1 Nonlinear Equations 1
1.1 Bisechon and inverse Linear interpolation 1
l.2 Newtons Method 1 1
1.3 The Feed Point Theorem ZI
l.4 Quadratic Convenience or~tons Mettiod 31
I.5 vacants of Newtons Method 43
I.6 BrentSMethed 55
17 Effects of Finite incision Anthmetic 62
l.8 Newtons Method for Systems 73
l.9 Broydens Method 83
2 Linear Systems go
ZI Gaussian EI~on with Pallial Pivoting 90
2.2 The LUDecomposihon 102
2.3 The LU boomposition with Pivohng 113
2,4 ThectioIests Decomposition 128
25 Condition Numbers 140
2.6 The QRDecompositioD 153
2.7 Householder Triangulanzation and the
oR DecompDSition 165
2,8 Gram SCh~ OWhogunanzation and the
QRDecomnosihon 177
2.9 The Singulax Value Decomposition 190
vin Contents
3 lterative Methods is6
3] Jarobi and Gauss-Seidel Jteration 196
3.2 Sparslty 208
3.3 Iterative Refinement 214
3.4 Preconditiomng 219
35 KryIOV Space Mithods 226
36 NamcricaI EgennrobIems 238
4 Polynomial Im6rpolation 247
41 Lasrange JnterooIating POlynomialS z#7
42 Piccewl sc Linear intmpolatlon 26 1
4.3 Cubic SpInies 274
4.4 COmmutation of the Cubic Spline COemcients 284
5 Numerical Integration 298
5.1 Closed Newton Cotes Formulas 298
5.2 Open Newton-Cotes Formulas and Undetendned
Coefficients 316
5.3 GaussianQuaurature 330
5.4 tuuss Chetryshev Quactraturc 342
55 Radau and LChami Quadrature 351
5.6 Adaptivity and Automatic Integtation 361
5.7 Ronlberglniegtation 371
6 Differential Equations afl
61 Numencal Differenhation 381
6.2 EuIers MCthod 392
6.3 I]nproved EIIIers Me~ 402
6.4 Analysis offupIicit One Step Mithods 4II
6.5 ThyIOr ac Runge-Kutta Methods 419
6.6 Adantivity and Styness 428
67 Mulh StePMethods 437
7 Nonlinear Optimization 446
7.1 O]le-Dunensional Searches 446
7.2 The Method of Steepest Descent 455
COntents IX
7.3 Newton Methods for Nonlinear OPhndzation co7
7.4 Multiple Random Sac Methods 477
7.5 DrmctSeedMethods 485
7.6 The Nelder-Maal Method 493
7.7 COnjugate Dbechon thetheds 500
8 Approximation Methods sos
8.1 Linear and Nonlinear ~t Squares 505
8.2 The Best ^nproxunarmn Problem 517
83 Best UnifOTrn Approximation 525
8.4 APplications of the Chebyshev Polynomials 538
Aff6rwoed 645
Answers s49
Bibliography s7i
Index s77