Contents Numerical Analysis: What Is It? Mathematical Preliminaries 10 W 12 13 Introduction Basic Concepts and Taylor's Theorem Orders of Convergence and Additional Basic Concepts Difference Equations Computer Arithmetic 20 21 22 aa Introduction Floating-Point Numbers and Roundoff Errors Absolute and Relative Errors: Loss of Significance Stable and Unstable Computations: Conditioning Solution of Nonlinear Equations 3.0 Introduction Bisection (Interval Halving) Method Newton's Method Secant Method Fixed Points and Functional iteration Computing Roots of Polynomials Homotopy and Continuation Methods Solving Systems of Linear Equations 40 41 Introduction Matrix Algebra 37 37 37 55 64 rE) B 74 81 93 100 109 130 139 139 140Vv Contents 4.2 LU and Cholesky Factorizations 4.3 Pivoting and Constructing an Algorithm 4.4 Norms and the Analysis of Errors 4.5 Neumann Series and iterative Refinement 4.6 Solution of Equations by Iterative Methods 4.7 Steepest Descent and Conjugate Gradient Methods 4.8 Analysis of Roundoff Error in the Gaussian Algorithm 5 Selected Topics in Numerical Linear Algebra 5.0 Review of Basic Concepts 5.1 Matrix Eigenvalue Problem: Power Method 5.2. Schur’s and Gershgorin’s Theorems 5.3 Orthogonal Factorizations and Least-Squares Problems 5.4 Singular-Value Decomposition and Pseudoinverses 5.5 QR-Algorithm of Francis for the Eigenvalue Problem 6 Approximating Functions 6.0 Introduction 6.1 Polynomial Interpolation 62 Divided Differences 63 Hermite interpotation 6.4 Spline interpolation 6.5 B-Splines: Basic Theory 66 B-Splines: Applications 67 Taylor Series 68 Best Approximation: Least'Squares Theory 69 Best Approximation: Chebyshev Theory 6.10 Interpolation in Higher Dimensions 6.11 Continued Fractions 6.12 Trigonometric interpolation 6.13 Fast Fourier Transform 6.14 Adaptive Approximation 7 Numerical Differentiation and Integration 7.1 Numerical Differentiation and Richardson Extrapolation 72 Numerical integration Based on Interpolation 73. Gaussian Quadrature 149 163 186 197 207 232 245 254 254 257 265 273 287 298 308 308 308 327 338 349 366 377 388 392 405 420 438 445 451 460 465 465 478 492Contents 74 Romberg integration 75 Adaptive Quadrature 7.6 Sard’s Theory of Approximating Functionals 7.7 Bemoulli Polynomials and the Euler-Maclaurin Formula 8 Numerical Solution of Ordinary Differential Equations 8.0 Introduction 81 The Existence and Uniqueness of Solutions 82. Taylor-Series Method 83 Runge-Kutta Methods 8.4 Multistep Methods 85 Local and Global Errors: Stability 8.6 Systems and Higher-Order Ordinary Differential Equations 87 Boundary-Value Problems 88 Boundary-Value Problems: Shooting Methods 89 Boundary-Value Problems; Finite-Differences 8.10 Boundary-Value Problems: Collocation 8.11 Linear Differential Equations 8.12 Stiff Equations 9 Numerical Solution of Partial Differential Equations 9.0 Introduction 9.1 Parabolic Equations: Explicit Methods 9.2 Parabolic Equations: Implicit Methods 9.3. Problems Without Time Dependence: Finite-Differences 9.4 Problems Without Time Dependence: Galerkin Methods 9.5 First-Order Partial Differential Equations: Characteristics 9.6 Quasilinear Second-Order Equations: Characteristics 9.7 Other Methods for Hyperbolic Problems 9.8 Multigrid Method 9.9 Fast Methods for Poisson's Equation 10 Linear Programming and Related Topics 10.1. Convexity and Linear Inequalities 10.2 Linear Inequalities 502 507 513 519 524 524 524 530 539 549 557 565 572 581 589 593 597 608 615 615 615 623 681 681 689VI Contents 10.3 Linear Programming 10.4 The Simplex Algorithm 11 Optimization 11.0. Introduction 11.1 One-Varlable Case 11.2 Descent Methods 11.3 Analysis of Quadratic Objective Functions 11.4 Quadratic-Fitting Algorithms 115 Neldet-Meade Algorithm 116 Simulated Annealing 11.7 Genetic Algorithms 11.8 Convex Programming 11.9 Constrained Minimization 11.10 Pareto Optimization Appendix A An Overview of Mathematical Software Bibliography Index 695 700 71 m1 712 76 719 721 722 723 724 725 726 727 731 745