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Chaitin-Chatelin, F and Frayssť, V (1996)

Lectures on Finite Precision Computations


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Abstract: COVERTEXT: Lectures on Finite Precision Computations addresses the question, how does finite precision affect the convergence of numerical methods on the computer when convergence has been proven in exact arithmetic? Finite precise computations are at the heart of the daily activities of many engineers and researchers in all branches of applied mathematics. Written in an informal style, this book combines techniques from engineering and mathematics to describe the rigorous and novel theory of computability in finite precision. In the challenging cases of nonlinear problems, theoretical analysis is supplemented by software tools to explore the stability on the computer. Round-off errors are often considered negatively, as a severe limitation on the purity of exact computations. The authors show how the necessarily finite precision of the computer arithmetic can be turned into an asset when describing physical phenomena

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Reference Type: Book

Subject Area(s): Applied Mathematics, Numerical Analysis