Elementary Numerical Mathematics for Programmers and Engineers

This book covers the basics of numerical methods. Avoiding the definition-theorem-proof style, it instead focuses on numerical examples and simple pseudo-codes.

The text begins with a chapter on floating point arithmetic before moving on to discuss norms, conditions numbers, solutions of systems of equations, the least squares problem, eigenvalue problems, interpolation, numerical integration, ordinary differential equations, optimization (including a detailed case study), and practical error estimations. Exercises (partly in MATLAB) are provided at the end of each chapter. Suitable for readers with minimal mathematical knowledge, the book not only offers an elementary introduction to numerical mathematics for programmers and engineers but also provides supporting material for students and teachers of mathematics.

- Floating Point Arithmetic.- Norms, Condition Numbers.- Solving Systems of Linear Equations.- The Least Squares Problem.- Eigenvalue Problems.- Interpolation.- Nonlinear Equations and Systems.- Numerical Integration.- Ordinary Differential Equations.- Optimization.- Practical Error Estimation.

Gisbert Stoyan worked for more than 10 years on industrial problems at the WIAS in Berlin and taught numerical mathematics at ELTE University (Budapest, Hungary) for over 30 years. His research publications were mostly on the numerical solution of partial differential equations. His three-volume textbook Numerical Methods I–III, published in Hungarian, brings together his experiences in areas including (along with the basic topics like numerical linear algebra and nonlinear equations) strongly stable methods for ODEs, multigrid algorithms, finite element praxis and theory, finite elements for Navier-Stokes equations, and methods for first-order hyperbolic equations.

Gisbert Stoyan passed away in 2018.

Agnes Baran received her PhD in Mathematics in 2008 at the University of Debrecen under the supervision of Gisbert Stoyan. Her doctoral thesis was on high-order finite element methods for Stokes equations. She works as an associate professor at the Faculty of Informatics at the University of Debrecen where she teaches courses on Numerical Methods and Optimization for students of Mathematics and Computer Science.