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Numerical Methods in Scientific Computing, Volume 1

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by Germund Dahlquist and Åke Björck


2008 / xxviii + 717 pages / Hardcover / ISBN 978-0-898716-44-3 / List Price $127.50 / SIAM Member Price $89.25 / Order Code OT103

Keywords: numerical analysis, scientific omputing, power series methods, polynomial and rational approximation, orthogonal systems and Fourier analysis, numerical integration


"This work is a monumental undertaking and represents the most comprehensive textbook survey of numerical analysis to date. It will be an important reference in the field for many years to come."
Nicholas J. Higham, University of Manchester.

This new book from the authors of the highly successful classic Numerical Methods (Prentice-Hall, 1974) addresses the increasingly important role of numerical methods in science and engineering. It is more cohesive and comprehensive than any other modern textbook in the field. While treating traditional and well-developed topics, it also emphasizes concepts and ideas of importance to the design of accurate and efficient algorithms with applications to scientific computing. Although this volume is self-contained, more comprehensive treatments of matrix computations will be given in a forthcoming volume.

Numerical Methods in Scientific Computing, Volume I enriches the traditional content of interpolation, approximation, Fourier analysis, quadrature, and root-finding with other material that is rarely found in numerical analysis texts, such as interval arithmetic, elementary functions, operator series, convergence acceleration, and continued fractions. The authors also include review questions, problems, and computer exercises drawn from 40 years of teaching. More than 60 short biographical notes on mathematicians who have made significant contributions to numerical analysis illustrate the connections that pervade the discipline.

A supplementary website contains three appendices: an introduction to matrix computations; a description of Mulprec, a MATLAB™ multiple precision package; and a guide to literature, algorithms, and software in numerical analysis.

This book is intended for use in an introductory graduate course in numerical analysis and for researchers who use numerical methods in science and engineering.

About the Authors
Germund Dahlquist (1925-2005) founded the department of Numerical Analysis at the Royal Institute of Technology in Stockholm, Sweden, in 1962. He was a pioneer in the field of numerical analysis and in 1965 was elected to the Royal Swedish Academy of Engineering Sciences. SIAM named him the John von Neumann Lecturer in 1988, and his fundamental work on the solution of differential equations has been recognized by the International Germund Dahlquist Prize, awarded biennially by SIAM since 1995.

Åke Björck is a professor in the Department of Mathematics at Linkping University in Linkping, Sweden. His book Numerical Methods for Least Squares Problems was published by SIAM in 1996. He served as managing editor of the journal BIT Numerical Mathematics from 1993 to 2003.

ISBN: 9780898716443

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