Numerical mathematics and computing:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Belmont, Calif.
Thomson Brooks/Cole
2008
|
Ausgabe: | 6. ed., internat. student ed. |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XX, 763 S. Ill., graph. Darst. |
ISBN: | 0495384720 9780495384724 0495114758 9780495114758 |
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100 | 1 | |a Cheney, Elliott W. |d 1929- |e Verfasser |0 (DE-588)122199545 |4 aut | |
245 | 1 | 0 | |a Numerical mathematics and computing |c Ward Cheney ; David Kincaid |
250 | |a 6. ed., internat. student ed. | ||
264 | 1 | |a Belmont, Calif. |b Thomson Brooks/Cole |c 2008 | |
300 | |a XX, 763 S. |b Ill., graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
650 | 4 | |a Datenverarbeitung | |
650 | 4 | |a Numerical analysis |x Data processing | |
650 | 0 | 7 | |a Numerische Mathematik |0 (DE-588)4042805-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Datenverarbeitung |0 (DE-588)4011152-0 |2 gnd |9 rswk-swf |
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689 | 0 | 2 | |a Datenverarbeitung |0 (DE-588)4011152-0 |D s |
689 | 0 | |8 1\p |5 DE-604 | |
700 | 1 | |a Kincaid, David |d 1942- |e Verfasser |0 (DE-588)121384152 |4 aut | |
856 | 4 | 2 | |m Digitalisierung UB Passau |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016678007&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk |
Datensatz im Suchindex
_version_ | 1805081675805229056 |
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adam_text |
Contents
1
Introduction
1
1.1
Preliminary Remarks
1
Significant Digits of Precision: Examples
Errors: Absolute and Relative
5
Accuracy and Precision
5
Rounding and Chopping
6
Nested Multiplication
7
Pairs of Easy/Hard Problems
9
First Programming Experiment
9
Mathematical Software
10
Summary
11
Additional References
11
Problems
1.1 12
Computer Problems
1.1 14
1.2
Review of Taylor Series
20
Taylor Series
20
Complete Homer's Algorithm
23
Taylor's Theorem in Terms of (x
—
c)
24
Mean-Value Theorem
26
Taylor's Theorem in Terms of
h
26
Alternating Series
28
Summary
30
Additional References
31
Problems
1.2 31
Computer Problems
1.2 36
2 Floating-Point
Representation and Errors
43
2.1 Floating-Point
Representation
43
Normalized
Floating-Point
Representation
44
Floating-Point
Representation
46
Single-Precision
Floating-Point Form 46
Double-Precision Floating-point Form
48
Computer Errors in Representing Numbers
50
Notation fl(x) and Backward Error Analysis
51
Historical Notes
54
Summary
54
Problems
2.1 55
Computer Problems
2.1 59
2.2
Loss of Significance
61
Significant Digits
61
Computer-Caused Loss of Significance
62
Theorem on Loss of Precision
63
Avoiding Loss of Significance in Subtraction
64
Range Reduction
67
Summary
68
Additional References
68
Problems
2.2 68
Computer Problems
2.2 71
3
Locating Roots of Equations
76
3.1
Bisection Method
76
Introduction
76
Bisection Algorithm and Pseudocode
78
Examples
79
Convergence Analysis
81
False Position
(Regula
Falsi)
Method and Modifications
83
Summary
85
Problems
3.1 85
Computer Problems
3.1 87
3.2
Newton's Method
89
Interpretations of Newton's Method
90
Pseudocode
92
Illustration
92
Convergence Analysis
93
Systems of Nonlinear Equations
96
Fractal Basins of Attraction
99
Summary
100
Additional References
100
Problems
3.2 101
Computer Problems
3.2 105
3.3
Secant Method 111
Secant Algorithm
112
Convergence Analysis
114
Comparison of Methods
117
Hybrid
Schemes
117
Fixed-Point Iteration
117
Summary
118
Additional References
119
Problems
3.3 119
Computer Problems
3.3 121
4
Interpolation and
Numerical Differentiation
124
4.1
Polynomial Interpolation
124
Preliminary Remarks
124
Polynomial Interpolation
125
Interpolating Polynomial:
Lagrange Form 126
Existence of Interpolating Polynomial
128
Interpolating Polynomial: Newton Form
128
Nested Form
130
Calculating Coefficients
a¡
Using Divided Differences
131
Algorithms and Pseudocode
136
Vandermonde Matrix
139
Inverse Interpolation
141
Polynomial Interpolation by Neville's Algorithm
142
Interpolation of Bivariate Functions
144
Summary
145
Problems
4.1 146
Computer Problems
4.1 152
4.2
Errors in Polynomial Interpolation
153
Dirichlet Function
154
Runge
Function
154
Theorems on Interpolation Errors
156
Summary
160
Problems
4.2 161
Computer Problems
4.2 163
4.3
Estimating Derivatives and Richardson Extrapolation
164
First-Derivative Formulas via Taylor Series
164
Richardson Extrapolation
166
First-Derivative Formulas via Interpolation Polynomials
170
Second-Derivative Formulas via Taylor Series
173
Noise in Computation
174
Summary
174
Additional References for Chapter
4 175
Problems
4.3 175
Computer Problems
4.3 178
5
Numerical Integration
180
5.1
Lower and Upper Sums
180
Definite and Indefinite Integrals
180
Lower and Upper Sums
181
Riemann-Integrable Functions
183
Examples and Pseudocode
184
Summary
187
Problems
5.1 187
Computer Problems
5.1 188
5.2
Trapezoid
Rule
190
Uniform Spacing
191
Error Analysis
192
Applying the Error Formula
195
Recursive
Trapezoid
Formula for Equal Subintervals
196
Multidimensional Integration
198
Summary
199
Problems
5.2 200
Computer Problems
5.2 203
5.3
Romberg Algorithm
204
Description
204
Pseudocode
205
Euler-Maclaurin Formula
206
General Extrapolation
209
Summary
211
Additional References
211
Problems
5.3 212
Computer Problems
5.3 214
6
Additional Topics on
Numerical Integration
216
6.1
Simpson's Rule and Adaptive Simpson's Rule
216
Basic Simpson's Rule
216
Simpson's Rule
219
Composite Simpson's Rule
220
An Adaptive Simpson's Scheme
221
Example Using Adaptive Simpson Procedure
224
Newton-Cotes Rules
225
Summary
226
Problems
6.1 227
Computer Problems
6.1 229
6.2
Gaussian
Quadrature Formulas
230
Description
230
Change
of Intervals
231
Gaussian Nodes and Weights
232
Legendre Polynomials
234
Integrals with Singularities
237
Summary
237
Additional References
239
Problems
6.2 239
Computer Problems
6.2 241
7
Systems of Linear Equations
245
7.1
Naive Gaussian Elimination
245
A Larger Numerical Example
247
Algorithm
248
Pseudocode
250
Testing the Pseudocode
253
Residual and Error Vectors
254
Summary
255
Problems
7.1 255
Computer Problems
7.1 257
7.2
Gaussian Elimination with Scaled Partial Pivoting
259
Naive Gaussian Elimination Can Fail
259
Partial Pivoting and Complete Partial Pivoting
261
Gaussian Elimination with Scaled Partial Pivoting
262
A Larger Numerical Example
265
Pseudocode
266
Long Operation Count
269
Numerical Stability
271
Scaling
271
Summary
271
Problems
7.2 272
Computer Problems
7.2 276
7.3
Tridiagonal and Banded Systems
280
Tridiagonal Systems
281
Strictly Diagonal Dominance
282
Pentadiagonal Systems
283
Block Pentadiagonal Systems
285
Summary
286
Additional References
287
Problems
7.3 287
Computer Problems
7.3 288
8
Additional Topics Concerning
Systems of Linear Equations
293
8.1
Matrix Factorizations
293
Numerical Example
294
Formal Derivation
296
Pseudocode
300
Solving Linear Systems Using
LU
Factorization
300
LDLT Factorization
302
Cholesky Factorization
305
Multiple Right-Hand Sides
306
Computing A'1
307
Example Using Software Packages
307
Summary
309
Problems
8.1 311
Computer Problems
8.1 316
8.2
Iterative Solutions of Linear Systems
319
Vector and Matrix Norms
319
Condition Number and Ill-Conditioning
321
Basic Iterative Methods
322
Pseudocode
327
Convergence Theorems
328
Matrix Formulation
331
Another View of Overrelaxation
332
Conjugate Gradient Method
332
Summary
335
Problems
8.2 337
Computer Problems
8.2 339
8.3
Eigenvalues and Eigenvectors
342
Calculating Eigenvalues and Eigenvectors
343
Mathematical Software
344
Properties of Eigenvalues
345
Gershgorin's Theorem
347
Singular Value Decomposition
348
Numerical Examples of Singular Value Decomposition
351
Application: Linear Differential Equations
353
Application: A Vibration Problem
354
Summary
355
Problems
8.3 356
Computer Problems
8.3 358
8.4
Power Method
360
Power Method Algorithms
361
Aitken Acceleration
363
Inverse Power Method
364
Software Examples: Inverse Power Method
365
Shifted (Inverse) Power Method
365
Example: Shifted Inverse Power Method
366
Summary
366
Additional References
367
Problems
8.4 367
Computer Problems
8.4 368
9
Approximation by Spline Functions
371
9.1
First-Degree and Second-Degree Splines
371
First-Degree Spline
372
Modulus of Continuity
374
Second-Degree Splines
376
Interpolating Quadratic Spline Q(x)
376
Subbotin Quadratic Spline
378
Summary
380
Problems
9.1 381
Computer Problems
9.1 384
9.2
Natural Cubic Splines
385
Introduction
385
Natural Cubic Spline
386
Algorithm for Natural Cubic Spline
388
Pseudocode for Natural Cubic Splines
392
Using Pseudocode for Interpolating and Curve Fitting
393
Space Curves
394
Smoothness Property
396
Summary
398
Problems
9.2 399
Computer Problems
9.2 403
9.3
В
Splines: Interpolation and Approximation
404
Interpolation and Approximation by
В
Splines
410
Pseudocode and a Curve-Fitting Example
412
Schoenberg's Process
414
Pseudocode
414
Bézier
Curves
416
Summary
418
Additional References
419
Problems
9.3 420
Computer Problems
9.3 423
10
Ordinary Differential Equations
426
10.1
Taylor Series Methods
426
Initial-Value Problem: Analytical versus Numerical Solution
426
An Example of a Practical Problem
428
Solving Differential Equations and Integration
428
Vector Fields
429
Taylor Series Methods
431
Euler's Method Pseudocode
432
Taylor Series Method of Higher Order
433
Types of Errors
435
Taylor Series Method Using Symbolic Computations
435
Summary
435
Problems
10.1 436
Computer Problems
10.1 438
10.2
Runge-Kutta Methods
439
Taylor Series for
ƒ
(x, y)
440
Runge-Kutta Method of Order
2 441
Runge-Kutta Method of Order
4 442
Pseudocode
443
Summary
444
Problems
10.2 445
Computer Problems
10.2 447
10.3
Stability and Adaptive Runge-Kutta and Multistep Methods
450
An Adaptive Runge-Kutta-Fehlberg Method
450
An Industrial Example
454
Adams-Bashforth-Moulton Formulas
455
Stability Analysis
456
Summary
459
Additional References
460
Problems
10.3 460
Computer Problems
10.3 461
11
Systems of Ordinary
Differential Equations
465
11.1
Methods for First-Order Systems
465
Uncoupled and Coupled Systems
465
Taylor Series Method
466
Vector Notation
467
Systems of ODEs
468
Taylor Series Method: Vector Notation
468
Runge-Kutta Method
469
Autonomous
ODE
471
Summary
473
Problems
11.1 474
Computer Problems
11.1 475
11.2
Higher-Order Equations and Systems
477
Higher-Order Differential Equations
477
Systems of Higher-Order Differential Equations
479
Autonomous ODE Systems
479
Summary
480
Problems
11.2 480
Computer Problems
11.2 482
11.3
Adams-Bashforth-Moulton Methods
483
A Predictor-Corrector Scheme
483
Pseudocode
484
An Adaptive Scheme
488
An Engineering Example
488
Some Remarks about Stiff Equations
489
Summary
491
Additional References
492
Problems
11.3 492
Computer Problems
11.3 492
12
Smoothing of Data and
the Method of Least Squares
495
12.1
Method of Least Squares
495
Linear Least Squares
495
Linear Example
498
Nonpolynomial Example
499
Basis Functions {go, gu
.,
gn]
500
Summary
501
Problems
12.1 502
Computer Problems
12.1 505
12.2
Orthogonal Systems and Chebyshev Polynomials
505
Orthonormal
Basis Functions [go, gi,
■ ■ ■,
gn}
505
Outline of Algorithm
508
Smoothing Data: Polynomial Regression
510
Summary
515
Problems
12.2 516
Computer Problems
12.2 517
12.3
Other Examples of the Least-Squares Principle
518
Use of a Weight Function
w
(χ)
519
Nonlinear Example
520
Linear and Nonlinear Example
521
Additional Details on
SVD
522
Using the Singular Value Decomposition
524
Summary
527
Additional References
527
Problems
12.3 527
Computer Problems
12.3 530
13
Monte Carlo Methods and Simulation
532
13.1
Random Numbers
532
Random-Number Algorithms and Generators
533
Examples
535
Uses of Pseudocode Random
537
Summary
541
Problems
13.1 541
Computer Problems
13.1 542
13.2
Estimation of Areas and Volumes
by Monte Carlo Techniques
544
Numerical Integration
544
Example and Pseudocode
545
Computing Volumes
547
Ice Cream Cone Example
548
Summary
549
Problems
13.2 549
Computer Problems
13.2 549
13.3
Simulation
552
Loaded Die Problem
552
Birthday Problem
553
Buffon's Needle Problem
555
Two Dice Problem
556
Neutron Shielding
557
Summary
558
Additional References
558
Computer Problems
13.3 559
14
Boundary-Value Problems for
Ordinary Differential Equations
563
14.1
Shooting Method
563
Shooting Method Algorithm
565
Modifications and Refinements
567
Summary
567
Problems
14.1 568
Computer Problems
14.1 570
14.2
A Discretization Method
570
Finite-Difference Approximations
570
The Linear Case
571
Pseudocode and Numerical Example
572
Shooting Method in the Linear Case
574
Pseudocode and Numerical Example
575
Summary
577
Additional References
578
Problems
14.2 578
Computer Problems
14.2 580
15
Partial Differential Equations
582
15.1
Parabolic Problems
582
Some Partial Differential Equations from Applied Problems
582
Heat Equation Model Problem
585
Finite-Difference Method
585
Pseudocode for Explicit Method
587
Crank-Nicolson Method
588
Pseudocode for the Crank-Nicolson Method
589
Alternative Version of the Crank-Nicolson Method
590
Stability
591
Summary
593
Problems
15.1 594
Computer Problems
15.1 596
15.2
Hyperbolic Problems
596
Wave Equation Model Problem
596
Analytic Solution
597
Numerical Solution
598
Pseudocode
600
Advection Equation
601
Lax Method
602
Upwind Method
602
Lax-Wendroff Method
602
Summary
603
Problems
15.2 604
Computer Problems
15.2 604
15.3
Elliptic Problems
605
Helmholtz Equation Model Problem
605
Finite-Difference Method
606
Gauss-Seidel Iterative Method
610
Numerical Example and Pseudocode
610
Finite-Element Methods
613
More on Finite Elements
617
Summary
619
Additional References
620
Problems
15.3 620
Computer Problems
15.3 622
16
Minimization of Functions
625
16.1
One-Variable Case
625
Unconstrained and Constrained Minimization Problems
625
One-Variable Case
626
Unimodal Functions
F
627
Fibonacci Search Algorithm
628
Golden Section Search Algorithm
631
Quadratic Interpolation Algorithm
633
Summary
635
Problems
16.1 635
Computer Problems
16.1 637
16.2
Multivariate Case
639
Taylor Series for F: Gradient Vector and Hessian Matrix
640
Alternative Form of Taylor Series
641
Steepest Descent Procedure
643
Contour Diagrams
644
More Advanced Algorithms
644
Minimum, Maximum, and Saddle Points
646
Positive Definite Matrix
647
Quasi-Newton
Methods
647
Nelder-Mead Algorithm
647
Method of Simulated Annealing
648
Summary
650
Additional References
651
Problems
16.2 651
Computer Problems
16.2 654
17
Linear Programming
657
17.1
Standard Forms and Duality
657
First Primal Form
657
Numerical Example
658
Transforming Problems into First Primal Form
660
Dual Problem
661
Second Primal Form
663
Summary
664
Problems
17.1 665
Computer Problems
17.1 669
17.2
Simplex Method
670
Vertices in
К
and Linearly Independent Columns of A
671
Simplex Method
672
Summary
674
Problems
17.2 674
Computer Problems
17.2 675
17.3
Approximate Solution of Inconsistent Linear Systems
675
lx
Problem
676
€oo Problem
678
Summary
680
Additional References
682
Problems
17.3 682
Computer Problems
17.3 682
Appendix A Advice on Good Programming Practices
684
A.I Programming Suggestions
684
Case Studies
687
On Developing Mathematical Software
691
Appendix
В
Representation of Numbers in Different Bases
692
B.I Representation of Numbers in Different Bases
692
Base
β
Numbers
693
Conversion of Integer Parts
693
Conversion of Fractional Parts
695
Base Conversion
10
о
8 <*■ 2 696
Base
16 698
More Examples
698
Summary
699
Problems B.I
699
Computer Problems B.I
701
Appendix
С
Additional Details on IEEE
Floating-Point
Arithmetic
703
C.I More on IEEE Standard
Floating-Point
Arithmetic
703
Appendix
D
Linear Algebra Concepts and Notation
706
D.I Elementary Concepts
706
Vectors
706
Matrices
708
Matrix-
Vector
Product
711
Matrix Product
711
Other
Concepts
713
Cramer's Rule
715
D.2 Abstract Vector Spaces
716
Subspaces
717
Linear Independence
717
Bases
718
Linear Transformations
718
Eigenvalues and Eigenvectors
719
Change of Basis and Similarity
719
Orthogonal Matrices and Spectral Theorem
720
Norms
721
Gram-Schmidt Process
722
Answers for Selected Problems
724
Bibliography
745
Index
754 |
adam_txt |
Contents
1
Introduction
1
1.1
Preliminary Remarks
1
Significant Digits of Precision: Examples
Errors: Absolute and Relative
5
Accuracy and Precision
5
Rounding and Chopping
6
Nested Multiplication
7
Pairs of Easy/Hard Problems
9
First Programming Experiment
9
Mathematical Software
10
Summary
11
Additional References
11
Problems
1.1 12
Computer Problems
1.1 14
1.2
Review of Taylor Series
20
Taylor Series
20
Complete Homer's Algorithm
23
Taylor's Theorem in Terms of (x
—
c)
24
Mean-Value Theorem
26
Taylor's Theorem in Terms of
h
26
Alternating Series
28
Summary
30
Additional References
31
Problems
1.2 31
Computer Problems
1.2 36
2 Floating-Point
Representation and Errors
43
2.1 Floating-Point
Representation
43
Normalized
Floating-Point
Representation
44
Floating-Point
Representation
46
Single-Precision
Floating-Point Form 46
Double-Precision Floating-point Form
48
Computer Errors in Representing Numbers
50
Notation fl(x) and Backward Error Analysis
51
Historical Notes
54
Summary
54
Problems
2.1 55
Computer Problems
2.1 59
2.2
Loss of Significance
61
Significant Digits
61
Computer-Caused Loss of Significance
62
Theorem on Loss of Precision
63
Avoiding Loss of Significance in Subtraction
64
Range Reduction
67
Summary
68
Additional References
68
Problems
2.2 68
Computer Problems
2.2 71
3
Locating Roots of Equations
76
3.1
Bisection Method
76
Introduction
76
Bisection Algorithm and Pseudocode
78
Examples
79
Convergence Analysis
81
False Position
(Regula
Falsi)
Method and Modifications
83
Summary
85
Problems
3.1 85
Computer Problems
3.1 87
3.2
Newton's Method
89
Interpretations of Newton's Method
90
Pseudocode
92
Illustration
92
Convergence Analysis
93
Systems of Nonlinear Equations
96
Fractal Basins of Attraction
99
Summary
100
Additional References
100
Problems
3.2 101
Computer Problems
3.2 105
3.3
Secant Method 111
Secant Algorithm
112
Convergence Analysis
114
Comparison of Methods
117
Hybrid
Schemes
117
Fixed-Point Iteration
117
Summary
118
Additional References
119
Problems
3.3 119
Computer Problems
3.3 121
4
Interpolation and
Numerical Differentiation
124
4.1
Polynomial Interpolation
124
Preliminary Remarks
124
Polynomial Interpolation
125
Interpolating Polynomial:
Lagrange Form 126
Existence of Interpolating Polynomial
128
Interpolating Polynomial: Newton Form
128
Nested Form
130
Calculating Coefficients
a¡
Using Divided Differences
131
Algorithms and Pseudocode
136
Vandermonde Matrix
139
Inverse Interpolation
141
Polynomial Interpolation by Neville's Algorithm
142
Interpolation of Bivariate Functions
144
Summary
145
Problems
4.1 146
Computer Problems
4.1 152
4.2
Errors in Polynomial Interpolation
153
Dirichlet Function
154
Runge
Function
154
Theorems on Interpolation Errors
156
Summary
160
Problems
4.2 161
Computer Problems
4.2 163
4.3
Estimating Derivatives and Richardson Extrapolation
164
First-Derivative Formulas via Taylor Series
164
Richardson Extrapolation
166
First-Derivative Formulas via Interpolation Polynomials
170
Second-Derivative Formulas via Taylor Series
173
Noise in Computation
174
Summary
174
Additional References for Chapter
4 175
Problems
4.3 175
Computer Problems
4.3 178
5
Numerical Integration
180
5.1
Lower and Upper Sums
180
Definite and Indefinite Integrals
180
Lower and Upper Sums
181
Riemann-Integrable Functions
183
Examples and Pseudocode
184
Summary
187
Problems
5.1 187
Computer Problems
5.1 188
5.2
Trapezoid
Rule
190
Uniform Spacing
191
Error Analysis
192
Applying the Error Formula
195
Recursive
Trapezoid
Formula for Equal Subintervals
196
Multidimensional Integration
198
Summary
199
Problems
5.2 200
Computer Problems
5.2 203
5.3
Romberg Algorithm
204
Description
204
Pseudocode
205
Euler-Maclaurin Formula
206
General Extrapolation
209
Summary
211
Additional References
211
Problems
5.3 212
Computer Problems
5.3 214
6
Additional Topics on
Numerical Integration
216
6.1
Simpson's Rule and Adaptive Simpson's Rule
216
Basic Simpson's Rule
216
Simpson's Rule
219
Composite Simpson's Rule
220
An Adaptive Simpson's Scheme
221
Example Using Adaptive Simpson Procedure
224
Newton-Cotes Rules
225
Summary
226
Problems
6.1 227
Computer Problems
6.1 229
6.2
Gaussian
Quadrature Formulas
230
Description
230
Change
of Intervals
231
Gaussian Nodes and Weights
232
Legendre Polynomials
234
Integrals with Singularities
237
Summary
237
Additional References
239
Problems
6.2 239
Computer Problems
6.2 241
7
Systems of Linear Equations
245
7.1
Naive Gaussian Elimination
245
A Larger Numerical Example
247
Algorithm
248
Pseudocode
250
Testing the Pseudocode
253
Residual and Error Vectors
254
Summary
255
Problems
7.1 255
Computer Problems
7.1 257
7.2
Gaussian Elimination with Scaled Partial Pivoting
259
Naive Gaussian Elimination Can Fail
259
Partial Pivoting and Complete Partial Pivoting
261
Gaussian Elimination with Scaled Partial Pivoting
262
A Larger Numerical Example
265
Pseudocode
266
Long Operation Count
269
Numerical Stability
271
Scaling
271
Summary
271
Problems
7.2 272
Computer Problems
7.2 276
7.3
Tridiagonal and Banded Systems
280
Tridiagonal Systems
281
Strictly Diagonal Dominance
282
Pentadiagonal Systems
283
Block Pentadiagonal Systems
285
Summary
286
Additional References
287
Problems
7.3 287
Computer Problems
7.3 288
8
Additional Topics Concerning
Systems of Linear Equations
293
8.1
Matrix Factorizations
293
Numerical Example
294
Formal Derivation
296
Pseudocode
300
Solving Linear Systems Using
LU
Factorization
300
LDLT Factorization
302
Cholesky Factorization
305
Multiple Right-Hand Sides
306
Computing A'1
307
Example Using Software Packages
307
Summary
309
Problems
8.1 311
Computer Problems
8.1 316
8.2
Iterative Solutions of Linear Systems
319
Vector and Matrix Norms
319
Condition Number and Ill-Conditioning
321
Basic Iterative Methods
322
Pseudocode
327
Convergence Theorems
328
Matrix Formulation
331
Another View of Overrelaxation
332
Conjugate Gradient Method
332
Summary
335
Problems
8.2 337
Computer Problems
8.2 339
8.3
Eigenvalues and Eigenvectors
342
Calculating Eigenvalues and Eigenvectors
343
Mathematical Software
344
Properties of Eigenvalues
345
Gershgorin's Theorem
347
Singular Value Decomposition
348
Numerical Examples of Singular Value Decomposition
351
Application: Linear Differential Equations
353
Application: A Vibration Problem
354
Summary
355
Problems
8.3 356
Computer Problems
8.3 358
8.4
Power Method
360
Power Method Algorithms
361
Aitken Acceleration
363
Inverse Power Method
364
Software Examples: Inverse Power Method
365
Shifted (Inverse) Power Method
365
Example: Shifted Inverse Power Method
366
Summary
366
Additional References
367
Problems
8.4 367
Computer Problems
8.4 368
9
Approximation by Spline Functions
371
9.1
First-Degree and Second-Degree Splines
371
First-Degree Spline
372
Modulus of Continuity
374
Second-Degree Splines
376
Interpolating Quadratic Spline Q(x)
376
Subbotin Quadratic Spline
378
Summary
380
Problems
9.1 381
Computer Problems
9.1 384
9.2
Natural Cubic Splines
385
Introduction
385
Natural Cubic Spline
386
Algorithm for Natural Cubic Spline
388
Pseudocode for Natural Cubic Splines
392
Using Pseudocode for Interpolating and Curve Fitting
393
Space Curves
394
Smoothness Property
396
Summary
398
Problems
9.2 399
Computer Problems
9.2 403
9.3
В
Splines: Interpolation and Approximation
404
Interpolation and Approximation by
В
Splines
410
Pseudocode and a Curve-Fitting Example
412
Schoenberg's Process
414
Pseudocode
414
Bézier
Curves
416
Summary
418
Additional References
419
Problems
9.3 420
Computer Problems
9.3 423
10
Ordinary Differential Equations
426
10.1
Taylor Series Methods
426
Initial-Value Problem: Analytical versus Numerical Solution
426
An Example of a Practical Problem
428
Solving Differential Equations and Integration
428
Vector Fields
429
Taylor Series Methods
431
Euler's Method Pseudocode
432
Taylor Series Method of Higher Order
433
Types of Errors
435
Taylor Series Method Using Symbolic Computations
435
Summary
435
Problems
10.1 436
Computer Problems
10.1 438
10.2
Runge-Kutta Methods
439
Taylor Series for
ƒ
(x, y)
440
Runge-Kutta Method of Order
2 441
Runge-Kutta Method of Order
4 442
Pseudocode
443
Summary
444
Problems
10.2 445
Computer Problems
10.2 447
10.3
Stability and Adaptive Runge-Kutta and Multistep Methods
450
An Adaptive Runge-Kutta-Fehlberg Method
450
An Industrial Example
454
Adams-Bashforth-Moulton Formulas
455
Stability Analysis
456
Summary
459
Additional References
460
Problems
10.3 460
Computer Problems
10.3 461
11
Systems of Ordinary
Differential Equations
465
11.1
Methods for First-Order Systems
465
Uncoupled and Coupled Systems
465
Taylor Series Method
466
Vector Notation
467
Systems of ODEs
468
Taylor Series Method: Vector Notation
468
Runge-Kutta Method
469
Autonomous
ODE
471
Summary
473
Problems
11.1 474
Computer Problems
11.1 475
11.2
Higher-Order Equations and Systems
477
Higher-Order Differential Equations
477
Systems of Higher-Order Differential Equations
479
Autonomous ODE Systems
479
Summary
480
Problems
11.2 480
Computer Problems
11.2 482
11.3
Adams-Bashforth-Moulton Methods
483
A Predictor-Corrector Scheme
483
Pseudocode
484
An Adaptive Scheme
488
An Engineering Example
488
Some Remarks about Stiff Equations
489
Summary
491
Additional References
492
Problems
11.3 492
Computer Problems
11.3 492
12
Smoothing of Data and
the Method of Least Squares
495
12.1
Method of Least Squares
495
Linear Least Squares
495
Linear Example
498
Nonpolynomial Example
499
Basis Functions {go, gu
.,
gn]
500
Summary
501
Problems
12.1 502
Computer Problems
12.1 505
12.2
Orthogonal Systems and Chebyshev Polynomials
505
Orthonormal
Basis Functions [go, gi,
■ ■ ■,
gn}
505
Outline of Algorithm
508
Smoothing Data: Polynomial Regression
510
Summary
515
Problems
12.2 516
Computer Problems
12.2 517
12.3
Other Examples of the Least-Squares Principle
518
Use of a Weight Function
w
(χ)
519
Nonlinear Example
520
Linear and Nonlinear Example
521
Additional Details on
SVD
522
Using the Singular Value Decomposition
524
Summary
527
Additional References
527
Problems
12.3 527
Computer Problems
12.3 530
13
Monte Carlo Methods and Simulation
532
13.1
Random Numbers
532
Random-Number Algorithms and Generators
533
Examples
535
Uses of Pseudocode Random
537
Summary
541
Problems
13.1 541
Computer Problems
13.1 542
13.2
Estimation of Areas and Volumes
by Monte Carlo Techniques
544
Numerical Integration
544
Example and Pseudocode
545
Computing Volumes
547
Ice Cream Cone Example
548
Summary
549
Problems
13.2 549
Computer Problems
13.2 549
13.3
Simulation
552
Loaded Die Problem
552
Birthday Problem
553
Buffon's Needle Problem
555
Two Dice Problem
556
Neutron Shielding
557
Summary
558
Additional References
558
Computer Problems
13.3 559
14
Boundary-Value Problems for
Ordinary Differential Equations
563
14.1
Shooting Method
563
Shooting Method Algorithm
565
Modifications and Refinements
567
Summary
567
Problems
14.1 568
Computer Problems
14.1 570
14.2
A Discretization Method
570
Finite-Difference Approximations
570
The Linear Case
571
Pseudocode and Numerical Example
572
Shooting Method in the Linear Case
574
Pseudocode and Numerical Example
575
Summary
577
Additional References
578
Problems
14.2 578
Computer Problems
14.2 580
15
Partial Differential Equations
582
15.1
Parabolic Problems
582
Some Partial Differential Equations from Applied Problems
582
Heat Equation Model Problem
585
Finite-Difference Method
585
Pseudocode for Explicit Method
587
Crank-Nicolson Method
588
Pseudocode for the Crank-Nicolson Method
589
Alternative Version of the Crank-Nicolson Method
590
Stability
591
Summary
593
Problems
15.1 594
Computer Problems
15.1 596
15.2
Hyperbolic Problems
596
Wave Equation Model Problem
596
Analytic Solution
597
Numerical Solution
598
Pseudocode
600
Advection Equation
601
Lax Method
602
Upwind Method
602
Lax-Wendroff Method
602
Summary
603
Problems
15.2 604
Computer Problems
15.2 604
15.3
Elliptic Problems
605
Helmholtz Equation Model Problem
605
Finite-Difference Method
606
Gauss-Seidel Iterative Method
610
Numerical Example and Pseudocode
610
Finite-Element Methods
613
More on Finite Elements
617
Summary
619
Additional References
620
Problems
15.3 620
Computer Problems
15.3 622
16
Minimization of Functions
625
16.1
One-Variable Case
625
Unconstrained and Constrained Minimization Problems
625
One-Variable Case
626
Unimodal Functions
F
627
Fibonacci Search Algorithm
628
Golden Section Search Algorithm
631
Quadratic Interpolation Algorithm
633
Summary
635
Problems
16.1 635
Computer Problems
16.1 637
16.2
Multivariate Case
639
Taylor Series for F: Gradient Vector and Hessian Matrix
640
Alternative Form of Taylor Series
641
Steepest Descent Procedure
643
Contour Diagrams
644
More Advanced Algorithms
644
Minimum, Maximum, and Saddle Points
646
Positive Definite Matrix
647
Quasi-Newton
Methods
647
Nelder-Mead Algorithm
647
Method of Simulated Annealing
648
Summary
650
Additional References
651
Problems
16.2 651
Computer Problems
16.2 654
17
Linear Programming
657
17.1
Standard Forms and Duality
657
First Primal Form
657
Numerical Example
658
Transforming Problems into First Primal Form
660
Dual Problem
661
Second Primal Form
663
Summary
664
Problems
17.1 665
Computer Problems
17.1 669
17.2
Simplex Method
670
Vertices in
К
and Linearly Independent Columns of A
671
Simplex Method
672
Summary
674
Problems
17.2 674
Computer Problems
17.2 675
17.3
Approximate Solution of Inconsistent Linear Systems
675
lx
Problem
676
€oo Problem
678
Summary
680
Additional References
682
Problems
17.3 682
Computer Problems
17.3 682
Appendix A Advice on Good Programming Practices
684
A.I Programming Suggestions
684
Case Studies
687
On Developing Mathematical Software
691
Appendix
В
Representation of Numbers in Different Bases
692
B.I Representation of Numbers in Different Bases
692
Base
β
Numbers
693
Conversion of Integer Parts
693
Conversion of Fractional Parts
695
Base Conversion
10
о
8 <*■ 2 696
Base
16 698
More Examples
698
Summary
699
Problems B.I
699
Computer Problems B.I
701
Appendix
С
Additional Details on IEEE
Floating-Point
Arithmetic
703
C.I More on IEEE Standard
Floating-Point
Arithmetic
703
Appendix
D
Linear Algebra Concepts and Notation
706
D.I Elementary Concepts
706
Vectors
706
Matrices
708
Matrix-
Vector
Product
711
Matrix Product
711
Other
Concepts
713
Cramer's Rule
715
D.2 Abstract Vector Spaces
716
Subspaces
717
Linear Independence
717
Bases
718
Linear Transformations
718
Eigenvalues and Eigenvectors
719
Change of Basis and Similarity
719
Orthogonal Matrices and Spectral Theorem
720
Norms
721
Gram-Schmidt Process
722
Answers for Selected Problems
724
Bibliography
745
Index
754 |
any_adam_object | 1 |
any_adam_object_boolean | 1 |
author | Cheney, Elliott W. 1929- Kincaid, David 1942- |
author_GND | (DE-588)122199545 (DE-588)121384152 |
author_facet | Cheney, Elliott W. 1929- Kincaid, David 1942- |
author_role | aut aut |
author_sort | Cheney, Elliott W. 1929- |
author_variant | e w c ew ewc d k dk |
building | Verbundindex |
bvnumber | BV035008723 |
callnumber-first | Q - Science |
callnumber-label | QA297 |
callnumber-raw | QA297 |
callnumber-search | QA297 |
callnumber-sort | QA 3297 |
callnumber-subject | QA - Mathematics |
classification_rvk | SK 900 |
ctrlnum | (OCoLC)224057851 (DE-599)BVBBV035008723 |
dewey-full | 518 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 518 - Numerical analysis |
dewey-raw | 518 |
dewey-search | 518 |
dewey-sort | 3518 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
discipline_str_mv | Mathematik |
edition | 6. ed., internat. student ed. |
format | Book |
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id | DE-604.BV035008723 |
illustrated | Illustrated |
index_date | 2024-07-02T21:43:08Z |
indexdate | 2024-07-20T07:20:32Z |
institution | BVB |
isbn | 0495384720 9780495384724 0495114758 9780495114758 |
language | English |
lccn | 2007922553 |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016678007 |
oclc_num | 224057851 |
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owner_facet | DE-739 DE-898 DE-BY-UBR DE-824 |
physical | XX, 763 S. Ill., graph. Darst. |
publishDate | 2008 |
publishDateSearch | 2008 |
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publisher | Thomson Brooks/Cole |
record_format | marc |
spelling | Cheney, Elliott W. 1929- Verfasser (DE-588)122199545 aut Numerical mathematics and computing Ward Cheney ; David Kincaid 6. ed., internat. student ed. Belmont, Calif. Thomson Brooks/Cole 2008 XX, 763 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Datenverarbeitung Numerical analysis Data processing Numerische Mathematik (DE-588)4042805-9 gnd rswk-swf Datenverarbeitung (DE-588)4011152-0 gnd rswk-swf Algorithmus (DE-588)4001183-5 gnd rswk-swf Numerische Mathematik (DE-588)4042805-9 s Algorithmus (DE-588)4001183-5 s Datenverarbeitung (DE-588)4011152-0 s 1\p DE-604 Kincaid, David 1942- Verfasser (DE-588)121384152 aut Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016678007&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Cheney, Elliott W. 1929- Kincaid, David 1942- Numerical mathematics and computing Datenverarbeitung Numerical analysis Data processing Numerische Mathematik (DE-588)4042805-9 gnd Datenverarbeitung (DE-588)4011152-0 gnd Algorithmus (DE-588)4001183-5 gnd |
subject_GND | (DE-588)4042805-9 (DE-588)4011152-0 (DE-588)4001183-5 |
title | Numerical mathematics and computing |
title_auth | Numerical mathematics and computing |
title_exact_search | Numerical mathematics and computing |
title_exact_search_txtP | Numerical mathematics and computing |
title_full | Numerical mathematics and computing Ward Cheney ; David Kincaid |
title_fullStr | Numerical mathematics and computing Ward Cheney ; David Kincaid |
title_full_unstemmed | Numerical mathematics and computing Ward Cheney ; David Kincaid |
title_short | Numerical mathematics and computing |
title_sort | numerical mathematics and computing |
topic | Datenverarbeitung Numerical analysis Data processing Numerische Mathematik (DE-588)4042805-9 gnd Datenverarbeitung (DE-588)4011152-0 gnd Algorithmus (DE-588)4001183-5 gnd |
topic_facet | Datenverarbeitung Numerical analysis Data processing Numerische Mathematik Algorithmus |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016678007&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT cheneyelliottw numericalmathematicsandcomputing AT kincaiddavid numericalmathematicsandcomputing |