numerical methods in scientific computing. Volume 1 and 2
Numerical Methods in Scientific Computing
Germund Dahlquist
Royal Institute of Technology, Stockholm
Åke Björck
Linköping University, Sweden
Publisher: Society for Industrial Mathematics
Volume I Published 2008
1. Principles of numerical calculations;
2. How to obtain and estimate accuracy;
3. Series, operators and continued fractions;
4. Interpolation and approximation;
5. Numerical integration;
6. Solving scalar nonlinear equations;
Volume II. To be published by SIAM 2010
7 Direct Methods for Linear System
8 Linear Least Squares Problems
9 Nonlinear and Constrained Problems
10 Matrix Eigenvalue Problems
11 Iterative Methods
Volume 1
Volume 2
Matlab Code