References

        References to the items that are discussed in your text are in 
Press et al.  General references are in References.
        The subjects covered are:
        I. Fortran and C fundamentals
             A.read_comma

, Maopen, random, command line input

             B. Fort calls C, static_variables calloc
             C.  functions as arguments
        II. The AMOEBA[1] -- for people with more computer time than
 experience  Finding the error in an amoeba result Errinfun
        III. Lagrange interpolation[2] 
         A. The "best" set of N unevenly spaced points -- Findfun
         B Filon's method for calculating a Fourier transform.Fourier1 - Filon_transform 
        IV. Integration Partition
         A. Trapezoidal rule CINT1including Romberg extrapolation[3].
         B. Gauss Quadrature[4] -- Orthogonal Polynomials CINT2 Cint3 
            Cint4 Assign
         C. Monte-Carlo Guiding function integration mcarlo.
            Biased Selection MonteCarlo. 
        IV. Fourier Transform methods Fourier1
         A. Convolution Convolution[5]
         B. Solution of a differential equation in transform space. --  
            Green's function diffFT
         C. The Fast Fourier Transform[6] Fourier2
        IV. Differential equations[7] diffeq1
         A. Euler's method[8] diffeq1 - Euler
         B. Runge-Kutta[9] diffeq1 - RungeKutta
         D. Predictor Corrector[10] diffeq1 - predcorr 
         C. Boundary value problems[11] (finding eigenvalues and 
            eigenfunctions)diffeqns/shoot.htm
         D. Newton's method[12] Newton and Aitkin's extrapolation Aitkins
                  E.     Relaxation methods Jacobi jacobi2
        V. Optimization 
         A. Gauss-Jordan[13] GaussJ.htm, and  cholesky matrix inversion.
         B. Modified Newton Raphson[14] Robmin -- more experience than computer 
            time
         C. Directions for the use of .nlfit in README

               A few programming and matrix techniques will be needed to get through this list. A large fraction of physics reduces to the problem of evaluating an integral to find the action as a function of a set of constants and then minimizing the action with respect to these constants. This course should show you how to tackle this problem.



[1] Press (1986 Fortran) p292  -- I do not agree with all of his default settings.

[2] Ibid. p. 80 --- He scoff's at my notion that this is a best method

[3] Ibid. p9 102-103 --- I do not trust his method of estimating errors

[4] Ibid. pp. 121-126  --- Gives codes for generating weights, I suspect that many will prefer to look them up.

[5] Ibid. pages 381-386 Give Press's definition of Fourier transforms -- half the world uses the opposite sign                  conventions 3/4 do not use                      the 2 p -- I agree with Press.

                    386-390 -- brief explanation of the FFT algorithm.               

[6] Ibid. pages 381-386 Give Press's definition of Fourier transforms -- half the world uses the opposite sign                  conventions 3/4 do not use                      the 2 p -- I agree with Press.

                    386-390 -- brief explanation of the FFT algorithm.               

[7] Ibid. pages 381-386 Give Press's definition of Fourier transforms -- half the world uses the opposite sign                  conventions 3/4 do not use                      the 2 p -- I agree with Press.

                    386-390 -- brief explanation of the FFT algorithm.               

[8] Ibid. p 550

[9] Ibid. pp 550-560

[10] Ibid. pp. 561-562  Press does not like predictor corrector nor understand this simple method.  His statement about only even powers is false.  His discussion of Stiff Sets of equations pp. 572-577 is very relevant.

[11] Ibid. pp. 578-600 Beware of Press, "We always shoot first, and only then relax." P 581

[12] This method appears in many elementary references.  Ibid Chapter 9.4 – called Newton-Raphson method.  Hildebrand, F.B.  Introduction to Numerical Anaysis, Dover (1956,1974) section 10.10-10.11.  A very readable explanation is Rice, J.R. Numerical Methods Software and Analysis, IMSL Reference Edition McGraw Hill (1983).

[13] Ibid. pp. 24-29

[14] Ibid. pp. 523-528 I have extended the Marquardt method considerably -- come to class.