Review of The SIAM 100-Digit Challenge: A Study in High-Accuracy Numerical Computing

In the January 2002 edition of SIAM News, Nick Trefethen announced the '$100, 100-Digit Challenge'. In this note he presented ten easy-to-state but hard-to-solve problems of numerical analysis, and challenged readers to find each answer to ten-digit accuracy. Trefethen closed with the enticing comment: 'Hint: They're hard. If anyone gets 50 digits in total, I will be impressed.' This challenge obviously struck a chord in hundreds of numerical mathematicians worldwide, as 94 teams from 25 nations later submitted entries. Many of these submissions exceeded the target of 50 correct digits; in fact, 20 teams achieved a perfect score of 100 correct digits. Trefethen had offered $100 for the best submission. Given the overwhelming response, a generous donor (William Browning, founder of Applied Mathematics, Inc.) provided additional funds to provide a $100 award to each of the 20 winning teams. Soon after the results were out, four participants, each from a winning team, got together and agreed to write a book about the problems and their solutions. The team is truly international: Bornemann is from Germany, Laurie is from South Africa, Wagon is from the USA, and Waldvogel is from Switzerland. This book provides some mathematical background for each problem, and then shows in detail how each of them can be solved. In fact, multiple solution techniques are mentioned in each case. The book describes how to extend these solutions to much larger problems and much higher numeric precision (hundreds or thousands of digit accuracy). The authors also show how to compute error bounds for the results, so that one can say with confidence that one's results are accurate to the level stated. Numerous numerical software tools are demonstrated in the process, including the commercial products Mathematica, Maple and Matlab. Computer programs that perform many of the algorithms mentioned in the book are provided, both in an appendix to the book and on a website. In the process, the authors take the reader on a wide-ranging tour of modern numerical mathematics, with enough background material so that even readers with little or no training in numerical analysis can follow. Here is a list of just a few of the topics visited: numerical quadrature (i.e., numerical integration), series summation, sequence extrapolation, contour integration, Fourier integrals, high-precision arithmetic, interval arithmetic, symbolic computing, numerical linear algebra, perturbation theory, Euler-Maclaurin summation, global minimization, eigenvalue methods, evolutionary algorithms, matrix preconditioning, random walks, special functions, elliptic functions, Monte-Carlo methods, and numerical differentiation.