C++ Toolbox for Verified Computing I: Basic Numerical Problems Theory, Algorithms, and Programs

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This C++ Toolbox for Verified Computing presents an extensive set of sophisticated tools for solving basic numerical problems with verification of the results. It is the C++ edition of the Numerical Toolbox for Verified Computing which was based on the computer language PASCAL-XSC. The sources of the programs in this book are freely available via anonymous ftp. This book offers a general discussion on arithmetic and computational reliablility, analytical mathematics and verification techniques, algoriths, and (most importantly) actual C++ implementations. In each chapter, examples, exercises, and numerical results demonstrate the application of the routines presented. The book introduces many computational verification techniques. It is not assumed that the reader has any prior formal knowledge of numerical verification or any familiarity with interval analysis. The necessary concepts are introduced. Some of the subjects that the book covers in detail are not usually found in standard numerical analysis texts.

Author(s): Prof. Dr. Ulrich Kulisch, Dr. Rolf Hammer, Dr. Matthias Hocks, Dr. Dietmar Ratz (auth.)
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 1995

Language: English
Pages: 382
Tags: Numerical Analysis;Analysis;Algorithms;Appl.Mathematics/Computational Methods of Engineering;Mathematical Methods in Physics;Numerical and Computational Physics

Front Matter....Pages i-xvii
Introduction....Pages 1-14
Front Matter....Pages 15-15
The Features of C-XSC....Pages 17-29
Mathematical Preliminaries....Pages 30-53
Front Matter....Pages 55-55
Evaluation of Polynomials....Pages 57-69
Automatic Differentiation....Pages 70-92
Nonlinear Equations in One Variable....Pages 93-112
Global Optimization....Pages 113-139
Evaluation of Arithmetic Expressions....Pages 140-163
Zeros of Complex Polynomials....Pages 164-185
Front Matter....Pages 187-187
Linear Systems of Equations....Pages 189-209
Linear Optimization....Pages 210-243
Automatic Differentiation for Gradients, Jacobians, and Hessians....Pages 244-292
Nonlinear Systems of Equations....Pages 293-311
Global Optimization....Pages 312-342
Back Matter....Pages 343-382