G. W. Stewart
There are many textbooks to choose from when teaching an introductory numerical analysis course, but there is only one Afternotes on Numerical Analysis. This book presents the central ideas of modern numerical analysis in a vivid and straightforward fashion with a minimum of fuss and formality. Stewart designed this volume while teaching an upperdivision course in introductory numerical analysis. To clarify what he was teaching, he wrote down each lecture immediately after it was given. The result reflects the wit, insight, and verbal craftmanship which are hallmarks of the author.
Simple examples are used to introduce each topic, then the author quickly moves on to the discussion of important methods and techniques. With its rich mixture of graphs and code segments, the book provides insights and advice that help the reader avoid the many pitfalls in numerical computation that can easily trap an unwary beginner.
Written by a leading expert in numerical analysis, this book is certain to be the one you need to guide you through your favorite textbook.
Audience
Supplementary text for upperdivision undergraduate and beginning graduate introductory numerical analysis courses.
Contents
Part One: Nonlinear Equations. Lecture 1: By the Dawn's Early Light; Interval Bisection; Relative Error; Lecture 2: Newton's Method; Reciprocals and Square Roots; Local Convergence Analysis; Slow Death; Lecture 3: A QuasiNewton Method; Rates of Convergence; Iterating for a Fixed Point; Multiple Zeros; Ending with a Proposition; Lecture 4: The Secant Method; Convergence; Rate of Convergence; Multipoint Methods; Muller's Method; The LinearFractional Method; Lecture 5: A Hybrid Method; Errors, Accuracy, and Condition Numbers. Part Two: Computer Arithmetic. Lecture 6: FloatingPoint Numbers; Overflow and Underflow; Rounding Error; Floatingpoint Arithmetic; Lecture 7: Computing Sums; Backward Error Analysis; Perturbation Analysis; Cheap and Chippy Chopping; Lecture 8: Cancellation; The Quadratic Equation; That Fatal Bit of Rounding Error; Envoi. Part Three: Linear Equations. Lecture 9: Matrices, Vectors, and Scalars; Operations with Matrices; RankOne Matrices; Partitioned Matrices; Lecture 10: Theory of Linear Systems; Computational Generalities; Triangular Systems; Operation Counts; Lecture 11: Memory Considerations; Row Oriented Algorithms; A Column Oriented Algorithm; General Observations on Row and Column Orientation; Basic Linear Algebra Subprograms; Lecture 12: Positive Definite Matrices; The Cholesky Decomposition; Economics; Lecture 13: InnerProduct Form of the Cholesky Algorithm; Gaussian Elimination; Lecture 14: Pivoting; BLAS; Upper Hessenberg and Tridiagonal Systems; Lecture 15: Vector Norms; Matrix Norms; Relative Error; Sensitivity of Linear Systems; Lecture 16: The Condition of Linear Systems; Artificial Ill Conditioning; Rounding Error and Gaussian Elimination; Comments on the Analysis; Lecture 17: The Wonderful Residual: A Project; Introduction; More on Norms; The Wonderful Residual; Matrices with Known Condition; Invert and Multiply; Cramer's Rule; Submission.Part Four: Polynomial Interpolation. Lecture 18: Quadratic Interpolation; Shifting; Polynomial Interpolation; Lagrange Polynomials and Existence; Uniqueness; Lecture 19: Synthetic Division; The Newton Form of the Interpolant; Evaluation; Existence; Divided Differences; Lecture 20: Error in Interpolation; Error Bounds; Convergence; Chebyshev Points. Part Five: Numerical Integration and Differentiation. Lecture 21: Numerical Integration; Change of Intervals; The Trapezoidal Rule; The Composite Trapezoidal Rule; NewtonCotes Formulas; Undetermined Coefficients and Simpson's Rule; Lecture 22: The Composite Simpson's Rule; Errors in Simpson's Rule; Weighting Functions; Gaussian Quadrature; Lecture 23: The Setting; Orthogonal Polynomials; Existence; Zeros of Orthogonal Polynomials; Gaussian Quadrature; Error and Convergence; Examples; Lecture 24: Numerical Differentiation and Integration; Formulas From Power Series; Limitations; Bibliography.
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1996 / x + 200 pages / Softcover / ISBN13: 9780898713626 / ISBN10: 0898713625 / List Price $57.00 / SIAM Member Price $39.90 / Order Code OT49
