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The two classic graduate texts for numerical linear algebra are Matrix Computations by Golub and Van Loan and Numerical Linear Algebra by Trefethen and Bau. Th
by orange3xchicken 6y ago
The two classic graduate texts for numerical linear algebra are Matrix Computations by Golub and Van Loan and Numerical Linear Algebra by Trefethen and Bau.
The reference you are looking for (includes executable C++) is Numerical Recipes by William Press et al.
There are a couple other good ones as well that are more broad - e.g. Quarteroni, Sacco, & Saleri Numerical Mathematics also covers numerical diffeq, convex geometry, & approximation theory.
I can't comment on how OP's book fits in.
- jlebar 6y ago> The reference you are looking for (includes executable C++) is Numerical Recipes by William Press et al. I bought this book hoping it would be to floating point what Hacker's Delight is to integers. It is not that. I'm not really sure what it is. Most of the numerical algorithms I wanted weren't included at all. Those that were, like random number generation, were out of date and covered with much less rigor than you can find online with some Googling. IIRC their algorithm for generating a random float in the range [0,1] is just wrong. The book does indeed include executable C++. But the C++ it includes is a travesty. It's C++ written by someone who sort of understood C. Anyway I did not like it. :)
- scottlocklin 6y agoTrefethen&Bau, Golub & Van Loan and Demmel's "Applied Numerical Linear Algebra" make up the holy trinity. I don't know what audience the OP book is supposed to serve, but it's evident on inspection; it ain't me.
- orange3xchicken 6y agoThe best thing I remember from Demmel's book is that i'm pretty sure the spooky possessed baby on the cover is his kid.