A First Course in Numerical Methods (Computational Science and Engineering)

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A First Course in Numerical Methods is designed for students and researchers who seek practical knowledge of modern techniques in scientific computing. Avoiding encyclopedic and heavily theoretical exposition, the book provides an in-depth treatment of fundamental issues and methods, the reasons behind the success and failure of numerical software, and fresh and easy-to-follow approaches and techniques. The authors focus on current methods, issues and software while providing a comprehensive theoretical foundation, enabling those who need to apply the techniques to successfully design solutions to nonstandard problems. The book also illustrates algorithms using the programming environment of MATLAB(r), with the expectation that the reader will gradually become proficient in it while learning the material covered in the book. A variety of exercises are provided within each chapter along with review questions aimed at self-testing. The book takes an algorithmic approach, focusing on techniques that have a high level of applicability to engineering, computer science, and industrial mathematics. Audience: A First Course in Numerical Methods is aimed at undergraduate and beginning graduate students. It may also be appropriate for researchers whose main area of expertise is not scientific computing and who are interested in learning the basic concepts of the field. Contents: Chapter One: Numerical Algorithms; Chapter Two: Roundoff Errors; Chapter Three: Nonlinear Equations in One Variable; Chapter Four: Linear Algebra Background; Chapter Five: Linear Systems: Direct Methods; Chapter Six: Linear Least Squares Problems; Chapter Seven: Linear Systems: Iterative Methods; Chapter Eight: Eigenvalues and Singular Values; Chapter Nine: Nonlinear Systems and Optimization; Chapter Ten: Polynomial Interpolation; Chapter Eleven: Piecewise Polynomial Interpolation; Chapter Twelve: Best Approximation; Chapter Thirteen: Fourier Transform; Chapter Fourteen: Numerical Differentiation; Chapter Fifteen: Numerical Integration; Chapter Sixteen: Differential Equations.