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| Press W.H., Teukolsky S.A., Vetterling W.T. — Numerical recipes in Fortran 90 |
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| Предметный указатель |
Quadrature, and computer science 881
Quadrature, and computer science 881
Quadrature, arbitrary weight function 151f. 789 1064 1328
Quadrature, arbitrary weight function 151f. 789 1064 1328
Quadrature, automatic 154
Quadrature, automatic 154
Quadrature, Bode’s rule 126
Quadrature, Bode’s rule 126
Quadrature, by Chebyshev fitting 124 189 1078
Quadrature, by Chebyshev fitting 124 189 1078
Quadrature, by cubic splines 124
Quadrature, by cubic splines 124
Quadrature, change of variable in 137ff. 788 1056ff.
Quadrature, change of variable in 137ff. 788 1056ff.
Quadrature, classical formulas for 124ff.
Quadrature, classical formulas for 124ff.
Quadrature, Clenshaw — Curtis 124 190 512f.
Quadrature, Clenshaw — Curtis 124 190 512f.
Quadrature, closed formulas 125 127f.
Quadrature, closed formulas 125 127f.
Quadrature, error estimate in solution 784
Quadrature, error estimate in solution 784
Quadrature, extended midpoint rule 129f. 135 1054f.
Quadrature, extended midpoint rule 129f. 135 1054f.
Quadrature, extended rules 127ff. 134f. 786 788ff. 1326 1328
Quadrature, extended rules 127ff. 134f. 786 788ff. 1326 1328
Quadrature, extended Simpson’s rule 128
Quadrature, extended Simpson’s rule 128
Quadrature, for improper integrals 135ff. 789 1055 1328
Quadrature, for improper integrals 135ff. 789 1055 1328
Quadrature, for integral equations 781f. 786 1325ff.
Quadrature, for integral equations 781f. 786 1325ff.
Quadrature, Fourier integrals 577ff. 1261ff.
Quadrature, Fourier integrals 577ff. 1261ff.
Quadrature, Fourier integrals, infinite range 583
Quadrature, Fourier integrals, infinite range 583
Quadrature, Gauss — Chebyshev 144 512f.
Quadrature, Gauss — Chebyshev 144 512f.
Quadrature, Gauss — Hermite 144 789 1062
Quadrature, Gauss — Hermite 144 789 1062
Quadrature, Gauss — Jacobi 144 1063
Quadrature, Gauss — Jacobi 144 1063
Quadrature, Gauss — Kronrod 154
Quadrature, Gauss — Kronrod 154
Quadrature, Gauss — Laguerre 144 789 1060
Quadrature, Gauss — Laguerre 144 789 1060
Quadrature, Gauss — Legendre 144 783 789 1059 1325
Quadrature, Gauss — Legendre 144 783 789 1059 1325
Quadrature, Gauss — Lobatto 154 190 512
Quadrature, Gauss — Lobatto 154 190 512
Quadrature, Gauss — Radau 154
Quadrature, Gauss — Radau 154
Quadrature, Gaussian integration 127 140ff. 781 783 788f. 1009 1059ff. 1325 1328f.
Quadrature, Gaussian integration 127 140ff. 781 783 788f. 1009 1059ff. 1325 1328f.
Quadrature, Gaussian integration, nonclassical weight function 151f. 788f. 1064f. 1328f.
Quadrature, Gaussian integration, nonclassical weight function 151f. 788f. 1064f. 1328f.
Quadrature, Monte Carlo 124 155ff. 295ff. 306ff. 1161ff.
Quadrature, Monte Carlo 124 155ff. 295ff. 306ff. 1161ff.
Quadrature, multidimensional 124 155ff. 1052 1065ff.
Quadrature, multidimensional 124 155ff. 1052 1065ff.
Quadrature, multidimensional, by recursion 1052 1065
Quadrature, multidimensional, by recursion 1052 1065
Quadrature, Newton — Cotes formulas 125ff. 140
Quadrature, Newton — Cotes formulas 125ff. 140
Quadrature, open formulas 125ff. 129f. 135
Quadrature, open formulas 125ff. 129f. 135
Quadrature, related to differential equations 123
Quadrature, related to differential equations 123
Quadrature, related to predictor-corrector methods 740
Quadrature, related to predictor-corrector methods 740
Quadrature, Romberg integration 124 134f. 137 182 717 788 1054f. 1065 1067
Quadrature, Romberg integration 124 134f. 137 182 717 788 1054f. 1065 1067
Quadrature, semi-open formulas 130
Quadrature, semi-open formulas 130
Quadrature, Simpson’s rule 126 133 136f. 583 782 788ff. 1053
Quadrature, Simpson’s rule 126 133 136f. 583 782 788ff. 1053
Quadrature, Simpson’s three-eighths rule 126 789f.
Quadrature, Simpson’s three-eighths rule 126 789f.
Quadrature, singularity removal 137ff. 788 1057ff. 1328ff.
Quadrature, singularity removal 137ff. 788 1057ff. 1328ff.
Quadrature, singularity removal, worked example 792 1328ff.
Quadrature, singularity removal, worked example 792 1328ff.
Quadrature, Trapezoidal rule 125 127 130ff. 134f. 579 583 782 786 1052ff. 1326f.
Quadrature, Trapezoidal rule 125 127 130ff. 134f. 579 583 782 786 1052ff. 1326f.
Quadrature, using FFTs 124
Quadrature, using FFTs 124
Quadrature, weight function log x 153 (see also Integration of functions)
Quadrature, weight function log x 153 (see also Integration of functions)
Quantum mechanics, Uncertainty Principle 600
Quantum mechanics, Uncertainty Principle 600
Quartile value 320
Quartile value 320
Quasi — Newton methods for minimization 390 418ff. 1215
Quasi — Newton methods for minimization 390 418ff. 1215
Quasi-random sequence 299ff. 318 881 888
Quasi-random sequence 299ff. 318 881 888
Quasi-random sequence, for Monte Carlo integration 304 309 318
Quasi-random sequence, for Monte Carlo integration 304 309 318
Quasi-random sequence, Halton’s 300
Quasi-random sequence, Halton’s 300
Quasi-random sequence, Sobol’s 300ff. 1160
Quasi-random sequence, Sobol’s 300ff. 1160
Quicksort 320 323ff. 330 333 1169f.
Quicksort 320 323ff. 330 333 1169f.
Quotient-difference algorithm 164
Quotient-difference algorithm 164
R-estimates 694
R-estimates 694
Radioactive decay 278
Radioactive decay 278
Radix base for floating point arithmetic 476 882 907 913 1231 1343 1357
Radix base for floating point arithmetic 476 882 907 913 1231 1343 1357
Radix conversion 902 906 913 1357
Radix conversion 902 906 913 1357
Radix sort 1172
Radix sort 1172
radix()intrinsic function 1231
radix()intrinsic function 1231
Ramanujan’s identity for tt 915
Random bits, generation of 287ff. 1159f.
Random bits, generation of 287ff. 1159f.
Random deviates 266ff. 1141ff.
Random deviates 266ff. 1141ff.
Random deviates, binomial 285f. 1155
Random deviates, binomial 285f. 1155
Random deviates, exponential 278 1151f.
Random deviates, exponential 278 1151f.
Random deviates, gamma distribution 282f. 1153
Random deviates, gamma distribution 282f. 1153
Random deviates, Gaussian 267 279f. 571 798 1152f.
Random deviates, Gaussian 267 279f. 571 798 1152f.
Random deviates, normal 267 279f. 571 1152f.
Random deviates, normal 267 279f. 571 1152f.
Random deviates, Poisson 283ff. 571 1154f.
Random deviates, Poisson 283ff. 571 1154f.
Random deviates, quasi-random sequences 299ff. 881 888 1160f.
Random deviates, quasi-random sequences 299ff. 881 888 1160f.
Random deviates, uniform 267ff. 1158f. 1166
Random deviates, uniform 267ff. 1158f. 1166
Random deviates, uniform integer 270 274ff.
Random deviates, uniform integer 270 274ff.
Random number generator 266ff. 1141f.
Random number generator 266ff. 1141f.
Random number generator, bitwise operations 287
Random number generator, bitwise operations 287
Random number generator, Box — Muller algorithm 279 1152
Random number generator, Box — Muller algorithm 279 1152
Random number generator, Data Encryption Standard 290ff. 1144 1156ff.
Random number generator, Data Encryption Standard 290ff. 1144 1156ff.
Random number generator, for integer-valued probability distribution 283f. 1154
| Random number generator, good choices for modulus, multiplier and increment 274ff.
Random number generator, good choices for modulus, multiplier and increment 274ff.
Random number generator, in Quicksort 324
Random number generator, in simulated annealing method 438
Random number generator, initializing 1144ff.
Random number generator, initializing 1144ff.
Random number generator, integer vs. real implementation 273
Random number generator, lagged Fibonacci generator 1142 1148ff.
Random number generator, linear congruential generator 267ff. 1142
Random number generator, L’Ecuyer’s long period 271f.
Random number generator, machine language 269
Random number generator, Marsaglia shift register 1142 1148ff.
Random number generator, Minimal Standard, Park and Miller’s 269 1142
Random number generator, nonrandomness of low-order bits 268f.
Random number generator, parallel 1009
Random number generator, perfect 272 1141 1150f.
Random number generator, planes, numbers lie on 268
Random number generator, portable 269ff. 1142
Random number generator, primitive polynomials modulo 2 287ff.
Random number generator, pseudo-DES 291 1144 1156ff.
Random number generator, quasi-random sequences 299ff. 881 888 1160f.
Random number generator, quick and dirty 274
Random number generator, quicker and dirtier 275
Random number generator, random access to nth number 293
Random number generator, random bits 287ff. 1159f.
Random number generator, recommendations 276f.
Random number generator, rejection method 281f.
Random number generator, serial 1141f.
Random number generator, shuffling procedure 270 272
Random number generator, spectral test 274
Random number generator, state space 1143f.
Random number generator, state space exhaustion 1141
Random number generator, subtractive method 273 1143
Random number generator, system-supplied 267f.
Random number generator, timings 276f. 1151
Random number generator, transformation method 277ff.
Random number generator, trick for trigonometric functions 280
Random numbers see Monte Carlo; Random deviates
Random numbers see Monte Carlo; Random deviates
Random walk 20
Random walk 20
random_number() intrinsic function 1141 1143
random_number() intrinsic function 1141 1143
random_seed() intrinsic function 1141
random_seed() intrinsic function 1141
RANDU, infamous routine 268
RANDU, infamous routine 268
RANGE 53f.
RANGE 53f.
Rank (matrix) 53
Rank (matrix) 53
Rank (matrix), kernel of finite 785
Rank (matrix), kernel of finite 785
Rank (sorting) 320 332 1176
Rank (statistics) 633ff. 694f. 1277
Rank (statistics) 633ff. 694f. 1277
Rank (statistics), Kendall’s tau 637ff. 1279
Rank (statistics), Kendall’s tau 637ff. 1279
Rank (statistics), Spearman correlation coefficient 634f. 1277ff.
Rank (statistics), Spearman correlation coefficient 634f. 1277ff.
Rank (statistics), sum squared differences of 634 1277
Rank (statistics), sum squared differences of 634 1277
Ratio variable (statistics) 623
Ratio variable (statistics) 623
Rational Chebyshev approximation 197ff. 1081f.
Rational Chebyshev approximation 197ff. 1081f.
Rational function 99 167ff. 194ff. 1080f.
Rational function 99 167ff. 194ff. 1080f.
Rational function, approximation for Bessel functions 225
Rational function, approximation for Bessel functions 225
Rational function, approximation for continued fraction 164 211 219f.
Rational function, approximation for continued fraction 164 211 219f.
Rational function, as power spectrum estimate 566
Rational function, as power spectrum estimate 566
Rational function, Chebyshev approximation 197ff. 1081f.
Rational function, Chebyshev approximation 197ff. 1081f.
Rational function, evaluation of 170 1072f.
Rational function, evaluation of 170 1072f.
Rational function, extrapolation in Bulirsch — Stoer method 718ff. 726 1306f.
Rational function, extrapolation in Bulirsch — Stoer method 718ff. 726 1306f.
Rational function, interpolation and extrapolation using 99 104ff. 194ff. 718ff. 726 1043f. 1080ff. 1306
Rational function, interpolation and extrapolation using 99 104ff. 194ff. 718ff. 726 1043f. 1080ff. 1306
Rational function, minimax 198
Rational function, minimax 198
Re-entrant procedure 1052
real() intrinsic function, ambiguity of 947
Realizable (causal) 552 554f.
Realizable (causal) 552 554f.
reallocate() utility function 955 990 992 1070 1302
reallocate() utility function 955 990 992 1070 1302
Rearranging see Sorting
Rearranging see Sorting
Reciprocal, multiple precision 910f. 1355f.
Reciprocal, multiple precision 910f. 1355f.
Record, in data file 329
Record, in data file 329
Recurrence relation 172ff. 971f.
Recurrence relation 172ff. 971f.
Recurrence relation, and continued fraction 175
Recurrence relation, and continued fraction 175
Recurrence relation, arithmetic progression 971f. 996
Recurrence relation, arithmetic progression 971f. 996
Recurrence relation, associated Legendre polynomials 247
Recurrence relation, associated Legendre polynomials 247
Recurrence relation, Bessel function 172 224 227f. 234
Recurrence relation, Bessel function 172 224 227f. 234
Recurrence relation, binomial coefficients 209
Recurrence relation, binomial coefficients 209
Recurrence relation, Bulirsch — Stoer 105f.
Recurrence relation, Bulirsch — Stoer 105f.
Recurrence relation, characteristic polynomial of tridiagonal matrix 469
Recurrence relation, characteristic polynomial of tridiagonal matrix 469
Recurrence relation, Clenshaw’s recurrence formula 176f.
Recurrence relation, Clenshaw’s recurrence formula 176f.
Recurrence relation, continued fraction evaluation 164f.
Recurrence relation, continued fraction evaluation 164f.
Recurrence relation, convergence 175
Recurrence relation, convergence 175
Recurrence relation, cosine function 172 500
Recurrence relation, cosine function 172 500
Recurrence relation, cyclic reduction 974
Recurrence relation, cyclic reduction 974
Recurrence relation, dominant solution 174
Recurrence relation, dominant solution 174
Recurrence relation, exponential integrals 172
Recurrence relation, exponential integrals 172
Recurrence relation, for polynomial cumulants 977 999 1071f.
Recurrence relation, for polynomial cumulants 977 999 1071f.
Recurrence relation, gamma function 206
Recurrence relation, gamma function 206
Recurrence relation, generation of random bits 287f.
Recurrence relation, generation of random bits 287f.
Recurrence relation, geometric progression 972 996
Recurrence relation, geometric progression 972 996
Recurrence relation, Golden Mean 21
Recurrence relation, Golden Mean 21
Recurrence relation, Legendre polynomials 172
Recurrence relation, Legendre polynomials 172
Recurrence relation, minimal vs. dominant solution 174
Recurrence relation, modified Bessel function 232
Recurrence relation, Neville’s 103 182
Recurrence relation, Neville’s 103 182
Recurrence relation, orthonormal polynomials 142
Recurrence relation, orthonormal polynomials 142
Recurrence relation, Perron’s theorems 174f.
Recurrence relation, Perron’s theorems 174f.
Recurrence relation, Pincherle’s theorem 175
Recurrence relation, Pincherle’s theorem 175
Recurrence relation, polynomial interpolation 103 183
Recurrence relation, polynomial interpolation 103 183
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