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 er...