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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.
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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
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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 -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, -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 , 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, -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, -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 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 387
Product 13
Properties of B-splines 335
Pseudo inner-product 411 412
Pseudo-norm 411 412
Pseudocode, -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 -algorithm 273
Pseudocode, solving given 150
Pseudocode, solving given 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, -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 to 339
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