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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
Riccati transformation      571
Richardson extrapolation      430 436
Richardson Extrapolation Theorem      439
Richardson extrapolation, algorithm      440
Richardson iteration (method)      184 196
Ridge function      392
Right-side rectangle rule      454
Ritz method      591
Rolle’s Theorem      4
Romberg integration      465
Romberg integration, algorithm      467 468
Roots of equations      57
Round to n decimal places      6
Rounding      6
Rounding up      6 32
Roundoff error analysis, Gaussian algorithm      219
Roundoff errors      28 494
Row equilibration      177
Runge function      288
Runge — Kutta methods      499
Runge — Kutta methods, adaptive      503
Runge — Kutta methods, embedded      505
Runge — Kutta methods, fifth-order      507
Runge — Kutta methods, fourth-order      500
Runge — Kutta procedure for systems      528
Runge — Kutta — Fehlberg method      503
Runge — Kutta — Gill method      507
Runge — Kutta — Merson method      508
Runge — Kutta — Verner method      508
Samples      421
Sard’s theory, approximating functionals      477
SCALE      146
Schoenberg Theorem      478
Schoenberg — Whitney theorem      346
Schur’s factorization      237
Schur’s Theorem      237
Schwarz inequality      361
Secant method      75 540
Secant method, algorithm      76
Secant method, order of convergence      77
Second standard form      652
Second-order differential equations      548
Second-order linear equations      545
Separation theorems      638 639
Sequence converges to a vector      171
Shepard interpolation      394
Shifted $QR$- factorization      272
Shifted $QR$- factorization, algorithm      273
Shifted inverse power method      233
Shifted matrix $A - \mu I$      233
Shooting methods      540
Similar matrices      187 237
Simple zero      23 66
Simplex algorithm      652
Simpson’s rule      447 471 506
Simpson’s rule, composite rule      448
sin x, approximation      43 44
Sine integral      355
Single-step methods      508
Singular values      259
Singular — Value Decomposition Theorem      265
Singular-value decomposition      258 259
Skew-symmetric      125
Slack variables      652
Smoothest possible interpolating function      321
Solution phase      145
Solution phase, algorithm      148
SOR method      191
Sparse systems      181
Spectral radius      187
Spectrum, sp      240 241
Spline function of degree k      315
Spline in tension      322 324
Spline interpolation      315
Splitting matrix      183
Square-roots, computing      68 88
Stability      516 517
Stability analysis      575 617 618
Stable      517 581
Stable difference equations      25
Standard form      652
Steady state      567
Steepest descent      207
Steffensen’s method      72 75 80
Stiff equations      566
Stirling’s formula      661
Stopping criteria      59
Strong Unicity Theorem      379
Sturm — Liouville boundary-value problem      552
Subordinate matrix norm      163
Subtraction of nearly equal quantities      42
Subtractive cancellation      432 434
Successive overrelaxation      191
Superlinear convergence      12
Support      333
Supremum, sup      14
Surjective      26
Symmetric and positive definite      133 204
Symmetric matrix      117
Synthetic division      14 91
Systems of differential equations      568
Systems of equations      116
Systems of first order      598
Systems of first-order differential equations      524
Systems of homogeneous equations      642
Systems of nonlinear equations      70
Tableau method      657
Tableau rules      658
Taut spline      324
Taylor polynomial      314 354
Taylor series      354
Taylor — Series method for systems      526
Taylor-series method      491
Taylor’s formula, $f(a + h,b + k)$ form      5
Taylor’s formula, $f(x + h)$ form      5
Taylor’s Theorem, Integral form for remainder      4
Taylor’s Theorem, Lagrange’s form for remainder      2
Techniques for converting problems      648
Tension splines      322
Tenson product notation $P \bigotimes Q$      387
Tensor product      388
Theorem of B$\acute{e}$zout      391
Theorem on Loss of Precision      43
Total error      494
Trace      243
Tracing the path      111
Transient      567
Translation operator      417
TRANSPOSE      117
Trapezoid Rule      445
Trapezoid rule, composite rule      445
Trapezoid rule, recursive rule      466
TRI      581
Triangular systems      129
Triangulation      396 597
Tridiagonal system      154 319
Trigonometric interpolation      409
Truncated $n$-digit approximation      6
Truncated power function      324 477
Truncation error      432 492 502
Two-point boundary-value problem      531
Uncoupled      556
Underdetermined systems      262
Underflow      32
Unicity of best approximation      379
Unit ball (cell)      162
Unit column diagonally dominant      202
Unit roundoff error      33—35
Unit row diagonally dominant      202
Unitary equivalence      268
Unitary matrix      237 256
Univariate process      385
Unstable      25 49
Updating      145 146 589
Upper bounds      14
Upper Hessenberg form      270
Upper-triangular structure      127
Vandermonde matrix      283
Variational equation      521
Vector norms      162
Vector notation, differential equations      524
Wave equation      607
Weierstrass approximation theorem      288 289
Weight function      449 457
Weighted $l_{\infty}$-norm      169
Well-conditioned problems      48 52
Wendroff’s implicit method      618
Wilkinson example      52 55
Zeros of functions, computing      57
Zeros of polynomials, computing      88 90
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