Numerical Algorithms (Manchester/Liverpool Summer Schools in Numerical Analysis)

This book provides a clear, accessible survey of those areas of numerical analysis which lead to practical algorithms for engineering, scientific, and other applied problems. The work of algorithm developers has lead to great improvements in the design of mathematical software, and this book discusses some of the factors involved in formulating problems appropriately, and in designing efficient and stable solution procedures. Topics covered include linear algebra, ordinary and partial differential equations, quadrature and integral equations, curve-fitting, optimization, and time-series analysis. Each chapter includes a summary of readily available software, and gives references for the full mathematical details of the methods. Designed as a source book for the non-specialist, Numerical Algorithms presents methods of good modern practice in numerical computation and analysis.