数值算法的精确性与稳定性

数值算法的精确性与稳定性

(美) 汉安 (Higham,N.J.) , 著

出版社:清华大学出版社

年代:2011

定价:79.0

书籍简介:

本书详尽讨论线性方程系统数值算法的精确性与稳定性,被誉为此领域的“圣经”类图书。

作者介绍:

Nicholas J. Higham is Richardson Professor of Applied Mathematics at the University of Manchester, England. He is the author of more than 80 publications and is a member of the editorial boards of Foundations of Computational Mathematics, the IMA Journal of Numerical Analysis, Linear Algebra and Its Applications, and the SIAM Journal on Matrix Analysis and Applications.

书籍目录:

list of figures

list of tables

preface to second edition

preface to first edition

about the dedication

1 principles of finite precision computation

2 floating point arithmetic

3 basics

4 summation

5 polynomials

6 norms

7 perturbation theory for linear systems

8 triangular systems

9 lu factorization and linear equations

10 cholesky factorization

list of figures

list of tables

preface to second edition

preface to first edition

about the dedication

1 principles of finite precision computation

2 floating point arithmetic

3 basics

4 summation

5 polynomials

6 norms

7 perturbation theory for linear systems

8 triangular systems

9 lu factorization and linear equations

10 cholesky factorization

11 symmetric indefinite and skew-symmetric systems

12 iterative refinement

13 block lu factorization

14 matrix inversion

15 condition number estimation

16 the sylvester equation

17 stationary iterative methods

18 matrix powers

19 qr factorization

20 the least squares problem

21 underdetermined systems

22 vandermonde systems

23 fast matrix multiplication

24 the fast fourier transform and applications

25 nonlinear systems and newton's method

26 automatic error analysis

27 software issues in floating point arithmetic

28 a gallery of test matrices

a solutions to problems

b acquiring software

c program libraries

d the matrix computation toolbox

bibliography

name index

subject index

内容摘要:

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. twelve new sections include coverage of additional
error bounds for gaussian elimination, 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.

书籍规格:

书籍详细信息
书名数值算法的精确性与稳定性站内查询相似图书
丛书名国际著名数学图书
9787302244936
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出版地北京出版单位清华大学出版社
版次影印本印次1
定价(元)79.0语种英文
尺寸26 × 19装帧平装
页数印数 3000

书籍信息归属:

数值算法的精确性与稳定性是清华大学出版社于2011.出版的中图分类号为 O241 的主题关于 数值计算-计算方法-英文 的书籍。