Books

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice)

Average customer rating:

Like it, just what I need
Misssing the new stuff, still good on the old methods

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice)
Paolo Brandimarte
Manufacturer: Wiley-Interscience
ProductGroup: Book
Binding: Hardcover

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Similar Items:

Modeling Derivatives Applications in Matlab, C++, and Excel
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
The Volatility Surface: A Practitioner's Guide (Wiley Finance)
Simulation Techniques in Financial Risk Management (Statistics in Practice)
Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series)

ASIN: 0471745030

Book Description

A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance

The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB®-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB®—the powerful numerical computing environment—for financial applications.

The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions.

Among this book's most outstanding features is the integration of MATLAB®, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms.

Newly featured in the Second Edition:

In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies
New appendix on AMPL© in order to better illustrate the optimization models in Chapters 11 and 12
New chapter on binomial and trinomial lattices
Additional treatment of partial differential equations with two space dimensions
Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance
New coverage of advanced optimization methods and applications later in the text

Numerical Methods in Finance and Economics: A MATLAB®-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL©, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.

Customer Reviews:

Like it, just what I need.......2007-05-23

It has up to date information about finance and math background needed. I pretty much like it.

Misssing the new stuff, still good on the old methods.......2007-04-19

The book earns 4 stars for how it combines what has been out there for some time with Matlab functionality. What one would have appreciated though is something about all the new stuff that has evolved in the last few years (e.g. credit risk, etc.)

Schaum's Mathematical Handbook of Formulas and Tables

Average customer rating:

Handbook of formulas and Tables
great reference
one of the best
Very useful in a pinch
Great Formula Book

Schaum's Mathematical Handbook of Formulas and Tables
Murray R Spiegel
Manufacturer: McGraw-Hill
ProductGroup: Book
Binding: Paperback

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Schaum's Outline of Advanced Mathematics for Engineers and Scientists
Schaum's Outline of Advanced Calculus, Second Edition
Schaum's Outline of Calculus (Fourth Edition)
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Schaum's Outline of Differential Equations

ASIN: 0070382034

Book Description

Students and research workers in mathematics, physics, engineering and other sciences will find this compilation of more than 2000 mathematical formulas and tables invaluable. They will see quickly why half a million copies were sold of the first edition! All the information included is practical -- rarely used results are excluded. Topics range from elementary to advanced-from algebra, trigonometry and calculus to vector analysis, Bessel functions, Legendre polynomials and elliptic integrals. Great care has been taken to present all results concisely and clearly. Excellent to keep as a handy reference!

Customer Reviews:

Handbook of formulas and Tables.......2007-01-04

It is a good quick reference to getting formulas for math problems.

great reference.......2007-01-04

tables are concise with out missing any important integrals. the table is my constant companion for undergrad physics and mathematics.

one of the best.......2006-11-10

one of the best books i've ever got....
it has every thing i need

Very useful in a pinch.......2006-11-10

As a tabular summary of many useful mathematical relations, the book is very job-specific; however, it contains most of the functions and functional relations that a scientist or engineer might need. The layout is clean and very well organized. It's a useful reference, but does not actually derive anything, so if one is looking for derivations, then try looking at applied mathematics textbooks.

Great Formula Book.......2006-11-05

This book contains useful information such as the different integral types and other useful math formulas found in calculus. If you are just taking calculus then I would recommend purchasing this book and then learning how to reference to it for the formulas you need.

Numerical Methods Using Matlab (4th Edition)

Average customer rating:

Satisfactory, but with flaws
A decent textbook without unnecessary clutter
Much needed book
Deceptive Title
Good introduction to numercal algorithms

Numerical Methods Using Matlab (4th Edition)
John H. Mathews , Kurtis K. Fink , and Kurtis Fink
Manufacturer: Prentice Hall
ProductGroup: Book
Binding: Hardcover

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Similar Items:

Numerical Computing with Matlab
Graphics and GUIs with MATLAB, Third Edition (Graphics & GUIs with MATLAB)
Advanced Engineering Mathematics
Introduction to MATLAB 7 for Engineers
Mastering MATLAB 7

ASIN: 0130652482

Book Description

This book provides a fundamental introduction to numerical analysis. This book covers numerous topics including Interpolation and Polynomial Approximation, Curve Fitting, Numerical Differentiation, Numerical Integration, and Numerical Optimization. For engineering and computer science fields.

Customer Reviews:

Satisfactory, but with flaws.......2006-08-01

The Math Part:
I have to use this as the main text for a college math class, and while it may be a good reference book or engineering text, I don't think it's the best choice for a math course. It's written in such a way that you can flip to the section/topic you need and immediately get the main points and the formulas. But the authors don't necessarily teach their materials in the most intuitive way and frankly, don't seem that concerned with intuition at all. This makes the book quite sufficient as reference for your computations in your bioinformatics research project and such, but for a math text I would be more interested in really owning the intuition and tricky ideas so I can generalize to new cases or derive the formulas, rather than discovering 20 gazillion technical details/equations that will magically spew out an answer for who knows what reason. See the bajillion formulas on cubic splines for what I mean. Or see how instead of simple example + intuition, the authors chose to do 20 pages demonstrating Gaussian elimination.

The Matlab Part:
I learned Matlab in a few weeks from "Mastering MATLAB 7" and playing around with it on my own. It's very easy to just use the built-in manual or find all kinds of solutions to common problems using Google. There's really nothing wrong or tedious with picking up Matlab knowledge "from the manuals, man pages, the Internet, etc..." as one reviewer complained, because a language is necessarily something you pick up gradually and continually. Personally I think the reviewer was misleading in implying that this book does a good job teaching beginners Matlab. There's 1-2 programs per section, and no explanations in terms of the programming. Honestly, what are the chances that these programs will just drop into your lap and fit perfectly whatever application it is that you presumably need these numerical methods for? You will need to tailor the programs to your objectives or at least, understand WHY and HOW they work, in order to really take advantage of them, and that is outside the scope of this book. What this book really offers are the algorithms behind the programs, and not the programs themselves that are useful. In my opinion the Matlab programs were just a selling point, that's all.

There were also lots of little things that I personally just did not like about the book, where I felt the authors cut corners in their explanations or didn't phrase certain things in the best ways or used slightly funky notation or were not organized enough. Not a great math book in my opinion. But objectively speaking most people probably don't mind those kinds of details and aren't necessarily looking for a math book. So with that in mind I give it a 4.

A decent textbook without unnecessary clutter.......2006-02-05

This book goes straight to the heart of the numerical methods without unnecessary distracting fancy pictures and layout that some numerical methods textbook for engineers have. Also, the book has enough Matlab programs for a reader/student to understand essentials of Matlab programming and then tweak/modify the programs for further applications.

I wish author incorporates numerical methods for nonlinear ODE boundary value problems and eigenvalue problems related to ODE in the future edition.

Overall, it is an excellent introductory numerical methods textbook for science and engineering students. After grasping the fundamentals in this textbook, student/reader will tend to be more confident and enthusiastic while studying Numerical Analysis.

Much needed book.......2005-03-26

Whether you are an instructor for an Engineering class, Life Sciences, Statistics, Mathematics, or simply want to add practical mathematical analysis and programming, this book is the book you should use. I have been using Matlab for a number of years, and I had to pick up my Matlab knowledge from the manuals, man pages, the Internet, etc... and finding out the ins and outs of how to do something was not always an easy task nor accurate. Mathews and Fink's book put all you need to know about the most popular Mathematical methods at your finger tips. The book is tailored such that it can be used alone in a Mathematics course, or as reference in an Engineering course. One field of study that has enjoyed the power and flexibility of Matlab in the recent years is Computational Biology or Bioinformatics. Even though there are plenty of applications popping up here and there for this area of research, the area is still very much untapped and algorithms need to be developed for it as we go forward. Matlab is the best way to try out these new or improved algorithms, and use some of the available tools out there to generate C source code from your Matlab files. This method of algorithms development could save you tons of time, since Matlab makes numerical programming very simple.

The authors start with the basics in Numerical Methods; assuming that this book will be used as the primary text book in the course. A very good assumption, and the instructors who choose otherwise, can always skip the preliminaries. The context of text aims to provide a good balance of theory and application. One way that the authors try to keep this balance is to talk about "error" rate for the algorithms in question. The students are thought the limitations of Matlab along with the strengths of the software, and error analysis is one way to show the students that the results of numerical analysis is Matlab is not perfect, and more importantly why. This error analysis is done for every major algorithm and method presented in the text, and a number of methodologies are presented to help the student in figuring out this rate.

Authors start the main contents of the book with a representation of basic Linear Systems followed by a more complicated topic of Polynomial Approximation. Taylor Series and Lagrange Approximations are thoroughly covered in theory followed by examples that are solved by "hand" and by Matlab. The examples are complete, and can even be used, at least to start with, for the problem sets at the end of the chapter. As one would guess, curve fitting is the next topic of discussion. As you know, numerical techniques in science and engineering often requires curve fitting of experimental data. Starting with simple techniques of Least-Squares Lines, non-Linear Least-Square Methods and ending with the four different flavors of Spline Functions. The Matlab examples becomes more advanced as the topic progresses, and more and more examples are given as the topics get more complicated as well.

One can not learn Numerical Methods without a deep understanding of Numerical Differentiation and Numerical Integrations. Numerical methods for Differentiation are used to solve boundary value problems in ordinary differential equations and partial differential equations. Heat Transfer, Semiconductor Physics and Device Modeling, an Physical modeling of Molecules are just some of the examples that use these numerical differentiation techniques to solve problems. As is the case with the book, the authors start talking the theory behind how numerical differentiation works, and then, they go into the Matlab representation of the problem. Various approximation methods are presented, and error rate for each approximation method is also calculated in detail - both by hand and using Matlab.
Numerical Integration is a bit more difficult, as there are a number of ways to calculate the area under a curve. The authors present four numerical methods in detail: quadrature, composite trapezoidal, adaptive quadrature and Gauss-Legendre Integration. Each theory is followed by an example Matlab programs. The authors wrap up the text by talking about differential equations and partials differential equations. These two topics are difficult without using numerical methods, and it is even harder to follow the numerical theory of these topics. The authors take a slightly different approach to these topics. They start with examples from the get go. Instead of laying down the theory, they start each chapter with relevant examples from simple to more complex and abstract. Wave Equations and Heat Transfer equations are well known applications of PDE that are presented in detail. Eigenvalues, eigenvectors and the Jacodi's Meothod wrap up this text by j. H. Mathews and K. D. Fink.

I would recommend this book to be used for second year Mathematics, Physical Sciences or Engineering students. A course in Numerical Methods would benefit greatly from this book. Other students can certainly use this text to assist them with modeling, simulation and statistical problems in Electrical Engineering, Mechanical Engineering and various Applied Chemistry and Physics courses.

Deceptive Title.......2004-08-09

This book was a waste of time for me. It's a decent numerical methods book but it's basically a textbook in Numerical Methods (which I already have).

Sprinkling a few lines of Matlab code in does not make it a Matlab book.

Good introduction to numercal algorithms.......2000-07-13

The book covers most of the traditional methods. It is a good choice for learning numerical methods. The book has plenty of examples and are very easy to follow. I would recommend some background on calculus and some knoledge about matlab

Finite Volume Methods for Hyperbolic Problems (Cambridge Texts in Applied Mathematics)

Average customer rating:

an excellent book on hyperbolic equations
Good book to start with. Highly recommended.
nice introduction

Finite Volume Methods for Hyperbolic Problems (Cambridge Texts in Applied Mathematics)
Randall J. LeVeque
Manufacturer: Cambridge University Press
ProductGroup: Book
Binding: Paperback

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Similar Items:

Numerical Methods for Conservation Laws
An Introduction to Computational Fluid Dynamics: The Finite Volume Method (2nd Edition)
Computational Methods for Fluid Dynamics
Numerical Partial Differential Equations: Finite Difference Methods (Texts in Applied Mathematics)
Computational Fluid Mechanics and Heat Transfer, Second Edition (Series in Computional and Physical Processes in Mechanics and Thermal Sciences)

ASIN: 0521009243

Book Description

This book contains an introduction to hyperbolic partial differential equations and a powerful class of numerical methods for approximating their solution, (including both linear problems and nonlinear conservation laws). These equations describe a wide range of wave propagation and transport phenomena arising in nearly every scientific and engineering discipline. Several applications are described in a self-contained manner, along with much of the mathematical theory of hyperbolic problems. High-resolution versions of Godunov's method are developed, in which Riemann problems are solved to determine the local wave structure and limiters are applied to eliminate numerical oscillations. The methods were orginally designed to capture shock waves accurately, but are also useful tools for studying linear wave-progagation problems, particulary in heterogenous material. The methods studied are in the CLAWPACK software package. Source code for all the examples presented can be found on the web, along with animations of many of the simulations. This provides an excellent learning environment for understanding wave propagation phenomena and finite volume methods.

Download Description

Customer Reviews:

an excellent book on hyperbolic equations.......2005-10-18

The author gave almost all the basic knowledge related to hyperbolic equation, at least from the engineering point of view. I read it myself without any help. It's not hard to understand. Moreover, it gives all you need at beginning references.

Good book to start with. Highly recommended........2003-10-24

This book starts from simple things and moves to pretty complicated staff graciously. It is useful even as an introduction to the hyperbolic equations. Finally, this is the only book I use at most every day. This is the book I would strongly recommend to all students who study this field and to researchers. It has a very good and comprehensive reference.

The author develop even the software (unfortunately, this is FORTRAN, not C). The source is available and well discussed in the book (there is a whole chapter). I did not use it but found this is a very good practice. It should be useful for student also.

Many things are really nice. For example, the book gives a very good view of the nature of oscillations in high order schemes, not only formulas. And so on...

However, there are few things I was not satisfied.

1. There are no comprehensive discussion about non-uniform and non-rectangular grids. It is not good, for example, for people who works in spherical coordinates (for example in some brunches of geophysics).

2. There is no information about FCT methods that are still very popular because they give a very straightforward way to use 4th and higher order methods. However, there is a reference to the Oran and Boris book, for instance.

3. It is sometimes really pure mathematical description especially for non-linear equations. It was really inconvenient for me. Fortunately, good reference helped.

There are more things were bothered. However, this is personal. The author works with the advection equation a lot, but does not like to discuss more the conservation form of continuity equation which I would prefer. In spite of author's efforts, I think still that the wave propagation method is not so convenient as flux method even for non-conservative equations. But it depends.

Finally, this book is definitely fine and, I think, it is the best among all books in this field (maybe except the Hirsch book which is "Numerical computation of internal and external flows" 1988). I would highly recommend it to buy.

nice introduction.......2003-07-11

This book provides a nice introduction to the mathematics behind finite-volume methods. After reading through the first half of the book on scalar conservation laws and systems, papers in JCP no longer seem as intimidating. The book is laid out very well, and the notation is consistent throughout. It is the best of the bunch when compared to Toro's Riemann problem book and Laney's Computational Gasdynamics text.

Introduction to Calculus and Analysis, Volume 1 (Classics in Mathematics)

Average customer rating:

a superb book
More than an introduction
Absolutely beautiful!
simply the Best Calculus Book
You must have this.

Introduction to Calculus and Analysis, Volume 1 (Classics in Mathematics)
Richard Courant , and Fritz John
Manufacturer: Springer
ProductGroup: Book
Binding: Paperback

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Similar Items:

2 Volume Set, Differential and Integral Calculus
What Is Mathematics?: An Elementary Approach to Ideas and Methods (Oxford Paperbacks)
Introductory Statistics for Business and Economics, 4th Edition
A Course of Pure Mathematics (Cambridge Mathematical Library)
Calculus

ASIN: 354065058X

Book Description

From the reviews: "Volume 1 covers a basic course in real analysis of one variable and Fourier series. It is well-illustrated, well-motivated and very well-provided with a multitude of unusually useful and accessible exercises. (...) There are three aspects of Courant and John in which it outshines (some) contemporaries: (i) the extensive historical references, (ii) the chapter on numerical methods, and (iii) the two chapters on physics and geometry. The exercises in Courant and John are put together purposefully, and either look numerically interesting, or are intuitively significant, or lead to applications. It is the best text known to the reviewer for anyone trying to make an analysis course less abstract. (...)" The Mathematical Gazette (75.1991.471)

Customer Reviews:

a superb book.......2006-04-05

This is a rewrite of the great book by Courant, and it does justice to its origin. I prefer the somewhat more charming original book of Courant myself, but I have taught from this one too and learned something more.

Since the original Courant costs $120 for the 2 volume set, this volume at $33 is a bargain, so snap it up. This is 10 times as valuable as most current $130 calculus books.

More than an introduction.......2005-12-15

Those books (volumes 1-2) can be seen as a new edition of Courant's classical Differential and Integral Calculus, volumes 1-2 (that can still be used for general calculus courses). The first volume was written while Courant was still alive, and the second was postumous. I believe that they are the best work to start understanding analysis. Indeed, for the general scientist (as a physicist) it contains all the theory needed for any application. The book is not easy reading though. Much of the text can be understood on first reading, but there are pretty profound sections, mostly on the appendixes, that turn the book genuinely onto a book of analysis. The second volume requires some mathematical maturity, and I doubt whether it is suitable for beginners, but it is simply the best book of multivariate calculus that I know - and it is really difficult to think of a better presentation. Courant was a giant, and his concept of mathematics shines in every page of those books (although he did not see the publication of the second volume, his hand can be seen in every page). For the serious mathematician, a must-have. For the beginner, the best way to get in love. Courant and John don't lie, they give every proof and guide you most gently in this complicated garden called mathematics. I'd give it aleph stars if it was possible.

Absolutely beautiful!.......2005-01-24

I give 5 stars to this book because in contrast with the majority of the calculus textbooks it gives the reader the perfect combination between rigor and intuiton. Another thing that I also like a lot is the fact that volume 2 has solutions to almost all the excercises, which is great because some of the problems are very difficult. I really think this book is a "must have".

simply the Best Calculus Book.......2002-08-12

An intuitive, rigorous and a beautifully conceptual approach to calculus is what distinguishes this book from the thousands of run-of-the-mill "Calculus I" textbooks published every year.

This is not surprising because 1) Courant and John were both important German-born mathematicians, both schooled in that great mathematical mecca, Gottingen, both making fundamental contributions to many classical branches of pure and applied mathematics. Courant is an especially important mathematician since he not only studied under the greats Minkowski and Hilbert - even serving as the latter's assistant - but founded the Courant Institute of Mathematical Sciences in New York, modelled on the Gottingen Mathematical Institute. 2) That typical German thoroughness and emphasis on the mastery of the "fundamental concepts", so dear to German textbooks, is evident in all sections of the book, particularly in the introductory material on the number continuum, functions, continuity etc.

The exercises at the end of chapters are substantial and excellent, and help to develop proof skills in students as well as a subtle mathematical intuition.

Mathematics is best learnt by studying books written by important mathematicians. Classic books like these should always serve to prove the truth of Abel's dictum that to master mathematics one should 'study the masters and not the pupils'.

You must have this........2002-05-28

My review of the first volume pretty much applies here as well. How many *calculus* texts have an introduction to complex variables, and the theory of analytic functions? This is the only one I've ever seen, and I don't think anyone else could make it more enriching than Courant. Useful material on vector calculus, the theory of matrices, and even introductory material on the *calculus of variations* (something we usually don't see at *all* in the undergrad curriculum) is included. It is refreshing to have an instructor like Courant, who doesn't assume we can't follow higher mathematical roads, but also doesn't sit at the other end of the spectrum, just waving a wand and "poof, here is the result".

Courant also published a standard reference work (also two volumes, I believe) on Mathematical Physics. While the level of mathematics required is post-grad, I was still able to read sizeable sections of it without getting lost.

We can only hope Dover decides to publish Courant's works one day, to make them a little more affordable. But still, you can buy both volumes of Courant's intro to calculus for about the same price as a modern calculus text that waters down the material, and on top of that, provides inadequate explanation for the material it does cover.

Numerical Methods in Finance: A MATLAB-Based Introduction

Average customer rating:

Too much introductive

Numerical Methods in Finance: A MATLAB-Based Introduction
Paolo Brandimarte
Manufacturer: Wiley-Interscience
ProductGroup: Book
Binding: Hardcover

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Similar Items:

Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Business, Economics, and Finance with Matlab, GIS, and Simulation Models
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Options, Futures and Other Derivatives (6th Edition)
Financial Instrument Pricing Using C++ (The Wiley Finance Series)

ASIN: 0471396869

Book Description

Balanced coverage of the methodology and theory of numerical methods in finance

Numerical Methods in Finance bridges the gap between financial theory and computational practice while helping students and practitioners exploit MATLAB for financial applications.

Paolo Brandimarte covers the basics of finance and numerical analysis and provides background material that suits the needs of students from both financial engineering and economics perspectives. Classical numerical analysis methods; optimization, including less familiar topics such as stochastic and integer programming; simulation, including low discrepancy sequences; and partial differential equations are covered in detail. Extensive illustrative examples of the application of all of these methodologies are also provided.

The text is primarily focused on MATLAB-based application, but also includes descriptions of other readily available toolboxes that are relevant to finance. Helpful appendices on the basics of MATLAB and probability theory round out this balanced coverage. Accessible for students-yet still a useful reference for practitioners-Numerical Methods in Finance offers an expert introduction to powerful tools in finance.

Download Description

This book integrates the topics of numerical methods, financial problem solving, and MATLAB programming into one balanced treatment. Its tutorial approach features MATLAB examples as a means of illustrating the concepts in practical, every day financial problems.

Customer Reviews:

Too much introductive.......2003-04-08

Since there is few books on financial application of Matlab, I would say that Mr. Brandimarte has done a good pretty good job. I liked especially the fact that the book covers many topics (bond pricing, derivatives, optimization), however, even if the title says "an introduction", it is still too much introductive and you don't get a grip on the amazing capabilities of Matlab. This book is suitable for people discovering Matlab and Finance at the same time.

Design of Experiments: Statistical Principles of Research Design and Analysis

Average customer rating:

Statistics text for people who understand statistics

Design of Experiments: Statistical Principles of Research Design and Analysis
Robert O. Kuehl
Manufacturer: Duxbury Press
ProductGroup: Book
Binding: Hardcover

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Applied Linear Regression (Wiley Series in Probability and Statistics)
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Regression Analysis by Example (Wiley Series in Probability and Statistics)

ASIN: 0534368344

Book Description

Robert Kuehl's DESIGN OF EXPERIMENTS, Second Edition, prepares students to design and analyze experiments that will help them succeed in the real world. Kuehl uses a large array of real data sets from a broad spectrum of scientific and technological fields. This approach provides realistic settings for conducting actual research projects. Next, he emphasizes the importance of developing a treatment design based on a research hypothesis as an initial step, then developing an experimental or observational study design that facilitates efficient data collection. In addition to a consistent focus on research design, Kuehl offers an interpretation for each analysis.

Customer Reviews:

Statistics text for people who understand statistics.......2000-05-03

Kuehl covers a lot of statistical designs, and provides great examples and practice problems. However, the book is not "user friendly" even for student who have had several semesters coursework in regression analysis. Also, the author tends to change his notation from chapter to chapter without telling the reader, thus creating great confusion. For example "r" or "k" could signify replicate. Some sections are poorly organized.

Iterative Methods for Sparse Linear Systems, Second Edition

Average customer rating:

Excellent work
Wonderful Book
Great Book

Iterative Methods for Sparse Linear Systems, Second Edition
Yousef Saad
Manufacturer: Society for Industrial and Applied Mathematics
ProductGroup: Book
Binding: Paperback

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Iterative Krylov Methods for Large Linear Systems (Cambridge Monographs on Applied and Computational Mathematics)
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Multigrid

ASIN: 0898715342

Book Description

Tremendous progress has been made in the scientific and engineering disciplines regarding the use of iterative methods for linear systems. The size and complexity of linear and nonlinear systems arising in typical applications has grown, meaning that using direct solvers for the three-dimensional models of these problems is no longer effective. At the same time, parallel computing, becoming less expensive and standardized, has penetrated these application areas. Iterative methods are easier than direct solvers to implement on parallel computers but require approaches and solution algorithms that are different from classical methods. This second edition gives an in-depth, up-to-date view of practical algorithms for solving large-scale linear systems of equations, including a wide range of the best methods available today. A new chapter on multigrid techniques has been added, whilst material throughout has been updated, removed or shortened. Numerous exercises have been added, as well as an updated and expanded bibliography.

Customer Reviews:

Excellent work.......2006-08-12

We used this book to prove a theorem in our studies that is directly related to my PhD thesis on spatial data mining and spatial statistics. This book is a master-piece.
Thanks Dr. Saad.

Wonderful Book.......2005-06-30

This is one of my favorite books in my library on this subject. Also I have used this book for my class as main textbook along with "Iterative Methods for Solving Linear and Nonlinear Equations" by C. T. Kelley , which is another SIAM book.
Highly recommended.

Great Book.......2000-05-24

This is a great book for this subject. The book is easy to follow and Saad does a wonderful job of illustrating with examples. This is a great textbook or a book for reference. This book does a particularly good job with Krylov methods and does a reasonable job with preconditioning.

Average customer rating:

An Accessible Multigrid Introduction...No, Really, I Mean It
Good introduction to Multigrid
Excellent basic multigrid theory

A Multigrid Tutorial
William L. Briggs , Van Emden Henson , and Steve F. McCormick
Manufacturer: SIAM: Society for Industrial and Applied Mathematics
ProductGroup: Book
Binding: Paperback

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Multigrid
An Introduction to Multigrid Methods
Iterative Methods for Sparse Linear Systems, Second Edition
Finite Volume Methods for Hyperbolic Problems (Cambridge Texts in Applied Mathematics)
Finite Difference Schemes and Partial Differential Equations

ASIN: 0898714621

Book Description

This second edition of the popular A Multigrid Tutorial preserves the introductory spirit of the first edition while roughly doubling the amount of material covered. The topics of the first edition have been enhanced with additional discussion, new numerical experiments, and improved figures. New topics in the second edition include nonlinear equations, Neumann boundary conditions, variable mesh and variable coefficient problems, anisotropic problems, algebraic multigrid (AMG), adaptive methods, and finite elements. This introductory book is ideally suited as a companion textbook for graduate numerical analysis courses. It is written for computational mathematicians, engineers, and other scientists interested in learning about multigrid.

Customer Reviews:

An Accessible Multigrid Introduction...No, Really, I Mean It.......2005-04-28

Mathematicians who write well are a rare commodity. Briggs is one of them. He has the ability to break down complex numerics with understandable prose making concepts accessible to non-specialists. He operates under the rare assumption that his readers weren't born knowing this stuff. This multigrid primer written with Henson and McCormick is no exception. Expository discussions are lucid, compact and informative; examples and plots are helpful and well selected; and pseudo code is well documented with corresponding outputs to verify understanding. If you are embarking on Multigrid from scratch this short (if somewhat pricy) primer is worth the time and money.

Good introduction to Multigrid.......2002-04-05

Anyone with some background in applied mathmatics should find this book accessible. It is well laid-out and focuses on algorithms as opposed to mathematical proofs. It is ideal for someone interested in multigrid methods but who doesn't want to get lost in lots of mathematical theory. It doesn't cover cell centered methods, which is somewhat limiting, but other than that it was useful and informative.

Excellent basic multigrid theory.......1996-12-02

This is a great book. Clearly written, well organized.

Mastering Mathematica, Second Edition: Programming Methods and Applications

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A Review for Programmers, by a Programmer

Mastering Mathematica, Second Edition: Programming Methods and Applications
John W. Gray
Manufacturer: Academic Press
ProductGroup: Book
Binding: Paperback

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Programming in Mathematica (3rd Edition)
The Mathematica Guidebook: Programming
Schaum's Outline of Mathematica
The Mathematica Book, Fifth Edition
Mathematica Navigator: Mathematics, Statistics, and Graphics, Second Edition

ASIN: 0122961056

Book Description

This new edition of Mastering Mathematica focuses on using Mathematica as a programming language, because programming in Mathematica is the best way to use the software to its fullest capacity. The book covers functional programming, imperative programming, rewrite programming, and object-oriented programming. It also addresses the use of Mathematica as a symbolic manipulator and a general tool for knowledge representation.

* Focus on four different types of programming styles with Mathematica: functional programming, rewrite (or rule-based) programmng, imperative (or procedural) programming, and object-oriented programming, with many examples of each style
* Compatible with Mathematica 3.0 and its programming language
* Chapters on graphics programming show how to make the most of the considerable graphics capabilities of Mathematica
* Includes coverage of programming needed for creation of Mathematica packages that allow a user to extend the language as needed for particular uses
* Applications include:
* Polya pattern analysis
* Critical points of functions
* Object-oriented graph theory
* Minimal surfaces
* Mathematica-Enhanced CD-ROM Enclosed
* Complete text in active Mathematica Notebook files, enhanced for v3.0; Allows you to evaluate complex examples without retyping; Extensive use of the v3.0 math typesetting system
* Hyperlink index and table of contents
* Instant access to any chapter or topic
* Index is automatically merged with the main Mathematica help system forming a master index of all the user's Mathematica related information; Quickly see listings on a given topic from The Mathematica Book, Mastering Mathematica, the Guide to Standard Packages, or any other Help Browswer aware books you have installed

Customer Reviews:

A Review for Programmers, by a Programmer.......1999-07-25

7.24.99 SJW *****

This is something of a book review, but also a commentary on the Mathematica package. My background is a recent MS in Computer Science. My interest in Mathematica is as a thinking tool for Programmer/Analysts or R&D Prototypers.

John Gray's book comes with a CD-ROM including the entire text of the book (the book was produced using Mathematica) as well as help files which can easily be integrated into the resources of the Mathematica Help Browser.

The book is well laid out (see the Table of Contents at amazon.com) topically, starting with very basic usage of the math abilities, and the user interface, then moving on to programming styles using Mathematica and methods of representing information in Mathematica. (All major commands in the Mathematica package are searchable, topical resources are available via documentation chapters on that topic, and explanatory text is hyperlinked in html format.)

The book's style is absolutely functional, and is targeted at users who have at least a threshhold knowledge of modern programming. Much of the material somewhat assumes that the reader has read enough using the Help Browswer with its on-line manual to be able to operate the notebook interface. Examples are given for almost every topic (the examples are executable in Mathematica, as the text of the book is in the form of a Mathematica notebook), although the specifics of each example are not necessarily explained.

As a programmer, the most amazing revelation of Gray's book is the degree to which the Mathematica package is programmable. Of course, procedural commands are built in to allow the coding of procedural algorithms (these commands have the form of generic pseudocode commands, or "near-C"). But Gray gives examples of programming using functions (recursion is allowed), as well as instructions re o-o and constraint (rule-based) styles of programming. (Note that Mathematica has built in pattern matching notations--especially useful for rule-based programming.)

In short, not only is Mathematica a completely integrated symbolic/numeric advanced math utility with integrated graphics and statistical packages, but it also has its own virtual operating system (full file i/o controls), and it allows the user to write rule-based programs (such as LISP or Prolog interpreters) which have full access to all of the built in Mathematica abilities, and to custom compiled components which the user has written.

Because all Mathematica's abilities are integrated, data can easily be displayed graphically, allowing visual debugging of difficult algorithms, or analysis (or reports). Gray provides a few examples of the visual display of algorithms.

The bottom line is that Mathematica is an astounding prototyping tool, as well as being the best graduate CS math utility I have used. And John Gray's book opens up these possibilities to the reader. Savor the possibilities!

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