Math 614-002 Numerical Methods I
Linear Algebra and Advanced Calculus
- William H. Press, Saul A. Teukolsky, William
T. Vetterling, and Brian P. Flannery, "Numerical Recipes in C (or Fortran 77): The Art of Scientific
- J. Stoer and R. Bulirsch, "Introduction to Numerical Analysis".
- Eugene Isaacson and Herbert
Bishop Keller, "Analysis of Numerical Methods".
Arieh Iserles, "A First Course in the Numerical Analysis of Differential Equations".
- Gene H. Golub and Charles F. Van Loan, "Matrix Computation".
- James W. Demmel, "Applied Numerical Linear Algebra".
- Lloyd N. Trefethen and David Bau, "Numerical Linear Algebra".
R. Fletcher and M.J.D. Powell,
"A rapidly convergent descent method for minimization,"
Comput. J., 6 (1963/1964), pp. 163–168.
"A new polynomial-time algorithm for linear programming,"
Combinatorica, 4 (1984), no. 4, pp. 373–395.
GAMS (Guide to Available