Подробное описание документа

Higham N. J
   Accuracy and stability of numerical algorithms / Higham N. J ; University of Manchester. - 2-nd ed. - Philadelphia : SIAM, 2002. - 680 p. - ISBN 978-0-898715-21-7.

Accuracy and Stability of Numerical Algorithms gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis, all enlivened by historical perspective and informative quotations.
This second edition expands and updates the coverage of the first edition (1996) and includes numerous improvements to the original material. Two new chapters treat symmetric indefinite systems and skew-symmetric systems, and nonlinear systems and Newton’s method. An expanded treatment of Gaussian elimination incorporates rook pivoting and additional error bounds. Other new topics include rank-revealing LU factorizations, weighted and constrained least squares problems, and the fused multiply-add operation found on some modern computer architectures.
Although not designed specifically as a textbook, this new edition is a suitable reference for an advanced course. It can also be used by instructors at all levels as a supplementary text from which to draw examples, historical perspective, statements of results, and exercises.