Hans Bruun Nielsen is

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History On ...

and Associate Professor of

Technical University of Denmark The Technical University of Denmark ( da, Danmarks Tekniske Universitet), often simply referred to as DTU, is a polytechnic university and school of engineering. It was founded in 1829 at the initiative of Hans Christian Ørsted as Denmark's fi ...

specializing in

Numerical analysis Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of ...

and the application of

numerical methods Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods th ...

Book

* Eldén, Wittmeyer-Koch, Nielsen ''Introduction to Numerical Computation - analysis and MATLAB illustrations'', 2004

Studentlitteratur Studentlitteratur is an academic publishing company based in Sweden and publishing mostly in Swedish. It is one of the largest producers of university text books and course books in Sweden. The company was established in 1963 and is based in the ...

, *
The book's Contents page
*
Formulae from the book
(E.g. order of

Cholesky decomposition In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced ) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for effici ...

computations, maximum error in Chebyshev interpolation, and maximum stable step length using Runge-Kutta.)

External links

The Hans Bruun Nielsen Informatics and Mathematical Modelling page

Nielsen's ''DACE'' software download page
Design and Analysis of Computer Experiments is a freely distributable

MATLAB MATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementation ...

toolbox for

Kriging In statistics, originally in geostatistics, kriging or Kriging, also known as Gaussian process regression, is a method of interpolation based on Gaussian process governed by prior covariances. Under suitable assumptions of the prior, kriging giv ...

approximations to computer models.
immoptibox
matlab toolbox for optimization and data fitting
More software
by HBN Year of birth missing (living people) Living people Danish mathematicians Numerical analysts {{europe-mathematician-stub