ABSTRACT

I. Introduction 274II. General Numerical Analysis 275A. Introductory sources 275B. Advanced introductory texts with broad coverage 276C. Books with a sampling of introductory topics 277D. Major journals and serial publications 277E. Other printed resources 280F. Online resources 280III. Numerical Linear Algebra, Nonlinear Algebra, and Optimization 281A. Numerical linear algebra 282B. Numerical solution of nonlinear systems 285C. Optimization 286IV. Approximation Theory 287A. General approximation theory 288B. Interpolation theory 290C. Numerical integration and differentiation 292V. Solving Differential and Integral Equations 293A. Ordinary differential equations 293B. Partial differential equations 295C. Integral equations 297VI. Miscellaneous Important References 298VII. History of Numerical Analysis 299 273

Numerical analysis is the area of mathematics and computer science that creates, analyzes, and implements algorithms for solving numerically the problems of continuous mathematics. Such problems originate generally from real-world applications of algebra, geometry, and calculus, and they involve variables that vary continuously; these problems occur throughout the natural sciences, social sciences, engineering, medicine, and business. During the second half of the twentieth century and continuing up to the present day, digital computers have grown in power and availability. This has led to the use of increasingly realistic mathe­matical models in science and engineering, and numerical analysis of increasing sophistication has been needed to solve these more sophisticated mathematical models of the world. The formal academic area of numerical analysis varies, from quite foundational mathematical studies to the computer science issues involved in the creation and implementation of algorithms.In this chapter, we place more emphasis on the theoretical mathe­matics involved in studying numerical analysis while also discussing more briefly the resources associated with the computer science aspects of the subject. The implementation of numerical algorithms is affected by physical characteristics of the computers being used for the computation, and we consider this in our presentation. In addition, the purpose of most numerical analysis research is to develop actual computer codes to solve real problems, and thus the development of computer software to implement numerical algorithms is an important part of the subject. With the growth in importance of using computers to carry out numerical procedures in solving mathematical models of the world, an area known as “scientific computing” or “computational science” has taken shape during the 1980s and 1990s. This new area looks at the use of numerical analysis from a computer science perspective. It is concerned with using the most powerful tools of numerical analysis, computer graphics, symbolic mathematical computations, and graphical user interfaces to make it easier for a user to set up, solve, and interpret com­plicated mathematical models of the real world. We will give a few resources for scientific computing, but numerical analysis is the focus of this presentation.Following is a selection of texts that together provide an overview of numerical analysis, given in order from introductory to specialist. A Quarteroni, R Sacco, and F Saleri. Numerical Mathematics. New York:Springer, 2000.