Numerical recipes in C: the art of scientific computing

TLDR

Numerical Recipes is a comprehensive, self‑contained text and reference on scientific computing, developed by leading scientists, that presents theory and practical routines in an informal, accessible style while adding advanced topics. The book serves as an ideal textbook and indispensable reference, featuring new chapters on integral equations, inverse methods, multigrid PDE solvers, random number generation, wavelet transforms, statistical bootstrap, compression coding, arbitrary precision arithmetic, sparse linear algebra, Cholesky and QR decomposition, numerical derivatives, Pade approximants, rational Chebyshev approximation, special functions, high‑dimensional Monte Carlo integration, globally convergent nonlinear solvers, fast Fourier methods, spectral analysis, Savitzky‑Golay smoothing, and two‑dimensional Kolmogorov‑Smirnov tests. The second edition now contains over 300 routines, including more than 100 new and upgraded functions, making it the most practical and comprehensive scientific computing handbook available. This is the revised and greatly expanded Second Edition of the hugely popular Numerical Recipes: The Art of Scientific Computing.

Abstract

From the Publisher: This is the revised and greatly expanded Second Edition of the hugely popular Numerical Recipes: The Art of Scientific Computing. The product of a unique collaboration among four leading scientists in academic research and industry, Numerical Recipes is a complete text and reference book on scientific computing. In a self-contained manner it proceeds from mathematical and theoretical considerations to actual practical computer routines. With over 100 new routines (now well over 300 in all), plus upgraded versions of many of the original routines, this book is more than ever the most practical, comprehensive handbook of scientific computing available today. The book retains the informal, easy-to-read style that made the first edition so popular, with many new topics presented at the same accessible level. In addition, some sections of more advanced material have been introduced, set off in small type from the main body of the text. Numerical Recipes is an ideal textbook for scientists and engineers and an indispensable reference for anyone who works in scientific computing. Highlights of the new material include a new chapter on integral equations and inverse methods; multigrid methods for solving partial differential equations; improved random number routines; wavelet transforms; the statistical bootstrap method; a new chapter on less-numerical algorithms including compression coding and arbitrary precision arithmetic; band diagonal linear systems; linear algebra on sparse matrices; Cholesky and QR decomposition; calculation of numerical derivatives; Pade approximants, and rational Chebyshev approximation; new special functions; Monte Carlo integration in high-dimensional spaces; globally convergent methods for sets of nonlinear equations; an expanded chapter on fast Fourier methods; spectral analysis on unevenly sampled data; Savitzky-Golay smoothing filters; and two-dimensional Kolmogorov-Smirnoff tests. All this is in addition to material on such basic top