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Weird computation error when using fnInt (numerical integral) on TI-84 Plus
Numerical computation stability issueNumerical iterative method, estimating errorApproximating an Integral for Numerical ComputationAbsolute error computationUsing numerical methods to calculate integralNumerical Analysis and Computation Error ProblemNumerical Integration Error BoundAP Calculus BC - Related Rates ProblemWhy doesn't my TI-84 give me an exact value when calculating scientific notations?Solving a logistic regression problem with my calculator gives “singular matrix” error. Why?
$begingroup$
Today in Calculus class I was bored so I decided to try and approximate $pi$ by evaluating $ left( displaystyle int_-a^a e^-x^2 dx right)^2$ on my calculator for larger and larger values of $a$.
However, in doing so, I noticed something peculiar. When I plugged in $a = 100$ it gave me a value of approximately $pi$, as expected. However, when I plugged in $a = 1000$ I got an answer of about $2.7 times 10^-7$. In fact, I was able to narrow it down to figure out that $a = 892.26$ and below (with reasonable assumption) gave me a correct value while $a = 892.27$ and above (with reasonable assumption) gave me some very small value like I found with $a = 1000$
What's going on here?
edit: I realize that this is a problem with the calculator's integration method. I am aware that larger values of $a$ should converge closer to $pi$.
integration numerical-methods calculator
$endgroup$
add a comment |
$begingroup$
Today in Calculus class I was bored so I decided to try and approximate $pi$ by evaluating $ left( displaystyle int_-a^a e^-x^2 dx right)^2$ on my calculator for larger and larger values of $a$.
However, in doing so, I noticed something peculiar. When I plugged in $a = 100$ it gave me a value of approximately $pi$, as expected. However, when I plugged in $a = 1000$ I got an answer of about $2.7 times 10^-7$. In fact, I was able to narrow it down to figure out that $a = 892.26$ and below (with reasonable assumption) gave me a correct value while $a = 892.27$ and above (with reasonable assumption) gave me some very small value like I found with $a = 1000$
What's going on here?
edit: I realize that this is a problem with the calculator's integration method. I am aware that larger values of $a$ should converge closer to $pi$.
integration numerical-methods calculator
$endgroup$
$begingroup$
Don't know, so this isn't an answer, but sure does look like a bug. For abs(a) big enough, the calculator ought to just approximate it as + or - infinity, and use the asymptotic values of the integrated gaussian, related to the well-known "erf" function.
$endgroup$
– DarenW
Apr 8 '14 at 23:06
$begingroup$
I tried this on my TI-84 plus and while I got a different value, 7.36107732x$10^-14$, the value is obviously not $Pi$. This is a very interesting bug.
$endgroup$
– TheBluegrassMathematician
Apr 8 '14 at 23:24
$begingroup$
Related discussion.
$endgroup$
– user127096
Apr 13 '14 at 22:22
add a comment |
$begingroup$
Today in Calculus class I was bored so I decided to try and approximate $pi$ by evaluating $ left( displaystyle int_-a^a e^-x^2 dx right)^2$ on my calculator for larger and larger values of $a$.
However, in doing so, I noticed something peculiar. When I plugged in $a = 100$ it gave me a value of approximately $pi$, as expected. However, when I plugged in $a = 1000$ I got an answer of about $2.7 times 10^-7$. In fact, I was able to narrow it down to figure out that $a = 892.26$ and below (with reasonable assumption) gave me a correct value while $a = 892.27$ and above (with reasonable assumption) gave me some very small value like I found with $a = 1000$
What's going on here?
edit: I realize that this is a problem with the calculator's integration method. I am aware that larger values of $a$ should converge closer to $pi$.
integration numerical-methods calculator
$endgroup$
Today in Calculus class I was bored so I decided to try and approximate $pi$ by evaluating $ left( displaystyle int_-a^a e^-x^2 dx right)^2$ on my calculator for larger and larger values of $a$.
However, in doing so, I noticed something peculiar. When I plugged in $a = 100$ it gave me a value of approximately $pi$, as expected. However, when I plugged in $a = 1000$ I got an answer of about $2.7 times 10^-7$. In fact, I was able to narrow it down to figure out that $a = 892.26$ and below (with reasonable assumption) gave me a correct value while $a = 892.27$ and above (with reasonable assumption) gave me some very small value like I found with $a = 1000$
What's going on here?
edit: I realize that this is a problem with the calculator's integration method. I am aware that larger values of $a$ should converge closer to $pi$.
integration numerical-methods calculator
integration numerical-methods calculator
edited Apr 8 '14 at 23:50
MCT
asked Apr 8 '14 at 23:01
MCTMCT
14.5k42668
14.5k42668
$begingroup$
Don't know, so this isn't an answer, but sure does look like a bug. For abs(a) big enough, the calculator ought to just approximate it as + or - infinity, and use the asymptotic values of the integrated gaussian, related to the well-known "erf" function.
$endgroup$
– DarenW
Apr 8 '14 at 23:06
$begingroup$
I tried this on my TI-84 plus and while I got a different value, 7.36107732x$10^-14$, the value is obviously not $Pi$. This is a very interesting bug.
$endgroup$
– TheBluegrassMathematician
Apr 8 '14 at 23:24
$begingroup$
Related discussion.
$endgroup$
– user127096
Apr 13 '14 at 22:22
add a comment |
$begingroup$
Don't know, so this isn't an answer, but sure does look like a bug. For abs(a) big enough, the calculator ought to just approximate it as + or - infinity, and use the asymptotic values of the integrated gaussian, related to the well-known "erf" function.
$endgroup$
– DarenW
Apr 8 '14 at 23:06
$begingroup$
I tried this on my TI-84 plus and while I got a different value, 7.36107732x$10^-14$, the value is obviously not $Pi$. This is a very interesting bug.
$endgroup$
– TheBluegrassMathematician
Apr 8 '14 at 23:24
$begingroup$
Related discussion.
$endgroup$
– user127096
Apr 13 '14 at 22:22
$begingroup$
Don't know, so this isn't an answer, but sure does look like a bug. For abs(a) big enough, the calculator ought to just approximate it as + or - infinity, and use the asymptotic values of the integrated gaussian, related to the well-known "erf" function.
$endgroup$
– DarenW
Apr 8 '14 at 23:06
$begingroup$
Don't know, so this isn't an answer, but sure does look like a bug. For abs(a) big enough, the calculator ought to just approximate it as + or - infinity, and use the asymptotic values of the integrated gaussian, related to the well-known "erf" function.
$endgroup$
– DarenW
Apr 8 '14 at 23:06
$begingroup$
I tried this on my TI-84 plus and while I got a different value, 7.36107732x$10^-14$, the value is obviously not $Pi$. This is a very interesting bug.
$endgroup$
– TheBluegrassMathematician
Apr 8 '14 at 23:24
$begingroup$
I tried this on my TI-84 plus and while I got a different value, 7.36107732x$10^-14$, the value is obviously not $Pi$. This is a very interesting bug.
$endgroup$
– TheBluegrassMathematician
Apr 8 '14 at 23:24
$begingroup$
Related discussion.
$endgroup$
– user127096
Apr 13 '14 at 22:22
$begingroup$
Related discussion.
$endgroup$
– user127096
Apr 13 '14 at 22:22
add a comment |
3 Answers
3
active
oldest
votes
$begingroup$
First, it doesn't recognize your input as the error function, but just as a function to be integrated numerically. When it does so, probably what is happening is that the calculator starts by evaluating the integrand at a series of points between the upper and lower limits of integration, using something like the trapezoid rule to approximate the integral. Then it cuts the interval in half and computes it again. If they agree (closely enough) it believes it has converged and reports the result. If they disagree, it keeps working on smaller and smaller pieces (maybe changing the spacing to put lots of points where the function is changing rapidly) until it converges. When the interval becomes long enough, the spacing between the points gets wide enough that it misses the hump around $x=0$ completely, which is why it reports such a small number. You might find that if you set $a$ even larger, it returns exactly zero because the value of the integrand is so small at all the points it samples.
$endgroup$
$begingroup$
The TI doesn't really know how to do integrals exactly, but instead probably uses this approach. You can try doing $int_0^1textrand dx$. It will spit out different values ~$0.5$. Sometimes it will take a while to think it converged to a value, and sometimes it will determine that it never converges.
$endgroup$
– user137794
Apr 8 '14 at 23:33
1
$begingroup$
Search results suggest that TI-84+ uses Gauss-Kronrod quadrature, but I could not find the details such as the number of nodes.
$endgroup$
– user127096
Apr 13 '14 at 22:23
add a comment |
$begingroup$
TI-84 integration algorithm is an adaptive Gauss-Kronrod 15-point rule, with apparently an absolute error threshold of $10^-5$ (TI-84 Plus and TI-84 Plus Silver Edition Guidebook, 2010, p. 41). When the absolute error estimate from the rule is greater than the threshold, the interval is subdivided and the integral recalculated over the intervals. The intervals are recursively subdivided until the error estimate is within the threshold.
For $a le 892.26$, the initial error estimate is greater than the threshold,
and recursive subdivision is applied.
For $a ge 892.27$, the initial error estimate is less than the threshold,
and no subdivision is applied.
Below is the equivalent computation done with Mathematica. For the OP's integral, to reproduce the integral, I had, surprisingly, to apply a common strategy used to cancel out odd functions when integrating over symmetric intervals:
$$int_-a^a f(x) ; dx = int_0^a left(f(x) + f(-x)right) ; dx$$
Here is the code:
nodes, (* vector of nodes for the interval 0, 1 *)
wts, (* weights vector *)
errwts = (* error weights vector *)
NIntegrate`GaussKronrodRuleData[7, MachinePrecision];
Length@nodes
(* 15 *)
The following shows that $10^-5$ is the threshold:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.26]^2]; (* vector of function values *)
fvec.wts (2 * 892.26) (* Dot product of function values and nodes scaled by
interval length yields the integral *)
fvec.errwts (2 * 892.26) (* Scaled dot product with the error weights estimates the error *)
(*
0.0000100015 integral estimate
0.0000100015 error estimate
*)
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.27]^2];
fvec.wts (2 * 892.27)
fvec.errwts (2 * 892.27)
(*
9.99831*10^-6 integral estimate
9.99831*10^-6 error estimate
*)
The following calculates the integral and error estimate. The integral agrees with the OP's:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 1000]^2];
fvec.wts (2000)
fvec.errwts (2000)
(*
2.71313*10^-7 integral estimate
2.71313*10^-7 error estimate
*)
$endgroup$
$begingroup$
If you have a reference for the algorithm used by TI-86, then please add it to your answer as this type of information can be hard to track down. Kind regards
$endgroup$
– Carl Christian
Mar 15 at 9:31
1
$begingroup$
@CarlChristian I added the reference for the TI-84. The Guidebooks can be found here, but the one for the TI-86 does not seem to indicate the method(s) used.
$endgroup$
– Michael E2
Mar 15 at 14:15
1
$begingroup$
@CarlChristian I found this resource at TI.com (it downloads a PDF). It indicates that the TI-86 uses a 7-node rule, which would not give the same results as OP observes (or that I have observed) on the TI-84. I don't have a TI-86 to test.
$endgroup$
– Michael E2
Mar 15 at 14:29
$begingroup$
Thank you! You have already given me more information than I could hope for.
$endgroup$
– Carl Christian
Mar 15 at 15:16
add a comment |
$begingroup$
We know that
$$lim_atoinftyleft(int^a_-ae^-x^2dxright)^2=lim_atoinftydfrac14pileft(operatornameerf(a)^2+operatornameerf(-a)^2-2operatornameerf(a)operatornameerf(-a)right)=\
dfracpi4(1+1-(-2))=pi$$
Hence, I am led to believe that this is a bug in the calculator itself, since the value should be getting closer to $pi$.
$endgroup$
add a comment |
Your Answer
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3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
First, it doesn't recognize your input as the error function, but just as a function to be integrated numerically. When it does so, probably what is happening is that the calculator starts by evaluating the integrand at a series of points between the upper and lower limits of integration, using something like the trapezoid rule to approximate the integral. Then it cuts the interval in half and computes it again. If they agree (closely enough) it believes it has converged and reports the result. If they disagree, it keeps working on smaller and smaller pieces (maybe changing the spacing to put lots of points where the function is changing rapidly) until it converges. When the interval becomes long enough, the spacing between the points gets wide enough that it misses the hump around $x=0$ completely, which is why it reports such a small number. You might find that if you set $a$ even larger, it returns exactly zero because the value of the integrand is so small at all the points it samples.
$endgroup$
$begingroup$
The TI doesn't really know how to do integrals exactly, but instead probably uses this approach. You can try doing $int_0^1textrand dx$. It will spit out different values ~$0.5$. Sometimes it will take a while to think it converged to a value, and sometimes it will determine that it never converges.
$endgroup$
– user137794
Apr 8 '14 at 23:33
1
$begingroup$
Search results suggest that TI-84+ uses Gauss-Kronrod quadrature, but I could not find the details such as the number of nodes.
$endgroup$
– user127096
Apr 13 '14 at 22:23
add a comment |
$begingroup$
First, it doesn't recognize your input as the error function, but just as a function to be integrated numerically. When it does so, probably what is happening is that the calculator starts by evaluating the integrand at a series of points between the upper and lower limits of integration, using something like the trapezoid rule to approximate the integral. Then it cuts the interval in half and computes it again. If they agree (closely enough) it believes it has converged and reports the result. If they disagree, it keeps working on smaller and smaller pieces (maybe changing the spacing to put lots of points where the function is changing rapidly) until it converges. When the interval becomes long enough, the spacing between the points gets wide enough that it misses the hump around $x=0$ completely, which is why it reports such a small number. You might find that if you set $a$ even larger, it returns exactly zero because the value of the integrand is so small at all the points it samples.
$endgroup$
$begingroup$
The TI doesn't really know how to do integrals exactly, but instead probably uses this approach. You can try doing $int_0^1textrand dx$. It will spit out different values ~$0.5$. Sometimes it will take a while to think it converged to a value, and sometimes it will determine that it never converges.
$endgroup$
– user137794
Apr 8 '14 at 23:33
1
$begingroup$
Search results suggest that TI-84+ uses Gauss-Kronrod quadrature, but I could not find the details such as the number of nodes.
$endgroup$
– user127096
Apr 13 '14 at 22:23
add a comment |
$begingroup$
First, it doesn't recognize your input as the error function, but just as a function to be integrated numerically. When it does so, probably what is happening is that the calculator starts by evaluating the integrand at a series of points between the upper and lower limits of integration, using something like the trapezoid rule to approximate the integral. Then it cuts the interval in half and computes it again. If they agree (closely enough) it believes it has converged and reports the result. If they disagree, it keeps working on smaller and smaller pieces (maybe changing the spacing to put lots of points where the function is changing rapidly) until it converges. When the interval becomes long enough, the spacing between the points gets wide enough that it misses the hump around $x=0$ completely, which is why it reports such a small number. You might find that if you set $a$ even larger, it returns exactly zero because the value of the integrand is so small at all the points it samples.
$endgroup$
First, it doesn't recognize your input as the error function, but just as a function to be integrated numerically. When it does so, probably what is happening is that the calculator starts by evaluating the integrand at a series of points between the upper and lower limits of integration, using something like the trapezoid rule to approximate the integral. Then it cuts the interval in half and computes it again. If they agree (closely enough) it believes it has converged and reports the result. If they disagree, it keeps working on smaller and smaller pieces (maybe changing the spacing to put lots of points where the function is changing rapidly) until it converges. When the interval becomes long enough, the spacing between the points gets wide enough that it misses the hump around $x=0$ completely, which is why it reports such a small number. You might find that if you set $a$ even larger, it returns exactly zero because the value of the integrand is so small at all the points it samples.
answered Apr 8 '14 at 23:24
Ross MillikanRoss Millikan
300k24200374
300k24200374
$begingroup$
The TI doesn't really know how to do integrals exactly, but instead probably uses this approach. You can try doing $int_0^1textrand dx$. It will spit out different values ~$0.5$. Sometimes it will take a while to think it converged to a value, and sometimes it will determine that it never converges.
$endgroup$
– user137794
Apr 8 '14 at 23:33
1
$begingroup$
Search results suggest that TI-84+ uses Gauss-Kronrod quadrature, but I could not find the details such as the number of nodes.
$endgroup$
– user127096
Apr 13 '14 at 22:23
add a comment |
$begingroup$
The TI doesn't really know how to do integrals exactly, but instead probably uses this approach. You can try doing $int_0^1textrand dx$. It will spit out different values ~$0.5$. Sometimes it will take a while to think it converged to a value, and sometimes it will determine that it never converges.
$endgroup$
– user137794
Apr 8 '14 at 23:33
1
$begingroup$
Search results suggest that TI-84+ uses Gauss-Kronrod quadrature, but I could not find the details such as the number of nodes.
$endgroup$
– user127096
Apr 13 '14 at 22:23
$begingroup$
The TI doesn't really know how to do integrals exactly, but instead probably uses this approach. You can try doing $int_0^1textrand dx$. It will spit out different values ~$0.5$. Sometimes it will take a while to think it converged to a value, and sometimes it will determine that it never converges.
$endgroup$
– user137794
Apr 8 '14 at 23:33
$begingroup$
The TI doesn't really know how to do integrals exactly, but instead probably uses this approach. You can try doing $int_0^1textrand dx$. It will spit out different values ~$0.5$. Sometimes it will take a while to think it converged to a value, and sometimes it will determine that it never converges.
$endgroup$
– user137794
Apr 8 '14 at 23:33
1
1
$begingroup$
Search results suggest that TI-84+ uses Gauss-Kronrod quadrature, but I could not find the details such as the number of nodes.
$endgroup$
– user127096
Apr 13 '14 at 22:23
$begingroup$
Search results suggest that TI-84+ uses Gauss-Kronrod quadrature, but I could not find the details such as the number of nodes.
$endgroup$
– user127096
Apr 13 '14 at 22:23
add a comment |
$begingroup$
TI-84 integration algorithm is an adaptive Gauss-Kronrod 15-point rule, with apparently an absolute error threshold of $10^-5$ (TI-84 Plus and TI-84 Plus Silver Edition Guidebook, 2010, p. 41). When the absolute error estimate from the rule is greater than the threshold, the interval is subdivided and the integral recalculated over the intervals. The intervals are recursively subdivided until the error estimate is within the threshold.
For $a le 892.26$, the initial error estimate is greater than the threshold,
and recursive subdivision is applied.
For $a ge 892.27$, the initial error estimate is less than the threshold,
and no subdivision is applied.
Below is the equivalent computation done with Mathematica. For the OP's integral, to reproduce the integral, I had, surprisingly, to apply a common strategy used to cancel out odd functions when integrating over symmetric intervals:
$$int_-a^a f(x) ; dx = int_0^a left(f(x) + f(-x)right) ; dx$$
Here is the code:
nodes, (* vector of nodes for the interval 0, 1 *)
wts, (* weights vector *)
errwts = (* error weights vector *)
NIntegrate`GaussKronrodRuleData[7, MachinePrecision];
Length@nodes
(* 15 *)
The following shows that $10^-5$ is the threshold:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.26]^2]; (* vector of function values *)
fvec.wts (2 * 892.26) (* Dot product of function values and nodes scaled by
interval length yields the integral *)
fvec.errwts (2 * 892.26) (* Scaled dot product with the error weights estimates the error *)
(*
0.0000100015 integral estimate
0.0000100015 error estimate
*)
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.27]^2];
fvec.wts (2 * 892.27)
fvec.errwts (2 * 892.27)
(*
9.99831*10^-6 integral estimate
9.99831*10^-6 error estimate
*)
The following calculates the integral and error estimate. The integral agrees with the OP's:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 1000]^2];
fvec.wts (2000)
fvec.errwts (2000)
(*
2.71313*10^-7 integral estimate
2.71313*10^-7 error estimate
*)
$endgroup$
$begingroup$
If you have a reference for the algorithm used by TI-86, then please add it to your answer as this type of information can be hard to track down. Kind regards
$endgroup$
– Carl Christian
Mar 15 at 9:31
1
$begingroup$
@CarlChristian I added the reference for the TI-84. The Guidebooks can be found here, but the one for the TI-86 does not seem to indicate the method(s) used.
$endgroup$
– Michael E2
Mar 15 at 14:15
1
$begingroup$
@CarlChristian I found this resource at TI.com (it downloads a PDF). It indicates that the TI-86 uses a 7-node rule, which would not give the same results as OP observes (or that I have observed) on the TI-84. I don't have a TI-86 to test.
$endgroup$
– Michael E2
Mar 15 at 14:29
$begingroup$
Thank you! You have already given me more information than I could hope for.
$endgroup$
– Carl Christian
Mar 15 at 15:16
add a comment |
$begingroup$
TI-84 integration algorithm is an adaptive Gauss-Kronrod 15-point rule, with apparently an absolute error threshold of $10^-5$ (TI-84 Plus and TI-84 Plus Silver Edition Guidebook, 2010, p. 41). When the absolute error estimate from the rule is greater than the threshold, the interval is subdivided and the integral recalculated over the intervals. The intervals are recursively subdivided until the error estimate is within the threshold.
For $a le 892.26$, the initial error estimate is greater than the threshold,
and recursive subdivision is applied.
For $a ge 892.27$, the initial error estimate is less than the threshold,
and no subdivision is applied.
Below is the equivalent computation done with Mathematica. For the OP's integral, to reproduce the integral, I had, surprisingly, to apply a common strategy used to cancel out odd functions when integrating over symmetric intervals:
$$int_-a^a f(x) ; dx = int_0^a left(f(x) + f(-x)right) ; dx$$
Here is the code:
nodes, (* vector of nodes for the interval 0, 1 *)
wts, (* weights vector *)
errwts = (* error weights vector *)
NIntegrate`GaussKronrodRuleData[7, MachinePrecision];
Length@nodes
(* 15 *)
The following shows that $10^-5$ is the threshold:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.26]^2]; (* vector of function values *)
fvec.wts (2 * 892.26) (* Dot product of function values and nodes scaled by
interval length yields the integral *)
fvec.errwts (2 * 892.26) (* Scaled dot product with the error weights estimates the error *)
(*
0.0000100015 integral estimate
0.0000100015 error estimate
*)
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.27]^2];
fvec.wts (2 * 892.27)
fvec.errwts (2 * 892.27)
(*
9.99831*10^-6 integral estimate
9.99831*10^-6 error estimate
*)
The following calculates the integral and error estimate. The integral agrees with the OP's:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 1000]^2];
fvec.wts (2000)
fvec.errwts (2000)
(*
2.71313*10^-7 integral estimate
2.71313*10^-7 error estimate
*)
$endgroup$
$begingroup$
If you have a reference for the algorithm used by TI-86, then please add it to your answer as this type of information can be hard to track down. Kind regards
$endgroup$
– Carl Christian
Mar 15 at 9:31
1
$begingroup$
@CarlChristian I added the reference for the TI-84. The Guidebooks can be found here, but the one for the TI-86 does not seem to indicate the method(s) used.
$endgroup$
– Michael E2
Mar 15 at 14:15
1
$begingroup$
@CarlChristian I found this resource at TI.com (it downloads a PDF). It indicates that the TI-86 uses a 7-node rule, which would not give the same results as OP observes (or that I have observed) on the TI-84. I don't have a TI-86 to test.
$endgroup$
– Michael E2
Mar 15 at 14:29
$begingroup$
Thank you! You have already given me more information than I could hope for.
$endgroup$
– Carl Christian
Mar 15 at 15:16
add a comment |
$begingroup$
TI-84 integration algorithm is an adaptive Gauss-Kronrod 15-point rule, with apparently an absolute error threshold of $10^-5$ (TI-84 Plus and TI-84 Plus Silver Edition Guidebook, 2010, p. 41). When the absolute error estimate from the rule is greater than the threshold, the interval is subdivided and the integral recalculated over the intervals. The intervals are recursively subdivided until the error estimate is within the threshold.
For $a le 892.26$, the initial error estimate is greater than the threshold,
and recursive subdivision is applied.
For $a ge 892.27$, the initial error estimate is less than the threshold,
and no subdivision is applied.
Below is the equivalent computation done with Mathematica. For the OP's integral, to reproduce the integral, I had, surprisingly, to apply a common strategy used to cancel out odd functions when integrating over symmetric intervals:
$$int_-a^a f(x) ; dx = int_0^a left(f(x) + f(-x)right) ; dx$$
Here is the code:
nodes, (* vector of nodes for the interval 0, 1 *)
wts, (* weights vector *)
errwts = (* error weights vector *)
NIntegrate`GaussKronrodRuleData[7, MachinePrecision];
Length@nodes
(* 15 *)
The following shows that $10^-5$ is the threshold:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.26]^2]; (* vector of function values *)
fvec.wts (2 * 892.26) (* Dot product of function values and nodes scaled by
interval length yields the integral *)
fvec.errwts (2 * 892.26) (* Scaled dot product with the error weights estimates the error *)
(*
0.0000100015 integral estimate
0.0000100015 error estimate
*)
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.27]^2];
fvec.wts (2 * 892.27)
fvec.errwts (2 * 892.27)
(*
9.99831*10^-6 integral estimate
9.99831*10^-6 error estimate
*)
The following calculates the integral and error estimate. The integral agrees with the OP's:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 1000]^2];
fvec.wts (2000)
fvec.errwts (2000)
(*
2.71313*10^-7 integral estimate
2.71313*10^-7 error estimate
*)
$endgroup$
TI-84 integration algorithm is an adaptive Gauss-Kronrod 15-point rule, with apparently an absolute error threshold of $10^-5$ (TI-84 Plus and TI-84 Plus Silver Edition Guidebook, 2010, p. 41). When the absolute error estimate from the rule is greater than the threshold, the interval is subdivided and the integral recalculated over the intervals. The intervals are recursively subdivided until the error estimate is within the threshold.
For $a le 892.26$, the initial error estimate is greater than the threshold,
and recursive subdivision is applied.
For $a ge 892.27$, the initial error estimate is less than the threshold,
and no subdivision is applied.
Below is the equivalent computation done with Mathematica. For the OP's integral, to reproduce the integral, I had, surprisingly, to apply a common strategy used to cancel out odd functions when integrating over symmetric intervals:
$$int_-a^a f(x) ; dx = int_0^a left(f(x) + f(-x)right) ; dx$$
Here is the code:
nodes, (* vector of nodes for the interval 0, 1 *)
wts, (* weights vector *)
errwts = (* error weights vector *)
NIntegrate`GaussKronrodRuleData[7, MachinePrecision];
Length@nodes
(* 15 *)
The following shows that $10^-5$ is the threshold:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.26]^2]; (* vector of function values *)
fvec.wts (2 * 892.26) (* Dot product of function values and nodes scaled by
interval length yields the integral *)
fvec.errwts (2 * 892.26) (* Scaled dot product with the error weights estimates the error *)
(*
0.0000100015 integral estimate
0.0000100015 error estimate
*)
fvec = Exp[-Rescale[nodes, 0, 1, 0, 892.27]^2];
fvec.wts (2 * 892.27)
fvec.errwts (2 * 892.27)
(*
9.99831*10^-6 integral estimate
9.99831*10^-6 error estimate
*)
The following calculates the integral and error estimate. The integral agrees with the OP's:
fvec = Exp[-Rescale[nodes, 0, 1, 0, 1000]^2];
fvec.wts (2000)
fvec.errwts (2000)
(*
2.71313*10^-7 integral estimate
2.71313*10^-7 error estimate
*)
edited Mar 15 at 14:11
answered Mar 15 at 2:43
Michael E2Michael E2
1,2521216
1,2521216
$begingroup$
If you have a reference for the algorithm used by TI-86, then please add it to your answer as this type of information can be hard to track down. Kind regards
$endgroup$
– Carl Christian
Mar 15 at 9:31
1
$begingroup$
@CarlChristian I added the reference for the TI-84. The Guidebooks can be found here, but the one for the TI-86 does not seem to indicate the method(s) used.
$endgroup$
– Michael E2
Mar 15 at 14:15
1
$begingroup$
@CarlChristian I found this resource at TI.com (it downloads a PDF). It indicates that the TI-86 uses a 7-node rule, which would not give the same results as OP observes (or that I have observed) on the TI-84. I don't have a TI-86 to test.
$endgroup$
– Michael E2
Mar 15 at 14:29
$begingroup$
Thank you! You have already given me more information than I could hope for.
$endgroup$
– Carl Christian
Mar 15 at 15:16
add a comment |
$begingroup$
If you have a reference for the algorithm used by TI-86, then please add it to your answer as this type of information can be hard to track down. Kind regards
$endgroup$
– Carl Christian
Mar 15 at 9:31
1
$begingroup$
@CarlChristian I added the reference for the TI-84. The Guidebooks can be found here, but the one for the TI-86 does not seem to indicate the method(s) used.
$endgroup$
– Michael E2
Mar 15 at 14:15
1
$begingroup$
@CarlChristian I found this resource at TI.com (it downloads a PDF). It indicates that the TI-86 uses a 7-node rule, which would not give the same results as OP observes (or that I have observed) on the TI-84. I don't have a TI-86 to test.
$endgroup$
– Michael E2
Mar 15 at 14:29
$begingroup$
Thank you! You have already given me more information than I could hope for.
$endgroup$
– Carl Christian
Mar 15 at 15:16
$begingroup$
If you have a reference for the algorithm used by TI-86, then please add it to your answer as this type of information can be hard to track down. Kind regards
$endgroup$
– Carl Christian
Mar 15 at 9:31
$begingroup$
If you have a reference for the algorithm used by TI-86, then please add it to your answer as this type of information can be hard to track down. Kind regards
$endgroup$
– Carl Christian
Mar 15 at 9:31
1
1
$begingroup$
@CarlChristian I added the reference for the TI-84. The Guidebooks can be found here, but the one for the TI-86 does not seem to indicate the method(s) used.
$endgroup$
– Michael E2
Mar 15 at 14:15
$begingroup$
@CarlChristian I added the reference for the TI-84. The Guidebooks can be found here, but the one for the TI-86 does not seem to indicate the method(s) used.
$endgroup$
– Michael E2
Mar 15 at 14:15
1
1
$begingroup$
@CarlChristian I found this resource at TI.com (it downloads a PDF). It indicates that the TI-86 uses a 7-node rule, which would not give the same results as OP observes (or that I have observed) on the TI-84. I don't have a TI-86 to test.
$endgroup$
– Michael E2
Mar 15 at 14:29
$begingroup$
@CarlChristian I found this resource at TI.com (it downloads a PDF). It indicates that the TI-86 uses a 7-node rule, which would not give the same results as OP observes (or that I have observed) on the TI-84. I don't have a TI-86 to test.
$endgroup$
– Michael E2
Mar 15 at 14:29
$begingroup$
Thank you! You have already given me more information than I could hope for.
$endgroup$
– Carl Christian
Mar 15 at 15:16
$begingroup$
Thank you! You have already given me more information than I could hope for.
$endgroup$
– Carl Christian
Mar 15 at 15:16
add a comment |
$begingroup$
We know that
$$lim_atoinftyleft(int^a_-ae^-x^2dxright)^2=lim_atoinftydfrac14pileft(operatornameerf(a)^2+operatornameerf(-a)^2-2operatornameerf(a)operatornameerf(-a)right)=\
dfracpi4(1+1-(-2))=pi$$
Hence, I am led to believe that this is a bug in the calculator itself, since the value should be getting closer to $pi$.
$endgroup$
add a comment |
$begingroup$
We know that
$$lim_atoinftyleft(int^a_-ae^-x^2dxright)^2=lim_atoinftydfrac14pileft(operatornameerf(a)^2+operatornameerf(-a)^2-2operatornameerf(a)operatornameerf(-a)right)=\
dfracpi4(1+1-(-2))=pi$$
Hence, I am led to believe that this is a bug in the calculator itself, since the value should be getting closer to $pi$.
$endgroup$
add a comment |
$begingroup$
We know that
$$lim_atoinftyleft(int^a_-ae^-x^2dxright)^2=lim_atoinftydfrac14pileft(operatornameerf(a)^2+operatornameerf(-a)^2-2operatornameerf(a)operatornameerf(-a)right)=\
dfracpi4(1+1-(-2))=pi$$
Hence, I am led to believe that this is a bug in the calculator itself, since the value should be getting closer to $pi$.
$endgroup$
We know that
$$lim_atoinftyleft(int^a_-ae^-x^2dxright)^2=lim_atoinftydfrac14pileft(operatornameerf(a)^2+operatornameerf(-a)^2-2operatornameerf(a)operatornameerf(-a)right)=\
dfracpi4(1+1-(-2))=pi$$
Hence, I am led to believe that this is a bug in the calculator itself, since the value should be getting closer to $pi$.
answered Apr 8 '14 at 23:12
user122283
add a comment |
add a comment |
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Don't know, so this isn't an answer, but sure does look like a bug. For abs(a) big enough, the calculator ought to just approximate it as + or - infinity, and use the asymptotic values of the integrated gaussian, related to the well-known "erf" function.
$endgroup$
– DarenW
Apr 8 '14 at 23:06
$begingroup$
I tried this on my TI-84 plus and while I got a different value, 7.36107732x$10^-14$, the value is obviously not $Pi$. This is a very interesting bug.
$endgroup$
– TheBluegrassMathematician
Apr 8 '14 at 23:24
$begingroup$
Related discussion.
$endgroup$
– user127096
Apr 13 '14 at 22:22