<p><div><div><div><div data-show-faces="false" data-height="21" data-width="100" data-layout="button_count" data-send="true" data-href="https://www.r-bloggers.com/computational-methods-for-numerical-analysis-with-r-book-review/"></div></div><div></div></div><div></div></div>
<div>
(This article was first published on <strong><a href="https://xianblog.wordpress.com/2017/10/31/computational-methods-for-numerical-analysis-with-r-book-review/"> R – Xi'an's Og</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p><strong><a rel="nofollow" href="http://amzn.to/2znQlu2" target="_blank"><img alt="" src="https://i2.wp.com/images.tandf.co.uk/common/jackets/amazon/978149872/9781498723633.jpg?resize=152%2C237&ssl=1" data-recalc-dims="1"></a>T</strong>his is <a rel="nofollow" href="http://amzn.to/2znQlu2" target="_blank">a book</a> by James P. Howard, II, I received from CRC Press for review in <a rel="nofollow" href="https://xianblog.wordpress.com/2012/09/12/chance-253-out/" target="_blank">CHANCE</a>. (As usual, the customary warning applies: <em>most of this blog post will appear later in my book review column in <a rel="nofollow" href="https://xianblog.wordpress.com/2011/11/22/chance-244-out/" target="_blank">CHANCE</a>.</em>) It consists in a traditional introduction to numerical analysis with backup from R codes and packages. The early chapters are setting the scenery, from basics on R to notions of numerical errors, before moving to linear algebra, interpolation, optimisation, integration, differentiation, and ODEs. The <a rel="nofollow" href="http://amzn.to/2znQlu2" target="_blank"> book</a> comes with a package <a rel="nofollow" href="https://cran.r-project.org/web/packages/cmna/index.html" target="_blank">cmna</a> that reproduces algorithms and testing. While I do not find much originality in the book, given its adherence to simple resolutions of the above topics, I could nonetheless use it for an elementary course in our first year classes. With maybe the exception of the linear algebra chapter that I did not find very helpful.</p>
<blockquote>
<p><em><span>“…you can have a solution fast, cheap, or correct, provided you only pick two.” (p.27)</span></em></p>
</blockquote>
<p>The (minor) issue I have with the <a rel="nofollow" href="http://amzn.to/2znQlu2" target="_blank">book</a> and that a potential mathematically keen student could face as well is that there is little in the way of justifying a particular approach to a given numerical problem (as opposed to others) and in characterising the limitations and failures of the presented methods (although this happens from time to time as e.g. for gradient descent, p.191). [Seeping in my Gallic “mal-être”, I am prone to over-criticise methods during classing, to the (increased) despair of my students!, but I also feel that avoiding over-rosy presentations is a good way to avoid later disappointments or even disasters.] In the case of this <a rel="nofollow" href="http://amzn.to/2znQlu2" target="_blank">book</a>, finding [more] ways of detecting would-be disasters would have been nice.</p>
<p>An uninteresting and highly idiosyncratic side comment is that the author preferred the French style for <a rel="nofollow" href="https://xianblog.wordpress.com/2016/12/23/untangling-riddle/" target="_blank">long division</a> to the American one, reminding me of my first exposure to the latter, a few months ago! Another comment from a statistician is that mentioning time series inter- or extra-polation without a statistical model sounds close to anathema! And makes extrapolation a weapon without a cause.</p>
<blockquote>
<p><span><em>“…we know, a priori, exactly how long the [simulated annealing] process will take since it is a function of the temperature and the cooling rate.” (p.199)</em></span></p>
</blockquote>
<p>Unsurprisingly, the section on Monte Carlo integration is disappointing for a statistician/probabilistic numericist like me,  as it fails to give a complete enough picture of the methodology. All simulations seem to proceed there from a large enough hypercube. And recommending the “fantastic” (p.171) R function <em>integrate</em> as a default is scary, given the ability of the selected integration bounds to misled its users. Similarly, I feel that the simulated annealing section is not providing enough of a cautionary tale about the highly sensitive impact of cooling rates and absolute temperatures. It is only through the raw output of the algorithm applied to the travelling salesman problem that the novice reader can perceive the impact of some of these factors. (The acceptance bound on the jump (6.9) is incidentally wrongly called a <em>probability</em> on p.199, since it can take values larger than one.)</p>
<p>Filed under: <a rel="nofollow" href="https://xianblog.wordpress.com/category/books/" target="_blank">Books</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/category/kids/" target="_blank">Kids</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/category/pictures/" target="_blank">pictures</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/category/statistics/r-statistics/" target="_blank">R</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/category/statistics/" target="_blank">Statistics</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/category/university-life/" target="_blank">University life</a> Tagged: <a rel="nofollow" href="https://xianblog.wordpress.com/tag/book-review/" target="_blank">book review</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/crc-press/" target="_blank">CRC Press</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/differential-equation/" target="_blank">differential equation</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/euler-discretisation/" target="_blank">Euler discretisation</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/integrate/" target="_blank">integrate</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/integration/" target="_blank">integration</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/introductory-textbooks/" target="_blank">introductory textbooks</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/monte-carlo-integration/" target="_blank">Monte Carlo integration</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/numerical-analysis/" target="_blank">numerical analysis</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/optimisation/" target="_blank">optimisation</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/partial-differential-equations/" target="_blank">partial differential equations</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/r/" target="_blank">R</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/r-function/" target="_blank">R function</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/r-package/" target="_blank">R package</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/runge-kutta/" target="_blank">Runge-Kutta</a>, <a rel="nofollow" href="https://xianblog.wordpress.com/tag/simulated-annealing/" target="_blank">simulated annealing</a> <a rel="nofollow" href="https://feeds.wordpress.com/1.0/gocomments/xianblog.wordpress.com/34578/" target="_blank"><img border="0" alt="" src="https://feeds.wordpress.com/1.0/comments/xianblog.wordpress.com/34578/"></a> <img border="0" alt="" src="https://i1.wp.com/pixel.wp.com/b.gif?resize=1%2C1&ssl=1" data-recalc-dims="1"></p>
	<p>
<div>
<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="https://xianblog.wordpress.com/2017/10/31/computational-methods-for-numerical-analysis-with-r-book-review/"> R – Xi'an's Og</a></strong>.</div>
<hr>
<a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers.com</a> offers <strong><a rel="nofollow" href="https://feedburner.google.com/fb/a/mailverify?uri=RBloggers">daily e-mail updates</a></strong> about <a rel="nofollow" href="https://www.r-project.org/" title="The R Project for Statistical Computing">R</a> news and <a rel="nofollow" href="https://www.r-bloggers.com/search/tutorial" title="R tutorials">tutorials</a> on topics such as: <a rel="nofollow" href="https://www.r-bloggers.com/search/data%20science" title="Data science">Data science</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/Big%20Data" title="Big Data">Big Data, <a rel="nofollow" href="https://www.r-users.com/" title="R jobs">R jobs</a>, visualization (<a rel="nofollow" href="https://www.r-bloggers.com/search/ggplot2" title="ggplot and ggplot2 tutorials">ggplot2</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/boxplot" title="Boxplots using lattice and ggplot2 tutorials">Boxplots</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/map" title="Maps and gis">maps</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/animation" title="Animation in R">animation</a>), programming (<a rel="nofollow" href="https://www.r-bloggers.com/search/RStudio" title="RStudio IDE for R">RStudio</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/sweave" title="Sweave and literate programming">Sweave</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/LaTeX" title="LaTeX in R">LaTeX</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/SQL" title="SQL and databases">SQL</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/eclipse" title="Eclipse IDE for R">Eclipse</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/git" title="git and github, Version Control System">git</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/hadoop" title="Large data in R using Hadoop">hadoop</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/Web+Scraping" title="Web Scraping of google, facebook, yahoo, twitter and more using R">Web Scraping</a>) statistics (<a rel="nofollow" href="https://www.r-bloggers.com/search/regression" title="Regressions and ANOVA analysis tutorials">regression</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/PCA" title="principal component analysis tutorial">PCA</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/time+series" title="Time series">time series</a>, <a rel="nofollow" href="https://www.r-bloggers.com/search/trading" title="finance trading">trading</a>) and more...
<img width="1" alt="" src="http://feeds.feedburner.com/~r/RBloggers/~4/PoQ4CuGA8ew" height="1"></a></div>