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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 usinga difference quotientfafa h fahThere are three kinds of errors that are introduced as a result. A discretization error because fx is not exactly equal to fahfah Rounding errors in the calculation of fa h and fa Rounding errors when computing fa h fa and when computing fahfah The computed value of the difference quotient is thenfca halgorithm fca:algorithm hwhere fc is the computed value of f and is therefore, necessarily a floating point numberLets assume that h is a floating point number. Notice, the absolute error between the truevalue of fa and its computed value can be bounded byfafca halgorithm fca:algorithm hfafa h fahfa h fahfca h fcahfca h fcahfca halgorithm fca:algorithm hWe have already seen that the discretization error fafa h fahMhwhere M is a bound on f Notice, furthermore, that, although we have written an inequality,the actual error is actually approximately equal to the righthand side when h issmall and M is replaced by fa
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