Accuracy and Stability of Numerical Algorithms
by Nicholas J Higham (9780898715217)

Accuracy and Stability of Numerical Algorithms
 
Nicholas J Higham
Release Date: 01 Aug 2002
Format: Hardback
Pages: 680
Category: Applied Mathematics
ISBN: 9780898715217
ISBN-10: 0898715210



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.

AUD $160.00

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