List of Figures |
List of Tables |
Preface to Second Edition |
Preface to First Edition |
About the Dedication |
Principles of Finite Precision Computation / 1: |
Notation and Background / 1.1: |
Relative Error and Significant Digits / 1.2: |
Sources of Errors / 1.3: |
Precision Versus Accuracy / 1.4: |
Backward and Forward Errors / 1.5: |
Conditioning / 1.6: |
Cancellation / 1.7: |
Solving a Quadratic Equation / 1.8: |
Computing the Sample Variance / 1.9: |
Solving Linear Equations / 1.10: |
Accumulation of Rounding Errors / 1.11: |
Instability Without Cancellation / 1.12: |
Increasing the Precision / 1.13: |
Cancellation of Rounding Errors / 1.14: |
Rounding Errors Can Be Beneficial / 1.15: |
Stability of an Algorithm Depends on the Problem / 1.16: |
Rounding Errors Are Not Random / 1.17: |
Designing Stable Algorithms / 1.18: |
Misconceptions / 1.19: |
Rounding Errors in Numerical Analysis / 1.20: |
Notes and References / 1.21: |
Problems |
Floating Point Arithmetic / 2: |
Floating Point Number System / 2.1: |
Model of Arithmetic / 2.2: |
IEEE Arithmetic / 2.3: |
Aberrant Arithmetics / 2.4: |
Exact Subtraction / 2.5: |
Fused Multiply-Add Operation / 2.6: |
Choice of Base and Distribution of Numbers / 2.7: |
Statistical Distribution of Rounding Errors / 2.8: |
Alternative Number Systems / 2.9: |
Elementary Functions / 2.10: |
Accuracy Tests / 2.11: |
Basics / 2.12: |
Inner and Outer Products / 3.1: |
The Purpose of Rounding Error Analysis / 3.2: |
Running Error Analysis / 3.3: |
Notation for Error Analysis / 3.4: |
Matrix Multiplication / 3.5: |
Complex Arithmetic / 3.6: |
Miscellany / 3.7: |
Error Analysis Demystified / 3.8: |
Other Approaches / 3.9: |
Summation / 3.10: |
Summation Methods / 4.1: |
Error Analysis / 4.2: |
Compensated Summation / 4.3: |
Other Summation Methods / 4.4: |
Statistical Estimates of Accuracy / 4.5: |
Choice of Method / 4.6: |
Polynomials / 4.7: |
Horner's Method / 5.1: |
Evaluating Derivatives / 5.2: |
The Newton Form and Polynomial Interpolation / 5.3: |
Matrix Polynomials / 5.4: |
Norms / 5.5: |
Vector Norms / 6.1: |
Matrix Norms / 6.2: |
The Matrix p-Norm / 6.3: |
Singular Value Decomposition / 6.4: |
Perturbation Theory for Linear Systems / 6.5: |
Normwise Analysis / 7.1: |
Componentwise Analysis / 7.2: |
Scaling to Minimize the Condition Number / 7.3: |
The Matrix Inverse / 7.4: |
Extensions / 7.5: |
Numerical Stability / 7.6: |
Practical Error Bounds / 7.7: |
Perturbation Theory by Calculus / 7.8: |
Triangular Systems / 7.9: |
Backward Error Analysis / 8.1: |
Forward Error Analysis / 8.2: |
Bounds for the Inverse / 8.3: |
A Parallel Fan-In Algorithm / 8.4: |
LU Factorization and Linear Equations / 8.5: |
Gaussian Elimination and Pivoting Strategies / 9.1: |
LU Factorization / 9.2: |
The Growth Factor / 9.3: |
Diagonally Dominant and Banded Matrices / 9.5: |
Tridiagonal Matrices / 9.6: |
More Error Bounds / 9.7: |
Scaling and Choice of Pivoting Strategy / 9.8: |
Variants of Gaussian Elimination / 9.9: |
A Posteriori Stability Tests / 9.10: |
Sensitivity of the LU Factorization / 9.11: |
Rank-Revealing LU Factorizations / 9.12: |
Historical Perspective / 9.13: |
Cholesky Factorization / 9.14: |
Symmetric Positive Definite Matrices / 10.1: |
Sensitivity of the Cholesky Factorization / 10.2: |
Positive Semidefinite Matrices / 10.3: |
Matrices with Positive Definite Symmetric Part / 10.4: |
Symmetric Indefinite and Skew-Symmetric Systems / 10.5: |
Block LDL[superscript T] Factorization for Symmetric Matrices / 11.1: |
Aasen's Method / 11.2: |
Block LDL[superscript T] Factorization for Skew-Symmetric Matrices / 11.3: |
Iterative Refinement / 11.4: |
Behaviour of the Forward Error / 12.1: |
Iterative Refinement Implies Stability / 12.2: |
Block LU Factorization / 12.3: |
Block Versus Partitioned LU Factorization / 13.1: |
Error Analysis of Partitioned LU Factorization / 13.2: |
Error Analysis of Block LU Factorization / 13.3: |
Matrix Inversion / 13.4: |
Use and Abuse of the Matrix Inverse / 14.1: |
Inverting a Triangular Matrix / 14.2: |
Inverting a Full Matrix by LU Factorization / 14.3: |
Gauss-Jordan Elimination / 14.4: |
Parallel Inversion Methods / 14.5: |
The Determinant / 14.6: |
Condition Number Estimation / 14.7: |
How to Estimate Componentwise Condition Numbers / 15.1: |
The p-Norm Power Method / 15.2: |
LAPACK 1-Norm Estimator / 15.3: |
Block 1-Norm Estimator / 15.4: |
Other Condition Estimators / 15.5: |
Condition Numbers of Tridiagonal Matrices / 15.6: |
The Sylvester Equation / 15.7: |
Solving the Sylvester Equation / 16.1: |
Backward Error / 16.2: |
Perturbation Result / 16.3: |
Stationary Iterative Methods / 16.4: |
Survey of Error Analysis / 17.1: |
Singular Systems / 17.2: |
Stopping an Iterative Method / 17.5: |
Matrix Powers / 17.6: |
Matrix Powers in Exact Arithmetic / 18.1: |
Bounds for Finite Precision Arithmetic / 18.2: |
Application to Stationary Iteration / 18.3: |
QR Factorization / 18.4: |
Householder Transformations / 19.1: |
Error Analysis of Householder Computations / 19.2: |
Pivoting and Row-Wise Stability / 19.4: |
Aggregated Householder Transformations / 19.5: |
Givens Rotations / 19.6: |
Gram-Schmidt Orthogonalization / 19.7: |
Sensitivity of the QR Factorization / 19.9: |
The Least Squares Problem / 19.10: |
Perturbation Theory / 20.1: |
Solution by QR Factorization / 20.2: |
Solution by the Modified Gram-Schmidt Method / 20.3: |
The Normal Equations / 20.4: |
The Seminormal Equations / 20.5: |
Weighted Least Squares Problems / 20.7: |
The Equality Constrained Least Squares Problem / 20.9: |
Proof of Wedin's Theorem / 20.10: |
Underdetermined Systems / 20.11: |
Solution Methods / 21.1: |
Perturbation Theory and Backward Error / 21.2: |
Vandermonde Systems / 21.3: |
Primal and Dual Systems / 22.1: |
Stability / 22.3: |
Fast Matrix Multiplication / 22.4: |
Methods / 23.1: |
The Fast Fourier Transform and Applications / 23.2: |
The Fast Fourier Transform / 24.1: |
Circulant Linear Systems / 24.2: |
Nonlinear Systems and Newton's Method / 24.3: |
Newton's Method / 25.1: |
Special Cases and Experiments / 25.2: |
Automatic Error Analysis / 25.4: |
Exploiting Direct Search Optimization / 26.1: |
Direct Search Methods / 26.2: |
Examples of Direct Search / 26.3: |
Interval Analysis / 26.4: |
Other Work / 26.5: |
Software Issues in Floating Point Arithmetic / 26.6: |
Exploiting IEEE Arithmetic / 27.1: |
Subtleties of Floating Point Arithmetic / 27.2: |
Cray Peculiarities / 27.3: |
Compilers / 27.4: |
Determining Properties of Floating Point Arithmetic / 27.5: |
Testing a Floating Point Arithmetic / 27.6: |
Portability / 27.7: |
Avoiding Underflow and Overflow / 27.8: |
Multiple Precision Arithmetic / 27.9: |
Extended and Mixed Precision BLAS / 27.10: |
Patriot Missile Software Problem / 27.11: |
A Gallery of Test Matrices / 27.12: |
The Hilbert and Cauchy Matrices / 28.1: |
Random Matrices / 28.2: |
"Randsvd" Matrices / 28.3: |
The Pascal Matrix / 28.4: |
Tridiagonal Toeplitz Matrices / 28.5: |
Companion Matrices / 28.6: |
Solutions to Problems / 28.7: |
Acquiring Software / B: |
Internet / B.1: |
Netlib / B.2: |
MATLAB / B.3: |
NAG Library and NAGWare F95 Compiler / B.4: |
Program Libraries / C: |
Basic Linear Algebra Subprograms / C.1: |
EISPACK / C.2: |
LINPACK / C.3: |
LAPACK / C.4: |
The Matrix Computation Toolbox / D: |
Bibliography |
List of Figures |
List of Tables |
Preface to Second Edition |