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Accuracy and Stability of Numerical Algorithms by Nicholas J. Higham 9780898715217

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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.

About the Author
Nicholas J. Higham is Richardson Professor of Applied Mathematics at the University of Manchester, England. He is the author of more than 80 publications and is a member of the editorial boards of Foundations of Computational Mathematics, the IMA Journal of Numerical Analysis, Linear Algebra and Its Applications, and the SIAM Journal on Matrix Analysis and Applications. His book Handbook of Writing for the Mathematical Sciences (second edition) was published by SIAM in 1998, and his book MATLAB Guide, co-authored with Desmond J. Higham, was published by SIAM in 2000.

Reviews
This book is a monumental work on the analysis of rounding error and will serve as a new standard textbook on this subject, especially for linear computation.""- S. Hitotumatu, Mathematical Reviews;

""...This definitive source on the accuracy and stability of numerical algorithms is quite a bargain and a worthwhile addition to the library of any statistician heavily involved in computing.""- Robert L. Strawderman, Journal of the American Statistical Association;

""...A monumental book that should be on the bookshelf of anyone engaged in numerics, be it as a specialist or as a user.""- A. van der Sluis, ITW Nieuws;

""This text may become the new 'Bible' about accuracy and stability for the solution of systems of linear equations. It covers 688 pages carefully collected, investigated, and written ... One will find that this book is a very suitable and comprehensive reference for research in numerical linear algebra, software usage and development, and for numerical linear algebra courses.""- N. Koeckler, Zentrallblatt fur Mathematik;

""... Nick Higham has assembled an enormous amount of important and useful material in a coherent, readable form. His book belongs on the shelf of anyone who has more than a casual interest in rounding error and matrix computations. I hope the author will give us the 600-odd page sequel. But if not, he has more than earned his respite - and our gratitude.""- G. W. Stewart, SIAM Review



Book Information
ISBN 9780898715217
Author Nicholas J. Higham
Format Hardback
Page Count 710
Imprint Society for Industrial & Applied Mathematics,U.S.
Publisher Society for Industrial & Applied Mathematics,U.S.
Weight(grams) 1390g

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