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Scientific Computing - An Introductory Survey

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Great introduction to Scientific Computing by Michael T. Heath for users of any programming language. The book contains a general introduction to what "Scientific Computing" is, and a thorough presentation of the topics: Systems of Linear Equations, Linear Least Squares, Eigenvalue Problems, Nonlinear Equations, Optimisation, Interpolation, Numerical Integration and Differentiation, Initial Value Problems for ODEs, Boundary Value Problems for ODEs, Partial Differential Equations, Fast Fourier Transform, Random Numbers and Simulation.
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Transcript
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