Striking a balance between theory and practice, this graduate-level
text is perfect for students in the applied sciences. The author
provides a clear introduction to the classical methods, how they
work and why they sometimes fail. Crucially, he also demonstrates
how these simple and classical techniques can be combined to
address difficult problems. Many worked examples and sample
programs are provided to help the reader make practical use of the
subject material. Further mathematical background, if required, is
summarized in an appendix. Topics covered include classical methods
for linear systems, eigenvalues, interpolation and integration,
ODEs and data fitting, and also more modern ideas like adaptivity
and stochastic differential equations.
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