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Accuracy and Stability of Numerical Algorithms
Nicholas J. Higham
其他書名
Second Edition
出版SIAM, 2002-01-01
主題Mathematics / Mathematical AnalysisMathematics / Number SystemsMathematics / Numerical AnalysisMathematics / Applied
ISBN08987180239780898718027
URLhttp://books.google.com.hk/books?id=7J52J4GrsJkC&hl=&source=gbs_api
EBookSAMPLE
註釋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.