[petsc-users] A book advice on numerical computation errors
Jed Brown
jedbrown at mcs.anl.gov
Thu Apr 12 10:40:48 CDT 2012
On Thu, Apr 12, 2012 at 10:19, Umut Tabak <u.tabak at tudelft.nl> wrote:
> I would like to ask for a reference book on numerical errors in
> computations and ways to tackle with them, such as decreasing round of
> error, cancellation error and so on, probably with some programming
> examples? Are there any good references on this topic?
This book has a good section devoted to numerical stability:
http://people.maths.ox.ac.uk/trefethen/text.html
This book is comprehensive:
http://www.maths.manchester.ac.uk/~higham/asna/
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