Numerical-Analysis
This repository mirrors Computational-Statistics on resources related to numerical analysis.
Textbooks
- Anderson E, et al. (1999). LAPACK Users’ Guide, 3e, https://www.netlib.org/lapack/lug/.
- Forsythe GE, Malcolm MA, Moler CB (1977). Computer Methods for Mathematical Computations. Prentice-Hall. Source code.
- Golub GH, Van Loan CF (2013). Matrix Computations, 4e. The Johns Hopkins University Press, https://jhupbooks.press.jhu.edu/title/matrix-computations. Source code.
- Press WH, et al. (2007). Numerical Recipes: The Art of Scientific Computing, 3e, Cambridge University Press.
- Stewart GW (1998). Matrix Algorithms I-Basic Decompositions. SIAM. https://epubs.siam.org/doi/book/10.1137/1.9781611971408.
- Stewart GW (2001). Matrix Algorithms II-Eigensystems. SIAM. https://epubs.siam.org/doi/book/10.1137/1.9780898718058.
- Trefethen LN (2013). Approximation Theory and Approximation Practice. SIAM. Source code.
- Wilkinson JH (1965). The algebraic eigenvalue problem, Oxford University Press.
Websites
Software
Miscellaneous resources