What is to be done about this? Seek out an equivalent expression that does not suffer from cancellation error. In this case, employ the double-angle formula cos(2u) = 1-2sin²(u). This yields the equivalent expression 2sin(θ/2)², which gives good numeric results for θ close to zero.
This plot shows how the accuracy of the original formula starts to visibly degrade at around 1e-7 and gets steadily worse until, at about 1e-8, it actually drops to 0.
I wonder whether it would be useful to have a valgrind-like tool warn when
disastrous cancellation occurs, or whether typical programs would have way
too many such errors to ever contemplate fixing them all…
Entry first conceived on 7 March 2012, 15:42 UTC, last modified on 7 March 2012, 16:02 UTC
Website Copyright © 2004-2018 Jeff Epler