Description
Book SynopsisCovers the key topics of numerical methods. This work covers topics including interpolation, the fast Fourier transform, iterative methods for solving systems of linear and nonlinear equations, numerical methods for solving ODEs, numerical methods for matrix eigenvalue problems, approximation theory and computer arithmetic.
Table of ContentsInterpolation by polynomials Spline functions The discrete Fourier transform and its applications Solution of linear systems of equations Nonlinear systems of equations The numerical integration of functions Explicit one-step methods for initial value problems in ordinary differential equations Multistep methods for initial value problems of ordinary differential equations Boundary value problems for ordinary differential equations Jacobi, Gauss-Seidel and relaxation methods for the solution of linear systems of equations The conjugate gradient and GMRES methods Eigenvalue problems Numerical methods for eigenvalue problems Peano's error representation Approximation theory Computer arithmetic Bibliography Index.