ABSTRACT

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.

chapter 1|28 pages

Introduction to Numerical Analysis

chapter 2|30 pages

Error Analysis

chapter 3|36 pages

Linear Algebra

chapter 4|38 pages

Interpolation and Extrapolation

chapter 5|42 pages

Differentiation and Integration

chapter 6|37 pages

Root Finding and Optimization

chapter 7|35 pages

Differential Equations