Accuracy and Stability of Numerical Algorithms
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For a review of the original ed. (SIAM 1996) see Zbl 0847.65010. The text is centered around accuracy and stability for the solution of systems of linear equations. It is dedicated to the pioneers in this field, Alan Turing and James Wilkinson. The present edition contains several additions and refinements. After 5 chapters on basic procedures with floating point arithmetic and a chapter on polynomials the author turns to the solution of linear equations by Gaussian elimination and its variants and some stationary iterative methods. In the second edition a chapter on nonlinear systems and Newton's method is added. The book concludes with information on software and library packages and gallery of test matrices. The Appendix with solutions to the problems covers 50 pages. The chapters contain sections about solution methods, perturbation theory, error analysis, problems, and the usage of the LAPACK package. Besides the theorems with and without proofs there are many notes including those on historical perspectives. All items are accompanied by well-collected references that sum up to a bibliography with 1287 entries. This are 153 more entries than in the first edition. As often, a book becomes also interesting by topics that are beyond the main stream. We mention the fast multiplication of matrices by Winograd and Strassen or block LDL\(^T\) factorization for skew-symmetric matrices. A pleasure are also the quotations at the start of each chapter, which are an art gallery of numerical facts, names, and curiosities.
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- The design and use of a sparse direct solver for skew symmetric matrices
- On the solution of the nonlinear matrix equation \(X^n=f(X)\)
- Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution
- A family of physics-based preconditioners for solving elliptic equations on highly heterogeneous media
- Perturbation analysis and condition numbers of symmetric algebraic Riccati equations
- Perturbation analysis and condition numbers of scaled total least squares problems
- A new error-free floating-point summation algorithm
- Implicit standard Jacobi gives high relative accuracy
- Error analysis of Padé iterations for computing matrix invariant subspaces
- Sensitivity of the Lanczos recurrence to Gaussian quadrature data: how malignant can small weights be?
- Inverse power and Durand-Kerner iterations for univariate polynomial root-finding
- Improved bounds for a condition number for Markov chains
- A note on the condition number of the scaled total least squares problem
- Covariance structure regularization via entropy loss function
- SVD update methods for large matrices and applications
- Iterative refinement for symmetric eigenvalue decomposition
- Accurate solutions of product linear systems associated with rank-structured matrices
- Computing the matrix Mittag-Leffler function with applications to fractional calculus
- Invariance preserving discretization methods of dynamical systems
- Efficient modal dynamic analysis of flexible beam-fluid systems
- Bounding the degree of solutions of differential equations
- Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
- An algorithm for the numerical evaluation of the associated Legendre functions that runs in time independent of degree and order
- High dimensional efficiency with applications to change point tests
- Evaluation of Chebyshev polynomials by a three-term recurrence in floating-point arithmetic
- Stable polefinding and rational least-squares fitting via eigenvalues
- The numerical solution of Cahn-Hilliard (CH) equation in one, two and three-dimensions via globally radial basis functions (GRBFs) and RBFs-differential quadrature (RBFs-DQ) methods
- A new perspective towards decomposition of the generalized inertia matrix of multibody systems
- New integration methods for perturbed ODEs based on symplectic implicit Runge-Kutta schemes with application to solar system simulations
- On a relationship between the \(\operatorname{T}\)-congruence Sylvester equation and the Lyapunov equation
- On the partial condition numbers for the indefinite least squares problem
- Efficient computation of tridiagonal matrices largest eigenvalue
- Updating QR factorization procedure for solution of linear least squares problem with equality constraints
- Restarted Hessenberg method for solving shifted nonsymmetric linear systems
- Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
- On the variational data assimilation problem solving and sensitivity analysis
- Reducing and monitoring round-off error propagation for symplectic implicit Runge-Kutta schemes
- Structured condition numbers for some matrix factorizations of structured matrices
- A complete characterization of determinantal quadratic polynomials
- An objective criterion for stopping light-surface interaction. Numerical validation and quality assessment
- Fast structured matrix computations: tensor rank and Cohn-Umans method
- Optimal stability of the Lagrange formula and conditioning of the Newton formula
- Accurate computation of the Moore-Penrose inverse of strictly totally positive matrices
- Odd and even Lidstone-type polynomial sequences. I: Basic topics
- A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization
- On the growth factor upper bound for Aasen's algorithm
- A further analysis of backward error in polynomial deflation
- Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints
- Algorithms for weighted sum of squares decomposition of non-negative univariate polynomials
- Almost strictly sign regular matrices and Neville elimination with two-determinant pivoting
- Factorization of saddle-point matrices in dynamical systems optimization -- reusing pivots
- Accurate quotient-difference algorithm: error analysis, improvements and applications
- Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations
- An efficient computation of generalized inverse of a matrix
- Evaluation schemes in the ring of quaternionic polynomials
- Threshold incomplete factorization constraint preconditioners for saddle-point matrices
- On the extreme eigenvalues of certain matrices of non-standard inner products of Hermite polynomials
- Computing the eigenvalues of symmetric tridiagonal matrices via a Cayley transformation
- Varying the \(s\) in your \(s\)-step GMRES
- Efficient implementation of symplectic implicit Runge-Kutta schemes with simplified Newton iterations
- Stopping criteria for iterations in finite element methods
- Multilevel regularization of wavelet based fitting of scattered data -- some experiments
- Precise numerical computation
- Taylor models and floating-point arithmetic: proof that arithmetic operations are validated in COSY
- The numerical rank of Krylov matrices
- Learning algebraic varieties from samples
- A quasi-Newton method with rank-two update to solve interval optimization problems
- The orthonormalized generalized finite element method-OGFEM: efficient and stable reduction of approximation errors through multiple orthonormalized enriched basis functions
- \(\mathbb G\)-reflectors: Analogues of Householder transformations in scalar product spaces
- A collocation approach for solving high-order linear Fredholm-Volterra integro-differential equations
- Sensitivity of eigenvalues of an unsymmetric tridiagonal matrix
- Reorthogonalized block classical Gram-Schmidt
- Randomized preprocessing versus pivoting
- Effective condition number for weighted linear least squares problems and applications to the Trefftz method
- Recursive self preconditioning method based on Schur complement for Toeplitz matrices
- Zero-free regions for Dirichlet series. II.
- On the complete pivoting conjecture for Hadamard matrices: further progress and a good pivots property
- Stochastic arithmetic in multiprecision
- Formal verification of numerical programs: from C annotated programs to mechanical proofs
- Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation
- On the evaluation of rational triangular Bézier surfaces and the optimal stability of the basis
- Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction
- Neville elimination: An efficient algorithm with application to chemistry
- Modeling flow in porous media with double porosity/permeability: a stabilized mixed formulation, error analysis, and numerical solutions
- Structured backward error analysis for generalized saddle point problems
- Accurate and efficient evaluation of Chebyshev tensor product surface
- Fast and accurate normalization of vectors and quaternions
- Factorizations of hyperpower family of iterative methods via least squares approach
- Solvability of perturbation solutions in DSGE models
- Multilinear polynomial systems: root isolation and bit complexity
- Simulating leaky integrate-and-fire neuron with integers
- Accurate evaluation of Chebyshev polynomials in floating-point arithmetic
- Numerical computation of H-bases
- On the global convergence of Schröder's iteration formula for real zeros of entire functions
- Uniform approximation to finite Hilbert transform of oscillatory functions and its algorithm
- Improved bounds for the inverses of diagonally dominant tridiagonal matrices
- Analysis of the self projected matching pursuit algorithm
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