《数值算法的精度与稳定性》封面

数值算法的精度与稳定性

Accuracy and stability of numerical algorithms

Nicholas J. Higham · 初版 1996 年

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Hacker News 上怎么说

  • 如果你有兴趣编写高精度的数值算法,作为进阶阅读,我强烈推荐 Nick Higham 写的《Accuracy and Stability of Numerical Algorithms》,这是一本非常全面且优秀的好书。正如这篇文章所说,大家总觉得浮点运算(floating-point arithmetic)神神秘秘的,但其实根本不是:它只是遵循着一套自身精确规定的……

    If you are interested in writing accurate numerical algorithms, as further reading I highly recommend reading "Accuracy and Stability of Numerical Algorithms" by Nick Higham, which is a very good comprehensive book. Like this article says, floating-point arithmetic is often thought of as mysterious, but it really isn't: it just obeys its own precisely specified…

  • ……想了解这方面的背景知识,可以去读 Goldberg 的论文《每个计算机科学家都该懂的浮点运算》(What Every Computer Scientist Should Know About Floating-Point Arithmetic)[1]。接下来值得深挖的好书是 Higham 的《Accuracy and Stability of Numerical Algorithms》[2]。这两份资料会告诉你该从哪些地方排查问题,并让你能更具体地分析算法中的浮点(floating point)问题。[1] https://docs.oracle.com/cd/E19957-01/800-7895/800-7895.pdf [2]……

    …that provide good background for this stuff, read Goldberg's paper "What Every Computer Scientist Should Know About Floating-Point Arithmetic" [1]. The next good thing to dig through is Higham's book "Accuracy and Stability of Numerical Algorithms" [2] Those will give you lots of places to look for issues, and the ability to analyze algorithms more concretely for floating point issues. [1] https://docs.oracle.com/cd/E19957-01/800-7895/800-7895.pdf [2]…

  • ……顺便介绍了一下动态缩放(dynamic scale),这大概在每门计算机体系结构课上都是用来引出浮点(floating point)概念的吧。这就是个浮点数啊。这家伙该翻翻书了。我推荐 Nick Higham 的《Accuracy and Stability of Numerical Algorithms》。

    …with a dynamic scale is presented along the way motivating floating point in probably every computer architecture class. It’s a floating point. This guy needs to open a book. I recommend Nick Higham’s _Accuracy and Stability of Numerical Algorithms_.

  • ……可能会有疏漏,但大体就是这么个意思。我工作时曾在一个复杂得多的例子上搞过这套,试了好几次才搞定。关于这个有一本不错的线性代数书,好像叫《Accuracy and Stability of Numerical Algorithms》(Nicholas Higham 著)。Pharr 等人写的那本著名的 PBR 图形学书也讲了误差估计技术。

    …there could be mistakes but that’s the gist. I’ve had to do this for my work on a much more complicated example, and it took a few tries. There is a good linear algebra book about this, I think called Accuracy and Stability of Numerical Algorithms (Nicholas Higham). The famous PBR graphics book by Pharr et. al. also talks about error estimation techniques.

  • 他还写了《Accuracy and Stability of Numerical Algorithms》,这书算是该领域的传世经典之一了。

    He also wrote "Accuracy and Stability of Numerical Algorithms" which is part of the canon of the field.

  • ……http://lipforge.ens-lyon.fr/www/crlibm/documents/cern.pdf。浮点数(Floating point numbers)“并不是”区间。如果你仔细读过浮点数的任何正式定义(随便列举三个参考来源:IEEE 标准、TAoCP 第 4 章,或者 Higham 的《Accuracy and Stability of Numerical Algorithms》),就会发现根据定义,浮点数构成扩展实数线上的一个精确有理数子集。> 该范围内的所有数字都别名映射到同一个……

    …http://lipforge.ens-lyon.fr/www/crlibm/documents/cern.pdf. Floating point numbers are _not_ intervals. If you read carefully any formal definition of floating point numbers (The IEEE standards, TAoCP Chapter 4, or Higham's _Accuracy and Stability of Numerical Algorithms_, to name just three possible references), you will see that floating point numbers by definition form an exact rational subset of the extended real line. > All numbers in that range alias to the same…

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