Linear Optimisation and Numerical Analysis
by Ian Craw
Publisher: University of Aberdeen 2002
Number of pages: 151
The overall aim of the course is: to describe the simplex algorithm and show how it can be used to solve real problems; to show how previous results in linear algebra give a framework for understanding the simplex algorithm; and to place the simplex algorithm in a more general context by describing other calculus-based and computer based optimization algorithms.
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by R. Glowinski - Tata Institute of Fundamental Research
Many physics problems have variational formulations making them appropriate for numerical treatment. This book describes the mathematical background and reviews the techniques for solving problems, including those that require large computations.
by Mark Embree - Rice University
This course takes a tour through many algorithms of numerical analysis. We aim to assess alternative methods based on efficiency, to discern well-posed problems from ill-posed ones, and to see these methods in action through computer implementation.
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Contents: Error Analysis, Numeric Representation, Iteration, Linear Algebra, Interpolation, Least Squares, Taylor Series, Bracketing, The Five Techniques, Root Finding, Optimization, Differentiation, Integration, Initial-value Problems, etc.
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This book provides an excellent introduction to the elementary concepts and methods of numerical analysis for students meeting the subject for the first time. The subject matter is organized into fundamental topics and presented as a series of steps.