Recommended Literature for Numerical Analysis

Recommended Literature for Numerical Analysis

• Myron B. Allen III and Eli L. Isaacson, Numerical Analysis for Applied Science, Wiley-Interscience, 1998.
  Comprehensive mathematical introduction to numerical analysis including methods for differential equations.
• Kendall E. Atkinson, An Introduction to Numerical Analysis, second edition, John Wiley & Sons, 1989.
  An analytical introduction into the subject, comprehensive and timeless. On reserve in the library.
• Kendall E. Atkinson, Elementary Numerical Analysis, second edition, John Wiley & Sons, 1993.
  An algorithm oriented introduction into the subject, less comprehensive than the original book by the author.
• Richard L. Burden and J. Douglas Faires, Numerical Analysis, sixth edition, Brooks/Cole Publishing Company, 1997.
  A basic introduction from an applied mathematics perspective. This text is the official basis for the actuarial exam in numerical analysis.
• Walter Gautschi, Numerical Analysis: An Introduction, Birkhauser, Boston, 1997.
  High-level, rather mathematical introduction to the topic. On reserve in the library.
• Gene H. Golub and James M. Ortega, Scientific Computing and Differential Equations: An Introduction to Numerical Methods, Academic Press, 1992.
  A basic, engineering-oriented introduction to all fundamental methods of computational mathematics phrased in the terminology of solving differential equations.
• G. W. Stewart, Afternotes on Numerical Analysis, SIAM, Philadelphia, 1996.
  Rather philosophical and quick introduction, lots of interpretation, coverage not entirely complete. On reserve in the library.
• Josef Stoer and Roland Bulirsch, Introduction to Numerical Analysis, Springer, New York, 1993.
  Classic high-level mathematical introduction ranging up to finite difference methods, nothing for weak nerves. On reserve in the library.