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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.

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
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