W. H. Press, S. A. Teukolsky, W. T. Vetterling and B. P. Flannery,
Numerical Recipes in Fortran (or in C or in Pascal): The Art of Scientific
Computing, 2nd Ed.,
Cambridge University Press, 1992. (This handbook comes in several versions:
in Fortran, in C, in Basic, and in Pascal, and there are also Example
Books, and Diskettes of codes given in the text;
QA297.N866 1992 Math Lib for Fortran;
Important Notice: To Get Postscript Copy of "Numerical Recipes in Fortran":
Click on Numerical Recipes Home Page
and go to the BOOKS On-Line link.
However, you have to buy a single-site license to use the NR/C software.
QA76.73.C15 N865 1992 Main Lib for C;
Important Notice: To Get Postscript Copy of "Numerical Recipes in C":
Click on Numerical Recipes Home Page
and go to the BOOKS On-Line link.
However, you have to buy a single-site license to use the NR/C software.
W. Cheney and D. Kincaid, Numerical Mathematics and Computing,
3rd Edition, Brooks/Cole Publishing, 1994.
(QA297.C426 1994 MathLib)
G. E. Forsythe, M. A. Malcolm and C. B. Moler, Computer
Methods For Mathematical Computations, Prentice Hall, 1977.
(QA297.F568 MathLib)
J. R. Rice, Numerical Methods, Software, and Analysis, McGraw-Hill,
1983. (QA297.R49 1983b Math Lib Reserve)
J. Stoer and R. Bulirsch, Introduction to Numerical Analysis,
Springer-Verlag, 1980. (QA297.S8213 Math Lib)
James M. Ortega and Andrew S. Grimshaw,
C++ and Numerical Methods: An Introduction,
Oxford U. Press, 1999.
Web OnLine Courses (free):
W. H. Press, S. A. Teukolsky, W. T. Vetterling and B. P. Flannery,
Numerical Recipes On-Line
(Sorry, Software is NOT Free.)
Dr. Aharon Naiman,
A Survey of Matrix Algorithms,
Computer Science, University of Maryland, December 1995;
the contents of the directory are PostScritp files:
CSEP "Parallel" Numerical Linear Algebra Book Chapter,
text by Jim Demmel, Mike Heath and Henk van der Horst, Computational Science
and Engineering Project, an international project, 1995. (Very comprehensive;
recommended.)