The SIAM 100-Digit Challenge
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.
The SIAM 100-Digit Challenge: A Study in High-Accuracy Numerical Computing gives concrete examples of how to justify the validity of every single digit of a numerical answer. Methods range from carefully designed computer experiments to a posteriori error estimates and computer-assisted proofs based on interval arithmetic.
Publisher: Society for Industrial and Applied Mathematics (January 1, 1987)
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