Concise Numerical Mathematics
This excellent textbook is a concise introduction to the fundamental concepts and methods of numerical mathematics. The author covers many important topics using well-chosen examples and exercises. Many of the presented methods are illustrated by figures. For numerous algorithms, practical and relevant work estimates are given and pseudo codes are provided that can be used for implementations. The author presents approximately 120 exercises with different levels of difficulty. Topics covered include interpolation, the fast Fourier transform, iterative methods for solving systems of linear and nonlinear equations, numerical methods for solving ODE’s, numerical methods for matrix eigenvalue problems, approximation theory, and computer arithmetic. The book is suitable as a text for a first course in numerical methods, for mathematics students or students in neighbouring fields, such as engineering, physics, and computer science. In general, the author assumes knowledge of calculus and linear algebra only.