Accuracy and Stability of Numerical Algorithms, 2e
Nicholas J. Higham, University of Manchester
SIAM, 2002
ISBN: 0-89871-521-0;
Language: English
As a practical source for an advanced course or as a reference for specialists, this book gives a thorough treatment of the behavior of numerical algorithms in finite precision arithmetic. The text combines algorithmic derivations, perturbation theory, and rounding error analysis. Software practicalities are emphasized, with particular reference to LAPACK and MATLAB. New topics covered in this second edition include elementary functions, matrix polynomials, variants of gaussian elimination, parallel inversion methods, and pivoting and row-wise stability. Functions from MATLAB and the Symbolic Math Toolbox are used to solve examples throughout the book.
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