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

By Nicholas J. Higham

ISBN-10: 0898715210

ISBN-13: 9780898715217

Accuracy and balance of Numerical Algorithms offers an intensive, up to date remedy of the habit of numerical algorithms in finite precision mathematics. It combines algorithmic derivations, perturbation concept, and rounding errors research, all enlivened via old point of view and informative quotations.

This moment variation expands and updates the assurance of the 1st variation (1996) and contains a variety of advancements to the unique fabric. new chapters deal with symmetric indefinite structures and skew-symmetric platforms, and nonlinear structures and Newton's process. Twelve new sections contain assurance of extra blunders bounds for Gaussian removing, rank revealing LU factorizations, weighted and restricted least squares difficulties, and the fused multiply-add operation chanced on on a few glossy desktop architectures.

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

Although no longer designed in particular as a textbook, this new version is an appropriate reference for a complicated direction. it may possibly even be utilized by teachers in any respect degrees as a supplementary textual content from which to attract examples, ancient viewpoint, statements of effects, and workouts. With its thorough indexes and huge, up to date bibliography, the e-book presents a mine of data in a effectively available shape.

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Y = ex if y = l f = l else f = (y - 1)/logy end At first sight this algorithm seems perverse, since it evaluates both exp and log instead of just exp. 2. All the results for Algorithm 2 are correct in all the significant figures shown, except for x = 10-15, when the last digit should be 1. On the other hand, Algorithm 1 returns answers that become less and less accurate as x decreases. 00000005 to the significant digits shown. 2. Computed values of (ex - 1)/x from Algorithms 1 and 2. 000000000000000 Algorithm 2 produces a result correct in all but the last digit: Here are the quantities that would be obtained by Algorithm 2 in exact arithmetic (correct to the significant digits shown): We see that Algorithm 2 obtains very inaccurate values of ex - 1 and log e x, but the ratio of the two quantities it computes is very accurate.

Overflow, the process in its simplest form is % Choose a starting vector x. 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.

4. It is advantageous to express update formulae as new-value = old-value + small-correct ion if the small correction can be computed with many correct significant figures. Numerical methods are often naturally expressed in this form; examples include met hods for solving ordinary differential equations, where the correction is proportional to a step size, and Newton’s method for solving a nonlinear system. A classic example of the use of this update strategy is in iterative refinement for improving the computed solution to a linear system Ax = b, in which by computing residuals r = b - Ay in extended precision and solving update equations that have the residuals as right-hand sides a highly accurate solution can be computed: see Chapter 11.

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Accuracy and Stability of Numerical Algorithms by Nicholas J. Higham

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