Lectures on Numerical Analysis
by Dennis Deturck, Herbert S. Wilf
Publisher: University of Pennsylvania 2002
Number of pages: 125
Contents: Differential and Difference Equations (Linear equations with constant coefficients, Difference equations, Stability theory); The Numerical Solution of Differential Equations (Euler's method, The midpoint and trapezoidal rules); Numerical linear algebra.
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The book gives an in-depth, up-to-date view of practical algorithms for solving large-scale linear systems of equations. The methods described are iterative, i.e., they provide sequences of approximations that will converge to the solution.
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From the table of contents: A 'Crash' Course in octave/Matlab; Solving Linear Systems; Finding Roots; Interpolation; Spline Interpolation; Approximating Derivatives; Integrals and Quadrature; Least Squares; Ordinary Differential Equations.
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