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The approximation error in a data value is the discrepancy between an exact value and some ''
approximation An approximation is anything that is intentionally similar but not exactly equality (mathematics), equal to something else. Etymology and usage The word ''approximation'' is derived from Latin ''approximatus'', from ''proximus'' meaning ''very ...
'' to it. This error can be expressed as an absolute error (the numerical amount of the discrepancy) or as a relative error (the absolute error divided by the data value). An approximation error can occur because of computing
machine precision Machine epsilon or machine precision is an upper bound on the relative approximation error due to rounding in floating point arithmetic. This value characterizes computer arithmetic in the field of numerical analysis, and by extension in the subj ...
or
measurement error Observational error (or measurement error) is the difference between a measured value of a quantity and its true value.Dodge, Y. (2003) ''The Oxford Dictionary of Statistical Terms'', OUP. In statistics, an error is not necessarily a "mistake ...
(e.g. the length of a piece of paper is 4.53 cm but the ruler only allows you to estimate it to the nearest 0.1 cm, so you measure it as 4.5 cm). In the
mathematical Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
field of
numerical analysis Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of ...
, the numerical stability of an
algorithm In mathematics and computer science, an algorithm () is a finite sequence of rigorous instructions, typically used to solve a class of specific Computational problem, problems or to perform a computation. Algorithms are used as specificat ...
indicates how the error is propagated by the algorithm.


Formal definition

One commonly distinguishes between the relative error and the absolute error. Given some value ''v'' and its approximation ''v''approx, the absolute error is :\epsilon = , v-v_\text, \ , where the vertical bars denote the
absolute value In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), an ...
. If v \ne 0, the relative error is : \eta = \frac = \left, \frac \ = \left, 1 - \frac \, and the percent error (an expression of the relative error) is :\delta = 100\%\times\eta = 100\%\times\frac = 100\%\times\left, \frac \. In words, the absolute error is the
magnitude Magnitude may refer to: Mathematics *Euclidean vector, a quantity defined by both its magnitude and its direction *Magnitude (mathematics), the relative size of an object *Norm (mathematics), a term for the size or length of a vector *Order of ...
of the difference between the exact value and the approximation. The relative error is the absolute error divided by the magnitude of the exact value. An error bound is an upper limit on the relative or absolute size of an approximation error.


Generalizations

These definitions can be extended to the case when v and v_ are ''n''-dimensional vectors, by replacing the absolute value with an ''n''-norm.


Examples

As an example, if the exact value is 50 and the approximation is 49.9, then the absolute error is 0.1 and the relative error is 0.1/50 = 0.002 = 0.2%. Another example would be if, in measuring a 6 mL beaker, the value read was 5 mL. The correct reading being 6 mL, this means the percent error in that particular situation is, rounded, 16.7%. The relative error is often used to compare approximations of numbers of widely differing size; for example, approximating the number 1,000 with an absolute error of 3 is, in most applications, much worse than approximating the number 1,000,000 with an absolute error of 3; in the first case the relative error is 0.003 and in the second it is only 0.000003. There are two features of relative error that should be kept in mind. Firstly, relative error is undefined when the true value is zero as it appears in the denominator (see below). Secondly, relative error only makes sense when measured on a
ratio scale In mathematics, the set of positive real numbers, \R_ = \left\, is the subset of those real numbers that are greater than zero. The non-negative real numbers, \R_ = \left\, also include zero. Although the symbols \R_ and \R^ are ambiguously used f ...
, (i.e. a scale which has a true meaningful zero), otherwise it would be sensitive to the measurement units. For example, when an absolute error in a
temperature Temperature is a physical quantity that expresses quantitatively the perceptions of hotness and coldness. Temperature is measured with a thermometer. Thermometers are calibrated in various temperature scales that historically have relied o ...
measurement given in
Celsius scale The degree Celsius is the unit of temperature on the Celsius scale (originally known as the centigrade scale outside Sweden), one of two temperature scales used in the International System of Units (SI), the other being the Kelvin scale. The d ...
is 1 °C, and the true value is 2 °C, the relative error is 0.5, and the percent error is 50%. For this same case, when the temperature is given in
Kelvin scale The kelvin, symbol K, is the primary unit of temperature in the International System of Units (SI), used alongside its prefixed forms and the degree Celsius. It is named after the Belfast-born and University of Glasgow-based engineer and phy ...
, the same 1 K absolute error with the same true value of 275.15 K gives a relative error of 3.63 and a percent error of only 0.363%. Celsius temperature is measured on an
interval scale Level of measurement or scale of measure is a classification that describes the nature of information within the values assigned to variables. Psychologist Stanley Smith Stevens developed the best-known classification with four levels, or scal ...
, whereas the Kelvin scale has a true zero and so is a ratio scale. Thus the relative error is not very meaningful.


Instruments

In most indicating instruments, the accuracy is guaranteed to a certain percentage of full-scale reading. The limits of these deviations from the specified values are known as limiting errors or guarantee errors.


See also

*
Accepted and experimental value In science, and most specifically chemistry, the accepted value denotes a value of a substance accepted by almost all scientists and the experimental value denotes the value of a substance's properties found in a localized lab. See also *Accurac ...
* Condition number *
Errors and residuals in statistics In statistics and optimization, errors and residuals are two closely related and easily confused measures of the deviation of an observed value of an element of a statistical sample from its "true value" (not necessarily observable). The err ...
*
Experimental uncertainty analysis Experimental uncertainty analysis is a technique that analyses a ''derived'' quantity, based on the uncertainties in the experimentally ''measured'' quantities that are used in some form of mathematical relationship ("model") to calculate that d ...
*
Machine epsilon Machine epsilon or machine precision is an upper bound on the relative approximation error due to rounding in floating point arithmetic. This value characterizes computer arithmetic in the field of numerical analysis, and by extension in the subjec ...
*
Measurement error Observational error (or measurement error) is the difference between a measured value of a quantity and its true value.Dodge, Y. (2003) ''The Oxford Dictionary of Statistical Terms'', OUP. In statistics, an error is not necessarily a "mistake ...
* Measurement uncertainty *
Propagation of uncertainty In statistics, propagation of uncertainty (or propagation of error) is the effect of variables' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of exp ...
*
Quantization error Quantization, in mathematics and digital signal processing, is the process of mapping input values from a large set (often a continuous set) to output values in a (countable) smaller set, often with a finite number of elements. Rounding and ...
*
Relative difference In any quantitative science, the terms relative change and relative difference are used to compare two quantities while taking into account the "sizes" of the things being compared, i.e. dividing by a ''standard'' or ''reference'' or ''starting'' v ...
*
Round-off error A roundoff error, also called rounding error, is the difference between the result produced by a given algorithm using exact arithmetic and the result produced by the same algorithm using finite-precision, rounded arithmetic. Rounding errors are d ...
*
Uncertainty Uncertainty refers to epistemic situations involving imperfect or unknown information. It applies to predictions of future events, to physical measurements that are already made, or to the unknown. Uncertainty arises in partially observable or ...


References


External links

*{{MathWorld, PercentageError, Percentage error Numerical analysis