Introduction to numerical analysis with C programs

These notes began as a collection of handouts given to students while teaching a course in numerical analysis in the fall of 2003 at Brooklyn College, City University of New York. The footnotes are based on the author's more than 25 years of teaching this course. Many methods are illustrated with complete C programs, including instructions on how to compile these programs in the aLinux environment

Introduction to numerical analysis with C programs

Maté, Attila

Brooklyn College of the City

2014

Abstract

The book encourages algorithmic thinking, which is essential to numerical analysis. Establishing the fundamental numerical methods, application numerical behavior and graphical output needed to foster algorithmic reasoning, coding dexterity, and a scientific programming style, it enables readers to successfully navigate relevant algorithms, understand coding design, and develop efficient programming skills. The book incorporates real code, and includes examples and problem sets to assist in hands-on learning.

Begins with an overview on approximate numbers and programming in C, followed by discussion of basic sorting and indexing methods, as well as portable graphic functionality
Contains methods for function evaluation, solving algebraic and transcendental equations, systems of linear algebraic equations, ordinary differential equations, and eigenvalue problems
Addresses approximation of tabulated functions, regression, integration of one- and multi-dimensional functions by classical and Gaussian quadratures, Monte Carlo integration techniques, generation of random variables, discretization methods for ordinary and partial differential equations, and stability analysis
This text introduces platform-independent numerical programming using C, and appeals to advanced undergraduate and graduate students in natural sciences and engineering, researchers involved in scientific computing, and engineers carrying out applicative calculations.