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However, becausewe are using digital computers,the function values do include roundoff error as in -t ei-t f(xi t) : f @i- ) , f ( - r i + r ): f ( x i + ) I e i + r roundoff where the ;'r ae the rounded function values and the e's are the associated valuesinto Eq (428)gives these errorsSubstituting

t l lxit: f(*,,r1A, /(ri t) , t',rl 2h Pi t ,/'l'( ),-: " 6

[oracle@node1 ~]$ emctl status dbconsole Oracle Enterprise Manager 11g Database Control Release 111060 Copyright (c) 1996, 2007 Oracle Corporation All rights reserved https://node1usoraclecom:1158/em/console/aboutApplication Oracle Enterprise Manager 11g is not running --------------------------------------------------------------------Logs are generated in directory /opt/oracle/db11/node1_aosdb/sysman/log

consistsof a roundoff approximation We can seethat the total error of the finite-difference with stepsize that decreases with stepsize and a truncationerror error that increases of the roundoff error has an Assuming that the absolutevalue of each component i+r- iwill be 2e Further, valueof thedifl'erence upperboundof e, themaximumpossible valueof M An upperboundon hasa maximumabsolute thtrtthe third derivative assume as value of the total error can therefbrebe represcnted the absolute

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Once the OEM dbconsole is started, you can access the DVA at https://host:port/dva The host and port are output from the command emctl status dbconsole As you can see in Figure 4-1, you can log into the DVA with the credentials of the DV_OWNER account for example, DBVOWNER and the database connection parameters specific to the environment The database connection parameters can typically be found in the file $ORACLE_HOME/network/ admin/tnsnamesora for the database being used

Eq (429),settingthe result by An optimal step size can be determined diffbrentiating equalto zeroand solvingfbr ('130) E o R o u n d o f f n d T r u n c o t i o n r r o r si n N u m e r i c o lD i f f e r e n t i o t i o n of approximation diffbrence Problem Stotement In Example44, we useda centered fbllowing functionat,r : 0-5, of the O(h]) to estimate first derivative the -l t ' G ) : - 0 l , r a - 0 l 5 , r r - 0 5 1 2- o 2 5 x 1 2 divide the stepsize Peribrm the samecomputationstartingwith ft : l Then progressively dominantasthe stepsizeis reduced how roundoffbecomes of I 0 to demonstrate by a f'actor is your results Eq (430)Recallthatthe truevalueof the derivative -09 125 to Relate and the Solution We can develop following M-tlle to perfbrmthe computations plot the as derivative arguments: that we passboth the functionand its analytical Notice results

funcLion di ffex 1ong ( func, cLfunc, x, n) format df t rue=df unc (x ) ; h-1; H ( I ) =h; D(1) = ( func (x+h) -func E (1 ) =abs (dftrue-D(1) (x-h) ) ; ) / (2*h) ;

4:

r0 6

h = h , 1 r j; H(r)=5; D(r1= (func(x+h)

FIGURE 4-1

| ));

Profit/loss by change in CAT common price $ 360 180 0 180 360 540 720 900 1850 2150 2450 2750 3050 3350 3650 3950 4250 4550

h) ) / (2*h\ ;

end 1 , =[ l | L)' E' I ' ; fprincl(' finite diflerenr-e srt-rp siz: t1u ('%1410f lprintf %]514f \16lif\n',L) ; l ogLog (H, E) , xl abel ( 'SLcp Si zc' ) ,y Label ( 'Error' ) rt l , r r o r \ / c r i r , l rS L e p Stz') IormaL sholf errol'\n');

Once the login process is complete, the main menu page for the DVA is displayed The Administration tab (Figure 4-2) provides navigation links to the pages that allow for the configuration of the core DBV components

!,r1-1e('Fla'!

The M-flle can thenbc run usingthe tbllowingcommallcls:

FIGURE 4-2

> -> f f=G(x) c 1 f = ( ; (r x ) L l 1 * x ^ 1 04*x^ i 015*r^3-0!*x^2 045*_r^2 x (12b; 025*x+1 2;

.

Part II:

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