Accuracy and Stability of Numerical Algorithms

Accuracy and Stability of Numerical Algorithms

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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.HP-15C Advanced Functions Handbook. Hewlett-Packard, Portable Computer Division, Corvallis, OR, USA, 1982. 221 pp. Part number 00015-90011 Rev. C. HP 48G Series Usera#39;s Guide. Hewlett-Packard, Corvallis Division, Corvallis, OR, anbsp;...


Title:Accuracy and Stability of Numerical Algorithms
Author: Nicholas J. Higham
Publisher:SIAM - 2002-08-01
ISBN-13:

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