Methods in numerical analysis. Includes: Lagrange interpolation, Chebyshev polynomials for optimal node spacing, iterative techniques to solve linear systems (Gauss-Seidel, Jacobi, SOR), SVD, PCA, and ...
A new method for interpolation by rational functions of prescribed numerator and denominator degrees is presented. When the interpolation nodes are roots of unity or Chebyshev points, the algorithm is ...