Some other references

Some of the books listed below are SIAM e-books and available free if you access them from a UW computer. Or if you are off-campus, you can gain access by using the UW library off-campus proxy.

Finite difference methods

LeVeque-FDM

R. J. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, Steady State and Time Dependent Problems, SIAM, 2007.

Iserles

A. Iserles, A First Course in the Numerical Analysis of Differential Equations, Cambridge University Press, 2008.

Keller

H. B. Keller, Numerical Solution of Two Point Boundary Value Problems, CBMS 24, SIAM, 1976.

Spectral methods

Boyd

J.P. Boyd, Chebyshev and Fourier Spectral Methods Second edition, freely available from the author’s website

Fornberg

B. Fornberg, A Practical Guide to Pseudospectral Methods, Cambridge University Press.

BriggsEtAl_DFT

W. L. Briggs, V. Emden Henson, The DFT, An Owner’s Manual for the Discrete Fourier Transform, SIAM, 1995.

LeVequeFourierNotes

R. J. LeVeque, Fourier Transforms.

Trefethen1

L. N. Trefethen, Approximation Theory and Approximation Practice, SIAM 2013. [Download m-files]

Trefethen2

L. N. Trefethen, Spectral Methods in Matlab, SIAM 2000. [Download m-files]

Chebfun

Chebfun software (Matlab package). See also the Python version PyChebfun

Sparse linear algebra

Davis

T. A. Davis, Direct Methods for Sparse Linear Systems, SIAM, 2006. ebook

BriggsEtAl_MG

W. L. Briggs, V. Emden Henson, and S. F. McCormick, A Multigrid Tutorial, Second Edition, SIAM, 2000. ebook

Greenbaum

A. Greenbaum, Iterative Methods for Solving Linear Systems, SIAM, 1997. ebook

Saad

Y. Saad, Iterative Methods for Sparse Linear Systems, Second Edition, SIAM, 2003.

Python

See also: Python and Jupyter

LangtangenPrimer

H. P. Langtangen, A Primer on Scientific Programming with Python, Springer 2016. pdf version

VanderPlas

J. VanderPlas, Python Data Science Handbook, O’Reilly Media, 2016. online with code you can run

Latex

HighamChapter

N. J. Higham, Tex and Latex Chapter from: <i>Handbook of Writing for the Mathematical Sciences</i>, Second Edition, SIAM e-book. (See also Appendix B for latex symbols)

GriffithsHigham

D.F. Griffiths and D.J. Higham, Learning LaTeX, SIAM, 1997