Numerical Recipes in FORTRAN Example Book: The Art of Scientific Computing, Volumes 1-2

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Cambridge University Press, Nov 27, 1992 - Computers - 963 pages
2 Reviews
"Highlights of the new material include a new chapter on integral equations and inverse methods; multigrid methods for solving partial differential equations; improved random number routines; wavelet transforms; the statistical bootstrap method; a new chapter on "less-numerical" algorithms including compression coding and arbitrary precision arithmetic; band diagonal linear systems; linear algebra on sparse matrices; Cholesky and QR decomposition; calculation of numerical derivatives; Pade approximants, and rational Chebyshev approximation; new special functions; Monte Carlo integration in high-dimensional spaces; globally convergent methods for sets of nonlinear equations; an expanded chapter on fast Fourier methods; spectral analysis on unevenly sampled data; Savitzky-Golay smoothing filters; and two-dimensional Kolmogorov-Smirnoff tests." "All this is in addition to material on such basic topics as: linear equations, interpolation and extrapolation, integration, nonlinear root-finding, eigensystems, ordinary differential equations, evaluation of functions, sorting, optimization, statistical description and modeling of data, and two-point boundary value problems."--BOOK JACKET.
  

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Contents

Preliminaries
1
Linear Algebraic Equations
5
Interpolation and Extrapolation
31
Integration of Functions
42
Evaluation of Functions
56
Special Functions
67
Random Numbers
98
Sorting
112
Fast Fourier Transform
156
Fourier and Spectral Applications
167
Statistical Description of Data
177
Modeling of Data
197
Ordinary Differential Equations
210
Integral Equations and Inverse Theory
224
Partial Differential Equations
228
LessNumerical Algorithms
233

Root Finding and Sets of Equations
122
Minimization and Maximization of Functions
133
Eigensystems
147

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About the author (1992)

William H. Press holds the Raymer Chair in Computer Sciences and Integrative Biology at the University of Texas at Austin.

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