Accuracy and Stability of Numerical Algorithms

Higham, Nicholas J.

ISBN 10: 0898715210 / ISBN 13: 9780898715217

Published by SIAM: Society for Industrial and Applied Mathematics, 2002

In English. Seller Inventory # ria9780898715217_new

Synopsis:

This book gives a thorough, up-to-date treatment of the behaviour 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.

Book Description: This book provides a thorough, up-to-date treatment of the behaviour of numerical algorithms in finite precision arithmetic. The coverage of the first edition has been expanded and updated, including numerous improvements to the original material. Its thorough indexes and extensive, up-to-date bibliography are in a readily accessible form.

Bibliographic Details

Title: Accuracy and Stability of Numerical ...
Publisher: SIAM: Society for Industrial and Applied Mathematics
Publication Date: 2002
Binding: Hardcover
Condition: New
Edition: 2nd Edition