Lecture No 2: Error Analysis
Numerical methods provide estimates that are very close to an exact analytical solution, obviously an error is introduced into the computation therefore it is important to understand the errors. Numerical computation can also be defined as a vehicle to study errors in computations. Error Error is the difference between the actual value and the computed value. Let x be the actual value of a certain problem and be its approximate value then mathematically error can be written as Let x=2 be the actual value and be its approximate solution then an error is 0.01 Three Important steps in Error Analysis It is the study and evaluation of errors. An error analysis generally consists ...