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AN INTRODUCTION TO
NUMERICAL ANALYSIS
Second Edition
Kendall E. Atkinson
University of Iowa
WILEY
John Wiley & Sons
New York Chichester Brisbane Toronto Singapore
CONTENTS
ONE
ERROR; ITS SOURCES, PROPAGATION,
AND ANALYSIS 3
TWO
ROOTFINDING FOR NONLINEAR EQUATIONS 53
2.1 The Bisection Method 56
2.2 Newton's Method 58
2.3 The Secant Method 65
2.4 Muller's Method 73
2.5 A General Theory for One-Point Iteration Methods 76
2.6 Aitken Extrapolation for Linearly Convergent Sequences 83
2.7 The Numerical Evaluation of Multiple Roots 87
2.8 Brent's Rootfinding Algorithm 91
2.9 Roots of Polynomials 94
2.10 Systems of Nonlinear Equations 103
2.11 Newton's Method for Nonlinear Systems 108
2.12 Unconstrained Optimization 111
Discussion of the Literature 114
Problems 117
THREE
INTERPOLATION THEORY 131
3.1 Polynomial Interpolation Theory 131
3.2 Newton Divided Differences 138
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xiii
Xiv CONTENTS
FOUR
APPROXIMATION O F FUNCTIONS 197
4.1 The Weierstrass Theorem and Taylor's Theorem
4.2 The Minimax Approximation Problem
4.3 The Least Squares Approximation Problem
4.4 Orthogonal Polynomials
4.5 The Least Squares Approximation Problem (continued)
4.6 Minimax Approximations
4.7 Near-Minimax Approximations
Discussion of the Literature
Problems
FIVE
NUMERICAL INTEGRATION
5.1 The Trapezoidal Rule and Simpson's Rule
5.2 Newton-Cotes Integration Formulas
53 Gaussian Quadrature
5.4 Asymptotic Error Formulas and Their Applications
5.5 Automatic Numerical Integration
5.6 Singular Integrals
5.7 Numerical Differentiation
Discussion of the Literature
Problems
SIX
NUMERICAL METHODS FOR ORDINARY
DIFFERENTIAL EQUATIONS
6.1 Existence, Uniqueness, and Stability Theory
6.2 Euler's Method
6.3 Multistep Methods
6.4 The Midpoint Method
6.5 The Trapezoidal Method
6.6 A Low-Order Predictor-Corrector Algorithm
CONTENTS XV
SEVEN
LINEAR ALGEBRA 463
7.1 Vector Spaces, Matrices, and Linear Systems 463
7.2 Eigenvalues and Canonical Forms for Matrices 471
7.3 Vector and Matrix Norms 480
7.4 Convergence and Perturbation Theorems 490
Discussion of the Literature 495
Problems 496
EIGHT
NUMERICAL SOLUTION OF SYSTEMS
OF LINEAR EQUATIONS 507
NINE
THE MATRIX EIGENVALUE PROBLEM 587
9.1 Eigenvalue Location, Error, and Stability Results 588
9.2 The Power Method 602
9.3 Orthogonal Transformations Using Householder Matrices 609
9.4 The Eigenvalues of a Symmetric Tridiagonal Matrix 619
9.5 The QR Method 623
9.6 The Calculation of Eigenvectors and Inverse Iteration 628
9.7 Least Squares Solution of Linear Systems 633
Discussion of the Literature 645
Problems 648
XVI CONTENTS
APPENDIX:
MATHEMATICAL SOFTWARE 661
ANSWERS TO SELECTED EXERCISES 667
INDEX 683