Numerical recipes in C: the art of scientific computing

"Highlights of the new material include a new chapter on integral equations and inverse methods; multigrid methods for solving partial differential equations; improved random number routines; wavelet transforms; the statistical bootstrap method; a new chapter on "less-numerical" algorithms including compression coding and arbitrary precision arithmetic; band diagonal linear systems; linear algebra on sparse matrices; Cholesky and QR decomposition; calculation of numerical derivatives; Pade approximants, and rational Chebyshev approximation; new special functions; Monte Carlo integration in high-dimensional spaces; globally convergent methods for sets of nonlinear equations; an expanded chapter on fast Fourier methods; spectral analysis of unevenly sampled data; Savitzky-Golay smoothing filters; and two-dimensional Kolmogorov-Smirnoff tests." "All this is in addition to material on such basic topics as linear equations, interpolation and extrapolation, integration, nonlinear root-finding, eigensystems, ordinary differential equations, evaluation of functions, sorting, optimization, statistical description and modeling of data, and two-point boundary value problems."--BOOK JACKET.