This book succinctly covers the key topics of numerical methods. While it is basically a survey of the subject, it has enough depth for the student to walk away with the ability to implement the methods by writing computer programs or by applying them to problems in physics or engineering. The author manages to cover the essentials while avoiding redundancies and using well-chosen examples and exercises. The exposition is supplemented by numerous figures. Work estimates and pseudo codes are provided for many algorithms, which can be easily converted to computer programs. Topics covered include interpolation, the fast Fourier transform, iterative methods for solving systems of linear and nonlinear equations, numerical methods for solving ODEs, numerical methods for matrix eigenvalue problems, approximation theory, and computer arithmetic.In general, the author assumes only a knowledge of calculus and linear algebra. The book is suitable as a text for a first course in numerical methods for mathematics students or students in neighboring fields, such as engineering, physics, and computer science.
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ISBN-13
978-0-8218-2953-0 (9780821829530)
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Schweitzer Klassifikation
(Technical University, Berlin, Germany)
Interpolation by polynomials Spline functions The discrete Fourier transform and its applications Solution of linear systems of equations Nonlinear systems of equations The numerical integration of functions Explicit one-step methods for initial value problems in ordinary differential equations Multistep methods for initial value problems of ordinary differential equations Boundary value problems for ordinary differential equations Jacobi, Gauss-Seidel and relaxation methods for the solution of linear systems of equations The conjugate gradient and GMRES methods Eigenvalue problems Numerical methods for eigenvalue problems Peano's error representation Approximation theory Computer arithmetic Bibliography Index.
