Rounding Errors in Algebraic Processes

James Hardy Wilkinson

2023年5月 · SIAM

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"[This book] combines a rigorous mathematical analysis with a practicality that stems from an obvious first-hand contact with the actual numerical computation. The well-chosen examples alone show vividly both the importance of the study of rounding errors and the perils of its neglect." A. A. Grau, SIAM Review (1966)

Rounding Errors in Algebraic Processes was the first book to give systematic analyses of the effects of rounding errors on a variety of key computations involving polynomials and matrices.

A detailed analysis is given of the rounding errors made in the elementary arithmetic operations and inner products, for both floating-point arithmetic and fixed-point arithmetic. The results are then applied in the error analyses of a variety of computations involving polynomials as well as the solution of linear systems, matrix inversion, and eigenvalue computations.

The conditioning of these problems is investigated. The aim was to provide a unified method of treatment, and emphasis is placed on the underlying concepts.

This book is intended for mathematicians, computer scientists, those interested in the historical development of numerical analysis, and students in numerical analysis and numerical linear algebra.