Approximation error: Difference between revisions

Revision as of 21:37, 3 March 2006

Revision as of 03:30, 4 March 2006

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==Definition==

Given some (true) value ''a'' and an approximation ''b'' of ''a'', the '''absolute error''' is

:<math>\epsilon := |ba - ab|</math>, (sometimes also used without taking the [[absolute value]])

and the '''relative error''' (with sign) is

:<math>\eta := \frac{b|a - ab|}{|a|} </math>,

and the '''absolute relative error''' is

:<math>\eta := \frac{|b - a|}{|a|} </math>,

where the vertical bars denote the [[absolute value]].