Changes between Version 1 and Version 2 of u/erica/norms


Ignore:
Timestamp:
08/22/13 15:20:54 (11 years ago)
Author:
Erica Kaminski
Comment:

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  • u/erica/norms

    v1 v2  
    1515== The absolute error ==
    1616
    17 If [[latex($\hat{z}$)]] is your approximate solution, and z is the exact solution, then the absolute error is just given by [[latex($E(h)=|\hat {z}-z|$)]]
     17If [[latex($\hat{z}$)]] is your approximate solution, and z is the exact solution, then the absolute error is just given by [[latex($E(h)=|\hat {z}-z|$)]]. This is an okay measure when z is in units scaled to a magnitude order of 1. (If not, then the error will may appear unexpectedly large or small due to scaling).
     18
     19== Relative error ==
     20
     21[[latex($E(h) = |\frac{\hat{z}-z}{z}|$)]]
     22
     23This measure always gives the same error, regardless of units working in. The error is often [[latex($\propto 10^{-k}$)]], where k is roughly the number of digits the approximation is correct to.
     24
     25== Note on choice ==
     26
     27It is often just best to scale the problem so that the measured quantities scale roughly to magnitude order of 1 (so the absolute error is a fine measure), and that the quantities are not many orders different than each other for unphysical reasons. This will help prevent bugs in numerical codes.