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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.

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Book Details

ISBN: 9780898715217
ISBN-10: 0898715210
Format: Hardback
(228mm x 152mm x 37mm)
Pages: 710
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 1-Aug-2002
Country of Publication: United States

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