Error Propagation

Numerical Analysis · Axiom Academy

How errors in inputs affect errors in outputs For small errors, we use the derivative to estimate how input error affects output: For functions of multiple variables, partial derivatives determine how each input's error contributes: Some operations amplify errors more than others. Subtraction of nearly equal numbers is particularly dangerous. Understanding propagation helps design stable algorithms and predict accuracy.

This is the written version of the interactive lesson above. See the full Numerical Analysis course.