Accuracy and Stability of Numerical Algorithms by Nicholas J. Higham
SIAM: Society for Industrial and Applied Mathematics; 2nd edition | August 2002 | English | ISBN: 0898715210 | 710 pages | PDF | 9 MB
This book gives a thorough, up-to-date treatment of the behaviour 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. The coverage of the first edition has been expanded and updated, involving numerous improvements.