Foundations of Computational Science

by James E. Gentle

This book covers the basics of numerical analysis and computational science.

The material is part of a larger work-in-progress, Computational Statistics, that covers many more topics, including statistical applications.

The outline is

• Preface
• Table of Contents
• Chapter 0. Preview/Review for Students in the Computational Sciences
• Chapter 1. Numerical Computations and Algorithms
• Chapter 2. Random Number Generation and Monte Carlo Methods
• Chapter 3. Numerical Linear Algebra
• Chapter 4. Nonlinear Systems; Optimization
• Chapter 5. Estimating Functions and Smoothing Data
• Chapter 6. Structure in Multivariate Data
• Chapter 7. Quadrature and Solution of Differential Equations
• Appendices:
  Appendix A. Software
  Appendix B. Notation
• Bibliography
• Author Index
• Subject Index

The preliminary draft of the book is available in spiral binding in the George Mason copy center. In the draft, portions of Chapters 5, 6, and 7 are incomplete.

Errata

I would appreciate any feedback from readers -- corrections, suggestions, or general comments.

James Gentle, jgentle@gmu.edu