10-22-2015, 04:02 AM
Post: #2
 BobVA Senior Member Posts: 405 Joined: Dec 2013
Perhaps what Paul Dale wrote in this thread?

Quote:I've posted this list before but here are some good texts on numeric mathematics:

- The Algebraic Eigenvalue Problem by J. H. Wilkinson -- very in-depth and a great introduction to error analysis from when it was being invented.
- Elementary Functions by Jean-Michel Muller -- a good reference on how to implement functions in many different ways. This one covers many/all of the standard algorithms -- CORDIC, series expansions, partial fractions, polynomial approximations.
- Accuracy and Stability of Numerical Algorithms by Nicholas J. Higgam -- another great book on error anlysis.
- Matrix Computations by Gene H. Golub and Charles F. Van Loan -- pretty much what it says but one of the canonical texts in numerical analysis.
- Handbook of Mathematical Functions by Abramowitz & Stegun -- A&S is the bible for mathematical and physical functions.
- NIST Handbook of Mathematical Functions -- an updated version of A&S although the overlap is deliberately kept low.
- An Atlas of Functions by Oldham, Myland & Spanier -- lots of functions and their properties. Not really essential if you have A&S but easier reading.
- Numerical Recipes by Press, Teukolsky, Vetterling and Flannery -- doesn't get good comments from numerical analysis circles but it is easy to read and contains code that can be used with sufficient care and attention to detail.

Be prepared to pay anything from $500 -$1k for these in hard copy.

And before you start these read and digest all of William Kahan's writings.

To which I might add Vol 2 of Knuth's "The Art of Computer Programming" ("Seminumerical Algorithms")

The (short) thread also lists some online publications / notes that you might find interesting.
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