Accuracy and Stability of Numerical Algorithms By Nicholas J. Higham

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Accuracy and Stability of Numerical Algorithms

By Nicholas J. Higham



Accuracy and Stability of Numerical Algorithms
By Nicholas J. Higham
Published by SIAM, 1996
ISBN 0898713552, 9780898713558
688 pages

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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