This book starts where your "recipe" books leave off!

A Numerical Library in C for Scientists and Engineers

Author - H.T. Lau

Concordia University and Bell Northern Research, Montreal, Quebec

DESCRIPTION

This extensive library of computer programs-written in C language-al lows readers to solve numerical problems in areas of linear algebra, ordinary an d partial differential equations, optimization, parameter estimation, and specia l functions of mathematical physics.

The library is based on NUMAL, the program assemblage developed and used at t he Centre for Mathematics and Computer Science in Amsterdam, one of the world's leading research centers. The important characteristic of the library is its mod ular structure. Because it is highly compact, it is well-suited for use on perso nal computers.

The library offers the expert a prodigious collection of procedures for imple menting numerical methods. The novice can experiment with the worked examples pr ovided and use the more comprehensive procedures to perform mathematical computa tions. The library provides a powerful research tool for computer scientists, en gineers, and applied mathematicians.

FEATURES

• Provides a high quality, inexpensive mathematical library
• Offers a highly compact modular structure particularly suited to implementat ion on a personal computer
• Uses the ANSI C standard throughout to ensure portability
• Includes 130 pages of worked examples

CONTENTS

• Elementary Procedures
• Real Vector and Matrix-Initialization
• Real Vector and Matrix-Duplication
• Real Vector and Matrix-Multiplication
• Real Vector Vector Products
• Real Matrix Vector Products
• Real Matrix Matrix Products
• Real Vector and Matrix-Elimination
• Real Vector and Matrix-Interchanging
• Real Vector and Matrix-Rotation
• Real Vector and Matrix-Norms
• Real Vector and Matrix-Scaling
• Complex Vector and Matrix-Multiplication
• Complex Vector and Matrix-Scalar Products
• Complex Vector and Matrix-Elimination
• Complex Vector and Matrix-Rotation
• Complex Vector and Matrix-Norms
• Complex Vector and Matrix-Scaling
• Complex Monadic Operations
• Complex Dyadic Operations
• Long Integer Arithmetic
• Algebraic Evaluations
• Evaluation of Polynomials in Grunert Form
• Evaluation of General Orthogonal Polynomials
• Evaluation of Chebyshev Polynomials
• Evaluation of Fourier Series
• Evaluation of Continued Fractions
• Transformations of Polynomial Representation
• Operations on Orthogonal Polynomials
• Linear Algebra
• Full Real General Matrices
• Real Symmetric Positive Definite Matrices
• General Real Symmetric Matrices
• Real Full Rank Overdetermined Systems
• Other Real Matrix Problems
• Real Sparse Non-Symmetric Band Matrices
• Real Sparse Non-Symmetric Tridiagonal Matrices
• Sparse Symmetric Positive Definite Band Matrices
• Symmetric Positive Definite Tridiagonal Matrices
• Sparse Real Matrices-Iterative Methods
• Similarity Transformation
• Other Transformations
• The (Ordinary) Eigenvalue Problem
• The Generalized Eigenvalue Problem
• Singular Values
• Zeros of Polynomials
• Analytic Evaluations
• Evaluation of an Infinite Series
• Quadrature
• Numerical Differentiation
• Analytic Problems
• Non-Linear Equations
• Unconstrained Optimization
• Overdetermined Nonlinear Systems
• Differential Equations-Initial Value Problems
• Two Point Boundary Value Problems
• Two-Dimensional Boundary Value Problems
• Parameter Estimation in Differential Equations
• Special Functions
• Elementary Functions
• Exponential Integral
• Gamma Function
• Error Function
• Bessel Functions of Integer Order
• Bessel Functions of Real Order
• Interpolations and Approximation
• Real Data in One Dimension
• Worked Examples
• Appendices
• References
• Prototype Declarations
• Procedure Descriptions
• Memory Management Utilities
• Index of Procedures

Publication and Pricing

Catalog no. 7376

November 1994, 816 pp., ISBN: 0-8493-7376-X

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