Numerical Analysis and Scientific Computing
This note contains below topics, Introduction to scientific computing, Errors, conditioning, accuracy, and stability, Floating point, Numerical linear algebra, Numerical integration and differentiation, Initial value problems for ODEs, Boundary value problems for ODEs, Partial differential equations and sparse linear algebra, Fast Fourier Transform.
Author(s): Andreas Kloeckner, University of Illinois Urbana-Champaign
339 Pages