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Numerical Analysis by Anthony Ralston Book free download PDF

Numerical Analysis by Anthony Ralston Book free download PDF

Numerical Analysis by Anthony Ralston

Numerical Analysis by Anthony Ralston





The 12 years since the publication of the first edition have been a time of great progress in numerical analysis. This progress is epitomized by the development in recent years of the first complete subroutine packages for digital computers-so-called mathematical software programs which can accept as input the parameters of a problem in a particular area of numerical analysis and which will generally produce as output the solution to the problem within the accuracy desired (or, rarely, a statement that the prob lem is insoluble or not solvable to the desired accuracy) without the neces sity for the user to choose the method of solution. This has been made possible by the development of methods or classes of methods-which are responsive to all or nearly all the difficulties or sensitivities which can occur in numerical analytic problems.

It is hardly surprising, therefore, that the first edition is now badly out of date in many respects. In this edition we have brought all chapters in the book up to date as of 1977 and have deleted material no longer of interest because it has been superseded by more modern techniques. Some additional material has been deleted solely because of space limitations.

The scope of the book itself may be easily gleaned from the Table of Contents. Here we note only the major additions to and changes from the first edition.

Chapter 1. New sections on Norms, Error Analysis, and Condition and Stability; rewritten section on Computer Arithmetic.

Chapter 2. New sections on Numerical Algorithms, Functionals, and Chapter 4. New sections on Adaptive Integration and the Euler Trans-

the Method of Undetermined Coefficients. Chapter 3. New section on Splines.

formation; rewritten sections on Numerical Differentiation.
Chapter 3. New sections on Variable Order, Variable Step Methods, Extrapolation Methods, and Stiff Equations; revised section on Runge- Kutta Methods. Chapter 6. New section on the Fast Fourier Transform.

Chapter 7. New section on the Differential Correction Algorithm.

Chapter 8. New sections on the Jenkins-Traub Method and a Newton-

based Method for the zeros of polynomials; rewritten sections on Systems

of Nonlinear Equations and on the general problem of the Zeros of Poly-

nomials.

Chapter 9. New sections on Overdetermined Systems and the Simplex Method; rewritten sections on Direct Methods and Error Analysis

Chapter 10. New sections on the Inverse Power Method and Jacobi- type Methods for nonsymmetric matrices; rewritten section on the QR Algorithm.

In addition, there are many changes in other sections to improve clarity and to reflect advances since the publication of the first edition.

It will ordinarily not be possible to cover all the material in this book in a full-year course in numerical analysis. Rather than suggest topics for inclusion or exclusion, we would leave this to the instructor's own taste and experience. The fact that the subjects of each of Chapters 3 through 10 have themselves been the subjects of at least one book apiece should serve to emphasize to the student that a course taught from this book is indeed a first course in numerical analysis. Moreover, we have not covered such topics as the numerical solution of partial differential equations, integral equations, or boundary-value problems. These topics properly fall in the domain of advanced numerical analysis. Since the basis of much of advanced numerical analysis is the solution of systems of linear equations and the calculation of eigenvalues, these topics have been purposely placed at the end of this volume.

In each of Chapters 3 through 10 there are a number of illustrative examples whose purpose is to enhance the student's understanding of the relevant numerical method. Since a morass of numbers is more likely to impede this aim than otherwise, the numbers in these examples have, where possible, been kept simple.

In this edition we have added problems at the end of each chapter corresponding to the new and rewritica sections. The problems all generally into four categories:

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