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Kincaid D., Cheney W. — Numerical analysis: mathematics of scientific computing
Kincaid D., Cheney W. — Numerical analysis: mathematics of scientific computing



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Название: Numerical analysis: mathematics of scientific computing

Авторы: Kincaid D., Cheney W.

Аннотация:

This book has evolved over many years from lecture notes that accompany cer-
certain upper-division courses in mathematics and computer sciences at our university. These courses introduce students to the algorithms and methods that are commonly needed in scientific computing. The mathematical underpinnings of these methods
are emphasized as much as their algorithmic aspects. The students have been diverse: mathematics, engineering, science, and computer science undergraduates, as well as
graduate students from various disciplines. Portions of the book also have been used to lay the groundwork in several graduate courses devoted to special topics in numerical analysis, such as the numerical solution of differential equations, numerical
linear algebra, and approximation theory. Our approach has always been to treat the subject from a mathematical point of view, with attention given to its rich offering of
theorems, proofs, and interesting ideas. From these arise many computational procedures and intriguing questions of computer science. Of course, our motivation comes from the practical world of scientific computing, which dictates the choice of topics and the manner of treating each. For example, with some topics it is more instructive to discuss the theoretical foundations of the subject and not attempt to analyze algorithms in detail. In other cases, the reverse is true, and the students learn much from programming simple algorithms themselves and experimenting with them—although
we offer a blanket admonishment to use well-tested software, such as from program libraries, on problems arising from applications.


Язык: en

Рубрика: Математика/Численные методы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1991

Количество страниц: 690

Добавлена в каталог: 15.07.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Implicit numerical methods      618
Inconsistent      591 637 650
Inconsistent systems      262 591 645
Infimum, inf      14
Injective      26
Inner product      191 204 227 411 412 596
Inner-product space      245 360
Integer representation      30
Integral equation      498
Integral of $B$-splines      339
Integration via polynomial interpolation      444
Intermediate — Value Theorem for Continuous Functions      13 57
Interpolate      278
Interpolating function, smoothest possible      321
Interpolation by multiquadrics      400
Interpolation in higher dimensions      385
Interpolation matrix      345
Interpolation phase      624
Interpolation polynomials in Newton’s form      279
Interpolation problem      385
Inverse      119
Inverse function      541
Inverse power method      232
Invertible      119
Involution      256
Iterated contraction      88
Iteration matrices, Gauss — Seidel      194 203
Iteration matrices, Jacobi      193 203
Iteration matrices, Richardson      193 203
Iteration matrices, SOR      194 203
Iteration matrices, SSOR      194 203
Iterative improvement (refinement)      174
Iterative methods      181
Jacobi iteration (method)      182 185 196
Jacobian matrix      70 544 570
Jordan blocks      559
Jordan canonical form      559
Julia set      105
Karmarker algorithm      113 661
Kepler’s equation      57 86
Knot array      425
Knot array, $k$-step multi-step method      511
Kolmogorov’s characterization theorem      372
Lagrange interpolating polynomials      282
Lagrange interpolation      281 305 435
Lagrange interpolation formula      282 309
Lagrange polynomial      283
Laguerre iteration      100
Laguerre iteration, algorithm      102
Laplace      607
Lax — Wendroff method      616
Least upper bound, lub      14
Least-squares problem      250
Least-squares theory      359
Legendre polynomials      366
Leibniz formula      304
Level-lines      207
LIMIT      1
Linear convergence      12
Linear dependence      642
Linear difference operator      21
Linear differential equations      555
Linear functional      477 512 642
Linear inequalities      636 642 643
Linear multi-step method      511
Linear programming      113 636 647
Linear systems      116
Linearizing      65
Linearly independent on a set      339
Lipschitz condition      488
Little $o$, functions and sequences      10 12
Local errors      516
Local multivariate interpolation method      396
Local roundoff error      494
Local truncation error      494 502 519
Localizing eigenvalues      240
Long calculations analyzed      36
Long operations      151
Loss of significance      41
Lower bounds      14
Lower-triangular structure      126
Lower-triangular structure, $LU$-decomposition (factorization)      129
Machine epsilon      35
Machine number      30
Machine precision      35 36
Maclaurin series      354 406
Magnitude      191
Mantissa      29
MARC-32      29
Marsden’s identity      341
Mathematical software libraries      78
Matrix condition number      166
Matrix exponential      557 564
Matrix method      578
Matrix norms      163
Matrix properties      119
Maximum deviation points      425
Mean — Value Theorem      3
Mean — Value Theorem for Integrals      12
Method of interval halving      58
Method of undetermined coefficients      446 510
Midpoint rule      454
Milne method      519
Minimal solution      262 267
Model problem      552 632
Modified Euler’s method      500 506 567
Modified Gram — Schmidt algorithm      248
Modulus      226
Modulus of continuity      350
Monic polynomial      286 451 459
Monomial matrix      124
Moving least squares      399
Multi-index      401
Multi-step methods      508 516
Multi-step methods, $n$-th convergence      403
Multigrid method      622
multinomial      401
Multiple shooting      544
Multiple zeros      24
Multiplicity of a zero      89
Multipliers      139 148
Multiquadrics      400
NaN      32
Natural cubic spline      319
Natural ordering      587
Natural splines, theory of higher-degree      324
Nearby machine numbers      31
Nested multiplication      14 91 280
Neumann series      172
Neville’s algorithm      305
Newton divided-difference method      308
Newton form interpolation polynomial      279
Newton — Cotes formula      444
Newton — Raphson iteration      64
Newtonian scheme      393
Newton’s interpolation formula      312
Newton’s iteration for polynomials      94
Newton’s method      64 105 112 393 543
Newton’s method, algorithm      64 297 301
Nilpotent      560
Node set geometry      390
Nodes, choosing      287
Nondegeneracy assumption      654
Nonhomogeneous Farkas’ Theorem      644
Nonhomogeneous problem      562
Noninterpolatory approximation methods      349
Nonlinear equations      70 570
Nonnegative definite      138
Nonsingular      119
Normal equation      251 362 368 399 596
Normal matrix      242
Normalized floating-point      30
Normalized scientific notation      29
Normed linear space      171
Norms      161
NULL-SPACE      22
Numerical differentiation      430 431
Numerical instability      48 50
Numerical integration via interpolation      443
Numerical solution of ordinary differential, equations      486
Nyquist frequency      421
o-notation      10 12
Objective function      113 648 652
Operation counts, ops      151 630
Optimal feasible point solution      648
Optimization      648
Order of the multi-step method      513
Orders of convergence      85
Orders of convergence, linear      12
Orders of convergence, order $\alpha$      12
Orders of convergence, quadratic      12
Orders of convergence, superlinear      12
Ordinate array      425
Origin shift      272
Orthogonal      206 245 363
Orthogonal factorizations      245
Orthogonal polynomials      459
Orthogonal systems      365
Orthogonality condition      596
Orthonormal      245 363
Orthonormal base      365
Orthonormal system      363
Overflow      32
Parabolic equation      572 580 607
Parseval identity      369
Partial differential equations      572
Partitioned matrices      122
Peano kernel      477
Peano’s theorem      478
Penrose properties      264
Perfidious polynomial      55
Permutation      159 301
Permutation matrix      147
Permutation vector      128
Pivot element      139
Pivot row      140 145 146
Pivoting      143
Point evaluations      477
Point of attraction      105
Poisson’s equation      594
Polynomial interpolation      278 288
Positive definite      121 192
Power method      229
Power series      354
Precondition      213
Preconditioned conjugate gradient      213
Preconditioned conjugate gradient, algorithm      216 217
Predictor-corrector method      511
Principal minor      132
Problems without time dependence      586 591
Product $\overline{PQ}$      387
Product $\Pi$      13
Properties of B-splines      335
Pseudo inner-product      411 412
Pseudo-norm      411 412
Pseudocode, $LU$-factorization, general      130
Pseudocode, adaptive approximation      426
Pseudocode, adaptive quadrature      475
Pseudocode, back substitution      127
Pseudocode, back substitution on permuted system      128
Pseudocode, Bairstow’s algorithm      98
Pseudocode, basic Gaussian elimination      143
Pseudocode, basic Gaussian elimination, permuted system      145
Pseudocode, bisection algorithm      59
Pseudocode, boundary value problems, explicit method      576
Pseudocode, boundary value problems, implicit method      582
Pseudocode, boundary value problems, method of characteristics      613
Pseudocode, Chebyshev acceleration      201
Pseudocode, Cholesky factorization      134
Pseudocode, conjugate gradient iteration      210 211
Pseudocode, derivative approximation, central difference      434
Pseudocode, derivative approximation, forward difference      432
Pseudocode, derivative approximation, Richardson extrapolation      437
Pseudocode, divided differences      281 300 308
Pseudocode, Doolittle factorization      131
Pseudocode, extrapolation      201
Pseudocode, fast Fourier transform      419
Pseudocode, forward substitution      127
Pseudocode, forward substitution on permuted system      128
Pseudocode, Gauss — Seidel iteration      190
Pseudocode, Gaussian elimination, scaled row pivoting (factorization phase)      148
Pseudocode, Gaussian elimination, scaled row pivoting (solution phase)      148
Pseudocode, Gaussian quadrature      5—
Pseudocode, Gaussian quadrature, point      459
Pseudocode, Gram — Schmidt algorithm      247
Pseudocode, Gram — Schmidt algorithm, modified      248 249
Pseudocode, Horner’s algorithm      92 280
Pseudocode, Horner’s algorithm, complete      93
Pseudocode, iterative method, scaling      186
Pseudocode, Jacobi iteration      186
Pseudocode, Laguerre’s algorithm      102
Pseudocode, multigrid damping errors example      625
Pseudocode, multigrid example      624
Pseudocode, multigrid V-cycle      630
Pseudocode, nested multiplication      14
Pseudocode, Newton’s algorithm      64
Pseudocode, Newton’s algorithm, implicit function      69
Pseudocode, Newton’s method, polynomial      94
Pseudocode, power method      230
Pseudocode, preconditioned conjugate gradient      216 217
Pseudocode, Richardson extrapolation      436
Pseudocode, Richardson iteration      184
Pseudocode, Romberg extrapolation      465
Pseudocode, Runge — Kutta method      499
Pseudocode, Runge — Kutta — Fehlberg method      505
Pseudocode, secant algorithm      76
Pseudocode, shifted $QR$-algorithm      273
Pseudocode, solving $Ax = b$ given $PA = LU$      150
Pseudocode, solving $y^{T}A = c^{T}$ given $PA = LU$      151
Pseudocode, solving tridiagonal system      155
Pseudocode, steepest descent      207
Pseudocode, Taylor-series method      491
Pseudocode, Taylor-series method for systems      527
Pseudoinverse      261 264
Pythagorean rule      246 361
Pythagorean rule, $QR$-factorization      251 269
Pythagorean rule, algorithm of Francis      269
Quadratic convergence      12 67
Quadratic form      122
Quadrature formulas      456
Quasi-interpolation operators      349
Quasi-linear second-order equations      606
Radius of convergence      355
Range reduction      45
Ratio Test      355 356
Rayleigh — Ritz method      595
Recurrence relation      22 49
Recursive formulas for continued fractions      404
Recursive trapezoid rule      466
Reduction to upper Hessenberg form      270
Reflections      251
Region of absolute stability      570
Relative error      41
Relative error analysis      36
Remainder      2
Remainder theorem      89
Remez first algorithm      381
Residual vector      166 174 554
Restriction      339 627
Restriction of $f$ to $K$      339
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