September 27, 2007 --- Class 10 --- Sources of Numerical Analysis Code, Higher Order Algorithms Activities: Sources of Numerical Analysis Code So far, we have built our own codes from scratch; however, you will probably find it very useful to make use of standard codes that are already debugged. Two good sources of code for numerical analysis are the book "Numerical Recipes" (which is recommended for this course) and the GNU scientific library. GNU scientific library can be found at: http://www.gnu.org/software/gsl Code from Numerical Recipes is not so freely available. But older versions of the text and source can be found here: http://www.nrbook.com The latest version of the book and information about electronic access are here: http://www.nr.com Higher order algorithms We talked about several algorithms including leap frog Adams-Bashforth and Runge-Kutta. Euler-Richardson is basically the 2nd order Runge-Kutta algorithm. We also talked about the 4th order Runge-Kutta algorithm. Many of these algorithms are presented in Appendix 5A of Chapter 5. On page 128. There are two typos in the book regarding the 4th order R-K algorithm. In Eq. (5.59a), the right-hand- side should be multiplied by Delta t. In Eq. (5.59b), k_3x on the RHS should be k_3v You may also find more about these algorithms in "Numerical Analysis" by Burden and Faires, or "Numerical Recipes" by Press et al. My notes can be found at http://www.physics.indiana.edu/~sg/p609/ode_algorithms.pdf