C++ Scientific Programming : Computational Recipes at a Higher Level

Preafce.

Overview.

Vector ad Matrix Basics.

Sparse Matrix Basics.

Conjugate-Gradient Methods.

Triangular Matrices.

Householder Matrix Methods.

Singular Value Decomposition.

Cholesky Decomposition.

Automatic Derivatives.

Constrained Optimization.

Interior-Point Extensions.

LU Factorization.

Complex Arrays.

Fourier Transforms.

References.

Index.