Numerical Methods
Last update: 21 Jul 2026 13:15First version: 15 July 2026
Yet Another Inadequate Placeholder
One of the first courses I took in graduate school was an introduction to scientific programming (in then shiny-new Fortran 90), with Numerical Recipes as the textbook. I have never really penetrated further into the details of how, exactly, we come up with reliable finite-precision approximations to the exact abstractions of real numbers, but have always felt more or less guilty and ashamed about not learning more.
- See also:
- Math I Ought to Learn
- Computational Statistics;
- Monte Carlo
- Programming
- Computation
- Optimization
- Computational Complexity
- Recommended, big picture:
- William H. Press, Saul A. Teukolsky, William T. Vetterling, and Brian P. Flannery, Numerical Recipes in C and Numerical Recipes in Fortran
- Recommended, close ups:
- J. F. Traub and A. G. Werschulz, Complexity and Information
- J. F. Traub and H. Wozniakowski, "Persepctives on Information-Based Complexity," Bulletin of the American Mathematical Society 26 (1992): 29--52, math.NA/9201269
- To read:
- Forman S. Acton, Numerical Methods That (Usually) Work
- Uri M. Ascher and Chen Greif, A First Course in Numerical Methods
- A. Neumaier, Introduction to Numerical Analysis
- L. Ridgway Scott, Numerical Analysis
- Endre Sülli and David F. Meyers, An Introduction to Numerical Analysis
- Warwick Tucker, Validated Numerics: A Short Introduction to Rigorous Computations