Accuracy and stability of numerical algorithms

Main Author: Higham, Nicholas J., author
Format: Book Thesis
Terbitan: Society for Industrial and Applied Mathematics , 1996
Subjects:
Online Access: http://lib.ui.ac.id/file?file=digital/2017-3/20442984-Accuracy and stability of numerical algorithms.pdf
ctrlnum 20442984
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format Book:Book
Book
Thesis:Thesis
Thesis
author Higham, Nicholas J., author
title Accuracy and stability of numerical algorithms
publisher Society for Industrial and Applied Mathematics
publishDate 1996
topic Numerical analysis -- Data processing
Computer algorithms
url http://lib.ui.ac.id/file?file=digital/2017-3/20442984-Accuracy and stability of numerical algorithms.pdf
contents 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. An expanded treatment of Gaussian elimination incorporates rook pivoting, along with a thorough discussion of the choice of pivoting strategy and the effects of scaling. The book's detailed descriptions of floating point arithmetic and of software issues reflect the fact that IEEE arithmetic is now ubiquitous. Although not designed specifically as a textbook, this new edition is a suitable reference for an advanced course. It can also be used by instructors at all levels as a supplementary text from which to draw examples, historical perspective, statements of results, and exercises. With its thorough indexes and extensive, up-to-date bibliography, the book provides a mine of information in a readily accessible form.
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