This branch of mathematics is really very old. Efficient numerical algorithms are found in antiquity (Babylon, ancient Egypt, Greece, India and China). Extensively developed through the centuries, Numerical Analysis became an independent mathematical discipline around the 1940s.
Numerical computation used to be a major part of programming. Now it is a relatively specialized area. Judging from posts on the Internet, there is still a certain level of interest in this subject.
Here I have collected my tutorials, articles and tips on numerical methods and algorithms. I developed the tutorials for my non-mathematical colleagues and friends, but the articles and tips are primarily for myself (just to keep them all in one place).
I derive everything myself (as a way of learning). However, I do not claim that all is original and I put appropriate references when possible.
Some articles were never published, and I am going to start putting them here as well.
In my blog I publish my working notes, code snippets, useful links, etc.
© Nikolai Shokhirev, 2012-2024