Accuracy and Stability of Numerical Algorithms

Accuracy and Stability of Numerical Algorithms
Author :
Publisher : SIAM
Total Pages : 690
Release :
ISBN-10 : 9780898715217
ISBN-13 : 0898715210
Rating : 4/5 (210 Downloads)

Book Synopsis Accuracy and Stability of Numerical Algorithms by : Nicholas J. Higham

Download or read book Accuracy and Stability of Numerical Algorithms written by Nicholas J. Higham and published by SIAM. This book was released on 2002-08-01 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: Accuracy and Stability of Numerical Algorithms 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. This second edition expands and updates the coverage of the first edition (1996) and includes numerous improvements to the original material. 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.


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