2 <2019-09-16 Mon> |
Summation. |
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Assignment 2 |
Consider the Taylor series $$\cos(x)=\sum_{k=0}^{\infty}\frac{(-1)^kx^{2k}}{(2k)!}.$$ |
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Write a routine to evaluate \(\cos(x)\) with the following truncated serise: |
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$$s_n=\sum_{k=0}^n\frac{(-1)^kx^{2k}}{(2k)!}$$ |
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in single precision at \(x=1.5708\). |
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You should determine the truncation \(n\) by bounding the relative error |
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$$\lvert (s_n-\cos(x))/\cos(x)\rvert$$ |
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under threshold RelTol . Generate the exact answer, \(\cos(x)\), the exact |
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truncated sum, \(s_n\) and the exact series in double precision. |
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NOTE: Computation done in double precision is consider exact w.r.t single precision. |
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You routine should evaluate the sum, \(\hat{s}_n\), in different strategies: |
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1. Accumulate in decreasing order of the magnitude. |
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2. Accumulate in increasing order of the magnitude. |
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3. Accumulate the positive and nagative parts in decreasing order of magnitude separately. |
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4. Accumulate the positive and nagative parts in increasing order of magnitude separately. |
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Check the final error you achieved \(\lvert(\hat{s}_n-\cos(x))/\cos(x) \rvert\) as well as |
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the error w.r.t to the truncated sum \(\lvert (\hat{s}_n-s_n)/s_n \rvert\). Discuss your observation. |
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Do you find certain strategies under certain RelTol perform terrible? In what sense? |
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3 <2019-09-30 Mon> |
Newton method. |
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Assignemnt 3 |
Implement Newton method, i.e., the iteration |
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$$x_{k+1}=x_k-\frac{f(x_k)}{f'(x_{k+1})}$$ |
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to solve the problem |
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$$x^3-x+0.384900179=0$$ |
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in IEEE double precision system. |
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Your routine should terminate when \(x_{k+1}\) gets no update, i.e. \(x_{k+1}=x_{k}\). Use the last |
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\(x_{k}\) as the true solution \(x_*\), i.e. \(x_*=x_{k_{\max}}\). Do the log-log plot of |
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\(\lvert x_k-x_*\rvert\) vs \(k\). Comment on the quadratic behavior and possibly some outliers. |
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Note that in this simple case, you may not obtain a nice straight line for convergent order. |
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Quadratic convergence in 1 dimension problem is way too fast therefore convergent sequence |
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is short and the numeric error comes in too early. You can still comment on magnitude, |
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which indicates quadratic convergence. |
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