxf

fxxf

k

kk

0about )sin()( ofexpansion seriesTaylor Obtain 0 xxxf

Page 26: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 26

-4 -3 -2 -1 0 1 2 3 4-4

-3

-2

-1

0

1

2

3

4

x

x-x3/3!

x-x3/3!+x5/5!

sin(x)

Page 27: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 27

Convergence of Taylor Series(Observations, Example 1)

The Taylor series converges fast (few terms are needed) when x is near the point of expansion. If |x-c| is large then more terms are needed to get good approximation.

Page 28: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 28

Taylor SeriesExample 3

....11

1 ofExpansionSeriesTaylor

6)0(1

6)(

2)0(1

2)(

1)0(1

1)('

1)0(1

1)(

01

1f(x) ofexpansion seriesTaylor Obtain

32

4)3(

3)2(

2

0

xxxx

fx

xf

fx

xf

fx

xf

fx

xf

xaboutx

Page 29: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 29

Example 3remarks

Can we apply Taylor series for x>1??

How many terms are needed to get good approximation???

These questions will be answered using Taylor Theorem

Page 30: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 30

Taylor Theorem

. andbetween x is)()!1(

)(

where

)(!

)()(

bygiven is at value then the, and

containing intervalan on continuous

are sderavative 1first its andfunction a If

1)1(

1

1

n

0

)(

candcxn

fE

Ecxk

cfxf

xxc

nf(x)

nn

n

nk

kk

(n+1) terms Truncated Taylor Series

Reminder

Page 31: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 31

Taylor Theorem

.applicablenot is TheoremTaylor

defined.not are sderivative

its andfunction then the1],0[

1||if0expansion ofpoint with 1

1

for oremTaylor theapply can We

includesxif

xcx

f(x)

Page 32: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 32

Error Term

. and between allfor

)()!1(

)(

on boundupper an derivecan We

errorion approximat about the ideaan get To

1)1(

1

xcofvalues

cxn

fE n

n

n

Page 33: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 33

Example 4 (The Approximation Error)

0514268.82.0)!1(

)()!1(

)(

1≥≤)()(

41

2.0

1

1)1(

1

2.0)()(

EEn

eE

cxn

fE

kforefexf

nn

nn

n

kxk

?2.00about

expansion seriesTaylor its of3)(n terms4first the

by )( replaced weiferror theis large How

xwhenc

exf x

Page 34: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 34

Example 5

? 1with xe eapproximat to

used are terms1)(n when beerror can the largeHow

expansion) ofcenter (the5.0ef(x) of

expansion seriesTaylor theObtain

12x

12x

cabout

Page 35: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 35

Example 5

...!

)5.0(2...

!2

)5.0(4)5.0(2

)5.0(!

)5.0(

2)5.0(2)(

4)5.0(4)(

2)5.0('2)('

)5.0()(

22

222

0

)(12

2)(12)(

2)2(12)2(

212

212

k

xe

xexee

xk

fe

efexf

efexf

efexf

efexf

kk

k

kk

x

kkxkk

x

x

x

5.0,)( ofexpansion seriesTaylor Obtain 12 cexf x

Page 36: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 36

Example 5Error term

)!1(

max)!1(

)5.01(2

1when

)!1(

)5.0(2

)5.0()!1(

)(

2)(

3

12

]1,5.0[

11

1121

1)1(

12)(

n

eError

en

Error

x

n

xeError

xn

fError

exf

nn

nn

nn

xkk

Page 37: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 37

Alternative form of Taylor Theorem

hxxwherehn

fE

Ehk

xfhxf

[a,b]hx[a,b]x

[a,b]

xfLet

nn

n

n

n

k

kk

and between is)!1(

)(

!

)()(

then and and

, intervalan on 1)1,2,...(n orders

of sderivative continuous have)(

1)1(

1

10

)(

Page 38: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 38

Taylor TheoremAlternative forms

hxxwhere

hn

fh

k

xfhxf

xchxx

cxwhere

cxn

fcx

k

cfxf

nnn

k

kk

nnn

k

kk

and between is

)!1(

)(

!

)()(

,

and between is

)()!1(

)()(

!

)()(

1)1(

0

)(

1)1(

0

)(

Page 39: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 39

Derivative Mean-Value Theorem

(b-a)dx

df(ξf(a)f(b)

bhxax

(b-a)

f(a)f(b)

dx

df(ξ

baξ

)

,0,n TheoremTaylor Use:Proof

)

such that ],[point oneleast at exist then there

b)(a, intervalopen on the defined is derivativefirst its and

b][a, interval closed aon function continuous a isf(x) If

Page 40: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 40

Alternating Series Theorem

termomittedFirst :

n terms)first theof (sum sum partial:

converges series The

0lim

S

series galternatin heConsider t

1

1

4321

4321

n

n

nnnn

a

S

aSS

andthen

a

and

aaaa

If

aaaa

Alternating Series is special case of Taylor Series.

Page 41: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 41

Alternating SeriesExample 6

!7

1

!5

1

!3

11)1(s

!5

1

!3

11)1(s

0lim

since series galternatin convergent a is This!7

1

!5

1

!3

11)1(susingcomputed becansin(1)

4321

in

in

Then

aandaaaa

in

nn

Page 42: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 42

Remark In this course all angles are assumed to

be in radian unless you are told otherwise

Page 43: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 43

Maclurine series Find Maclurine Maclurine series expansion

of cos (x)

Maclurine series is a special case of Taylor series with the center of expansion c = 0

Page 44: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 44

Taylor SeriesExample 7

∞xfor converges series The

....!6!4!2

1)(!

)0()cos(

0)0()sin()(

1)0()cos()(

0)0(')sin()('

1)0()cos()(

642∞

0

)(

)3()3(

)2()2(

xxxx

k

fx

fxxf

fxxf

fxxf

fxxf

k

kk

)cos()( ofexpansion series MaclurineObtain xxf

Page 45: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 45

Taylor SeriesExample 8

)!1(

12

)!1(

)5.0(

01.0)!1(

)5.0(

!

)5.0(...

!2

)5.0(5.01)(

:

2?x when0.01error truncationthatso)5.0exp()(

eapproximat toneeded is series Maclurine theof many terms How

11

15.01

22

nnError

xn

eErrorTruncation

xn

xxxf

Solution

xxf

nn

nn

nn

Page 46: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 46

Taylor SeriesExample 8

432

384

1

48

1

8

1

2

11)(

0083.01667.0

43

)!1(

1

......

xxxxxf

boundError

n

trialBy

nError

Solution

Page 47: EE 3561_Unit_1(c)Al-Dhaifallah 14351  Number Representation  Normalized Floating Point Representation  Significant Digits  Accuracy and Precision

EE 3561_Unit_1 (c)Al-Dhaifallah 1435 47

Summary Taylor series expansion is very important in

most numerical methods applications

approximation remainder

Remainder can be used to estimate approximation error or estimate the number of terms to achieve desirable

accuracy

1)1(n

0

)(

)()!1(

)()(

!

)()( ∑

nn

k

kk

cxn

fcx

k

cfxf