Description
This introductory book directs the reader to a selection of useful elementary numerical algorithms on a reasonably sound theoretical basis, built up within the text. The primary aim is to develop algorithmic thinking — emphasizing long living computational concepts over fast changing software issues. The guiding principle is to explain modern numerical analysis concepts applicable in complex scientific computing at much simpler model problems. For example, the two adaptive techniques in numerical quadrature elaborated here carry the germs for either extrapolation methods or multigrid methods in differential equations, which are not treated here. The presentation draws on geometrical intuition wherever appropriate, supported by a large number of illustrations. Numerous exercises are included for further practice and improved understanding. This text will appeal to undergraduate and graduate students as well as researchers in mathematics, computer science, science, and engineering. At the same time it is addressed to practical computational scientists who, via self-study, wish to become acquainted with modern concepts of numerical analysis and scientific computing on an elementary level. Sole prerequisite is undergraduate knowledge in Linear Algebra and Calculus.
