Accuracy and stability of numerical algorithms / Nicholas J. Higham.
This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis, all enlivened by historical perspective and informative quotations. The coverage of the firs...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Philadelphia :
Society for Industrial and Applied Mathematics,
2002.
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| Edition: | Second edition. |
| Subjects: |
| Summary: | This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis, all enlivened by historical perspective and informative quotations. The coverage of the first edition has been expanded and updated, involving numerous improvements. Two new chapters treat symmetric indefinite systems and skew-symmetric systems, and nonlinear systems and Newton's method. Twelve new sections include coverage of additional error bounds for Gaussian elimination, rank revealing LU factorizations, weighted and constrained least squares problems, and the fused multiply-add operation found on some modern computer architectures. This new edition is a suitable reference for an advanced course and can also be used at all levels as a supplementary text from which to draw examples, historical perspective, statements of results, and exercises. In addition the thorough indexes and extensive, up-to-date bibliography are in a readily accessible form. |
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| Physical Description: | xxx, 680 pages : illustrations ; 26 cm. |
| Bibliography: | Includes bibliographical references (pages 587-656) and index. |
| ISBN: | 0898715210 9780898715217 |