An Introduction to Numerical Analysis

An introduction to numerical analysis combining rigour with practical applications, and providing numerous exercises plus solutions.

This textbook is written primarily for undergraduate mathematicians but it will also appeal to students working at an advanced level in other disciplines. The text begins with a clear motivation for the study of numerical analysis based on real world problems. The authors then develop the necessary machinery including iteration, interpolation, boundary value problems and finite elements. Throughout, the authors keep an eye on the analytical basis for the work and add interest with historical notes on the development of the subject. There are numerous exercises for students.

1. Solution of equations by iteration; 2. Solution of systems of linear equations; 3. Special matrices; 4. Simultaneous nonlinear equations; 5. Eigenvalues and eigenvectors of a symmetric matrix; 6. Polynomial interpolation; 7. Numerical integration - I; 8. Polynomial approximation in the -norm; 9. Approximation in the 2-norm; 10. Numerical integration - II; 11. Piecewise polynomial approximation; 12. Initial Value Problems for ODEs; 13. Boundary Value Problems for ODEs; 14. The Finite Element Method; Appendix 1. An overview of results from real analysis; Appendix 2. WWW-resources.