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

Chapter 1 References and Additional Reading

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

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

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

b. Linear approximation of f(aj,x)

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

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

c. The F-test

d. Kolmogorov-Smirnov Tests

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

b. Blocked Designs

c. Factorial Designs

Chapter 8 Exercises

Chapter 8 References and Supplemental Reading