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Preface | |
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Numerical Algorithms | |
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Finding roots | |
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Analyzing Heron's algorithm | |
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Where to start | |
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An unstable algorithm | |
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General roots: effects of floating-point | |
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Exercises | |
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Solutions | |
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Nonlinear Equations | |
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Fixed-point iteration | |
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Particular methods | |
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Complex roots | |
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Error propagation | |
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More reading | |
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Exercises | |
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Solutions | |
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Linear Systems | |
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Gaussian elimination | |
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Factorization | |
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Triangular matrices | |
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Pivoting | |
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More reading | |
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Exercises | |
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Solutions | |
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Direct Solvers | |
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Direct factorization | |
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Caution about factorization | |
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Banded matrices | |
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More reading | |
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Exercises | |
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Solutions | |
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Vector Spaces | |
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Normed vector spaces | |
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Proving the triangle inequality | |
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Relations between norms | |
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Inner-product spaces | |
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More reading | |
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Exercises | |
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Solutions | |
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Operators | |
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Operators | |
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Schur decomposition | |
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Convergent matrices | |
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Powers of matrices | |
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Exercises | |
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Solutions | |
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Nonlinear Systems | |
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Functional iteration for systems | |
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Newton's method | |
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Limiting behavior of Newton's method | |
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Mixing solvers | |
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More reading | |
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Exercises | |
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Solutions | |
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Iterative Methods | |
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Stationary iterative methods | |
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General splittings | |
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Necessary conditions for convergence | |
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More reading | |
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Exercises | |
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Solutions | |
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Conjugate Gradients | |
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Minimization methods | |
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Conjugate Gradient iteration | |
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Optimal approximation of CG | |
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Comparing iterative solvers | |
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More reading | |
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Exercises | |
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Solutions | |
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Polynomial Interpolation | |
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Local approximation: Taylor's theorem | |
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Distributed approximation: interpolation | |
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Norms in infinite dimensional spaces | |
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More reading | |
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Exercises | |
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Solutions | |
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Chebyshev and Hermite Interpolation | |
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Error term � | |
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Chebyshev basis functions | |
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Lebesgue function | |
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Generalized interpolation | |
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More reading | |
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Exercises | |
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Solutions | |
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Approximation Theory | |
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Best approximation by polynomials | |
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Weierstrass and Bernstein | |
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Least squares | |
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Piecewise polynomial approximation | |
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Adaptive approximation | |
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More reading | |
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Exercises | |
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Solutions | |
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Numerical Quadrature | |
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Interpolatory quadrature | |
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Peano kernel theorem | |
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Gregorie Euler Maclaurin formulas | |
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Other quadrature rules | |
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More reading | |
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Exercises | |
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Solutions | |
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Eigenvalue Problems | |
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Eigenvalue examples | |
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Gershgorin's theorem | |
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Solving separately | |
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How not to eigen | |
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Reduction to Hessenberg form | |
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More reading | |
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Exercises | |
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Solutions | |
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Eigenvalue Algorithm | |
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Power method | |
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Inverse iteration | |
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Singular value decomposition | |
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Comparing factorizations | |
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More reading | |
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Exercises | |
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Solutions | |
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Ordinary Differential Equations | |
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Basic theory of ODEs | |
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Existence and uniqueness of solutions | |
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Basic discretization methods | |
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Convergence of discretization methods | |
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More reading | |
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Exercises | |
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Solutions | |
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Higher-order ODE Discretization Methods | |
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Higher-order discretization | |
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Convergence conditions | |
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Backward differentiation formulas | |
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More reading | |
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Exercises | |
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Solutions | |
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Floating Point | |
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Floating-point arithmetic | |
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Errors in solving systems | |
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More reading | |
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Exercises | |
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Solutions | |
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Notation | |
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Bibliography | |
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Index | |