1

我正在尝试编写一个程序来计算泰勒级数的 exp(-x) 和 exp(x) 最多 200 次迭代,对于大 x。(exp(x)=1+x+x^2/2+...)。

我的程序非常简单,看起来应该可以完美运行。然而它对于 exp(-x) 是发散的,但对于 exp(+x) 收敛得很好。到目前为止,这是我的代码:

long double x = 100.0, sum = 1.0, last = 1.0;

for(int i = 1; i < 200; i++) {
        last *= x / i;    //multiply the last term in the series from the previous term by x/n
        sum += last; //add this new last term to the sum
    }
cout << "exp(+x) = " << sum << endl;

x = -100.0; //redo but now letting x<0
sum = 1.0;
last = 1.0;

for(int i = 1; i < 200; i++) {
            last *= x / i;
            sum += last;
        }
    cout << "exp(-x) = " << sum << endl;

当我运行它时,我得到以下输出:

exp(+x) = 2.68811691354e+43 
exp(-x) = -8.42078025179e+24

当实际值为:

exp(+x) = 2.68811714182e+43 
exp(-x) = 3.72007597602e-44

如您所见,它适用于正计算,但不是负计算。有没有人知道为什么舍入错误会通过在每个其他术语上添加一个负数而变得如此错误?另外,有什么我可以实施来解决这个问题的吗?

提前致谢!!

4

2 回答 2

1

我认为这实际上与浮点逼近误差没有任何关系,我认为还有另一个更重要的误差来源。

正如您自己所说,您的方法非常简单。您正在x=0对该函数进行泰勒级数逼近,然后在 处对其进行评估x=-100

您实际上期望这种方法有多准确,为什么?

在高层次上,您应该只期望您的方法在 附近的狭窄区域内是准确的x=0。泰勒逼近定理告诉您,例如,如果您采用N围绕 的级数x=0,您的逼近将O(|x|)^(N+1)至少精确到 。因此,如果您采用 200 个术语,您应该准确到例如在10^(-60)range 内左右[-0.5, 0.5]。但是在x=100泰勒定理中只给了你一个非常可怕的界限。

从概念上讲,您知道随着趋向于负无穷大,它e^{-x}趋于零。x但是您的近似函数是一个固定次数的多项式,并且任何非常数多项式都趋向于渐近地正无穷或负无穷。因此,如果考虑 的可能值的整个范围,则相对误差必须是无限的x

所以简而言之,我认为你应该重新考虑你的方法。您可能会考虑的一件事是,仅对x满足的值使用泰勒级数方法-0.5f <= x <= 0.5f。对于任何x大于0.5f,您尝试除以x二并递归调用函数,然后对结果进行平方。或者类似的东西。

为获得最佳结果,您可能应该使用已建立的方法。

编辑:

我决定写一些代码来看看我的想法到底有多好。它似乎与整个范围内的 C 库实现完美匹配x = -10000x = 10000至少达到我所显示的精度。:)

x另请注意,即使对于大于 100的值,我的方法也是准确的,其中泰勒级数方法实际上在正端也失去了准确性。

#include <cmath>
#include <iostream>

long double taylor_series(long double x)
{
    long double sum = 1.0, last = 1.0;

    for(int i = 1; i < 200; i++) {
            last *= x / i;    //multiply the last term in the series from the previous term by x/n
            sum += last; //add this new last term to the sum
    }

    return sum;
}

long double hybrid(long double x)
{
    long double temp;
    if (-0.5 <= x && x <= 0.5) {
        return taylor_series(x);
    } else {
        temp = hybrid(x / 2);
        return (temp * temp);
    }
}

long double true_value(long double x) {
    return expl(x);
}

void output_samples(long double x) {
    std::cout << "x = " << x << std::endl;
    std::cout << "\ttaylor series = " << taylor_series(x) << std::endl;
    std::cout << "\thybrid method = " << hybrid(x) << std::endl;
    std::cout << "\tlibrary = " << true_value(x) << std::endl;
}

int main() {
    output_samples(-10000);
    output_samples(-1000);
    output_samples(-100);
    output_samples(-10);
    output_samples(-1);
    output_samples(-0.1);
    output_samples(0);
    output_samples(0.1);
    output_samples(1);
    output_samples(10);
    output_samples(100);
    output_samples(1000);
    output_samples(10000);
}

输出:

$ ./main 
x = -10000
    taylor series = -2.48647e+423
    hybrid method = 1.13548e-4343
    library = 1.13548e-4343
x = -1000
    taylor series = -2.11476e+224
    hybrid method = 5.07596e-435
    library = 5.07596e-435
x = -100
    taylor series = -8.49406e+24
    hybrid method = 3.72008e-44
    library = 3.72008e-44
x = -10
    taylor series = 4.53999e-05
    hybrid method = 4.53999e-05
    library = 4.53999e-05
x = -1
    taylor series = 0.367879
    hybrid method = 0.367879
    library = 0.367879
x = -0.1
    taylor series = 0.904837
    hybrid method = 0.904837
    library = 0.904837
x = 0
    taylor series = 1
    hybrid method = 1
    library = 1
x = 0.1
    taylor series = 1.10517
    hybrid method = 1.10517
    library = 1.10517
x = 1
    taylor series = 2.71828
    hybrid method = 2.71828
    library = 2.71828
x = 10
    taylor series = 22026.5
    hybrid method = 22026.5
    library = 22026.5
x = 100
    taylor series = 2.68812e+43
    hybrid method = 2.68812e+43
    library = 2.68812e+43
x = 1000
    taylor series = 3.16501e+224
    hybrid method = 1.97007e+434
    library = 1.97007e+434
x = 10000
    taylor series = 2.58744e+423
    hybrid method = 8.80682e+4342
    library = 8.80682e+4342

编辑:

对于谁感兴趣:

评论中提出了一些关于浮点错误在原始程序中的重要性的问题。我最初的假设是它们可以忽略不计——我做了一个测试,看看这是否正确。事实证明这是不正确的,并且存在严重的浮点错误,但即使没有浮点错误,也存在仅由泰勒级数引入的重大错误。泰勒级数在 200 项时的真实值x=-100似乎接近-10^{24},而不是10^{-44}。我使用 进行了检查boost::multiprecision::cpp_rational,这是一种基于任意精度整数类型的任意精度有理类型。

输出:

x = -100
    taylor series (double) = -8.49406e+24
                (rational) = -18893676108550916857809762858135399218622904499152741157985438973568808515840901824148153378967545615159911801257288730703818783811465589393308637433853828075746484162303774416145637877964256819225743503057927703756503421797985867950089388433370741907279634245166982027749118060939789786116368342096247737/2232616279628214542925453719111453368125414939204152540389632950466163724817295723266374721466940218188641069650613086131881282494641669993119717482562506576264729344137595063634080983904636687834775755173984034571100264999493261311453647876869630211032375288916556801211263293563
                           = -8.46257e+24
    library                = 3.72008e-44
x = 100
    taylor series (double) = 2.68812e+43
                (rational) = 36451035284924577938246208798747009164319474757880246359883694555113407009453436064573518999387789077985197279221655719227002367495061633272603038249747260895707250896595889294145309676586627989388740458641362406969609459453916777341749316070359589697827702813520519796940239276744754778199440304584107317957027129587503199/1356006206645357299077422810994072904566969809700681604285727988319939931024001696953196916719184549697395496290863162742676361760549235149195411231740418104602504325580502523311497039304043141691060121240640609954226541318710631103275528465092597490136227936213123455950399178299
                           = 2.68812e+43
    library                = 2.68812e+43

代码:

#include <cmath>
#include <iostream>
#include <boost/multiprecision/cpp_int.hpp>

typedef unsigned int uint;
typedef boost::multiprecision::cpp_rational rational;

// Taylor series of exp

template <typename T>
T taylor_series(const T x) {
    T sum = 1, last = 1;

    for (uint i = 1; i < 200; i++) {
        last = last * (x / i);
        sum = sum + last;
    }
    return sum;
}

void sample(const int x) {
    std::cout << "x = " << x << std::endl;
    long double e1 = taylor_series(static_cast<long double>(x));
    std::cout << "\ttaylor series (double) = " << e1 << std::endl;
    rational e2 = taylor_series(static_cast<rational>(x));
    std::cout << "\t            (rational) = " << e2 << std::endl;
    std::cout << "\t                       = " << static_cast<long double>(e2) << std::endl;
    std::cout << "\tlibrary                = " << expl(static_cast<long double>(x)) << std::endl;
}

int main() {
    sample(-100);
    sample(100);
}
于 2015-09-03T12:52:17.773 回答
1

使用泰勒多项式可能不是一个好主意。有关使用切比雪夫多项式进行函数逼近的精彩文章,请参见http://www.embeddedrelated.com/showarticle/152.php

rickandross 指出了这种情况下的错误来源,即 exp(-100) 的泰勒展开式涉及较大值的差异。

对 Taylor 尝试有一个简单的修改,可以为我尝试的几个测试用例得到合理的答案,即使用 exp(-x) = 1/exp(x) 的事实。这个程序:

#include <iostream>
#include <cmath>

double texp(double x)
{
  double last=1.0;
  double sum=1.0;
  if(x<0)
    return 1/texp(-x);

  for(int i = 1; i < 200; i++) {
    last *= x / i;
    sum += last;
  }

  return sum;
}

void test_texp(double x)
{
  double te=texp(x);
  double e=std::exp(x);
  double err=te-e;
  double rerr=(te-e)/e;
  std::cout << "x=" << x 
            << "\ttexp(x)=" << te 
            << "\texp(x)=" << e 
            << "\terr=" << err
            << "\trerr=" << rerr
            << "\n";
}

int main()
{
  test_texp(0);
  test_texp(1);
  test_texp(-1);
  test_texp(100);
  test_texp(-100);
}

给出这个输出(注意双精度大约是 2e-16):

x=0 texp(x)=1   exp(x)=1    err=0   rerr=0
x=1 texp(x)=2.71828 exp(x)=2.71828  err=4.44089e-16 rerr=1.63371e-16
x=-1    texp(x)=0.367879    exp(x)=0.367879 err=-5.55112e-17    rerr=-1.50895e-16
x=100   texp(x)=2.68812e+43 exp(x)=2.68812e+43  err=1.48553e+28 rerr=5.52628e-16
x=-100  texp(x)=3.72008e-44 exp(x)=3.72008e-44  err=-2.48921e-59    rerr=-6.69128e-16
于 2015-09-05T04:49:57.130 回答