Numerical Recipes

From Academic Kids

Numerical Recipes is the generic term for the following books on algorithms and numerical analysis, all by William Press, Saul Teukolsky, William Vetterling and Brian Flannery:

The books, which are published by Cambridge University Press, are now in their second edition, to which this article refers.

The books contain an enormous amount of material on computational methods, and an accompanying disk includes a large amount of computer code and several libraries. The scope is supposed to be "everything up to, but not including, partial differential equations", although the second edition does include a chapter on PDEs that discusses the important concepts in the field and cites the most important papers.

The Numerical Recipes series is notable for its accessibility and general not-too-serious tone. The emphasis is on the understanding of techniques (the authors repeatedly state their suspicion of black-box techniques). Many of the algorithms presented emphasise clarity and practicality as the primary desiderata. From the preface to the first edition:

If there is a single dominant theme in this book, it is that practical methods of numerical computation can be simultaneously efficient, clever, and---important---clear. The alternative viewpoint, that efficient computational methods must necessarily be so arcane and complex as to be useful only in "black box" form, we firmly reject.

The series has attracted a great deal of acclaim and criticism. Acclaim typically focuses on the clear explanations and the wide range of methods presented.

It is inevitable that a book of this scope and importance (the books' sales figures are very high) will attract criticism. The books are especially controversial in the Numerical Analysis community. Negative criticism has centred on the books' unreliability (the first edition contained some mistakes), the exclusion of some algorithms, the authors' opinion that clear and intelligible programs can be efficient (see the above citation), and the fact that the software cannot be freely redistributed in modified (or unmodified) version - it is issued under a non-free licence. A well-known free software library providing many similar functions to the Numerical Recipes routines is the GNU Scientific Library.

Some of the topics discussed are: random number generation, sorting, special functions, orthogonal polynomials, optimization techniques, statistical methods, Fourier transforms and wavelet transforms.

External links

  • Numerical Recipes ( official website
  • Numerical Recipes in C ( Link to the C version of the book in pdf format

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