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Big-O and little-o
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Kent Merryfield
Birch & Swinnerton Dyer
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#1
Big-O and little-o
Classroom topic

The attached file is a handout I'm going to give to a class of mine this week. It's a junior-level "real analysis" class, but there's nothing in here that isn't calculus.

Feel free to suggest changes or additional problems.
Big O & little o.doc
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PostPosted: Sun Mar 27, 2005 9:08 pm  Back to top 
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liyi
Navier-Stokes Equations
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#2
Does the infinitesimal \sin\sqrt{x+1}-\sin\sqrt{x} \ (x\to\infty) has an order?

PostPosted: Sun Mar 27, 2005 9:39 pm  Back to top 
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Kent Merryfield
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#3
liyi wrote:
Does the infinitesimal \sin\sqrt{x+1}-\sin\sqrt{x} \ (x\to\infty) has an order?

That's O\left(\frac1{\sqrt{x}}\right). We can see this because that is the order of \sqrt{x+1}-\sqrt{x} and \sin is a Lipschitz function.

Remember that big-O doesn't mean "always the same size as", it merely means "no larger than (a constant multiple of)."

PostPosted: Sun Mar 27, 2005 11:51 pm  Back to top 
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liyi
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#4
I meant to find o(\frac{1}{x^\alpha})... It is quite easy for big-Oh

PostPosted: Mon Mar 28, 2005 1:10 am  Back to top 
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Kent Merryfield
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#5
liyi, one can see that

\limsup_{x\to\infty}\frac{|\sin(\sqrt{x+1})- \sin(\sqrt{x})|}{\frac1{\sqrt{x}}}=\frac12.

We can do this by choosing x close to n^2\pi^2.

So you can't do any better than O\left(\frac1{\sqrt{x}}\right).

PostPosted: Mon Mar 28, 2005 7:24 am  Back to top 
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Peter
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#6
something must be wrong here, but some stuff I cannot read.

some things get replaced by "Fout!" , which is dutch for "Error!"

do I need to install something specific on word? I've always wondered what those O's were...
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PostPosted: Mon Mar 28, 2005 9:49 am  Back to top 
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Kent Merryfield
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#7
Peter - is the .pdf version any better?
BigOlittleo.pdf
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PostPosted: Mon Mar 28, 2005 9:59 am  Back to top 
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adidasty
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#8
I downloaded the .pdf and it looks good, but it looks like you did the document in Microsoft Word and didn't use \LaTeX. It turns out fine though.

PostPosted: Mon Mar 28, 2005 11:53 am  Back to top 
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Peter
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#9
yes, that works fine, thanks! Smile
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PostPosted: Mon Mar 28, 2005 1:20 pm  Back to top 
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liyi
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#10
Kent Merryfield wrote:
liyi, one can see that

\limsup_{x\to\infty}\frac{|\sin(\sqrt{x+1})- \sin(\sqrt{x})|}{\frac1{\sqrt{x}}}=\frac12.

We can do this by choosing x close to n^2\pi^2.

So you can't do any better than O\left(\frac1{\sqrt{x}}\right).


Well, it may be my fault... Perhaps I didn't describe it clearly.
Yours is right. But I just asked small-Oh... In this sense, the order does not exist...

PostPosted: Mon Mar 28, 2005 4:19 pm  Back to top 
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FMako
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#11
Woah this notation is very neat. It's basically making a function that you don't care about as much, except for it's largest polynomial degree depending on whether you're getting big or small. But what is a lim sup?

PostPosted: Tue Nov 15, 2005 2:42 pm  Back to top 
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Peter
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#12
lim sup = limes superior. Some functions do not have a real 'limit', like f(x)=sin(x). So we cal lim sup the highest value it takes in the limit. e.g. for sin(x) that's simply 1. Smile
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PostPosted: Tue Nov 15, 2005 2:45 pm  Back to top 
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Kent Merryfield
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#13
FMako wrote:
Woah this notation is very neat. It's basically making a function that you don't care about as much, except for it's largest polynomial degree depending on whether you're getting big or small.

And not limited to polynomials: just listen to a bunch of computer scientists discussing whether such-and-such algorithm has complexity that is O(N\log N) or O(\log\log N) or whatever. (Of course, "as N\to\infty" is understood there.)

I invite comparison of two forms of Taylor's theorem: for a sufficiently smooth f, we can say that

f(x+h)=\sum_{k=0}^n\frac{f^{[k]}(x)h^k}{k!}+\frac{f^{[n+1]}(\xi)h^{n+1}}{(n+1)!} for some \xi between x and x+h.

Or we could say that

f(x+h)=\sum_{k=0}^n\frac{f^{[k]}(x)h^k}{k!}+O(h^{n+1}) as h\to 0.

Now the first statement contains more information than the second statement, with its relatively precise estimate of the remainder term. But a very large fraction of the time, you don't really need that additional information, and the second, slightly less precise, statement invites us to perform rapid and effective manipulations involving those terms for which FMako said "you don't care about as much."

PostPosted: Tue Nov 15, 2005 3:44 pm  Back to top 
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FMako
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#14
In your exact definitions of the "o" functions, you used a backwards E among other characters, what does the definition mean in english or could you define some of your notation or link me to a site with that notation defined?

PostPosted: Wed Nov 16, 2005 5:41 pm  Back to top 
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Kent Merryfield
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#15
It's a logical quantifier. There are two logical quantifiers:

\exists, which means "there exists." (\TeX code \exists), and

\forall, which means "for all" or "for every." (\TeX code \forall.)

PostPosted: Wed Nov 16, 2005 7:47 pm  Back to top 
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Aunt Sally
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#16
That was great. Kent, you're a good explainer. You should write a book.

One thing that has always bugged me is that in numerical analysis, they often say the error is big-O of h, or something like that. But in numerical analysis it seems that we SHOULD care what the constant is! Because if the constant is huge, then in practice our error may be huge. My feeling when I hear numerical analysts say this is, so what, that still doesn't tell me in practice if my error is small or not.

PostPosted: Wed May 03, 2006 11:34 pm  Back to top 
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guile
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#17
Kent Merryfield wrote:
It's a logical quantifier. There are two logical quantifiers:

\exists, which means "there exists." (\TeX code \exists), and

\forall, which means "for all" or "for every." (\TeX code \forall.)


What do you mean by this the \delta in calculus?
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PostPosted: Tue Jun 06, 2006 1:06 am  Back to top 
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mdk
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#18
I believe that that symbol is the delta and in the delta epsilon form (yoiu know,when you're rigorously trying to prove limits.)

PostPosted: Tue May 22, 2007 5:05 am  Back to top 
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quangpbc
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#19
I think some problems about \LaTeX we ought to post on Box Latex help Smile

PostPosted: Tue Sep 04, 2007 10:20 pm  Back to top 
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bos1234
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#20
Thanks prof.

I need to become more familiar with the notations. Other than that its a nice paper.

How come you put iff ? What does iff mean?

PostPosted: Mon Oct 15, 2007 4:08 am  Back to top 
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