Numerical analysis

Catastrophic cancellation

In numerical analysis, catastrophic cancellation is the phenomenon that subtracting good approximations to two nearby numbers may yield a very bad approximation to the difference of the original numbers. For example, if there are two studs, one long and the other long, and they are measured with a ruler that is good only to the centimeter, then the approximations could come out to be and . These may be good approximations, in relative error, to the true lengths: the approximations are in error by less than 2% of the true lengths, . However, if the approximate lengths are subtracted, the difference will be , even though the true difference between the lengths is . The difference of the approximations, , is in error by 100% of the magnitude of the difference of the true values, . Catastrophic cancellation may happen even if the difference is computed exactly, as in the example above—it is not a property of any particular kind of arithmetic like floating-point arithmetic; rather, it is inherent to subtraction, when the inputs are approximations themselves. Indeed, in floating-point arithmetic, when the inputs are close enough, the floating-point difference is computed exactly, by the Sterbenz lemma—there is no rounding error introduced by the floating-point subtraction operation. (Wikipedia).

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Inverse trigonometric functions | Sterbenz lemma | Numerical analysis | Double-precision floating-point format | Floating-point arithmetic | 2Sum