Here machine epsilon means the gap from one to the next larger value in normalized floating-point arithmetic:It is a relative resolution scale near one, not the smallest positive representable value and not a fixed absolute error for all magnitudes. In binary64, giveswhere is unit roundoff for rounding to nearest. Some authors instead call their machine epsilon; MIT 18.335J uses this half-gap convention. Always check which definition an error bound uses.[ref]
https://ocw.mit.edu/courses/18-335j-introduction-to-numerical-methods-spring-2019/2f313023ae3404bc217a81a31b227170_MIT18_335JS19_lec2.pdf. Persson, MIT 18.335J, Lecture 2, slides 3, 8–9: the half-gap convention
The gap below one is smaller: the preceding binary64 value is , whereas the next value above one is . Under nearest-even rounding,
1.0 + 2.0**-53 is exactly 1.0: the exact sum is a tie and one has the even final binary digit. By contrast, 1.0 + 2.0**-52 is the next value. Thus searching for the smallest increment that changes one by trial addition also depends on the rounding convention. At the next larger binary64 value is , illustrating why a small absolute increment can disappear at large magnitude.Near a well-conditioned simple root, a numerically stable Newton root-finding iteration cannot usually resolve steps far below the local spacing of floating-point numbers. That spacing has relative scale comparable to machine epsilon , motivating the displayed position-based criterion with a modest constant . It combines an absolute scale near zero with a relative scale for large inputs. A residual-only test is changed by rescaling the equation, whereas the root and exact Newton step are unchanged. A tiny step alone is not a universal accuracy certificate: derivative errors, stagnation and cycles require separate consideration.
Articles by others on the same topic
There are currently no matching articles.