Unstable calculation of intergation by parts
Calculate , where
We can show that
and
Evaluate for :
I = 1 - 1/exp(1); for n=1:25 fprintf('Iter = %2d, Approx = %g\n',n,I); I = 1 - n * I; end
Iter = 1, Approx = 0.632121 Iter = 2, Approx = 0.367879 Iter = 3, Approx = 0.264241 Iter = 4, Approx = 0.207277 Iter = 5, Approx = 0.170893 Iter = 6, Approx = 0.145533 Iter = 7, Approx = 0.126802 Iter = 8, Approx = 0.112384 Iter = 9, Approx = 0.100932 Iter = 10, Approx = 0.0916123 Iter = 11, Approx = 0.0838771 Iter = 12, Approx = 0.0773522 Iter = 13, Approx = 0.0717732 Iter = 14, Approx = 0.0669478 Iter = 15, Approx = 0.0627311 Iter = 16, Approx = 0.0590338 Iter = 17, Approx = 0.0554593 Iter = 18, Approx = 0.0571919 Iter = 19, Approx = -0.0294537 Iter = 20, Approx = 1.55962 Iter = 21, Approx = -30.1924 Iter = 22, Approx = 635.04 Iter = 23, Approx = -13969.9 Iter = 24, Approx = 321308 Iter = 25, Approx = -7.7114e+06
Which is clearly numerically unstable.
For we can show that :
x = linspace(0,1,101); plot(x, exp(x), 'DisplayName', 'e^x'); hold on; plot(x, (exp(1)-1)*x+1, 'DisplayName', '(e-1)x+1'); legend('Location', 'NorthWest');
Then,