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Suppose we estimate the derivative of a function f at a point x = a in the computer using a difference quotient f ( a

Suppose we estimate the derivative of a function f at a point x = a in the computer using a difference quotient f(a) f(a + h) f(a) h . There are three kinds of errors that are introduced as a result. A discretization error because f(x) is not exactly equal to f(a+h)f(a) h . Rounding errors in the calculation of f(a + h) and f(a). Rounding errors when computing f(a + h) f(a) and when computing f(a+h)f(a) h . The computed value of the difference quotient is then (fc(a + h)algorithm fc(a))-:algorithm h where fc is the computed value of f (and is, therefore, necessarily a floating point number). Lets assume that h is a floating point number. Notice, the absolute error between the true value of f(a) and its computed value can be bounded by |f(a)(fc(a + h)algorithm fc(a))-:algorithm h| <= f(a) f(a + h) f(a) h + f(a + h) f(a) h fc(a + h) fc(a) h + fc(a + h) fc(a) h (fc(a + h)algorithm fc(a))-:algorithm h We have already seen that the discretization error f(a) f(a + h) f(a) h <= Mh 2 where M is a bound on |f|. Notice, furthermore, that, although we have written an inequality, the actual error is actually approximately equal to the right-hand side when h is small and M is replaced by |f(a)|.

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