Numerical analysis (Q4396948)

This textbook provides an advanced presentation of the classical and modern numerical methods. The book is accessible not only to mathematicians but also to scientists and engineers with a solid foundation in differential and integral calculus and in linear algebra. It consists of 12 chapters. After an introduction (Chapter 1), the main direct methods for the solution of a system of linear equations, as Gaussian elimination, LR and QR decompositions are presented in Chapter 2. Chapter 3 deals with some fundamental concepts of functional analysis and approximation theory introducing in particular the notions of normed spaces and Banach's fixed point theorem. Chapter 4 describes iterative methods for linear systems including the Jacobi and Gauss iterations, the relaxation methods and two-grid methods. Ill-conditioned linear systems are considered in Chapter 5 which contains also a brief discussion of the singular value decomposition and Tikhonov regularization as efficient means to deal with such conditioned systems. Chapter 6 focuses the iterative methods for nonlinear systems and contains a deep discussion of Netwon's method. In Chapter 7, which is devoted to matrix eigenvalue problems, the Jacobi method and the QR algorithm, for the numerical computation of eigenvalues, are discussed. Chapter 8 introduces the classical theory of polynomial and trigonometric interpolation. The spline interpolation and the Bézier polynomials are also considered. Chapter 9 deals with numerical integration and includes the Newton-Cotes type and Gaussian quadrature formulae. The Euler-Maclaurin expansion and the Romberg integration are also discussed. The Chapters 10 and 11 are devoted to an introduction to the basic numerical approximation methods, in initial and boundary value problems respectively, for ordinary differential equations. The main results of the Riesz theory are presented without the proofs in Chapter 12, as the foundation of the existence theory for integral equations of the second kind. At the end of each chapter numerous appropriate problems are presented. An exhaustive list of references directs the reader to more detailed information on topics of particular interest. This well-written book is an welcome addition to the literature on the numerical methods.