C++ Scientific Programming: Computational Recipes at a Higher Level

An introduction to advanced C++, specialized for scientific programmers

C++ Scientific Programming teaches the design of programs for scientific computation in C++. It introduces unique C++ classes for vectors, dense matrices, and sparse matrices, and defines the particular relationships among these classes. It then demonstrates how to use these fundamental classes in a dozen of the most powerful current applications.

The author limits the scope of the book to features that are specifically useful to scientific programmers. He presents a set of practices that allows programmers to embrace the attractive features of C++ without incurring undesired side effects and hidden costs. He illustrates these practices by implementing major contemporary numerical methods and providing examples for execution with a C++ compiler. A collection of source code files correlated with the content of the book can be downloaded from the Wiley ftp site.

C++ Scientific Programming shows how C++ improves on both FORTRAN and C and affords greater convenience and efficiency in coding mathematics. It serves as a vital companion to more general C++ texts and treats the unique needs of scientific programmers.

Table of Contents

Preafce.

Overview.

Vector ad Matrix Basics.

Sparse Matrix Basics.

Conjugate-Gradient Methods.

Triangular Matrices.

Householder Matrix Methods.

Singular Value Decomposition.

Cholesky Decomposition.

Automatic Derivatives.

Constrained Optimization.

Interior-Point Extensions.

LU Factorization.

Complex Arrays.

Fourier Transforms.

References.

Index.