This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan

Tuesday, August 08, 2006

Numerical Methods in Scientific Computing

I'm reading the second chapter of this book and so far it looks very good. I needed to get some more recent information on floating-point errors than in Knuth's book . Germund Dahlquist and Åke Björck put working copies of their upcoming book on Internet, it's so nice to see people doing this.

Another interesting reading on this subject is David Goldbergs article " What Every Computer Scientist Should Know About Floating-Point Arithmetic " article. I found while searching for compensated summation algorithm. I'm still trying to fix recurrent NPV computation formula without reversing it.


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