To celebrate the IMA’s 60th anniversary in 2024, a number of articles have been chosen by IMA members and MT readers, who introduce their favourite MT articles and explain why they are important to them. Here Nick Higham (1961–2024) FREng FRS CMath FIMA, introduces …
Error Analysis Revisited by James Wilkinson FRS FIMA
This is one of the last articles that J.H. Wilkinson (1919–1986) wrote before his untimely death at the age of 68. Wilkinson was a pioneering numerical analyst who did more than anyone to establish backward error analysis as a vital tool for understanding the numerical stability of algorithms in numerical linear algebra in the presence of rounding errors. In this article he gives his final thoughts on the purpose of backward error analysis and how to carry out such analyses for a variety of matrix equations. The article describes an evolution in his thinking about rounding error analysis since the publication of his classic monographs Rounding Errors in Algebraic Processes (1963, reprinted by SIAM in 2023) and The Algebraic Eigenvalue Problem (1965).
Download the article, Error Analysis Revisited (pdf) scanned from the 1986 IMA Bulletin, vol. 22, no. 11/12, pp. 192–200.
