Reading list#

This page collects written material which may be useful before the course starts. Some of the online links below require you to authenticate using your Imperial institutional log in, so will only work once you have enrolled with the College.

Numerical Programming in Python#

A Primer on Scientific Programming with Python, by Hans Petter Langtangen
Algorithms, by Robert Sedgewick and Kevin Wayne
Bits and bugs, by Thomas Huckle and Tobias Neckel

Computational Mathematics#

Practical Numerical Methods with Python by Lorena Barba, Ian Hawke and Bernard Knappen
Numerical Methods with Python 3 by Jaan Kiusalaas
A First Course in the Numerical Analysis of Differential Equations by Arieh Iserles
Numerical Linear Algebra by Lloyd N. Trefethen & David Bau III
Finite Volume Methods for Hyperbolic Problems by Randall LeVeque
Finite Elements & Fast Iterative Solvers: with Applications in Incompressible Fluid Dynamics by Howard Elman, David Silvester & Andy Wathen
Computational Methods for Fluid Dynamics by Joel Ferziger and Milovan Peric
Fundamentals of Engineering Numerical Analysis by Parviz Moin

Deep Learning#

Pattern Recognition and Machine Learning by Christoper M. Bishop
Deep Learning by Iann Goodfellow, Yoshua Bengio and Aaron Courville

Environmental Data#

to be updated

Inversion and Optimization#

Numerical Optimization by Jorge Nocedal & Stephen J. Wright
Iterative Methods for Linear and Nonlinear Equations by C. T. Kelley
Iterative Methods for Optimization by C. T. Kelley

Advanced Programming#

C++ Primer by Stanley Lippman, Josee Laioie and Barbara E. Moo
A Tour of C++ by Bjarne Stroustrup
Programming - Principles and Practise Using C++ by Bjarne Stroustrup

Big Data#