J.Stoer R. Bulirsch Introduction to Numerical Analysis Second Edition Translated by R. Bartels, W. Gautschi, and C. Witzgall With 35 Illustrations Springer-Verlag ‘New York Berlin Heidelberg London Paris Tokyo Hong Kong Barcelona BudapestJ. Stoer R. Bulirsch. Institut fir Angewandte Mathematik Institut fur Mathematik Universitit Warburg “Technische Universitat am Hubland 8000 Munchen, Germany D 97074 Wiirzburg, Germany R. Bartels W. Gautschi C. Witzgall Department of Computer Department of Computer Center for Applied Science Sciences Mathematics University of Waterloo Purdue University National Bureau of Waterloo, Ontario N2L 3G1_—_ West Lafayette, IN 47907 Standards Canada USA Washington, DC 20234 USA. Editors Jerrold E. Marsden L. Sirovich ‘Contiol and Dynaiival Systems, 107-81 Division of Applied Mathematics California Institute of Technology Brown University Pasadena, CA 91128, USA Providence, RI09912, USA M. Golubitsky W. Siger Department of Mathematics Department of Applied Mathematics University of Houston Universitit Heidelberg Houston, TX 77004 In Neuenheimer Feld 294 USA. 69120 Heidelberg, Germany Mathematics Subject Classification (1991): 65-01 Library of Congress Cataloging-in-Publication Data Stoer, Josef. {Einfuhrung in die Numerische Mathematik. English) Introduction to numerical analysis (J. Stoer, R. Bulirsch; translated by R. Bartels, W. Gautschi, and C. Witzgall.—2nd ed B. cm, Includes bibliographical references and index. ISBN 0-387-97878-X 1. Numetical analysis. 1. Buliseh, Roland, 1. Tile. (QA297.$8213 1992 519.420 92-20536 Printed on acid-free paper. Title of the German Original Edition: Einfuhrung in die Numerische Mathematik, I, I Publisher: Springer-Verlag Berlin Heidelberg, 1972, 1976. © 1980, 1993 Springer-Verlag New York, Inc All rights reserved, This work may not be translated or copied ie whole oe in part without the written permission of the publisher (Springer-Verlag New York, Inc., 175 Fifth Avenue, New York, NY 10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retieval, electronic adaptation, computer softwave, or by similar or dis- similar methodology now known or hereafier developed is forbidden. ‘The use of general descriptive names, trade names, trademarks, etc. inthis publication, even ifthe former are not especially identified, isnot to be taken as a sign that such names, as understood by the Trade Marks land Merchandise Marks Act, may accordingly be used freely by anyone. Printed and bound by R. R, Donnelley & Sons, Harrisonburg, VA. Printed in the United States of America 987654 ISBN 0-387-97878-X Springer-Verlag New York Berlin Heidelberg ISBN 3-540-97878-X Springer-Verlag Berlin Heidelberg New York SPIN 10654097Preface to the Second Edition On the occasion of this new edition, the text was enlarged by several new sections. Two sections on B-splines and their computation were added to the chapter on spline functions: Due to their special properties, their flexibility, and the availability of well-tested programs for their computation, B-splines play an important role in many applications. Also, the authors followed suggestions by many readers to supplement the chapter on climination methods with a scction dealing with the solution of large sparse systems of linear equations. Even though such systems are usually solved by iterative methods, the realm of elimination methods has been widely extended due to powerful techniques for handling sparse matrices. We will explain some of these techniques in connection with the Cholesky algori ve definite linear systems “The chapter on eigenvalue problems was enlarged by a section on the Lanczos algorithm; the sections on the LR and QR algorithm were rewritten and now contain a description of implicit shift techniques. In order to some extent take into account the progress in the area of ordinary differential equations, a new section on implicit differential equa- tions and differential-algebraic systems was added, and the section on stiff differential equations was updated by describing further methods to solve such equations. The last chapter on the iterative solution of linear equations was also improved. The modern view of the conjugate gradient algorithm as an itera- tive method was stressed by adding an analysis of its convergence rate and a description of some preconditioning techniques. Finally, a new section on multigrid methods was incorporated: It contains a description of their basic ideas in the context of a simplc boundary valuc problem for ordinary differen- tial equations.