Lectures on Numerical Analysis
by Dennis Deturck, Herbert S. Wilf
Publisher: University of Pennsylvania 2002
Number of pages: 125
Contents: Differential and Difference Equations (Linear equations with constant coefficients, Difference equations, Stability theory); The Numerical Solution of Differential Equations (Euler's method, The midpoint and trapezoidal rules); Numerical linear algebra.
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This book focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods.
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