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\begin{thebibliography}{100}

\bibitem{abramowitz} M.~Abramowitz and I.~A. Stegun. \newblock {\em Handbook of Mathematical Functions}. \newblock Dover, New York, 1965.

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\bibitem{acton2} F.~S. Acton. \newblock {\em Real Computing Made Real}. \newblock Princeton University Press, Princeton, NJ, 1996.

\bibitem{ahlberg} J.~H. Ahlberg, E.~N. Nilson, and J.~L. Walsh. \newblock {\em The Theory of Splines and Their Applications}. \newblock Academic, New York, 1967.

\bibitem{alefeld} G.~Alefeld and J.~Herzberger. \newblock {\em Introduction to Interval Computations}. \newblock Academic, New York, 1983.

\bibitem{allgower} E.~L. Allgower and K.~Georg. \newblock {\em Numerical Continuation Methods}. \newblock Springer-Verlag, New York, 1990.

\bibitem{ames} W.~F. Ames. \newblock {\em Numerical Methods for Partial Differential Equations}. \newblock Academic, New York, 3d edition, 1992.

\bibitem{lapack} E.~Anderson, Z.~Bai, C.~Bischof, J.~Demmel, J.~Dongarra, J.~{Du Croz}, A.~Greenbaum, S.~Hammarling, A.~McKenney, S.~Ostrouchov, and D.~Sorensen. \newblock {\em {LAPACK} User's Guide}. \newblock SIAM, Philadelphia, PA, 2d edition, 1995.

\bibitem{anderson} S.~Anderson. \newblock Random number generators. \newblock {\em SIAM Review}, 32:221--251, 1990.

\bibitem{andrews} H.~C. Andrews and C.~L. Patterson. \newblock Outer product expansions and their uses in digital image processing. \newblock {\em Amer. Math. Monthly}, 82:1--13, 1975.

\bibitem{ascher} U.~M. Ascher, R.~M. Mattheij, and R.~D. Russell. \newblock {\em Numerical Solution of Boundary Value Problems for Ordinary Differential Equations}. \newblock SIAM, Philadelphia, PA, 1995. \newblock (reprint of 1988 edition).

\bibitem{atkinson} K.~Atkinson. \newblock {\em Elementary Numerical Analysis}. \newblock John Wiley \& Sons, New York, 2d edition, 1993.

\bibitem{axelsson} O.~Axelsson. \newblock {\em Iterative Solution Methods}. \newblock Cambridge University Press, New York, 1994.

\bibitem{bank} R.~E. Bank. \newblock {\em {PLTMG}: A Software Package for Solving Elliptic Partial Differential Equations}. \newblock SIAM, Philadelphia, PA, 1994.

\bibitem{bard} Y.~Bard. \newblock {\em Nonlinear Parameter Estimation}. \newblock Academic, New York, 1970.

\bibitem{templates} R.~Barrett, M.~Berry, T.~Chan, J.~Demmel, J.~Donato, J.~Dongarra, V.~Eijkhout, R.~Pozo, C.~Romine, and H.~{van der Vorst}. \newblock {\em Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods}. \newblock SIAM, Philadelphia, PA, 1994.

\bibitem{bartels} R.~Bartels, J.~Beatty, and B.~Barsky. \newblock {\em An Introduction to Splines for Use in Computer Graphics and Geometric Modeling}. \newblock Morgan Kaufmann, Los Altos, CA, 1987.

\bibitem{barton} G.~Barton. \newblock {\em Elements of {Green's} Functions and Propagation}. \newblock Oxford University Press, New York, 1989.

\bibitem{texas1} E.~B. Becker, G.~F. Carey, and J.~T. Oden. \newblock {\em Finite Elements: An Introduction}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1981. \newblock (Texas Finite Element Series, Vol. 1).

\bibitem{biran} A.~Biran and M.~Breiner. \newblock {\em {MATLAB} for Engineers}. \newblock Addison-Wesley, Reading, MA, 1995.

\bibitem{adifor} C.~Bischof, A.~Carle, P.~Hovland, P.~Khademi, and A.~Maur. \newblock {ADIFOR} 2.0 user's guide. \newblock Technical Report ANL/MCS-TM-192, Argonne National Laboratory, Argonne, IL, 1995.

\bibitem{bjorck} {\AA}.~{Bj{\"{o}}rck}. \newblock {\em Numerical Methods for Least Squares Problems}. \newblock SIAM, Philadelphia, PA, 1996.

\bibitem{borse} G.~J. Borse. \newblock {\em Numerical Methods with {MATLAB}}. \newblock PWS Publishing Co., Boston, 1997.

\bibitem{botha} J.~F. Botha and G.~F. Pinder. \newblock {\em Fundamental Concepts in the Numerical Solution of Partial Differential Equations}. \newblock John Wiley \& Sons, New York, 1983.

\bibitem{bratley} P.~Bratley, B.~L. Fox, and L.~E. Schrage. \newblock {\em A Guide to Simulation}. \newblock Springer-Verlag, New York, 2d edition, 1987.

\bibitem{brenan} K.~E. Brenan, S.~L. Campbell, and L.~R. Petzold. \newblock {\em Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations}. \newblock SIAM, Philadelphia, PA, 1996. \newblock (reprint of 1989 edition).

\bibitem{brent} R.~P. Brent. \newblock {\em Algorithms for Minimization without Derivatives}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1973.

\bibitem{briggs_mg} W.~L. Briggs. \newblock {\em A Multigrid Tutorial}. \newblock SIAM, Philadelphia, PA, 1987.

\bibitem{briggs_dft} W.~L. Briggs and V.~E. Henson. \newblock {\em The DFT: An Owner's Manual for the Discrete {Fourier} Transform}. \newblock SIAM, Philadelphia, PA, 1995.

\bibitem{brigham1} E.~O. Brigham. \newblock {\em The Fast {Fourier} Transform}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1974.

\bibitem{brigham2} E.~O. Brigham. \newblock {\em The Fast {Fourier} Transform and Its Applications}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1988.

\bibitem{brinch_hansen} P.~{Brinch Hansen}. \newblock {Householder} reduction of linear systems. \newblock {\em ACM Computing Surveys}, 24(2):185--194, June 1992.

\bibitem{brinch_hansen2} P.~{Brinch Hansen}. \newblock {\em Studies in Computational Science}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1995.

\bibitem{buchanan} J.~L. Buchanan and P.~R. Turner. \newblock {\em Numerical Methods and Analysis}. \newblock McGraw-Hill, New York, 1992.

\bibitem{bulirsch} R.~Bulirsch and J.~Stoer. \newblock Numerical treatment of ordinary differential equations by extrapolation methods. \newblock {\em Numer. Math.}, 8:1--13, 1966.

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\bibitem{butcher} J.~C. Butcher. \newblock {\em The Numerical Analysis of Ordinary Differential Equations}. \newblock John Wiley \& Sons, New York, 1987.

\bibitem{byrne} G.~D. Byrne and A.~C. Hindmarsh. \newblock Stiff {ODE} solvers: A review of current and coming attractions. \newblock {\em J. Comput. Phys.}, 70:1--62, 1987.

\bibitem{texas2} G.~F. Carey and J.~T. Oden. \newblock {\em Finite Elements: A Second Course}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1983. \newblock (Texas Finite Element Series, Vol. 2).

\bibitem{texas3} G.~F. Carey and J.~T. Oden. \newblock {\em Finite Elements: Computational Aspects}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1984. \newblock (Texas Finite Element Series, Vol. 3).

\bibitem{celia} M.~A. Celia and W.~G. Gray. \newblock {\em Numerical Methods for Differential Equations}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1992.

\bibitem{chatelin_fraysse} F.~Chaitin-Chatelin and V.~Frayss{\'{e}}. \newblock {\em Lectures on Finite Precision Computations}. \newblock SIAM, Philadelphia, PA, 1996.

\bibitem{chapra_canale} S.~C. Chapra and R.~P. Canale. \newblock {\em Numerical Methods for Engineers}. \newblock McGraw-Hill, New York, 2d edition, 1988.

\bibitem{chatelin} F.~Chatelin. \newblock {\em Eigenvalues of Matrices}. \newblock John Wiley \& Sons, New York, 1993.

\bibitem{cheney_kincaid} W.~Cheney and D.~Kincaid. \newblock {\em Numerical Mathematics and Computing}. \newblock Brooks/Cole, Pacific Grove, CA, 3d edition, 1994.

\bibitem{childs} B.~Childs, M.~Scott, J.~W. Daniel, E.~Denman, and P.~Nelson, editors. \newblock {\em Codes for Boundary Value Problems in {ODE}s}. \newblock Springer-Verlag, New York, 1979.

\bibitem{chong} E.~Chong and S.~{\.{Z}}ak. \newblock {\em An Introduction to Optimization}. \newblock John Wiley \& Sons, New York, 1996.

\bibitem{cody} W.~J. Cody. \newblock The construction of numerical subroutine libraries. \newblock {\em SIAM Review}, 16:36--46, 1974.

\bibitem{cody_fp} W.~J. Cody et~al. \newblock A proposed radix and word-length independent standard for floating-point arithmetic. \newblock {\em IEEE Micro}, 4(4):86--100, 1984.

\bibitem{coleman} T.~F. Coleman and C.~{Van Loan}. \newblock {\em Handbook for Matrix Computations}. \newblock SIAM, Philadelphia, PA, 1988.

\bibitem{conte_deboor} S.~D. Conte and C.~de~Boor. \newblock {\em Elementary Numerical Analysis}. \newblock McGraw-Hill, New York, 3d edition, 1980.

\bibitem{cowell} W.~R. Cowell, editor. \newblock {\em Sources and Development of Mathematical Software}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1984.

\bibitem{crandall} R.~E. Crandall. \newblock {\em Projects in Scientific Computation}. \newblock Springer-Verlag, New York, 1994.

\bibitem{crandall2} R.~E. Crandall. \newblock {\em Topics in Advanced Scientific Computation}. \newblock Springer-Verlag, New York, 1996.

\bibitem{cullum} J.~K. Cullum and R.~A. Willoughby. \newblock {\em Lanczos Algorithms for Large Symmetric Eigenvalue Computations}. \newblock {Birkh\"{a}user}, Boston, 1985.

\bibitem{dahlquist} G.~Dahlquist and {{\AA}. Bj\"{o}rck}. \newblock {\em Numerical Methods}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1974.

\bibitem{dantzig} G.~B. Dantzig. \newblock {\em Linear Programming and Extensions}. \newblock Princeton University Press, Princeton, NJ, 1963.

\bibitem{datta} B.~N. Datta. \newblock {\em Numerical Linear Algebra and Applications}. \newblock Brooks/Cole, Pacific Grove, CA, 1995.

\bibitem{davies} A.~J. Davies. \newblock {\em The Finite Element Method: A First Approach}. \newblock Oxford University Press, New York, 1980.

\bibitem{davis} P.~J. Davis. \newblock {\em Interpolation and Approximation}. \newblock Dover, New York, 1975. \newblock (reprint of 1963 edition).

\bibitem{davis_rab} P.~J. Davis and P.~Rabinowitz. \newblock {\em Methods of Numerical Integration}. \newblock Academic, New York, 2d edition, 1984.

\bibitem{deboor} C.~{de Boor}. \newblock {\em A Practical Guide to Splines}. \newblock Springer-Verlag, New York, 2d edition, 1984.

\bibitem{dejong} M.~L. DeJong. \newblock {\em Introduction to Computational Physics}. \newblock Addison-Wesley, Reading, MA, 1991.

\bibitem{delves} L.~M. Delves and J.~L. Mohamed. \newblock {\em Computational Methods for Integral Equations}. \newblock Cambridge University Press, New York, 1985.

\bibitem{demmel} J.~W. Demmel, M.~T. Heath, and H.~A. {van der Vorst}. \newblock Parallel numerical linear algebra. \newblock {\em Acta Numerica}, 2:111--197, 1993.

\bibitem{nl2sol} J.~Dennis, D.~Gay, and R.~Welsch. \newblock An adaptive nonlinear least squares algorithm. \newblock {\em ACM Trans. Math. Software}, 7:348--383, 1981.

\bibitem{dennis_more} J.~E. Dennis and J.~J. {Mor\'{e}}. \newblock Quasi-{Newton} methods, motivation and theory. \newblock {\em SIAM Review}, 19:46--89, 1977.

\bibitem{dennis_schnabel} J.~E. Dennis and R.~B. Schnabel. \newblock {\em Numerical Methods for Unconstrained Optimization and Nonlinear Equations}. \newblock SIAM, Philadelphia, PA, 1996. \newblock (reprint of 1983 edition).

\bibitem{deuflhard} P.~Deuflhard. \newblock Recent progress in extrapolation methods for ordinary differential equations. \newblock {\em SIAM Review}, 27:505--535, 1985.

\bibitem{deuflhard_hohmann} P.~Deuflhard and A.~Hohmann. \newblock {\em Numerical Analysis: A First Course in Scientific Computation}. \newblock Walter de Gruyter, New York, 1995.

\bibitem{devries} P.~L. DeVries. \newblock {\em A First Course in Computational Physics}. \newblock John Wiley \& Sons, New York, 1994.

\bibitem{dierckx} P.~Dierckx. \newblock {\em Curve and Surface Fitting with Splines}. \newblock Oxford University Press, New York, 1993.

\bibitem{blas3} J.~Dongarra, J.~DuCroz, I.~S. Duff, and S.~Hammarling. \newblock A set of level-3 basic linear algebra subprograms. \newblock {\em ACM Trans. Math. Software}, 16:1--28, 1990.

\bibitem{blas2} J.~Dongarra, J.~DuCroz, S.~Hammarling, and R.~J. Hanson. \newblock An extended set of {Fortran} basic linear algebra subprograms. \newblock {\em ACM Trans. Math. Software}, 14:1--32, 1988.

\bibitem{linpack} J.~J. Dongarra, J.~R. Bunch, C.~B. Moler, and G.~W. Stewart. \newblock {\em {LINPACK} User's Guide}. \newblock SIAM, Philadelphia, PA, 2d edition, 1979.

\bibitem{dongarra} J.~J. Dongarra, I.~S. Duff, D.~C. Sorensen, and H.~A. {van der Vorst}. \newblock {\em Solving Linear Systems on Vector and Shared Memory Computers}. \newblock SIAM, Philadelphia, PA, 1990.

\bibitem{ijk} J.~J. Dongarra, F.~G. Gustavson, and A.~Karp. \newblock Implementing linear algebra algorithms for dense matrices on a vector pipeline machine. \newblock {\em SIAM Review}, 26:91--112, 1984.

\bibitem{dormand} J.~R. Dormand. \newblock {\em Numerical Methods for Differential Equations}. \newblock CRC Press, Boca Raton, FL, 1996.

\bibitem{douglas} C.~C. Douglas. \newblock Multigrid methods in science and engineering. \newblock {\em IEEE Comput. Sci. Engr.}, 3(4):55--68, 1996.

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\bibitem{duhamel} P.~Duhamel and M.~Vetterli. \newblock Fast {Fourier} transforms: A tutorial review and a state of the art. \newblock {\em Signal Processing}, 19:259--299, 1990.

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\bibitem{engels} H.~Engels. \newblock {\em Numerical Quadrature and Cubature}. \newblock Academic, New York, 1980.

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\bibitem{etter} D.~M. Etter. \newblock {\em Engineering Problem Solving with {MATLAB}}. \newblock Prentice Hall, Upper Saddle River, NJ, 2d edition, 1997.

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\bibitem{evans_g} G.~Evans. \newblock {\em Practical Numerical Integration}. \newblock John Wiley \& Sons, New York, 1993.

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\bibitem{fang} S.-C. Fang and S.~Puthenpura. \newblock {\em Linear Optimization and Extensions}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1993.

\bibitem{farebrother} R.~W. Farebrother. \newblock {\em Linear Least Squares Computations}. \newblock Marcel Dekker, New York, 1987.

\bibitem{fatunla} S.~O. Fatunla. \newblock {\em Numerical Methods for Initial Value Problems in Ordinary Differential Equations}. \newblock Academic, New York, 1988.

\bibitem{fiacco} A.~V. Fiacco and G.~P. McCormick. \newblock {\em Nonlinear Programming: Sequential Unconstrained Minimization Techniques}. \newblock SIAM, Philadelphia, PA, 1990. \newblock (reprint of 1968 edition).

\bibitem{fishman} G.~S. Fishman. \newblock {\em {Monte Carlo:} Concepts, Algorithms, and Applications}. \newblock Springer-Verlag, New York, 1996.

\bibitem{fletcher} R.~Fletcher. \newblock {\em Practical Methods of Optimization}. \newblock John Wiley \& Sons, New York, 2d edition, 1987.

\bibitem{fornberg} B.~Fornberg. \newblock {\em A Practical Guide to Pseudospectral Methods}. \newblock Cambridge University Press, New York, 1996.

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\bibitem{garcia} A.~L. Garcia. \newblock {\em Numerical Methods for Physics}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1994.

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\bibitem{gay} D.~M. Gay. \newblock Subroutines for unconstrained minimization using a model/trust region approach. \newblock {\em ACM Trans. Math. Software}, 9:503--534, 1983.

\bibitem{gear} C.~W. Gear. \newblock {\em Numerical Initial Value Problems in Ordinary Differential Equations}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1971.

\bibitem{gear2} C.~W. Gear. \newblock Numerical solution of ordinary differential equations: {Is} there anything left to do? \newblock {\em SIAM Review}, 23:10--24, 1981.

\bibitem{george_liu} A.~George and J.~W.-H. Liu. \newblock {\em Computer Solution of Large Sparse Positive Definite Systems}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1981.

\bibitem{gerald_wheatley} C.~F. Gerald and P.~O. Wheatley. \newblock {\em Applied Numerical Analysis}. \newblock Addison-Wesley, Reading, MA, 5th edition, 1994.

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\bibitem{goldberg} D.~Goldberg. \newblock What every computer scientist should know about floating-point arithmetic. \newblock {\em ACM Computing Surveys}, 18(1):5--48, March 1991.

\bibitem{goldfarb} D.~Goldfarb. \newblock Algorithms for unconstrained optimization: A review of recent developments. \newblock In W.~Gautschi, editor, {\em Mathematics of Computation 1943--1993: A Half Century of Computational Mathematics}, volume~48 of {\em Proc. Symp. Appl. Math.}, pages 33--48. Amer. Math. Soc., 1993.

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\bibitem{goldstine} H.~H. Goldstine. \newblock {\em A History of Numerical Analysis from the 16th through the 19th Century}. \newblock Springer-Verlag, New York, 1977.

\bibitem{golub} G.~H. Golub. \newblock Numerical methods for solving linear least squares problems. \newblock {\em Numer. Math.}, 7:206--216, 1965.

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\bibitem{golub_ortega} G.~H. Golub and J.~M. Ortega. \newblock {\em Scientific Computing and Differential Equations}. \newblock Academic, New York, 2d edition, 1992.

\bibitem{golub_vanloan} G.~H. Golub and C.~F. {Van Loan}. \newblock {\em Matrix Computations}. \newblock Johns Hopkins University Press, Baltimore, MD, 3d edition, 1996.

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\bibitem{gottlieb} D.~Gottlieb and S.~A. Orszag. \newblock {\em Numerical Analysis of Spectral Methods}. \newblock SIAM, Philadelphia, PA, 1977.

\bibitem{gould} H.~Gould and J.~Tobochnik. \newblock {\em An Introduction to Computer Simulation Methods}. \newblock Addison-Wesley, Reading, MA, 2d edition, 1996.

\bibitem{goult} R.~J. Goult, R.~F. Hoskins, J.~A. Milner, and M.~J. Pratt. \newblock {\em Computational Methods in Linear Algebra}. \newblock John Wiley \& Sons, New York, 1974.

\bibitem{gourlay} A.~R. Gourlay and G.~A. Watson. \newblock {\em Computational Methods for Matrix Eigenproblems}. \newblock John Wiley \& Sons, New York, 1973.

\bibitem{grandine} T.~A. Grandine. \newblock {\em The Numerical Methods Programming Projects Book}. \newblock Oxford University Press, New York, 1990.

\bibitem{graps} A.~Graps. \newblock An introduction to wavelets. \newblock {\em IEEE Comput. Sci. Engr.}, 2(2):50--61, 1995.

\bibitem{gupta} G.~K. Gupta, R.~Sacks-Davis, and P.~E. Tischer. \newblock A review of recent developments in solving {ODE}s. \newblock {\em ACM Computing Surveys}, 17:5--47, 1985.

\bibitem{gustafsson} B.~Gustafsson, H.-O. Kreiss, and J.~Oliger. \newblock {\em Time Dependent Problems and Difference Methods}. \newblock John Wiley \& Sons, New York, 1995.

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\bibitem{hackbusch} W.~Hackbusch. \newblock {\em Iterative Solution of Large Sparse Systems of Equations}. \newblock Springer-Verlag, New York, 1994.

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\bibitem{hager} W.~Hager. \newblock {\em Applied Numerical Linear Algebra}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1988.

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\bibitem{hall} C.~A. Hall and T.~A. Porsching. \newblock {\em Numerical Analysis of Partial Differential Equations}. \newblock Prentice Hall, Englewood Cliffs, NJ, 1990.

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