Computational Methods for Numerical Analysis with R Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series

Computational Methods for Numerical Analysis with R is an overview of traditional numerical analysis topics presented using R. This guide shows how common functions from linear algebra, interpolation, numerical integration, optimization, and differential equations can be implemented in pure R code. Every algorithm described is given with a complete function implementation in R, along with examples to demonstrate the function and its use.

Computational Methods for Numerical Analysis with R is intended for those who already know R, but are interested in learning more about how the underlying algorithms work. As such, it is suitable for statisticians, economists, and engineers, and others with a computational and numerical background.

Preface

Introduction to Numerical Analysis

Error Analysis

Linear Algebra

Interpolation and Extrapolation

Differentiation and Integration

Root Finding and Optimization

Differential Equations

Suggested Reading

Index

James P Howard, II