Error Analysis in Numerical Processes

by Solomon G. Mikhlin

Extends the traditional classification of errors so that the error of the method (truncation error) and the numerical error are subdivided into four the approximation, the perturbation, the algorithm and the rounding error. This new subdivision of errors results in error estimates for a number of linear and nonlinear problems in numerical analysis. Obtained here are new results--errors in the conjugate direction method--as well as known results, such as errors in Gaussian elimination. Also presented are a posteriori error estimates, such as those derived for, and often by means of, the computed approximate solution.

286 pages, Hardcover

First published September 27, 1991