Numerical recipes in C: the art of scientific computing

From the Publisher: This is the revised and greatly expanded Second Edition of the hugely popular Numerical Recipes: The Art of Scientific Computing. The product of a unique collaboration among four leading scientists in academic research and industry, Numerical Recipes is a complete text and reference book on scientific computing. In a self-contained manner it proceeds from mathematical and theoretical considerations to actual practical computer routines. With over 100 new routines (now well over 300 in all), plus upgraded versions of many of the original routines, this book is more than ever the most practical, comprehensive handbook of scientific computing available today. The book retains the informal, easy-to-read style that made the first edition so popular, with many new topics presented at the same accessible level. In addition, some sections of more advanced material have been introduced, set off in small type from the main body of the text. Numerical Recipes is an ideal textbook for scientists and engineers and an indispensable reference for anyone who works in scientific computing. Highlights of the new material include a new chapter on integral equations and inverse methods; multigrid methods for solving partial differential equations; improved random number routines; wavelet transforms; the statistical bootstrap method; a new chapter on less-numerical algorithms including compression coding and arbitrary precision arithmetic; band diagonal linear systems; linear algebra on sparse matrices; Cholesky and QR decomposition; calculation of numerical derivatives; Pade approximants, and rational Chebyshev approximation; new special functions; Monte Carlo integration in high-dimensional spaces; globally convergent methods for sets of nonlinear equations; an expanded chapter on fast Fourier methods; spectral analysis on unevenly sampled data; Savitzky-Golay smoothing filters; and two-dimensional Kolmogorov-Smirnoff tests. All this is in addition to material on such basic top