This book gives a thorough treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis. Software practicalities are emphasized throughout, with particular reference to LAPACK and MATLAB.
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Book Description
Editorial Reviews
Review
‘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. Köckler, Zentrallblatt für 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 --This text refers to the Hardcover edition.
‘…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. Köckler, Zentrallblatt für 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 --This text refers to the Hardcover edition.
Book Description
This book provides a thorough, up-to-date treatment of the behaviour of numerical algorithms in finite precision arithmetic. The coverage of the first edition has been expanded and updated, including numerous improvements to the original material. Its thorough indexes and extensive, up-to-date bibliography are in a readily accessible form.
--This text refers to the
Hardcover
edition.
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Inside This Book
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First Sentence:
This book is concerned with the effects of finite precision arithmetic on numerical algorithms, particularly those in numerical linear algebra. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Van Loan, Test Matrix Toolbox, Grain Schmidt, Gauss Seidel, Nelder Mead, National Physical Laboratory, Bartels Stewart, Gauss Jordan, Gram Schmidt, Grant Schmidt, Prove Lemma, Symbolic Math Toolbox New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
This book is concerned with the effects of finite precision arithmetic on numerical algorithms, particularly those in numerical linear algebra. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Van Loan, Test Matrix Toolbox, Grain Schmidt, Gauss Seidel, Nelder Mead, National Physical Laboratory, Bartels Stewart, Gauss Jordan, Gram Schmidt, Grant Schmidt, Prove Lemma, Symbolic Math Toolbox New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 100
books:
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90
books
cite this book:
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- Numerical Analysis 1999 (Chapman & Hall/CRC Research Notes in Mathematics Series) by G.A. Watson on 5 pages
- Rounding Errors in Algebraic Processes by James H. Wilkinson on 5 pages
- Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition) by Gene H. Golub on 4 pages
- Numerical Analysis by Walter Gautschi in Back Matter (1), Back Matter (2), and Back Matter (3)
- Numerical Methods that Work (Spectrum) by Forman S. Acton on page 35, page 203, and Back Matter
See all 100 books this book cites
- Numerical Analysis and Its Applications: Second International Conference, NAA 2000 Rousse, Bulgaria, June 11-15, 2000. Revised Papers (Lecture Notes in Computer Science) by Lubin Vulkov on page 33, page 340, and page 665
- An Introduction to Numerical Analysis by Endre Süli on page 80, page 101, and Back Matter
- Numerical Methods for Linear Control Systems by Biswa Datta on page 78, page 303, and page 466
- Foundations of Computational Mathematics, Santander 2005 (London Mathematical Society Lecture Note Series) by Luis M. Pardo on page 33, and page 104
- Linear Algebra - Linear Systems and Eigenvalues, Volume 3 by P.M. van Dooren on page 392, and page 463
See all 90 books citing this book
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