\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)
Bib¶
View page sourceBibliography¶
Abramowitz and Stegun¶
Handbook of Mathematical Functions, Dover, New York.
The C++ Programming Language¶
Bjarne Stroustrup, The C++ Programming Language, Special ed., AT&T, 2000
Evaluating Derivatives¶
Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Andreas Griewank, SIAM, Philadelphia, 2000
Numerical Recipes¶
Numerical Recipes in Fortran: The Art of Scientific Computing, Second Edition, William H. Press, William T. Vetterling, Saul, A. Teukolsky, Brian R. Flannery, Cambridge University Press, 1992
Shampine, L.F.¶
Implementation of Rosenbrock Methods, ACM Transactions on Mathematical Software, Vol. 8, No. 2, June 1982.