| Preface |
| 1 Introduction |
| 1.1 Numerical Analysis |
| 1.2 Approximation |
| 1.3 Errors |
| 1.4 Significant Figures |
| 1.5 Determinacy of Functions. Error Control |
| 1.6 Machine Errors |
| 1.7 Random Errors |
| 1.8 Recursive Computation |
| 1.9 Mathematical Preliminaries |
| 1.10 Supplementary References |
| Problems |
| 2 Interpolation with Divided Differences |
| 2.1 Introduction |
| 2.2 Linear Interpolation |
| 2.3 Divided Differences |
| 2.4 Second-Degree Interpolation |
| 2.5 Newton's Fundamental Formula |
| 2.6 Error Formulas |
| 2.7 Iterated Interpolation |
| 2.8 Inverse Interpolation |
| 2.9 Supplementary References |
| Problems |
| 3 Lagrangian Methods |
| 3.1 Introduction |
| 3.2 Lagrange's Interpolation Formula |
| 3.3 Numerical Differentiation and Integration |
| 3.4 Uniform-spacing Interpolation |
| 3.5 Newton-Cotes Integration Formulas |
| 3.6 Composite Integration Formulas |
| 3.7 Use of Integration Formulas |
| 3.8 Richardson Extrapolation. Romberg Integration |
| 3.9 Asympotic Behavior of Newton-Cotes Formulas |
| 3.10 Weighting Functions. Filon Integration |
| 3.11 Differentiation Formulas |
| 3.12 Supplementary References |
| Problems |
| 4 Finite-Difference Interpolation |
| 4.1 Introduction |
| 4.2 Difference Notations |
| 4.3 Newton Forward- and Backward-difference Formulas |
| 4.4 Gaussian Formulas |
| 4.5 Stirling's Formula |
| 4.6 Bessel's Formula |
| 4.7 Everett's Formulas |
| 4.8 Use of Interpolation Formulas |
| 4.9 Propogation of Inherent Errors |
| 4.10 Throwback Techniques |
| 4.11 Interpolation Series |
| 4.12 Tables of Interpolation Coefficients |
| 4.13 Supplementary References |
| Problems |
| 5 Operations with Finite Differences |
| 5.1 Introduction |
| 5.2 Difference Operators |
| 5.3 Differentiation Formulas |
| 5.4 Newtonian Integration Formulas |
| 5.5 Newtonian Formulas for Repeated Integration |
| 5.6 Central-Difference Integration Formulas |
| 5.7 Subtabulation |
| 5.8 Summation and Integration. The Euler-Maclaurin Sum Formula |
| 5.9 Approximate Summation |
| 5.10 Error Terms in Integration Formulas |
| 5.11 Other Representations of Error Terms |
| 5.12 Supplementary References |
| Problems |
| 6 Numerical Solution of Differential Equations |
| 6.1 Introduction |
| 6.2 Formulas of Open |
| 6.3 Formulas of Closed Type |
| 6.4 Start of Solution |
| 6.5 Methods Based on Open-Type Formulas |
| 6.6 Methods Based on Closed-Type Formulas. Prediction-Correction Methods |
| 6.7 The Special Case F = Ay |
| 6.8 Propagated-Error Bounds |
| 6.9 Application to Equations of Higher Order. Sets of Equations |
| 6.10 Special Second-order Equations |
| 6.11 Change of Interval |
| 6.12 Use of Higher Derivatives |
| 6.13 A Simple Runge-Kutta Method |
| 6.14 Runge-Kutta Methods of Higher Order |
| 6.15 Boundary-Value Problems |
| 6.16 Linear Characteristic-value Problems |
| 6.17 Selection of a Method |
| 6.18 Supplementary References |
| Problems |
| 7 Least-Squares Polynomial Approximation |
| 7.1 Introduction |
| 7.2 The Principle of Least Squares |
| 7.3 Least-Squares Approximation over Discrete Sets of Points |
| 7.4 Error Estimation |
| 7.5 Orthogonal Polynomials |
| 7.6 Legendre Approximation |
| 7.7 Laguerre Approximation |
| 7.8 Hermite Approximation |
| 7.9 Chebsyshev Approximation |
| 7.10 Properties of Orthoogonal Polynomials. Recursive Computation |
| 7.11 Factorial Power Functions and Summation Formulas |
| 7.12 Polynomials Orthogonal over Discrete Sets of Points |
| 7.13 Gram Approximation |
| 7.14 Example: Five-Point Least-Squares Approximation |
| 7.15 Smoothing Formulas |
| 7.16 Recursive Computation of Orthogonal Polynomials on Discrete Set of Points |
| 7.17 Supplementary References |
| Problems |
| 8 Gaussian Quadrature and Related Topics |
| 8.1 Introduction |
| 8.2 Hermite Interpolation |
| 8.3 Hermite Quadrature |
| 8.4 Gaussian Quadrature |
| 8.5 Legendre-Gauss Quadrature |
| 8.6 Laguerre-Gauss Quadrature |
| 8.7 Hermite-Gauss Quadrature |
| 8.8 Chebyshev-Gauss Quadrature |
| 8.9 Jacobi-Gauss Quadrature |
| 8.10 Formulas with Assigned Abscissas |
| 8.11 Radau Quadrature |
| 8.12 Lobatto Quadrature |
| 8.13 Convergence of Gaussian-quadrature Sequences |
| 8.14 Chebyshev Quadrature |
| 8.15 Algebraic Derivations |
| 8.16 Application to Trigonometric Integrals |
| 8.17 Supplementary References |
| Problems |
| 9 Approximations of Various Types |
| 9.1 Introduction |
| 9.2 Fourier Approximation: Continuous Domain |
| 9.3 Fourier Approximation: Discrete Domain |
| 9.4 Exponential Approximation |
| 9.5 Determination of Constituent Periodicities |
| 9.6 Optimum Polynomial Interpolation with Selected Abscissas |
| 9.7 Chebyshev Interpolation |
| 9.8 Economization of Polynomial Approxima |
| 9.9 Uniform (Minimax) Polynomial Approximation |
| 9.10 Spline Approximation |
| 9.11 Splines with Uniform Spacing |
| 9.12 Spline Error Estimates |
| 9.13 A Special Class of Splines |
| 9.14 Approximation by Continued Fractions |
| 9.15 Rational Approximations and Continued Fractions |
| 9.16 Determination of Convergents of Continued Fractions |
| 9.17 Thiele's Continued-Fraction Approxmations |
| 9.18 Uniformization of Rational Approximations |
| 9.19 Supplementary References |
| Problems |
| 10 Numerical Solution of Equations |
| 10.1 Introduction |
| 10.2 Sets of Linear Equations |
| 10.3 The Gauss Reduction |
| 10.4 The Crout Reduction |
| 10.5 Intermediate Roudoff Errors |
| 10.6 Determination of the Inverse Matrix |
| 10.7 Inherent Errors |
| 10.8 Tridiagonal Sets of Equations |
| 10.9 Iterative Methods and Relaxation |
| 10.10 Iterative Methods for Nonlinear Equations |
| 10.11 The Newton-Raphson Method |
| 10.12 Iterative Methods of Higher Order |
| 10.13 Sets of Nonlinear Equations |
| 10.14 Iterated Synthetic Division of Polynomials. Lin's Method |
| 10.15 Determinacy of Zeros of Polynomials |
| 10.16 Bernoulli's Iteration |
| 10.17 Graeffe's Root-squaring Technique |
| 10.18 Quadratic Factors. Lin's Quadratic Method |
| 10.19 Bairstow Iteration |
| 10.20 Supplementary References |
| Problems |
| Appendixes |
| A Justification of the Crout Reduction |
| B Bibliography |
| C Directory of Methods |
| Index |