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Introduction and Fundamental Concepts
1.1 Basic Properties of Sets and Groups
1.2 Scalars, Vectors, and Matrices
1.3 Coordinate Systems and Coordinate Transformations
1.4 Tensors and Transformations
1.5 Operators
Chapter 1 Exercises
The Numerical Methods for Linear Equations and Matrices
2.1 Errors and Their Propagation
2.2 Direct Methods for the Solution of Linear Algebraic Equations
a. Solution by Cramer's Rule
b. Solution by Gaussian Elimination
c. Solution by Gauss Jordan Elimination
d. Solution by Matrix Factorization: The Crout Method
e. The Solution of Tri-diagonal Systems of Linear Equations
2.3 Solution of Linear Equations by Iterative Methods
a. Solution by the Gauss and Gauss-Seidel Iteration Methods
Convergence of Gauss and Gauss-Seidel Iteration Schemes
b. The Method of Hotelling and Bodewig
c. Relaxation Methods for the Solution of Linear Equations
Sample Iterative Solution for the Relaxation Method
d. Convergence and Fixed-point Iteration Theory
Chapter 2 Exercises
Chapter 2 References and Supplemental Reading
Polynomial Approximation, Interpolation, and Orthogonal Polynomials
3.1 Polynomials and Their Roots
a. Some Constraints on the Roots of Polynomials
b. Synthetic Division
c. The Graffe Root-Squaring Process
d. Iterative Methods
3.2 Curve Fitting and Interpolation
a. Lagrange Interpolation
Sample Data and Results for Lagrangian Interpolation Formulae
Parameters for the Polynomials Generated by Neville's Algorithm
b. Hermite Interpolation
c. Splines
A Comparison of Different Types of Interpolation Formulae
d. Extrapolation and Interpolation Criteria
Parameters for Quotient Polynomial Interpolation
3.3 Orthogonal Polynomials
a. The Legendre Polynomials
b. The Laguerre Polynomials
c. The Hermite Polynomials
The First Five Members of the Common Orthogonal Polynomials
d. Additional Orthogonal Polynomials
Classical Orthogonal Polynomials of the Finite Interval
e. The Orthogonality of the Trigonometric Functions
Chapter 3 Exercises
Chapter 3 References and Supplemental Reading
Numerical Evaluation of Derivatives and Integrals
4.1 Numerical Differentiation
a. Classical Difference Formulae
A Typical Finite Difference Table for f(x) = x2
b. Richardson Extrapolation for Derivatives
4.2 Numerical Evaluation of Integrals: Quadrature
a. The Trapezoid Rule
b. Simpson's Rule
c. Quadrature Schemes for Arbitrarily Spaced Functions
d. Gaussian Quadrature Schemes
Types of Polynomials for Gaussian Quadrature
e. Romberg Quadrature and Richardson Extrapolation
Sample Results for Romberg Quadrature
Test Results for Various Quadrature Formulae
f. Multiple Integrals
4.3 Monte Carlo Integration Schemes and Other Tricks
a. Monte Carlo Evaluation of Integrals
b. The General Application of Quadrature Formulae to Integrals
Chapter 4 Exercises
Chapter 4 References and Supplemental Reading
Numerical Solution of Differential and Integral Equations
5.1 The Numerical Integration of Differential Equations
b. Error Estimate and Step Size Control
c. Multi-Step and Predictor-Corrector Methods
e. Partial Differential Equations
5.2 The Numerical Solution of Integral Equations
a. Types of Linear Integral Equations
b. The Numerical Solution of Fredholm Equations
c. The Numerical Solution of Volterra Equations
Sample Solutions for a Type 2 Volterra Equation
d. The Influence of the Kernel on the Solution
Chapter 5 Exercises
Chapter 5 References and Supplemental Reading
Least Squares, Fourier Analysis, and Related Approximation Norms
6.1 Legendre's Principle of Least Squares
a. The Normal Equations of Least Squares
b. Linear Least Squares
c. The Legendre Approximation
6.2 Least Squares, Fourier Series, and Fourier Transforms
b. The Fourier Integral
c. The Fourier Transform
d. The Fast Fourier Transform Algorithm
Summary Results for a Sample Discrete Fourier Transform
Calculations for a Sample Fast Fourier Transform
6.3 Error Analysis for Linear Least-Squares
a. Errors of the Least Square Coefficients
c. Determining the Weighted Mean Square Residual
d. The Effects of Errors in the Independent Variable
6.4 Non-linear Least Squares
a. The Method of Steepest Descent
c. Errors of the Least Squares Coefficients
6.5 Other Approximation Norms
a. The Chebyschev Norm and Polynomial Approximation
c. The Chebyschev Norm and Least Squares
Chapter 6 Exercises
Chapter 6 References and Supplementary Reading
Probability Theory and Statistics
7.1 Basic Aspects of Probability Theory
a. The Probability of Combinations of Events
b. Probabilities and Random Variables
c. Distributions of Random Variables
7.2 Common Distribution Functions
a. Permutations and Combinations
b. The Binomial Probability Distribution
c. The Poisson Distribution
d. The Normal Curve
e. Some Distribution Functions of the Physical World
7.3 Moments of Distribution Functions
Grade Distribution for Sample Test Results
Examination Statistics for the Sample Test
7.4 The Foundations of Statistical Analysis
a. Moments of the Binomial Distribution
c. Maximum Likelihood
Chapter 7 Exercises
Chapter 7 References and Supplemental Reading
Sampling Distributions of Moments, Statistical Tests, and Procedures
a. The t-Density Distribution Function
c. The F-Density Distribution Function
8.2 The Level of Significance and Statistical Tests
a. The "Students" t-Test
8.3 Linear Regression, and Correlation Analysis
b. The Meaning and Significance of the Correlation Coefficient
c. Correlations of Many Variables and Linear Regression
d Analysis of Variance
8.4 The Design of Experiments
a. The Terminology of Experiment Design
c. Factorial Designs
Chapter 8 Exercises
Chapter 8 References and Supplemental Reading
Index
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Fundamental Numerical Methods and Data Analysis - G. Collins

# Fundamental Numerical Methods and Data Analysis - G. Collins

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Fundamental Numerical Methods and Data Analysis
Fundamental Numerical Methods and Data Analysis

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Published by: J on Apr 25, 2009

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