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Author(s): R. M. Corless
Source: The American Mathematical Monthly, Vol. 100, No. 4 (Apr., 1993), pp. 344-350
Published by: Mathematical Association of America
Stable URL: http://www.jstor.org/stable/2324956 .
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Six,Lies,and Calculators
R. M. Corless
344
LIAS, SIX, AND CALCULARS [April
ERRORS IN MODELLING, ERRORS IN DATA, AND ERRORS IN COMPUTA-
TION. The key rationale for having to deal with condition numbers is not
numericalanalysisand the problemof computationalerror.A verylarge number
of mathematicalproblemsare derivedfrom"real-world"origins,and containboth
modellingerror(e.g. neglectedtermsin the equations) and data or measurement
error.These are unavoidable,while computationalerroris avoidable, at least in
principle,ifyou wishto pay the price fordoingexact arithmetic,
forexampleusing
a symbolicmanipulationpackage such as Maple [5].
It is a veryuseful featureof numericalanalysisthat the techniquesused for
monitoringthe effectsof computationalerrorscan oftenbe used to monitorthe
effectsof modellingerrorand measurementerror.
The basic principle is Wilkinson'sidea of backward erroranalysis: a good
numericalmethodwill giveyou the exact solutionof a nearbyproblem.This very
powerfulidea reduces the studyof computationalerrorsto the studyof modelling
or measurementerrors,whichwe have to studyanyway.
This principlewas firstelucidated in the contextof the solution of linear
systemsof equations and in the contextof polynomialrootfinding.Instead of
repeatingdetailsof these,I urgethe readerto examinethe technicaland historical
discussionsin [2]. Examinationof Figure 1 at thispoint may make the basic idea
more clear.
ModelingProcess
"Nearby" Problem _\
, ~~~~~~Exact
Solution { odel
SpecifiedProblem A
to data
In the lightof thisextremesensitivity
givingclear evidenceof the difficulty.
error, what purpose is served by getting 12 figures correct for
tan(1.570796326800000000... )? The assumption that all the unknown figuresare
zero is simplynot always tenable.
In some sense, the paper [1] contendedthatthe HP28S is not precise enough.
The above exampleshowsthatin fact,it is too precise,at least forsome problems.
REFERENCES
DepartmentofAppliedMathematics
of WesternOntario
University
London, Canada N6A 5B9