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References

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R. Barrett, M. Berry, T. F. Chan, J. Demmel, J. Donato, J. Dongarra, V. Eijkhout, R. Pozo, C. Romine, and H. Van der Vorst. Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, 2nd Edition. SIAM, Philadelphia, PA, 1994.

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R. W. Hamming. Introduction to Applied Numerical Analysis. McGraw-Hill, 1971.

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J. Moré and S. M. Wild. ``Estimating Derivatives of Noisy Simulations.'' ACM Transactions on Mathematical Software, Vol. 38(3), to appear, (2012). URL http://www.mcs.anl.gov/uploads/cels/papers/P1785.pdf



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