Accuracy and Stability of Numerical Algorithms: Second Edition

Cover
SIAM, 01.08.2002 - 710 Seiten
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.
 

Inhalt

OT80_ch1
1
OT80_ch2
35
OT80_ch3
61
OT80_ch4
79
OT80_ch5
93
OT80_ch6
105
OT80_ch7
119
OT80_ch8
139
OT80_ch18
339
OT80_ch19
353
OT80_ch20
381
OT80_ch21
407
OT80_ch22
415
OT80_ch23
433
OT80_ch24
451
OT80_ch25
459

OT80_ch9
157
OT80_ch10
195
OT80_ch11
213
OT80_ch12
231
OT80_ch13
245
OT80_ch14
259
OT80_ch15
287
OT80_ch16
305
OT80_ch17
321
OT80_ch26
471
OT80_ch27
489
OT80_ch28
511
OT80_appa
527
OT80_appb
573
OT80_appc
577
OT80_appd
583
OT80_bm
587
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Autoren-Profil (2002)

Nicholas J. Higham is Richardson Professor of Applied Mathematics at the University of Manchester, England. He is the author of more than 80 publications and is a member of the editorial boards of Foundations of Computational Mathematics, the IMA Journal of Numerical Analysis, Linear Algebra and Its Applications, and the SIAM Journal on Matrix Analysis and Applications. His book Handbook of Writing for the Mathematical Sciences (second edition) was published by SIAM in 1998, and his book MATLAB Guide, co-authored with Desmond J. Higham, was published by SIAM in 2000.

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