Numerical methods links

Links for my personal use

• Numerical Methods Course Notes, Steven E. Pav, http://scicomp.ucsd.edu/~spav/pub/numas.pdf
• Online course in numerical methods for partial differential equations, http://www.lifelong-learners.com/pde/
• Numerical Methods, Stuart Dalziel, http://www.damtp.cam.ac.uk/lab/people/sd/lectures/index.htm
• NUMERICAL METHODS AND OPTIMISATION, http://lorien.ncl.ac.uk/ming/dept/Swot/optnotes.htm
• Numerical Analysis - Numerical Methods Project, http://www.ecs.fullerton.edu/~mathews/numerical.html
• Lecture Notes, Course on Numerical Analysis, Guillaume Bal, http://www.columbia.edu/~gb2030/COURSES/E6302/NumAnal.pdf
• Numerical Analysis I, M.R. O’Donohoe, http://nfs.tex.ac.uk/courses/Arithmetic/na1.pdf
• How Computers Handle Numbers - a.k.a. Computer Arithmetic Uncovered, http://nfs.tex.ac.uk/courses/Arithmetic/
• University of Cambridge > Computing Service > Unix Support, http://nfs.tex.ac.uk/index.html
• What Every Computer Scientist Should Know About Floating-Point Arithmetic, by David Goldberg, (html), (pdf)
• C/C++ Programs for Numerical Computations http://www.im.uec.ac.jp/~ogata/nac/index.html
• The Object-Oriented Numerics Page http://www.oonumerics.org/oon/
  
   
• Alternatives to Numerical Recipes, http://www.fceia.unr.edu.ar/~fisicomp/apuntes/biblios/altnr.htm
• Error analysis
1. The Optimum Inverse Problem of Numerical Error Analysis, Joseph F. Grcar. Lawrence Berkeley Laboratory (pdf)
2. The Improbability of PROBABILISTIC ERROR ANALYSES for Numerical Computations by Prof. W. Kahan (pdf)
3. Moody T. Chu, Professor, Department of Mathematics, North Carolina State University, http://www4.ncsu.edu/~mtchu/
4. A handy approximation for the error function and its inverse http://www.theorie.physik.uni-muenchen.de/~serge/erf-approx.pdf
5. Backward Error Analysis, http://www.physics.arizona.edu/~restrepo/475A/Notes/sourcea/node13.html
6. Backward Error Analysis, http://www.maths.lancs.ac.uk/~gilbert/m306b/node3.html
7. Backward Error Analysis Of Factorization Algorithms For Symmetric And Symmetric Triadic Matrices, Haw-Ren Fang,
8. Scientific Computing Lecture 3: Floating Point Arithmetic (ppt)
• Random numbers
1. Uniform random numbers http://www.pisarsky.com/software/source/pascal/urand.html (pas)
• John Burkardt http://people.scs.fsu.edu/~burkardt/ - Special functions, statistics, normal and distributions
• Libraries
  1. NetLib http://www.netlib.org/ , http://www.netlib.org/liblist.html
  2. ACM http://www.acm.org/pubs/calgo/
  3. Toms http://www.netlib.org/toms/index.html
  4. AlgLib
  5. The Object-Oriented Numerics Page
•  Quasi-Monte Carlo and Low Discrepancy Sequences
  1. Wikipedia http://en.wikipedia.org/wiki/Low-discrepancy_sequence
  2. Sobol http://people.scs.fsu.edu/~burkardt/f_src/sobol/sobol.html
  3. Niederreiter http://people.scs.fsu.edu/~burkardt/f_src/toms738/toms738.html
  4. Fast Generation of Low-Discrepancy Sequences http://parallel.bas.bg/~emanouil/sequences.html
  5. Quasi-Monte Carlo Simulation http://www.puc-rio.br/marco.ind/quasi_mc.html
  6. See algorithms 647, 659, and 738 at  http://www.netlib.org/toms/index.html
• Spec functions
  1. netlib/specfun http://www.netlib.org/specfun/
  2. -
• Matpack http://users.physik.tu-muenchen.de/gammel/matpack/MATPACK.html

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