error propagation

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A term that refers to the way in which, at a given stage of a calculation, part of the error arises out of the error at a previous stage. This is independent of the further roundoff errors inevitably introduced between the two stages. Unfavorable error propagation can seriously affect the results of a calculation.

The investigation of error propagation in simple arithmetical operations is used as the basis for the detailed analysis of more extensive calculations. The way in which uncertainties in the data propagate into the final results of a calculation can be assessed in practice by repeating the calculation with slightly perturbed data.

Subjects: Computing.

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