1st Edition

A Numerical Library in C for Scientists and Engineers

By Hang T. Lau Copyright 1994
    816 Pages
    by CRC Press

    This extensive library of computer programs-written in C language-allows readers to solve numerical problems in areas of linear algebra, ordinary and partial differential equations, optimization, parameter estimation, and special functions of mathematical physics.The library is based on NUMAL, the program assemblage developed and used at the Centre for Mathematics and Computer Science in Amsterdam, one of the world's leading research centers. The important characteristic of the library is its modular structure. Because it is highly compact, it is well-suited for use on personal computers.The library offers the expert a prodigious collection of procedures for implementing numerical methods. The novice can experiment with the worked examples provided and use the more comprehensive procedures to perform mathematical computations. The library provides a powerful research tool for computer scientists, engineers, and applied mathematicians. Applicable materials can be downloaded from the CRC Press website.

    Elementary Procedures
    Real Vector and Matrix-Initialization
    Real Vector and Matrix-Duplication
    Real Vector and Matrix-Multiplication
    Real Vector Vector Products
    Real Matrix Vector Products
    Real Matrix Matrix Products
    Real Vector and Matrix-Elimination
    Real Vector and Matrix-Interchanging
    Real Vector and Matrix-Rotation
    Real Vector and Matrix-Norms
    Real Vector and Matrix-Scaling
    Complex Vector and Matrix-Multiplication
    Complex Vector and Matrix-Scalar Products
    Complex Vector and Matrix-Elimination
    Complex Vector and Matrix-Rotation
    Complex Vector and Matrix-Norms
    Complex Vector and Matrix-Scaling
    Complex Monadic Operations
    Complex Dyadic Operations
    Long Integer Arithmetic
    Algebraic Evaluations
    Evaluation of Polynomials in Grunert Form
    Evaluation of General Orthogonal Polynomials
    Evaluation of Chebyshev Polynomials
    Evaluation of Fourier Series
    Evaluation of Continued Fractions
    Transformations of Polynomial Representation
    Operations on Orthogonal Polynomials
    Linear Algebra
    Full Real General Matrices
    Real Symmetric Positive Definite Matrices
    General Real Symmetric Matrices
    Real Full Rank Overdetermined Systems
    Other Real Matrix Problems
    Real Sparse Non-Symmetric Band Matrices
    Real Sparse Non-Symmetric Tridiagonal Matrices
    Sparse Symmetric Positive Definite Band Matrices
    Symmetric Positive Definite Tridiagonal Matrices
    Sparse Real Matrices-Iterative Methods
    Similarity Transformation
    Other Transformations
    The (Ordinary) Eigenvalue Problem
    The Generalized Eigenvalue Problem
    Singular Values
    Zeros of Polynomials
    Analytic Evaluations
    Evaluation of an Infinite Series
    Numerical Differentiation
    Analytic Problems
    Non-Linear Equations
    Unconstrained Optimization
    Overdetermined Nonlinear Systems
    Differential Equations-Initial Value Problems
    Two Point Boundary Value Problems
    Two-Dimensional Boundary Value Problems
    Parameter Estimation in Differential Equations
    Special Functions
    Elementary Functions
    Exponential Integral
    Gamma Function
    Error Function
    Bessel Functions of Integer Order
    Bessel Functions of Real Order
    Interpolations and Approximation
    Real Data in One Dimension
    Worked Examples
    Prototype Declarations
    Procedure Descriptions
    Memory Management Utilities
    Index of Procedures


    Lau, Hang T.