Press W.H., Teukolsky S.A., Vetterling W.T. — Numerical recipes in FORTRAN77 :: Электронная библиотека попечительского совета мехмата МГУ

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Press W.H., Teukolsky S.A., Vetterling W.T. — Numerical recipes in FORTRAN77

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Название: Numerical recipes in FORTRAN77

Авторы: Press W.H., Teukolsky S.A., Vetterling W.T.

Язык:

Рубрика: Математика/Численные методы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Издание: Second Edition

Год издания: 1992

Количество страниц: 973

Добавлена в каталог: 01.03.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Fractional step methods      847f.
Fredholm alternative      780
Fredholm equations      779f.
Fredholm equations eigenvalue problems      780 785
Fredholm equations error estimate in solution      784
Fredholm equations first kind      779
Fredholm equations homogeneous vs. inhomogeneous      779f.
Fredholm equations homogeneous, second kind      785 1325
Fredholm equations ill-conditioned      780
Fredholm equations infinite range      789
Fredholm equations inverse problems      780 795ff.
Fredholm equations kernel      779f.
Fredholm equations nonlinear      781
Fredholm equations Nystrom method      782ff. 789 1325
Fredholm equations product Nystrom method      789 1328ff.
Fredholm equations second kind      779f. 782ff. 1325 1331
Fredholm equations subtraction of singularity      789
Fredholm equations symmetric kernel      785 (see also “Inverse problems”)
Fredholm equations with singularities      788 1328ff.
Fredholm equations with singularities, worked example      792 1328ff.
Fredholm equations, Fredholm alternative      780
Frequency domain      490
Frequency spectrum      see “Fast Fourier transform (FFT)”
Frequentist, contrasted with Bayesian      810
Fresnel integrals      248ff.
Fresnel integrals asymptotic form      249
Fresnel integrals continued fraction      248f.
Fresnel integrals routine for      249f. 1123
Fresnel integrals series      248
Friday the Thirteenth      14f. 1011f.
FTCS (forward time centered space)      827ff. 839ff. 843
FTCS stability of      827ff. 839ff. 855
Full approximation storage (FAS) algorithm      874 1339ff.
Full moon      14f. 936 1011f.
Full multigrid method (FMG)      863 868 1334ff.
Full Newton methods, nonlinear least squares      683
Full pivoting      29 1014
Full weighting      867
Function Airy      204 243f. 1121
Function approximation      99ff. 184ff. 1043 1076ff.
Function associated Legendre polynomial      246ff. 764 1122f. 1319
Function autocorrelation of      492
Function bandwidth limited      495
Function Bessel      172 204 223ff. 234 1011ff. 1115ff.
Function beta      209 1089
Function binomial coefficients      208f. 1087f.
Function branch cuts of      202f.
Function chi-square probability      215 798
Function complex      202
Function confluent hypergeometric      204 239
Function convolution of      492
Function correlation of      492
Function cosine integral      250f. 1123f.
Function Coulomb wave      204 234
Function cumulative binomial probability      222f.
Function cumulative Poisson      209ff.
Function Dawson’s integral      252ff. 600 1127f.
Function digamma      216
Function elliptic integrals      254ff. 906 1128ff.
Function error      213f. 248 252 601 631 635 1094f. 1127 1276f.
Function evaluation      159ff. 1070ff.
Function evaluation by path integration      201ff. 263 1138
Function exponential integral      172 215ff. 250 1096f.
Function F-distribution probability      222
Function Fresnel integral      248ff. 1123
Function gamma      206 1085
Function hypergeometric      202f. 263ff. 1138ff.
Function incomplete beta      219ff. 610 1098ff. 1269
Function incomplete gamma      209ff. 615 654 657f. 1089ff. 1272 1285
Function inverse hyperbolic      178 255
Function inverse trigonometric      255
Function Jacobian elliptic      261 1137f.
Function Kolmogorov — Smirnov probability      618f. 640 1274 1281
Function Legendre polynomial      172 246 674 1122 1291
Function logarithm      255
Function modified Bessel      229ff. 1109ff.
Function modified Bessel, fractional order      239ff. 1118ff.
Function overloading      1083
Function parallel evaluation      986 1009 1084 1087 1090 1102 1128 1134
Function path integration to evaluate      201ff.
Function pathological      99f. 343
Function Poisson cumulant      214
Function representations of      490
Function routine for plotting a      342 1182
Function sine and cosine integrals      248 250ff. 1125f.
Function sn, dn, en      261 1137f.
Function spherical harmonics      246ff. 1122
Function spheroidal harmonic      764ff. 770ff. 1319ff. 1323ff.
Function Student’s probability      221f.
Function variable number of arguments      1022
Function Weber      204
Functional iteration, for implicit equations      740f.
FWHM (full width at half maximum)      548f.
Gamma deviate      282f. 1153f.
Gamma function      206ff. 1085
Gamma function incomplete      see “Incomplete gamma function”
Garbage collection      956
Gather-scatter operations      2/xiif. 984 1002 1032 1034
Gather-scatter operations communication bottleneck      969 981 1250
Gather-scatter operations many-to-one      984 1002 1032 1034
Gauss transformation      256
Gauss — Chebyshev integration      141 144 512f.
Gauss — Hermite integration      144 789
Gauss — Hermite integration abscissas and weights      147 1062
Gauss — Hermite integration normalization      147
Gauss — Jacobi integration      144
Gauss — Jacobi integration abscissas and weights      148 1063
Gauss — Jordan elimination      27ff. 33 64 1014f.
Gauss — Jordan elimination operation count      34 39
Gauss — Jordan elimination solution of normal equations      667 1288
Gauss — Jordan elimination storage requirements      30
Gauss — Kronrod quadrature      154
Gauss — Laguerre integration      144 789 1060
Gauss — Legendre integration      145f. 1059
Gauss — Lobatto quadrature      154 190 512
Gauss — Radau quadrature      154
Gauss — Seidel method (relaxation)      855 857 864ff. 1338
Gauss — Seidel method (relaxation) nonlinear      876 1341
Gaussian (normal) distribution      267 652 798
Gaussian (normal) distribution central limit theorem      652f.
Gaussian (normal) distribution deviates from      279f. 571 1152
Gaussian (normal) distribution kurtosis of      606
Gaussian (normal) distribution multivariate      690
Gaussian (normal) distribution semi-invariants of      608
Gaussian (normal) distribution tails compared to Poisson      653
Gaussian (normal) distribution two-dimensional (binomial)      631
Gaussian (normal) distribution variance of skewness of      606
Gaussian elimination      33f. 51 55 1014f.
Gaussian elimination fill-in      45 64
Gaussian elimination in reduction to Hessenberg form      478 1231
Gaussian elimination integral equations      786 1326
Gaussian elimination operation count      34
Gaussian elimination outer product variant      1017
Gaussian elimination relaxation solution of boundary value problems      753ff. 777 1316
Gaussian function Hardy’s theorem on Fourier transforms      600 (see also “Gaussian (normal) distribution”)
Gaussian integration      127 140ff. 789 1059ff.
Gaussian integration and orthogonal polynomials      142 1009 1061
Gaussian integration calculation of abscissas and weights      142ff. 1009 1059ff.
Gaussian integration error estimate in solution      784
Gaussian integration extensions of      153f.
Gaussian integration for integral equations      781 783 1325
Gaussian integration from known recurrence relation      150 1064
Gaussian integration Golub — Welsch algorithm for weights and abscissas      150 1064
Gaussian integration nonclassical weight function      151ff. 788f. 1064f. 1328f.
Gaussian integration parallel calculation of formulas      1009 1061
Gaussian integration preassigned nodes      153f.
Gaussian integration weight function logx      153
Gaussian integration weight functions      140ff. 788f. 1059ff. 1328f.
Gear’s method (stiff ODEs)      730
Geiger counter      266

Generalized eigenvalue problems      455
Generalized minimum residual method (GM-RES)      78
Generic interface      see “Interface generic”
Generic procedures      939 1083 1094 1096 1364
Generic procedures elemental      940 942 946f. 1015 1083
Geometric progression      972 996f. 1365 1372ff.
geop() utility function      972 974 989 996 1127
Geophysics, use of Backus — Gilbert method      809
Gerchberg — Saxton algorithm      805
get_diag() utility function      985 989 1005 1226
Gilbert and Sullivan      714
Givens reduction      462f. 473
Givens reduction fast      463
Givens reduction operation count      463
Glassman, A.J.      180
Global optimization      387f. 436ff. 650 1219ff.
Global optimization continuous variables      443f. 1222
Global variables      940 953f. 1210
Global variables allocatable array method      954 1197 1212 1266 1287 1298
Global variables communicated via internal subprogram      954 957f. 1067 1226
Global variables danger of      957 1209 1293 1296
Global variables pointer method      954 1197 1212 1266 1287 1302
Globally convergent minimization      418ff. 1215
Globally convergent root finding      373 376ff. 382 749f. 752 1196 1314f.
GMRES (generalized minimum residual method)      78
GNU Emacs      1/xvi
Godunov’s method      837
Golden mean (golden ratio)      21 349 392f. 399
Golden section search      341 389ff. 395 1202ff.
Golub — Welsch algorithm, for Gaussian quadrature      150 1064
Goodness-of-fit      650 654 657f. 662 690 1285
GOTO statements, danger of      9 959
Gram — Schmidt biorthogonalization      415f.
Gram — Schmidt orthogonalization      94 450f. 1039
Gram — Schmidt SVD as alternative to      58
Graphics, function plotting      342 1182f.
Gravitational potential      519
Gray code      300 881 886ff. 1344
Greenbaum, A.      79
Gregorian calendar      13 16 1011 1013
Grid square      116f.
Group, dihedral      894 1345
Guard digits      882 1343
Half weighting      867 1337
Halton’s quasi — random sequence      300
Hamming window      547
Hamming’s motto      341
Hann window      547
Harmonic analysis      see “Fourier transform”
Hashing      293 1144 1148 1156
Hashing for random number seeds      1147f.
HDLC checksum      890
Heap (data structure)      327f. 336 897 1179
Heapsort      320 327f. 336 1171f. 1179
Helmholtz equation      852
Hermite polynomials      144 147
Hermite polynomials approximation of roots      1062
Hermitian matrix      450ff. 475
Hertz (unit of frequency)      490
Hessenberg matrix      94 453 470 476ff. 488 1231
Hessian matrix      382 408 415f. 419f. 676ff. 803 815
Hessian matrix is inverse of covariance matrix      667 679
Hessian matrix second derivatives in      676
Hexadecimal constants      17f. 276 293
Hexadecimal constants initialization      959
Hierarchically band diagonal matrix      598
Hierarchy of program structure      6ff.
High-order not same as high-accuracy      100f. 124 389 399 705 709 741
High-pass filter      551
High-Performance Fortran (HPF)      2/xvf. 964 981 984
High-Performance Fortran (HPF)scatter-with-add      1032
Hilbert matrix      83
Home page, Numerical Recipes      1/xx 2/xvii
Homogeneous linear equations      53
Hook step methods      386
Hotelling’s method for matrix inverse      49 598
Householder transformation      52 453 462ff. 469 473 475 478 481ff. 1227f.
Householder transformation in QR decomposition      92 1039
Householder transformation operation count      467
HPF      see “High-Performance Fortran”
Huffman coding      564 881 896f. 902 1346ff.
huge() intrinsic function      951
Hyperbolic functions, explicit formulas for inverse      178
Hyperbolic partial differential equations      818
Hyperbolic partial differential equations advective equation      826
Hyperbolic partial differential equations flux-conservative initial value problems      825ff.
Hypergeometric function      202f. 263ff.
Hypergeometric function routine for      264f. 1138
Hypothesis, null      603
I2B, defined      937
I4B, defined      937
iand() intrinsic function      951
ibclr() intrinsic function      951
ibits() intrinsic function      951
IBM      1/xxiii 2/xix
IBM bad random number generator      268
IBM checksum      894
IBM Fortran 90compiler      2/viii
IBM PC      4 276 293 886
IBM PC-RT      4
IBM radix base for floating point arithmetic      476
IBM RS6000      2/viii 4
ibset() intrinsic function      951
ICCG (incomplete Cholesky conjugate gradient method)      824
ICF (intrinsic correlation function) model      817
Identity (unit) matrix      25
IEEE floating point format      276 882f. 1343
ieor() intrinsic function      951
if statement, arithmetic      2/xi
if structure      12f.
ifirstloc() utility function      989 993 1041 1346
IIR (infinite impulse response) filter      552ff. 566
Ill — conditioned integral equations      780
Image processing      519 803
Image processing as an inverse problem      803
Image processing cosine transform      513
Image processing fast Fourier transform (FFT)      519 523 803
Image processing from modulus of Fourier transform      805
Image processing maximum entropy method (MEM)      809ff.
Image processing wavelet transform      596f. 1267f.
imaxloc() utility function      989 993 1017
iminloc() utility function      989 993 1046 1076
Implicit differencing      827
Implicit differencing for diffusion equation      840
Implicit differencing for stiff equations      729 740 1308
Implicit function theorem      340
IMPLICIT NONE statement      2/xiv 936
Implicit pivoting      30 1014
Implicit shifts in QL method      472ff.
Implied do-list      968 971 1127
Importance sampling, in Monte Carlo      306f.
Improper integrals      135ff. 1055
Impulse response function      531 540 552
IMSL      1/xxiii 2/xx 26 64 205 364 369 454
In-place selection      335 1178f.
Included file, superseded by module      940
Incomplete beta function      219ff. 1098ff.
Incomplete beta function for F-test      613 1271
Incomplete beta function for Student’s t      610 613 1269
Incomplete beta function routine for      220f. 1097
Incomplete Cholesky conjugate gradient method (ICCG)      824
Incomplete gamma function      209ff. 1089ff.
Incomplete gamma function deviates from      282f. 1153
Incomplete gamma function for chi-square      615 654 657f. 1272 1285
Incomplete gamma function in mode estimation      610
Incomplete gamma function routine for      211f. 1089
Increment of linear congruential generator      268
Indentation of blocks      9
INDEX      934ff. 1446ff.
Index loss      967f. 1038

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