Numerical recipes in C. The art of scientific computing.
2nd ed.

*(English)*Zbl 0845.65001
Cambridge: Univ. Press. XXVI, 994 p. (1992).

The second edition of Numerical Recipes in C (the first edition 1988; Zbl 0661.65001) benefits from the authors increased own experience and the direct feedback from a large reader community. Even though it is in fact about 50% larger both in words and number of included programs (which are now numbering well over 300), it still preserves the readability and the strict balance between the amount of general discussion, analytical mathematics, algorithmics and actual implementation of all these in working computer routines. There are different levels of accessibility in this book (which covers almost all spectrum of numerical analysis), starting from undergraduate students to professional programmers.

The general organization of the initial edition in FORTRAN (1986; Zbl 0587.65003) is maintained; the chapter Fourier Transform Spectral Methods is now split into Fast Fourier Transform, and Fourier and Spectral Applications; 2 more chapters are added: Integral Equations and Inverse Theory, and Less-Numerical Algorithms. There are also new paragraphs included, dealing with: multigrid methods for solving elliptic partial differential equations, Cholesky and QR decomposition, numerical derivatives, random number routines, globally convergent methods for sets of nonlinear equations, wavelet transforms, high-order methods for stiff differential equations.

The programs in the book are written in ANSI standard C ensuring as much as possible their portability and, in this new edition, they have “a more graceful C-like programming style”. Driver or demonstration programs are available in the Numerical Recipes Example Book (C), second edition (1992; Zbl 0778.65003), as well as on diskettes.

The general organization of the initial edition in FORTRAN (1986; Zbl 0587.65003) is maintained; the chapter Fourier Transform Spectral Methods is now split into Fast Fourier Transform, and Fourier and Spectral Applications; 2 more chapters are added: Integral Equations and Inverse Theory, and Less-Numerical Algorithms. There are also new paragraphs included, dealing with: multigrid methods for solving elliptic partial differential equations, Cholesky and QR decomposition, numerical derivatives, random number routines, globally convergent methods for sets of nonlinear equations, wavelet transforms, high-order methods for stiff differential equations.

The programs in the book are written in ANSI standard C ensuring as much as possible their portability and, in this new edition, they have “a more graceful C-like programming style”. Driver or demonstration programs are available in the Numerical Recipes Example Book (C), second edition (1992; Zbl 0778.65003), as well as on diskettes.

Reviewer: O.Pastravanu (Iaşi)

##### MSC:

65-01 | Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis |

65Dxx | Numerical approximation and computational geometry (primarily algorithms) |

65C10 | Random number generation in numerical analysis |

65Hxx | Nonlinear algebraic or transcendental equations |

65K05 | Numerical mathematical programming methods |

65T40 | Numerical methods for trigonometric approximation and interpolation |

65C99 | Probabilistic methods, stochastic differential equations |

65Lxx | Numerical methods for ordinary differential equations |

65Mxx | Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems |

65Nxx | Numerical methods for partial differential equations, boundary value problems |

65E05 | General theory of numerical methods in complex analysis (potential theory, etc.) |

15-04 | Software, source code, etc. for problems pertaining to linear algebra |

41-04 | Software, source code, etc. for problems pertaining to approximations and expansions |

33-04 | Software, source code, etc. for problems pertaining to special functions |

68-04 | Software, source code, etc. for problems pertaining to computer science |

90-04 | Software, source code, etc. for problems pertaining to operations research and mathematical programming |

42-04 | Software, source code, etc. for problems pertaining to harmonic analysis on Euclidean spaces |

62-04 | Software, source code, etc. for problems pertaining to statistics |

34-04 | Software, source code, etc. for problems pertaining to ordinary differential equations |

35-04 | Software, source code, etc. for problems pertaining to partial differential equations |

65Fxx | Numerical linear algebra |