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xiii | |
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xv | |
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xvii | |
Preface |
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xix | |
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1 Introduction to Numerical Analysis |
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1 | (28) |
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1 | (7) |
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1.1.1 The Goals of Numerical Analysis |
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1 | (2) |
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1.1.2 Numerical Analysis in R |
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3 | (2) |
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5 | (3) |
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8 | (8) |
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8 | (3) |
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11 | (5) |
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16 | (13) |
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1.3.1 Summation Algorithms |
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16 | (4) |
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1.3.2 Evaluating Polynomials |
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20 | (4) |
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1.3.3 The nth Root Algorithm |
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24 | (2) |
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26 | (1) |
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27 | (2) |
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29 | (30) |
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29 | (6) |
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30 | (2) |
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32 | (3) |
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2.2 Internal Data Storage |
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35 | (7) |
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35 | (2) |
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2.2.2 Floating Point Numbers |
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37 | (5) |
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42 | (11) |
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2.3.1 Round-Off Error and Machine ε |
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42 | (2) |
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2.3.2 Loss of Significance |
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44 | (4) |
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2.3.3 Overflow and Underflow |
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48 | (2) |
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2.3.4 Error Propagation and Stability |
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50 | (3) |
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53 | (6) |
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2.4.1 Simple Division Algorithms |
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53 | (2) |
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2.4.2 Binary Long Division |
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55 | (2) |
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57 | (1) |
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58 | (1) |
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59 | (36) |
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59 | (8) |
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3.1.1 Vector and Matrix Operations |
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59 | (5) |
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3.1.2 Elementary Row Operations |
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64 | (3) |
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67 | (9) |
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67 | (6) |
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3.2.2 Tridiagonal Matrices |
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73 | (3) |
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76 | (6) |
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76 | (4) |
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3.3.2 Cholesky Decomposition |
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80 | (2) |
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82 | (7) |
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83 | (3) |
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3.4.2 Gauss--Seidel Iteration |
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86 | (3) |
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89 | (6) |
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89 | (2) |
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91 | (1) |
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92 | (3) |
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4 Interpolation and Extrapolation |
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95 | (38) |
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4.1 Polynomial Interpolation |
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95 | (7) |
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4.1.1 Linear Interpolation |
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95 | (2) |
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4.1.2 Higher-Order Polynomial Interpolation |
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97 | (5) |
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4.2 Piecewise Interpolation |
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102 | (13) |
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4.2.1 Piecewise Linear Interpolation |
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103 | (2) |
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4.2.2 Cubic Spline Interpolation |
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105 | (5) |
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110 | (5) |
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4.3 Multidimensional Interpolation |
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115 | (7) |
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4.3.1 Bilinear Interpolation |
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115 | (4) |
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4.3.2 Nearest Neighbor Interpolation |
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119 | (3) |
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122 | (11) |
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4.4.1 Time Series Interpolation |
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122 | (3) |
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125 | (5) |
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130 | (1) |
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131 | (2) |
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5 Differentiation and Integration |
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133 | (42) |
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5.1 Numerical Differentiation |
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133 | (5) |
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133 | (4) |
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5.1.2 The Second Derivative |
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137 | (1) |
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5.2 Newton--Cotes Integration |
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138 | (11) |
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5.2.1 Multipanel Interpolation Rules |
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139 | (6) |
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5.2.2 Newton--Cotes Errors |
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145 | (2) |
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5.2.3 Newton--Cotes Forms, Generally |
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147 | (2) |
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149 | (4) |
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5.3.1 The Gaussian Method |
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149 | (2) |
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5.3.2 Implementation Details |
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151 | (2) |
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153 | (10) |
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5.4.1 Adaptive Integrators |
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153 | (3) |
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156 | (3) |
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5.4.3 Monte Carlo Methods |
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159 | (4) |
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163 | (12) |
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163 | (5) |
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168 | (2) |
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170 | (3) |
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173 | (2) |
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6 Root Finding and Optimization |
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175 | (38) |
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6.1 One-Dimensional Root Finding |
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175 | (10) |
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175 | (4) |
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6.1.2 Newton--Raphson Method |
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179 | (4) |
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183 | (2) |
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6.2 Minimization and Maximization |
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185 | (7) |
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6.2.1 Golden Section Search |
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185 | (3) |
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188 | (4) |
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6.3 Multidimensional Optimization |
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192 | (8) |
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6.3.1 Multidimensional Gradient Descent |
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192 | (3) |
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195 | (2) |
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6.3.3 Simulated Annealing |
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197 | (3) |
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200 | (13) |
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200 | (3) |
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6.4.2 The Traveling Salesperson |
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203 | (5) |
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208 | (2) |
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210 | (3) |
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213 | (36) |
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7.1 Initial Value Problems |
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213 | (14) |
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213 | (6) |
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7.1.2 Runge--Kutta Methods, Generally |
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219 | (5) |
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7.1.3 Linear Multistep Methods |
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224 | (3) |
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7.2 Systems of Ordinary Differential Equations |
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227 | (7) |
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7.2.1 Solution Systems and Initial Value Problems |
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228 | (3) |
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7.2.2 Boundary Value Problems |
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231 | (3) |
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7.3 Partial Differential Equations |
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234 | (8) |
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234 | (4) |
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238 | (4) |
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242 | (7) |
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242 | (2) |
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7.4.2 Lotka--Volterra Equations |
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244 | (1) |
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245 | (2) |
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247 | (2) |
Suggested Reading |
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249 | (4) |
Index |
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253 | |