學術產出-Periodical Articles

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

題名 Linear Regression to Minimize the Total Error of the Numerical Differentiation
作者 曾正男
Tzeng, Jengnan
貢獻者 應數系
日期 2017-11
上傳時間 25-Sep-2018 16:14:57 (UTC+8)
摘要 It is well known that numerical derivative contains two types of errors. One is truncation error and the other is rounding error. By evaluating variables with rounding error, together with step size and the unknown coefficient of the truncation error, the total error can be determined. We also know that the step size affects the truncation error very much, especially when the step size is large. On the other hand, rounding error will dominate numerical error when the step size is too small. Thus, to choose a suitable step size is an important task in computing the numerical differentiation. If we want to reach an accuracy result of the numerical difference, we had better estimate the best step size. We can use Taylor Expression to analyze the order of truncation error, which is usually expressed by the big O notation, that is, E(h) = Chk . Since the leading coefficient C contains the factor f (k)(ζ) for high order k and unknown ζ, the truncation error is often estimated by a roughly upper bound. If we try to estimate the high order difference f (k)(ζ), this term usually contains larger error. Hence, the uncertainty of ζ and the rounding errors hinder a possible accurate numerical derivative. We will introduce the statistical process into the traditional numerical difference. The new method estimates truncation error and rounding error at the same time for a given step size. When we estimate these two types of error successfully, we can reach much better modified results. We also propose a genetic approach to reach a confident numerical derivative.
關聯 East Asian Journal on Applied Mathematics, Volume 7 Issue 4, pp. 810-826
資料類型 article
DOI https://doi.org/10.4208/eajam.161016.300517a
dc.contributor 應數系
dc.creator (作者) 曾正男
dc.creator (作者) Tzeng, Jengnan
dc.date (日期) 2017-11
dc.date.accessioned 25-Sep-2018 16:14:57 (UTC+8)-
dc.date.available 25-Sep-2018 16:14:57 (UTC+8)-
dc.date.issued (上傳時間) 25-Sep-2018 16:14:57 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/120115-
dc.description.abstract (摘要) It is well known that numerical derivative contains two types of errors. One is truncation error and the other is rounding error. By evaluating variables with rounding error, together with step size and the unknown coefficient of the truncation error, the total error can be determined. We also know that the step size affects the truncation error very much, especially when the step size is large. On the other hand, rounding error will dominate numerical error when the step size is too small. Thus, to choose a suitable step size is an important task in computing the numerical differentiation. If we want to reach an accuracy result of the numerical difference, we had better estimate the best step size. We can use Taylor Expression to analyze the order of truncation error, which is usually expressed by the big O notation, that is, E(h) = Chk . Since the leading coefficient C contains the factor f (k)(ζ) for high order k and unknown ζ, the truncation error is often estimated by a roughly upper bound. If we try to estimate the high order difference f (k)(ζ), this term usually contains larger error. Hence, the uncertainty of ζ and the rounding errors hinder a possible accurate numerical derivative. We will introduce the statistical process into the traditional numerical difference. The new method estimates truncation error and rounding error at the same time for a given step size. When we estimate these two types of error successfully, we can reach much better modified results. We also propose a genetic approach to reach a confident numerical derivative.en_US
dc.format.extent 1368365 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) East Asian Journal on Applied Mathematics, Volume 7 Issue 4, pp. 810-826
dc.title (題名) Linear Regression to Minimize the Total Error of the Numerical Differentiation
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.4208/eajam.161016.300517a
dc.doi.uri (DOI) https://doi.org/10.4208/eajam.161016.300517a