Numerical Recipes
Cover of the third (C++) edition
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| Author | William H. Press, Saul A. Teukolsky, William T. Vetterling and Brian P. Flannery |
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| Language | English |
| Discipline | Numerical analysis |
| Publisher | Cambridge University Press |
| Website | http://numerical.recipes/ |
Numerical Recipes is the generic title of a series of books on algorithms and numerical analysis by William H. Press, Saul A. Teukolsky, William T. Vetterling and Brian P. Flannery. In various editions, the books have been in print since 1986. The most recent edition was published in 2007. In 2015 Numerical Recipes sold its historic two-letter domain name nr.com and became numerical.recipes instead.
The Numerical Recipes books cover a range of topics that include both classical numerical analysis (interpolation, integration, linear algebra, differential equations, and so on), signal processing (Fourier methods, filtering), statistical treatment of data, and a few topics in machine learning (hidden Markov model, support vector machines). The writing style is accessible and has an informal tone. The emphasis is on understanding the underlying basics of techniques, not on the refinements that may, in practice, be needed to achieve optimal performance and reliability. Few results are proved with any degree of rigor, although the ideas behind proofs are often sketched, and references are given. Importantly, virtually all methods that are discussed are also implemented in a programming language, with the code printed in the book. Each version is keyed to a specific language.
According to the publisher, Cambridge University Press, the Numerical Recipes books are historically the all-time best-selling books on scientific programming methods. In recent years, Numerical Recipes books have been cited in the scientific literature more than 3000 times per year according to ISI Web of Knowledge (e.g., 3962 times in the year 2008).
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