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Accuracy and Stability of Numerical Algorithms

By Higham, Nicholas J

Product Image: Accuracy and Stability of Numerical Algorithms

Accuracy and Stability of Numerical Algorithms

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Description
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.
Product details
Edition:
2
Number of Pages:
710
Release Date:
2002-08-01
Publication Date:
2002-08-01
Publisher:
Society for Industrial and Applied Mathematics (SIAM)
Languages:
Original: English
ISBN10:
0898715210
ISBN13:
9780898715217
GPSR Manufacturer Reference:
[email protected]
Weight:
1384 g
Height:
184 cm
Width:
263 cm
Thickness:
37 cm
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