Numerical recipes in FORTRAN. The art of scientific computing. 2nd ed. (English) Zbl 0778.65002

Cambridge: Cambridge University Press. xxvi, 964 p. (1992).
The tremendous success of the first edition of “Numerical recipes in FORTRAN. The art of scientific computing” (Cambridge University Press, 1986, Zbl 0587.65003) encouraged the authors to elaborate a second edition in the same spirit of readability and usefulness, having both the benefit of an increased experience and also a feedback from the readers.
The new edition keeps the same accessible level of presentation and much more, this time, some of the topics are separated and labeled as “advanced” so that a very diverse category of readers can be addressed. It also provides over 300 FORTRAN routines (over 100 new ones and many upgraded versions of the original ones).
Beside the chapters of the earlier edition (covering topics of a numerical analysis course – solution of linear algebraic equations, interpolation and extrapolation, evaluation and integration of functions, special functions, random numbers, sorting, root findings and nonlinear sets of equations, minimization or maximization of functions, eigensystems, integration of ordinary differential equations) a new chapter on integral equations and inverse methods and one on “less- numerical” algorithms are introduced, including Huffman and arithmetic coding and arbitrary precision arithmetic. The old chapters are enriched with new material such as the fast Fourier transform for real data in two and three dimensions, routines for banded diagonal linear systems, improved routines for linear algebra on sparse matrices and many others.
Suitable for both an advanced undergraduate or a graduate course on numerical analysis for science or engineering majors and as professional reference, “Numerical recipes” represents a complete text and reference book on scientific computing. The Example book published by the same authors (Zbl 0587.65004) to accompany this book contains FORTRAN test- drivers for the presented programs. All the procedures listed in “Numerical recipes” are available from Cambridge University Press on diskettes for IBM compatible machines.


65-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis
65-04 Software, source code, etc. for problems pertaining to numerical analysis
65C10 Random number generation in numerical analysis
68W30 Symbolic computation and algebraic computation
68P10 Searching and sorting
65Hxx Nonlinear algebraic or transcendental equations
65K05 Numerical mathematical programming methods
65Nxx Numerical methods for partial differential equations, boundary value problems
65Fxx Numerical linear algebra
65Dxx Numerical approximation and computational geometry (primarily algorithms)
65Lxx Numerical methods for ordinary differential equations
65Mxx Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems
65C99 Probabilistic methods, stochastic differential equations