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1 Floating Point Arithmetic |
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1 | (14) |
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1 | (1) |
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1.2 Floating Point Numbers |
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2 | (2) |
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1.3 Floating Point Arithmetic, Rounding |
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4 | (5) |
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1.4 Accumulation of Errors |
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9 | (3) |
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12 | (1) |
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13 | (2) |
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2 Norms, Condition Numbers |
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15 | (22) |
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2.1 Norms and Their Elementary Properties |
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16 | (3) |
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2.2 The Induced Matrix Norm |
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19 | (7) |
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2.2.1 Definition and Properties |
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19 | (1) |
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2.2.2 Computation of the Induced Matrix Norm for the Vector p-Norms, p = 1, ∞ |
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20 | (3) |
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2.2.3 Computation of the Induced Matrix Norm (p = 2) |
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23 | (3) |
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26 | (7) |
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2.3.1 The Right-Hand Side of the Linear System is Perturbed |
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26 | (1) |
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27 | (4) |
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2.3.3 The Matrix of the Linear System is Perturbed |
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31 | (2) |
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33 | (4) |
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3 Solution of Systems of Linear Equations |
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37 | (32) |
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37 | (3) |
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3.2 When Can Gaussian Elimination be Performed? |
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40 | (2) |
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42 | (4) |
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3.4 Algorithms, Cost of Solving |
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46 | (4) |
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3.5 Influence of Rounding Errors |
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50 | (1) |
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3.6 LU Factorization for General Matrices |
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51 | (5) |
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3.6.1 Algorithm of the LDU Factorization, Test Examples |
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54 | (2) |
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3.7 Cholesky Factorization |
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56 | (5) |
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3.7.1 Algorithm of the LDLT Factorization, Test Examples |
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60 | (1) |
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61 | (4) |
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3.8.1 Tridiagonal Systems of Equations |
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62 | (2) |
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3.8.2 The Tridiagonal Algorithm, Test Examples |
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64 | (1) |
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65 | (4) |
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4 The Least Squares Problem |
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69 | (16) |
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70 | (6) |
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4.1.1 Algebraic Description |
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71 | (1) |
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4.1.2 The Method of Least Squares |
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72 | (4) |
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76 | (4) |
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4.3 Solution Algorithm, Test Examples |
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80 | (2) |
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82 | (3) |
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85 | (26) |
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5.1 Fundamental Properties |
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85 | (7) |
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87 | (2) |
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5.1.2 The Characteristic Polynomial |
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89 | (1) |
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5.1.3 Localization of the Eigenvalues |
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90 | (2) |
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92 | (9) |
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5.2.1 Conditions of Convergence |
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93 | (4) |
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5.2.2 The Rayleigh Quotient |
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97 | (1) |
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5.2.3 Algorithm of the Power Iteration, Test Examples |
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98 | (2) |
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100 | (1) |
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5.3 The Inverse Iteration |
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101 | (4) |
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5.3.1 Conditions of Convergence |
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102 | (1) |
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5.3.2 Algorithm of the Inverse Iteration, Test Examples |
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103 | (2) |
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105 | (2) |
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107 | (4) |
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111 | (24) |
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6.1 Interpolation Problems |
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112 | (1) |
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6.2 Lagrangian Interpolation |
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112 | (13) |
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6.2.1 Lagrange Interpolation Problem |
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112 | (3) |
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6.2.2 Newton's Divided Differences Method |
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115 | (2) |
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6.2.3 The Difference Scheme |
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117 | (5) |
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6.2.4 Algorithm of Lagrangian Interpolation, Test Examples |
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122 | (1) |
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123 | (2) |
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6.3 Hermite Interpolation |
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125 | (4) |
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6.4 Piecewise Polynomial Interpolation |
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129 | (4) |
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133 | (2) |
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7 Nonlinear Equations and Systems |
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135 | (26) |
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7.1 Bisection Method, Fixed Point Iterations |
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136 | (2) |
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138 | (10) |
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7.2.1 Damped Newton Method |
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143 | (2) |
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145 | (3) |
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7.3 Solution of Systems of Equations |
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148 | (7) |
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148 | (2) |
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7.3.2 Algorithm of Damped Newton Method, Test Examples |
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150 | (2) |
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7.3.3 Approximation of the Jacobian Matrix |
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152 | (1) |
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153 | (2) |
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155 | (4) |
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155 | (1) |
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7.4.2 Algorithm of the Gauss-Newton Method, Test Examples |
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156 | (3) |
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159 | (2) |
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161 | (24) |
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8.1 Elementary Quadrature Formulae |
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162 | (3) |
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8.2 Interpolational Quadrature Formulae |
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165 | (3) |
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8.3 Composite Quadrature Rules |
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168 | (6) |
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8.3.1 Construction of Composite Formulae |
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168 | (3) |
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8.3.2 Convergence of Composite Formulae |
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171 | (3) |
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8.4 Practical Points of View |
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174 | (3) |
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8.5 Calculation of Multiple Integrals |
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177 | (6) |
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8.5.1 Reduction to Integration of Functions of One Variable |
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177 | (2) |
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8.5.2 Approximation of the Domain |
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179 | (3) |
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8.5.3 Algorithm of the Two-Dimensional Simpson Rule, Tests |
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182 | (1) |
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183 | (2) |
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9 Numerical Solution of Ordinary Differential Equations |
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185 | (26) |
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185 | (3) |
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9.2 Initial Value Problems |
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188 | (3) |
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191 | (2) |
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9.3.1 Algorithm of Euler's Method, Test Examples |
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192 | (1) |
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9.4 Error Analysis of Euler's Method |
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193 | (3) |
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9.5 The Modified Euler Method, Runge-Kutta Methods |
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196 | (5) |
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9.6 The Implicit Euler Method |
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201 | (7) |
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9.6.1 The Implicit Euler Method for Linear Systems |
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201 | (3) |
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204 | (2) |
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9.6.3 Algorithm of the Implicit Euler Method, Test Examples |
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206 | (2) |
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208 | (3) |
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10 Practical Error Estimation |
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211 | (6) |
Bibliography |
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217 | (2) |
Index |
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219 | |