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Numerical Recipes: The Art of Scientific Computing

Most comprehensive book available on scientific computing, now updated
New routines for classification and inference HMMs and SVMs, computational geometry, ODEs, interior point methods for linear programming, and MCMC

Series: Numerical Recipes

By: William H Press (Author), Saul A Teukolsky (Author), William T Vetterling (Author), Brian P Flannery (Author)

989 pages, 37 tables

Cambridge University Press

Hardback | Sep 2007 | Edition: 3 | #168717 | ISBN-13: 9780521880688
Availability: Usually dispatched within 6 days Details
NHBS Price: £64.99 $82/€77 approx

About this book

The essential text and reference for modern scientific computing now also covers computational geometry, classification and inference, and much more.

The third edition of Numerical Recipes has wider coverage than ever before, with two new chapters, and many other expanded and updated sections. The executable object-oriented C++ code for all the routines is now printed in colour for easy reading.

"This monumental and classic work is beautifully produced and of literary as well as mathematical quality. It is an essential component of any serious scientific or engineering library."
Computing Reviews

"[...] an instant 'classic,' a book that should be purchased and read by anyone who uses numerical methods [...]"
– American Journal of Physics


"[...] replete with the standard spectrum of mathematically pretreated and coded/numerical routines for linear equations, matrices and arrays, curves, splines, polynomials, functions, roots, series, integrals, eigenvectors, FFT and other transforms, distributions, statistics, and on to ODE's and PDE's [...] delightful."
– Physics in Canada


"[...] if you were to have only a single book on numerical methods, this is the one I would recommend."
– EEE Computational Science & Engineering


"This encyclopedic book should be read (or at least owned) not only by those who must roll their own numerical methods, but by all who must use prepackaged programs."
– New Scientist


"These books are a must for anyone doing scientific computing."
– Journal of the American Chemical Society


"The authors are to be congratulated for providing the scientific community with a valuable resource."
– The Scientist


"I think this is an incredibly valuable book for both learning and reference and I recommend it for any scientists or student in a numerate discipline who need to understand and/or program numerical algorithms."
International Association for Pattern Recognition

"The attractive style of the text and the availability of the codes ensured the popularity of the previous editions and also recommended this recent volume to different categories of readers, more or less experienced in numerical computation."
– Octavian Pastravanu, Zentralblatt MATH


Contents

1. Preliminaries
2. Solution of linear algebraic equations
3. Interpolation and extrapolation
4. Integration of functions
5. Evaluation of functions
6. Special functions
7. Random numbers
8. Sorting and selection
9. Root finding and nonlinear sets of equations
10. Minimization or maximization of functions
11. Eigensystems
12. Fast Fourier transform
13. Fourier and spectral applications
14. Statistical description of data
15. Modeling of data
16. Classification and inference
17. Integration of ordinary differential equations
18. Two point boundary value problems
19. Integral equations and inverse theory
20. Partial differential equations
21. Computational geometry
22. Less-numerical algorithms
References


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Biography

William H. Press holds the Raymer Chair in Computer Sciences and Integrative Biology at the University of Texas at Austin. Saul A. Teukolsky is H. A. Bethe Professor in Physics in the Radiophysics and Space Research Department of Cornell University. William Vetterling is a Research Fellow and Director of the Image Science Laboratory at ZINK Imaging, LLC in Waltham, MA. His career includes eight years on the physics faculty at Harvard and 20 years of numerical modeling and laboratory research on digital imaging at Polaroid Corporation. Brian P. Flannery is Science, Strategy and Programs Manager at Exxon Mobil Corporation.