December 17, 2025
Numerical Linear Algebra
Notes
Practical matrix computations and numerical realities.
Numerical-Methods
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December 17, 2025
Numerical Recipes: The Art of Scientific Computing
Notes
Broad coverage of numerical algorithms in science and engineering. Classic cross-topic numerical algorithms.
December 17, 2025
Solving Ordinary Differential Equations I & II
Notes
Definitive reference on modern ODE solvers and stiff systems.
January 15, 2025
Differentiation: Three Ways
Three approaches to computing derivatives, forward-mode AD, reverse-mode AD, and finite differences, each with different trade-offs for numerical computing and machine learning.
August 28, 2023
Numerical Integration with Generic Concepts
Numerical integration meets generic programming. By requiring only ordered field operations, the quadrature routines work with dual numbers, giving you differentiation under the integral for free.
April 12, 2022
Numerical Differentiation
Choosing step size h for finite differences: small enough for a good approximation, not so small that floating-point errors eat your lunch.
August 1, 2021
STAT 575 - Computational Statistics - SIUe - Summer 2021
This is a problem set for STAT 575 - Computational Statistics at SIUe. These problem sets were given by Dr. Qiang Beidi, a professor in the Department of Mathematics and Statistics at Southern Illinois University Edwardsville (SIUe) during the Summer …