Life may toss us ill-conditioned problems, but it is too short to settle for unstable algorithms. - D.P. O'Leary

- absolute errror: $|x - \hat x|$.
- relative error: $|x - \hat x|/|x|$.

`1.7320`

has five significant digits. `0.0491`

has
only three significant digits.
- $x = 0.9949$, $x_1 = 1.0$, $x_2 = 0.99$, $x_3 = 0.9950$
- $y = 0.9951$, $y_1 = 1.0$, $y_2 = 1.0$, $y_3 = 0.9950$

- Accuracy: absolute or relative error of a quantity.
- Precision: accuracy with which basic arithmetic
`+, -, *, /`

are performed.for floating point, measured by unit round-off (we have not met this yet).

- In many cases, we maybe happy with an $\hat y$ such that the relative error between$y$ and $\hat y$ is equal to $u$: we did the best we can with the precisionthat was given. This is the
.*forward error* - An alternative question we can ask is, for what $\delta x$ do we have that $\hat y = f(x + \delta x)$. That is, how far away from the input do we need to stray, to get a matching output? There maybe many such $\delta x$,so we ask for $\min |\delta x|$. We can divide this error by $x$ as a normalization factor. This is the
.*backward error*

- It converts error analysis into "data analysis". The data itself tendsto be uncertain. If the error given by the backward analysis is smallerthan the data uncertainty, then we can write off our error as beingtoo small. Since for all we know, we have 'fixed' the uncertain datawith our small error.
- It reduces the question of error analysis into perturbation theory,which is very well understood for a large class of problems.

$x \pm y = x(1 + \Delta) \pm y(1 + \Delta) \forall |\Delta| \leq u$

Another type of error we can consider is that of the form:
$\hat y + \delta y = f(x + \Delta x)$

That is, for a small perturbation in the output $(\delta y)$, we can get a
backward error of $\delta x$. This is called as $\begin{aligned}
&\hat y + \delta y = f(x + \Delta x) \\
&|\Delta y|/|\hat y| < \epsilon \\
&|\Delta x|/|\hat x| < \eta \\
&\text{$\epsilon, \eta$ are small}
\end{aligned}$

This definition of stability is useful when rounding errors are the dominant
form of errors.
$\begin{aligned}
&\hat y - y = f(x + \delta x) - f(x) = f'(x) \delta x + O((\delta x)^2) \\
&(\hat y - y)/y = (x f'(x)/f(x)) (\Delta x/x) + O((\Delta x)^2) \\
&(\hat y - y)/y = c(x) (\Delta x/x) + O((\Delta x)^2)\\
&c(x) \equiv |x f'(x)/f(x)|
\end{aligned}$

The quantity $c(x)$ measures the scaling factor to go from the relative
change in output to the relative change in input. Note that this is a property
of the function $f$, not any particular algorithm.
- Note the the
*absolute*change is quite small: $\log(x + \delta x) \simeq \log x + \delta x/x$.However, relative to $\log x$, this change of $\delta x/x$ is quite large.

$\text{forward error} \lesssim \text{condition number} \times \text{backward error}$

- Glass half empty: Ill-conditioned problems can have large forward error.
- Glass half full: Well-conditioned problems do not amplify error in data.

```
#include <cmath>
#include <stdio.h>
int main() {
double x = 12e-9;
double c = cos(x);
double one_sub_c = 1 - c;
double denom = x*x;
double yhat = one_sub_c / denom;
printf("x: %20.16f\n"
"cx: %20.16f\n"
"one_sub_c: %20.16f\n"
"denom: %20.16f\n"
"yhat: %20.16f\n",
x, c, one_sub_c, denom, yhat);
}
```

which produces the output:
```
x: 0.0000000120000000
cx: 0.9999999999999999
one_sub_c: 0.0000000000000001
denom: 0.0000000000000001
yhat: 0.7709882115452477
```

This is - we know $\cos x$ to high accuracy, since $x$ was some fixed quantity.
- $1 - \cos x$ converted the
in $\cos x$ into its*error*.*value* - $1 - \cos x$ has only one significant figure.
- This makes it practically useless for anything else we are interested in doing.

$\begin{aligned}
&x \equiv 1 + \epsilon \text{error of order $\epsilon$} \\
&y \equiv 1 - x = \epsilon \text{value of order $\epsilon$} \\
\end{aligned}$

That is, subtracting values close to each other (in this case, $1$ and $x$)
converts $\begin{aligned}
&x = a - b; \hat x = \hat a - \hat b \\
&\hat a = a(1 + \Delta a) \\
&\hat b = b(1 + \Delta b) \\
&\left| \frac{x - \hat x}{x} \right| \\
&= \left| \frac{-a\Delta a - b\Delta b}{a - b} \right| \\
&= \frac{|-a\Delta a - b\Delta b|}{|a - b|} \\
&= \frac{|a\Delta a + b\Delta b|}{|a - b|} \\
&\leq \frac{\max(|\Delta a|, |\Delta b|) (|a| + |b|)}{|a - b|}
\end{aligned}$

This quantity will be large when $|a - b| \ll |a| + |b|$: that is, when
there is heavy cancellation in the subtraction to compute $x$.
```
#include <cmath>
#include <stdio.h>
int main() {
double x = 1000;
for(int i = 0; i < 60; ++i) {
x = sqrt(x);
}
for(int i = 0; i < 60; ++i) {
x = x*x;
}
printf("x: %10.20f\n", x);
}
```

This produces the output:
```
./sqrt-pow-1-12
...
x: 1.00000000000000000000
```

That is, even though the function is an identity function, the answer collapses
to `1`

. What is happening?
```
double f(double x) { return x == 0 ? 1 : (pow(M_E, x) - 1) / x; }
```

This can suffer from catastrophic cancellation in the numerator. When
$x$ is close to $0$, $e^x$ is close to 1, and $e^x - 1$ will magnify the
error in $e^x$.
```
double f(double x) {
const double y = pow(M_E, x);
return y == 1 ? 1 : (y - 1) / log(y);
}
```

This algorithm seems crazy, but there's insight in it. We can show that
the errors cancel! The idea is that neither $(y - 1)$ nor $\log y$ are
particularly good, the errors accumulated in them almost completely
cancel out, leaving out a good value:
$\text{assume $\hat y = 1$} \\
1 = \hat y \equiv e^x(1 + \delta) \\
\log 1 = \log (e^x ) + \log(1 + \delta) \\
x = -\log(1 + \delta) \\
x = -\delta + O(\delta^2)$

If $\hat y \neq 1$:
$\hat f = (\hat y - 1)/\log{\hat y} = (1+\epsilon_3)(\hat y - 1)(1 + \epsilon+1)/(\log \hat y(1 + \epsilon_2))$

`+0`

and `-0`

for complex analysisRather than think ofWe have two types of zeroes,`+0`

and`-0`

as distinct numerical values, think of their sign bit as an auxiliary variable that conveys one bit of information (or misinformation) about any numerical variable that takes on 0 as its value.

`+0`

and `-0`

in IEEE-754. These are used in some
cases. The most famous is that $1/+0 = +\infty$, while $1/-0 = -\infty$. Here,
we proceed to discuss some complex-analytic considerations.
Therefore. implementers of compilers and run-time libraries bear a heavy burden of attention to detail if applications programmers are to realize the full benefit of the IEEE style of complex arithmetic. That benefit deserves Some discussion here if only to reassure implementers that their assiduity will be appreciated.

$\sqrt{-1 + 0 i} = +0 + i \\
\sqrt{-1 - 0 i} = +0 - i \\$

These will ensure that $\sqrt{z*} = (\sqrt{z})*$:
$\texttt{copysign}(1, +0) = +1 \\
\texttt{copysign}(1, -0) = -1 \\$

These will ensure that $\texttt{copysign}(x, 1/x) = x$ when $x = \pm \infty$.
An example is provided where the two limits:
$\begin{aligned}
&f(x + i0) = \lim_{y \rightarrow 0-} f(x + i y) \\
&f(x + i0) = \lim_{y \rightarrow 0-} f(x + i y) \\
\end{aligned}$

What deserves to be undermined is blind faith in the power of Algebra. We should not believe that the equivalence class of expressions that all describe the same complex analytic function can be recognized by algebraic means alone, not even if relatively uncomplicated expressions are the only ones considered.

- Accuracy and stability of numerical algorithms
- Branch Cuts for complex elementary functions, or much ado about Nothing's Sign Bit