scientific article; zbMATH DE number 108123

Publication date 23 January 1993

\(QR\) factorization algorithm boundary value problem computer language C cubic splines eigenvalues eigenvectors Fourier coefficients initial value problem Newton's method programs Sturm-Liouville eigenvalue problem textbook

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical computation using splines (65D07) Numerical quadrature and cubature formulas (65D32) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of solutions to systems of equations (65H10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Theory of programming languages (68N15)

Review text

This book is a hybrid between the textbook on C and on numerical analysis. Acquaintance with C is not assumed. Programs, written in C, may be used in MS DOS as well as in UNIX. For each algorithm its correctness is being proved. Although the author does not attempt to write his programs optimal, he made them sufficiently simple and easily readable; double precision is used in programs. The structure of this book is as follows. Chapter 1 is an overview of C with mathematical examples. Chapter 2 concerns the dynamical structures of data, incl. pointers. Chapter 3 contains some more deep features of C. The last, fourth, chapter takes the biggest place in the book, and contains a number of algorithms of important numerical methods with programs. Special attention is paid to linear algebra ( eigenvalues and eigenvectors of a symmetric matrix \(A\), method based on a factorization of an arbitrary matrix \(A\) in a form \(QR\), where \(Q\) is orthogonal, \(R\) is upper-triangular, Newton's method for systems, etc.) and differential equations (an initial value problem for a system of two ordinary differential equations, a boundary value problem for a nonlinear second order ordinary differential equation, heat equation with variable conductivity, the Sturm-Liouville eigenvalue problem); however also definite integrals, Fourier coefficients, cubic splines etc. are considered.

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