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

By Nicholas J. Higham

ISBN-10: 0898715210

ISBN-13: 9780898715217

Accuracy and balance of Numerical Algorithms provides a radical, updated therapy of the habit of numerical algorithms in finite precision mathematics. It combines algorithmic derivations, perturbation concept, and rounding mistakes research, all enlivened through old standpoint and informative quotations.

This moment variation expands and updates the insurance of the 1st version (1996) and contains a number of advancements to the unique fabric. new chapters deal with symmetric indefinite structures and skew-symmetric structures, and nonlinear platforms and Newton's approach. Twelve new sections contain insurance of extra blunders bounds for Gaussian removal, rank revealing LU factorizations, weighted and limited least squares difficulties, and the fused multiply-add operation came upon on a few smooth laptop architectures.

An elevated therapy of Gaussian removal accommodates rook pivoting, in addition to an intensive dialogue of the alternative of pivoting approach and the consequences of scaling. The book's exact descriptions of floating element mathematics and of software program concerns replicate the truth that IEEE mathematics is now ubiquitous.

Although no longer designed particularly as a textbook, this new version is an acceptable reference for a sophisticated direction. it could possibly even be utilized by teachers in any respect degrees as a supplementary textual content from which to attract examples, historic point of view, statements of effects, and routines. With its thorough indexes and vast, updated bibliography, the booklet presents a mine of data in a easily obtainable shape.

Show description

Read or Download Accuracy and Stability of Numerical Algorithms PDF

Best computational mathematicsematics books

Filaseta M.'s Lecture notes Math788. Computational number theory PDF

Those notes are from a path taught by way of Michael FUaseta within the Spring of 1996.

Download e-book for iPad: Transactions on Computational Systems Biology V by Zhong Huang, Yun Li, Xiaohua Hu (auth.), Corrado Priami,

The LNCS magazine Transactions on Computational platforms Biology is dedicated to inter- and multidisciplinary study within the fields of machine technology and lifestyles sciences and helps a paradigmatic shift within the options from machine and data technological know-how to deal with the hot demanding situations bobbing up from the platforms orientated perspective of organic phenomena.

Download e-book for kindle: Computation, Causation, and Discovery by Clark Glymour, Gregory F. Cooper

In technological know-how, enterprise, and policymaking—anywhere info are utilized in prediction—two kinds of difficulties requiring very diversified tools of research frequently come up. the 1st, difficulties of popularity and type, issues studying the best way to use a few good points of a method to safely expect different beneficial properties of that approach.

Additional resources for Accuracy and Stability of Numerical Algorithms

Example text

While not converged x := Ax end The theory says that if A has a unique eigenvalue of largest modulus and x is not deficient in the direction of the corresponding eigenvector υ, then the power method converges to a multiple of υ (at a linear rate). 161 (correct to the digits shown) and an eigenvector [l, 1, 1]T corresponding to the eigenvalue zero. If we take [1,1,1]T as the starting vector for the power method then, in principle, the zero vector is produced in one step, and we obtain no indication of the desired dominant eigenvalue-eigenvector pair.

The residual is scale dependent: multiply A and b by a and r is multiplied by a. One way to obtain a scale-independent quantity is to divide by || A|| ||y||, yielding the relative residual The importance of the relative residual is explained by the following resuit, which was probably first proved by Wilkinson (see the Notes and References). 1. With the notation above, and for the 2-norm, Proof. 7) is attainable. 1 says that p(y) measures how much A (but not b) must be perturbed in order for y to be the exact solution to the perturbed system, that is, p(y) equals a normwise relative backward error.

We make use of the floor and ceiling functions: is the largest integer less than or equal to , and is the smallest integer greater than or equal to . 2 The normal distribution with mean µ and variance is denoted by We measure the cost of algorithms in flops. A flop is an elementary floating point operation: +,-,/, or *. We normally state only the highest-order terms of flop counts. Thus, when we say that an algorithm for n × n matrices requires 2n 3/3 flops, we really mean 2n 3/3+O(n 2) flops. Other definitions and notation are introduced when needed.

Download PDF sample

Accuracy and Stability of Numerical Algorithms by Nicholas J. Higham


by David
4.0

Rated 4.39 of 5 – based on 50 votes