Numerical Recipes-3rd Edition - ISBN:0511335555

Numerical Recipes-3rd Edition

Date: 14 April 2011, 06:53

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Numerical Recipes is a series of books on algorithms and numerical analysis by William Press, Saul Teukolsky, William Vetterling and Brian Flannery. The books contain material on a range of computational methods, and an accompanying disk includes computer code and several libraries. Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. Some of the topics discussed are: random number generation, sorting, special functions, orthogonal polynomials, optimization techniques, statistical methods, Fourier transforms and wavelet transforms. The scope is supposed to be "everything up to, but not including, partial differential equations (PDEs)", although the second edition does include a chapter on PDEs that discusses the important concepts in the field and cites the most important papers.
The Numerical Recipes series is accessible and has an informal tone. The emphasis is on the understanding of techniques (the authors repeatedly state their suspicion of black-box techniques). They say that the algorithms emphasize clarity and simplicity.
The third edition's changes include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior point methods for linear programming; MCMC; an expanded treatment of ODEs with completely new routines; and many new statistical distributions. It includes working C++ code examples, and machine-readable C++ and FORTRAN source code can be obtained separately

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