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Numerical Recipes 3rd Edition: The Art of Scientific Computing [Hardcover]

William H. Press , Saul A. Teukolsky , William T. Vetterling , Brian P. Flannery
4.3 out of 5 stars  See all reviews (7 customer reviews)
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Book Description

30 Aug 2007 0521880688 978-0521880688 3
Do you want easy access to the latest methods in scientific computing? This greatly expanded third edition of Numerical Recipes has it, with wider coverage than ever before, many new, expanded and updated sections, and two completely new chapters. The executable C++ code, now printed in colour for easy reading, adopts an object-oriented style particularly suited to scientific applications. Co-authored by four leading scientists from academia and industry, Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Highlights of the new material include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior point methods for linear programming; MCMC; an expanded treatment of ODEs with completely new routines; and many new statistical distributions. For support, or to subscribe to an online version, please visit www.nr.com.

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Product details

  • Hardcover: 1256 pages
  • Publisher: Cambridge University Press; 3 edition (30 Aug 2007)
  • Language: English
  • ISBN-10: 0521880688
  • ISBN-13: 978-0521880688
  • Product Dimensions: 26.1 x 19 x 4.3 cm
  • Average Customer Review: 4.3 out of 5 stars  See all reviews (7 customer reviews)
  • Amazon Bestsellers Rank: 156,039 in Books (See Top 100 in Books)
  • See Complete Table of Contents

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Review

'This monumental and classic work is beautifully produced and of literary as well as mathematical quality. It is an essential component of any serious scientific or engineering library.' Computing Reviews

'… an instant 'classic,' a book that should be purchased and read by anyone who uses numerical methods …' American Journal of Physics

'… replete with the standard spectrum of mathematically pretreated and coded/numerical routines for linear equations, matrices and arrays, curves, splines, polynomials, functions, roots, series, integrals, eigenvectors, FFT and other transforms, distributions, statistics, and on to ODE's and PDE's … delightful.' Physics in Canada

'… if you were to have only a single book on numerical methods, this is the one I would recommend.' EEE Computational Science & Engineering

'This encyclopedic book should be read (or at least owned) not only by those who must roll their own numerical methods, but by all who must use prepackaged programs.' New Scientist

'These books are a must for anyone doing scientific computing.' Journal of the American Chemical Society

'The authors are to be congratulated for providing the scientific community with a valuable resource.' The Scientist

'I think this is an incredibly valuable book for both learning and reference and I recommend it for any scientists or student in a numerate discipline who need to understand and/or program numerical algorithms.' International Association for Pattern Recognition

'The attractive style of the text and the availability of the codes ensured the popularity of the previous editions and also recommended this recent volume to different categories of readers, more or less experienced in numerical computation.' Octavian Pastravanu, Zentralblatt MATH

Book Description

The third edition of Numerical Recipes has wider coverage than ever before. New chapters cover classification and inference and computational geometry; new sections include MCMC, interior point methods, and an updated, expanded treatment of ODEs, all with completely new routines in C++. For more information, or to buy the book, visit www.cambridge.org/numericalrecipes. For support, or to subscribe to an online version, please visit www.nr.com.

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Customer Reviews

4.3 out of 5 stars
4.3 out of 5 stars
Most Helpful Customer Reviews
22 of 23 people found the following review helpful
3.0 out of 5 stars Good not great 29 Nov 2007
By papaf
Format:Hardcover
This book is collection of 15 years work and is widely used and highly respected in scientific computing. It seems churlish to criticize it.
However, Numerical Recipes is not without its faults. In my experience (optimisation, MCMC sampling) the algorithms given do not adequately represent the ones available in the field. There is only one global optimiser (simulated annealing), no non-linear contrained optimisers and no mention of slice sampling for instance. This incompleteness would be helped by including a wide ranging bibliography for each group of algorithms. However, I found the references quite limited.
The book describes itself as a cookbook for cooks. Although this is a worthy aim, it cannot compare to reading the original papers or reviews of algorithms available in journals. In essence, this further reading is what someone needs to do in order to alter an algorithm for their own needs.
The shortcomings could be forgiven if the book provided a way of getting something , relatively simple, working quite quickly. However, you have to type the code in yourself or pay extra to get it in electronic form. Using either of these methods, the licencing terms are restrictive and are for personal use only. This made the book an expensive disappointment for me, especially since free alternatives like the GNU scientific library exist.
On the plus side the descriptions of the available algorithms are excellent given the limited space available to describe them. The authors also include tips based on their experience and mention why a particular algorithm may be more popular despite being no better than some of the others. To my knowledge, Numerical Recipes has no decent competition when it comes to the description of algorithms.
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6 of 6 people found the following review helpful
3.0 out of 5 stars Too dependent on external material 16 Mar 2009
By Mario
Format:Hardcover|Verified Purchase
I am an old user of Numerical Recipes and, in particular, of the C version (2nd edition). This third edition has for sure expanded its scope (and this is good). However, far too much is not self-contained, and depends on external material in electronic form. We are in the Internet era, but this does not mean a book should not *fully* stand up by itself!
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5 of 5 people found the following review helpful
5.0 out of 5 stars Even better than previous editions 25 Dec 2009
Format:Hardcover
Numerical Recipes requires no introduction, as it has been the most often used and taught from book on numerical methods for more than two decades. Its objective has always been to teach practical numerical methods, and in the meantime provide code which, although not a professional numerical library, can be used in practice. In my opinion, all editions fulfilled this goal to a great extent. During the time passed since the first edition, a great development took place in computer hardware, programming methods and numerical algorithms. This development also made its way into Numerical Recipes: more methods are included and the code became much more closer to what one expects from a numerical code library (i.e. it is now much easier to extend NR code with exception handling, global variables have been eliminated). Most importantly, the new version of the code is written in object oriented C++, which makes even the code itself, but more importantly, code based on NR routines, much more readable. At the same time, the readability and clarity of the text has been retained in the new edition, despite the growth in the material covered. The level of mathematical rigor also has not changed, and is in accord with the main objective of the book; the routines are explained, but some mathematical details and technicalities are omitted. The reader interested in these can look them up in the references or can supplement the book with a more mathematical one, eg. the one by Bulirsch and Stoer.
The only backside of Numerical Recipes is the somewhat restrictive license of the code. If one is planning to use the routines in programs made for their own research, then one will not run into this problem.
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6 of 7 people found the following review helpful
4.0 out of 5 stars On the whole still a good buy 22 Jun 2009
Format:Hardcover|Verified Purchase
Some months' hesitation preceded my review of this book. When a book in its third edition reaches over a thousand pages, anyone may reasonably expect the balance to have drifted off a little. I therefore agree with the reviewer who criticises the omission of certain topics in optimisation and suspect that this indicates that a fourth edition might be a step too far.

On the other hand the criticism that you have to transcribe the source code examples manually IMO is a little ill-considered, if only because most code examples in most similar books need a lot of revision to attain the kind of code quailty required for high-integrity applications. Nor do I think it a demerit to refer to external material. Indeed, I would feel let down if such a book did not contain such references - and the ones that are given are IMO very well chosen both for breadth and focus.

One last (and perhaps churlish) niggle: As a software engineer I am irritated by the slowness of mathematicians to abandon use of "goto" statements, but this is arguably among the least of the books failings.

Apart from that this book covers a very wide range of topics and on the whole does what it sets out to do pretty well. It may not give you the answers you are looking for but it is an excellent starting point for deeper investigation in every area that it does cover. IMO serious users of numerical methods should have this edition on their bookshelves.
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