Numerical Recipes

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Numerical Recipes is a series of books [1] [2] [3][4][5][6].

The series describes the

  • solution of equations,
  • numerical interpolation, differentiation and integration,
  • Evaluation of special functions,
  • Generation of pseudorandom numbers,
  • Sorting and minimization,
  • Eigenvalues,
  • Fourier analysis

and some other useful algorithms.

Achievements and critics

The first books of the series were published in the past century, and the algorithms did not update much since that time. Although the algorithms were breakthrough when they just appear, various authors mention, that the performance is significantly lower than that of modern scientific packages like GNU Scientific Library, LAPACK and others [7].

An important disadvantage is non-free distribution. It can be useful to understand, how does an algorithm works; then in order to make some software and distribute it, the algorithm should be re-written. The book could be recommended for educational purposes, to learn the principles of scientific computation, rather than for high performance scientific simulation.

The advantage of the recipes is that they are self-consistent; usually, it is sufficient to load a program with very few dependencies; such a loading does not require any installation or adjusting parameters.

References

  1. Numerical Recipes in C++. The Art of Scientific Computing. ISBN 0-521-75033-4. 
  2. {{cite book |title=Numerical Recipes in C. The Art of Scientific Computing, |isbn=0-521-43108-5.
  3. Numerical Recipes in Fortran. The Art of Scientific Computing. ISBN 0-521-43064-X. 
  4. Numerical Recipes in Fortran 90. The Art of Parallel Scientific Computing. ISBN 0-521-57439-0. 
  5. Numerical Recipes in Pascal. The Art of Scientific Computing isbn=0-521-37516-9. 
  6. (2007) Numerical Recipes, C++ codes. The Art of Scientific Computing, 3rd Edition. ISBN 0-521-88068-8. 
  7. Why not use Numerical Recipes? (List of crytical citations and refs). http://www.uwyo.edu/buerkle/misc/wnotnr.html