References
Background classes
Other courses
More as I find them!
Textbooks
This is a rich field. No textbook can be comprehensive, here are a few others!
- L. Ridgway Scott, Numerical analysis, Princeton
- L. Ridgway Scott, Terry Clark, and Babak Bagheri, Scientific Parallel Computing, Princeton
- Dahlquist and Björck, Numerical methods in scientific computing, SIAM
- Bornemann, Dirk Laurie, Stan Wagon, and Jörg Waldvogel. The SIAM 100 digit challenge, SIAM
- Stewart. Afternotes on Numerical Analysis, SIAM
- Moler. Numerical computing with Matlab, SIAM
- O'Leary. Scientific Computing with Case Studies, SIAM
- See more at StackExchange http://math.stackexchange.com/questions/512432/recommendations-for-numerical-analysis-texts
Background textbooks
These are slightly lower level.
Software
- Free numerical computing packages
- Julia
- Python with Numpy/Scipy (use the Anaconda distribution)
- Scilab
- Sage
- Paid packages
- Matlab
- Mathematica