A treatment of the behaviour of numerical algorithms in finite precision arithmetic that combines algorithmic derivations, perturbation theory, and rounding error analysis. Software practicalities are emphasized throughout, with particular reference to LAPACK and MATLAB.

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. K�ckler, Zentrallblatt f�r 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

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Accuracy and Stability of Numerical Algorithms

Higham, Nicholas J.

Used - Soft cover

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