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1、PrinciplesofScienticComputingDavidBindelandJonathanGoodmanlastrevisedFebruary2009,lastprintedMarch6,20092PrefaceiiiPREFACEThisbookgrewoutofaonesemesterrstcourseinScienticComputingforgraduatestudentsatNewYorkUniversity.Itrepresentsourviewofhowadvancedundergraduatesorb
2、eginninggraduatestudentsshouldstartlearningthesubject,assumingthattheywilleventuallybecomeprofessionals.Itisacommonfoundationthatwehopewillservepeopleheadingtooneofthemanyareasthatrelyoncomputing.Thisgenericclassnormallywouldbefollowedbymorespecializedworkinaparticulara
3、pplicationarea.Westartedouttowriteabookthatcouldbecoveredinanintensiveonesemesterclass.Thepresentbookisalittlebiggerthanthat,butitstillbenetsorsuersfrommanyhardchoicesofmaterialtoleaveout.Textbookauthorsservestudentsbyselectingthefewmostimportanttopicsfromverymanyim-p
4、ortantones.Topicssuchasniteelementanalysis,constrainedoptimization,algorithmsforndingeigenvalues,etc.arebarelymentioned.Ineachcase,wefoundourselvesunabletosayenoughaboutthetopictobehelpfulwithoutcrowdingoutthematerialhere.Scienticcomputingprojectsfailasoftenfrompoors
5、oftwareasfrompoormathematics.Well-designedsoftwareismuchmorelikelytogettherightanswerthannaivespaghetticode".EachchapterofthisbookhasaSoftwaresectionthatdiscussessomeaspectofprogrammingpractice.Takentogether,theseformashortcourseonprogrammingpracticeforscienticcomputi
6、ng.Includedaretopicslikemodulardesignandtesting,documentation,robustness,performanceandcachemanagement,andvisualizationandperformancetools.Theexercisesareanessentialpartoftheexperienceofthisbook.Muchimportantmaterialisthere.Wehavelimitedthenumberofexercisessothattheinst
7、ructorcanreasonablyassignallofthem,whichiswhatwedo.Inparticular,eachchapterhasoneortwomajorexercisesthatguidethestudentthroughturningtheideasofthechapterintosoftware.Thesebuildoneachotherasstudentsbecomeprogressivelymoresophisticatedinnumericaltechniqueandsoftwaredesign
8、.Forexample,theexerciseforChapter6drawsonanLLtfactorizationprogramwrittenforChapter5aswellassoftwareprotocolsf