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Numerical Recipes 3rd Edition: The Art of Scientific Computing

William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery · 2 HN comments
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Co-authored by four leading scientists from academia and industry, Numerical Recipes Third Edition starts with basic mathematics and computer science and proceeds to complete, working routines. Widely recognized as the most comprehensive, accessible and practical basis for scientific computing, this new edition incorporates more than 400 Numerical Recipes routines, many of them new or upgraded. The executable C++ code, now printed in color for easy reading, adopts an object-oriented style particularly suited to scientific applications. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Please visit www.nr.com or www.cambridge.org/us/numericalrecipes for more details. More information concerning licenses is available at: www.nr.com/licenses New key features: 2 new chapters, 25 new sections, 25% longer than Second Edition Thorough upgrades throughout the text Over 100 completely new routines and upgrades of many more. New Classification and Inference chapter, including Gaussian mixture models, HMMs, hierarchical clustering, Support Vector Machines New Computational Geometry chapter covers KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres New sections include interior point methods for linear programming, Monte Carlo Markov Chains, spectral and pseudospectral methods for PDEs, and many new statistical distributions An expanded treatment of ODEs with completely new routines Plus comprehensive coverage of linear algebra, interpolation, special functions, random numbers, nonlinear sets of equations, optimization, eigensystems, Fourier methods and wavelets, statistical tests, ODEs and PDEs, integral equations, and inverse theory
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Depending on your level of programming ability, one algorithm a day, IMHO, is completely doable. A number of comments and suggestions say that one per day is an unrealistic goal (yes, maybe it is) but the idea of setting a goal and working through a list of algorithms is very reasonable.

If you are just learning programming, plan on taking your time with the algorithms but practice coding every day. Find a fun project to attempt that is within your level of skill.

If you are a strong programmer in one language, find a book of algorithms using that language (some of the suggestions here in these comments are excellent). I list some of the books I like at the end of this comment.

If you are an experienced programmer, one algorithm per day is roughly doable. Especially so, because you are trying to learn one algorithm per day, not produce working, production level code for each algorithm each day.

Some algorithms are really families of algorithms and can take more than a day of study, hash based look up tables come to mind. First there are the hash functions themselves. That would be day one. Next there are several alternatives for storing entries in the hash table, e.g. open addressing vs chaining, days two and three. Then there are methods for handling collisions, linear probing, secondary hashing, etc.; that's day four. Finally there are important variations, perfect hashing, cuckoo hashing, robin hood hashing, and so forth; maybe another 5 days. Some languages are less appropriate for playing around and can make working with algorithms more difficult, instead of a couple of weeks this could easily take twice as long. After learning other methods of implementing fast lookups, its time to come back to hashing and understand when its appropriate and when alternatives are better and to understand how to combine methods for more sophisticated lookup methods.

I think you will be best served by modifying your goal a bit and saying that you will work on learning about algorithms every day and cover all of the material in a typical undergraduate course on the subject. It really is a fun branch of Computer Science.

A great starting point is Sedgewick's book/course, Algorithms [1]. For more depth and theory try [2], Cormen and Leiserson's excellent Introduction to Algorithms. Alternatively the theory is also covered by another book by Sedgewick, An Introduction to the Analysis of Algorithms [3]. A classic reference that goes far beyond these other books is of course Knuth [4], suitable for serious students of Computer Science less so as a book of recipes.

After these basics, there are books useful for special circumstances. If your goal is to be broadly and deeply familiar with Algorithms you will need to cover quite a bit of additional material.

Numerical methods -- Numerical Recipes 3rd Edition: The Art of Scientific Computing by Tuekolsky and Vetterling. I love this book. [5]

Randomized algorithms -- Randomized Algorithms by Motwani and Raghavan. [6], Probability and Computing: Randomized Algorithms and Probabilistic Analysis by Michael Mitzenmacher, [7]

Hard problems (like NP) -- Approximation Algorithms by Vazirani [8]. How to Solve It: Modern Heuristics by Michalewicz and Fogel. [9]

Data structures -- Advanced Data Structures by Brass. [10]

Functional programming -- Pearls of Functional Algorithm Design by Bird [11] and Purely Functional Data Structures by Okasaki [12].

Bit twiddling -- Hacker's Delight by Warren [13].

Distributed and parallel programming -- this material gets very hard so perhaps Distributed Algorithms by Lynch [14].

Machine learning and AI related algorithms -- Bishop's Pattern Recognition and Machine Learning [15] and Norvig's Artificial Intelligence: A Modern Approach [16]

These books will cover most of what a Ph.D. in CS might be expected to understand about algorithms. It will take years of study to work though all of them. After that, you will be reading about algorithms in journal publications (ACM and IEEE memberships are useful). For example, a recent, practical, and important development in hashing methods is called cuckoo hashing, and I don't believe that it appears in any of the books I've listed.

[1] Sedgewick, Algorithms, 2015. https://www.amazon.com/Algorithms-Fourth-Deluxe-24-Part-Lect...

[2] Cormen, et al., Introduction to Algorithms, 2009. https://www.amazon.com/s/ref=nb_sb_ss_i_1_15?url=search-alia...

[3] Sedgewick, An Introduction to the Analysis of Algorithms, 2013. https://www.amazon.com/Introduction-Analysis-Algorithms-2nd/...

[4] Knuth, The Art of Computer Programming, 2011. https://www.amazon.com/Computer-Programming-Volumes-1-4A-Box...

[5] Tuekolsky and Vetterling, Numerical Recipes 3rd Edition: The Art of Scientific Computing, 2007. https://www.amazon.com/Numerical-Recipes-3rd-Scientific-Comp...

[6] https://www.amazon.com/Randomized-Algorithms-Rajeev-Motwani/...

[7]https://www.amazon.com/gp/product/0521835402/ref=pd_sim_14_2...

[8] Vazirani, https://www.amazon.com/Approximation-Algorithms-Vijay-V-Vazi...

[9] Michalewicz and Fogel, https://www.amazon.com/How-Solve-Heuristics-Zbigniew-Michale...

[10] Brass, https://www.amazon.com/Advanced-Data-Structures-Peter-Brass/...

[11] Bird, https://www.amazon.com/Pearls-Functional-Algorithm-Design-Ri...

[12] Okasaki, https://www.amazon.com/Purely-Functional-Structures-Chris-Ok...

[13] Warren, https://www.amazon.com/Hackers-Delight-2nd-Henry-Warren/dp/0...

[14] Lynch, https://www.amazon.com/Distributed-Algorithms-Kaufmann-Manag...

[15] Bishop, https://www.amazon.com/Pattern-Recognition-Learning-Informat...

[16] Norvig, https://www.amazon.com/Artificial-Intelligence-Modern-Approa...

Numerical Recipes' two chapters on FT (one on implementation, one on applications) is a longer introduction. It does especially well at addressing Confusion's point by making FTs' meaning intuitive, across many domains.

http://www.amazon.com/gp/product/0521880688/

mahmud
NR books are gratis online:

http://www.nrbook.com/a/

That's the previous "legacy" C version along with Fortran.

The latest version is available as well, behind nasty frames and URLs hidden in "accept our terms first" javascript div { display: none; } crap.

P.S. I want to be able to write CSS as:

   typedef div { display: none} hidden_div;     :-D
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