The SIAM 100-digit Challenge: A Study in High-accuracy Numerical Computing

The SIAM 100-digit Challenge: A Study in High-accuracy Numerical Computing
ISBN-10
0898717965
ISBN-13
9780898717969
Category
Numerical analysis
Pages
306
Language
English
Published
2004-01-01
Publisher
SIAM
Authors
Stan Wagon, Folkmar Bornemann, Dirk Laurie

Description

This book takes readers on a thrilling tour of some of the most important and powerful areas of contemporary numerical mathematics. The tour is organized along the 10 problems of the SIAM 100-Digit Challenge, a contest posed by Nick Trefethen of Oxford University in the January/February 2002 issue of SIAM News. The complete story of the contest as well as a lively interview with Nick Trefethen are also included. The authors, members of teams that solved all 10 problems, show in detail multiple approaches for solving each problem, ranging from elementary to sophisticated, from brute-force to schemes that can be scaled to provide thousands of digits of accuracy and that can solve even larger related problems. The authors touch on virtually every major technique of modern numerical analysis: matrix computation, iterative linear methods, limit extrapolation and convergence acceleration, numerical quadrature, contour integration, discretization of PDEs, global optimization, Monte Carlo and evolutionary algorithms, error control, interval and high-precision arithmetic, and many more.

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