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Numerical Recipes in FORTRAN: The Art of Scientific Computing

, , , and . Cambridge University Press, New York, Second edition, (1992)

Abstract

A comprehensive overview of numerical methods for scientific problems with programs included. Topics include: solution of linear algebraic equations; interpolation and extrapolation; integration of functions; evaluation of functions; special functions; random numbers; sorting; root finding and non-linear sets of equations; minimisation or maximisation of functions; eigensystems; fast Fourier transform; Fourier and spectral applications; statistical description of data; modelling of data; integration of ordinary differential equations; two point boundary-value problems; integral equations and inverse theory; partial differential equations, and less-numerical algorithms. References are included.

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