Includes bibliographical references (p. 487-491) and index.

Computational methods; integration and differentiation; interpolation and extrapolation; special functions; matrices; methods of least squares; Monte Carlo calculations; finite difference solution of differential equations; finite element solution to PDE; appendix A - decomposition into prime numbers; bit-reversed order; Gaussian elimination of a tridiagonal matrix; random bit generator; reduction of higher-order ODE to first-order; appendix B - list of Fortran programme examples.

Numerical methods are playing an ever-increasing role in physics and engineering. This is especially true after the recent explosion of computing power on the desk-top. This text is aimed at helping the user make intelligent use of this power tool. Each method is introduced through realistic examples and actual computer programmes. The explanations provide the background for making a choice between similar approaches and the knowledge to explore the network for the appropriate existing codes. Tedious proofs and derivations, on the other hand, are delegated to references. Examples of unconventional methods are also given to stimulate readers in exploring new ways of solving problems.