Numerical Recipes is the generic title of a series of books on algorithms and numerical analysis by William H. Press, Saul A. Teukolsky, William T. Vetterling and Brian P. Flannery. In various editions, the books have been in print since 1986. The most recent edition was published in 2007. In 2015 Numerical Recipes sold its historic two-letter domain name nr.com and became numerical.recipes instead.
Overview
The Numerical Recipes books cover a range of topics that include both classical numerical analysis, signal processing, statistical treatment of data, and a few topics in machine learning. The writing style is accessible and has an informal tone. The emphasis is on understanding the underlying basics of techniques, not on the refinements that may, in practice, be needed to achieve optimal performance and reliability. Few results are proved with any degree of rigor, although the ideas behind proofs are often sketched, and references are given. Importantly, virtually all methods that are discussed are also implemented in a programming language, with the code printed in the book. Each version is keyed to a specific language. According to the publisher, Cambridge University Press, the Numerical Recipes books are historically the all-time best-selling books on scientific programming methods. In recent years, Numerical Recipes books have been cited in the scientific literature more than 3000 times per year according to ISI Web of Knowledge. And as of the end of 2017, the book had over 44000 citations on Google Scholar.
History
The first publication was in 1986 with the title,”Numerical Recipes, The Art of Scientific Computing”, containing code in both Fortran and Pascal; an accompanying book, “Numerical Recipes Example Book was first published in 1985. Supplemental editions followed with code in Pascal, BASIC, and C. Numerical Recipes took, from the start, an opinionated editorial position at odds with the conventional wisdom of the numerical analysis community: However, as it turned out, the 1980s were fertile years for the "black box" side, yielding important libraries such as BLAS and LAPACK, and integrated environments like MATLAB and Mathematica. By the early 1990s, when Second Edition versions of Numerical Recipes were published, it was clear that the constituency for Numerical Recipes was by no means the majority of scientists doing computation, but only that slice that lived between the more mathematical numerical analysts and the larger community using integrated environments. The Second Edition versions occupied a stable role in this niche environment. By the mid-2000s, the practice of scientific computing had been radically altered by the mature Internet and Web. Recognizing that their Numerical Recipes books were increasingly valued more for their explanatory text than for their code examples, the authors significantly expanded the scope of the book, and significantly rewrote a large part of the text. They continued to include code, still printed in the book, now in C++, for every method discussed. The Third Edition was also released as an electronic book, eventually made available on the Web for free or by paid or institutional subscription.
Criticism
Numerical Recipes is a single volume that covers very broad range of algorithms. Unfortunately that format skewed the choice of algorithms towards simpler and shorter early algorithms which were not as accurate, efficient or stable as later more complex algorithms. The first edition had also some minor bugs, which were fixed in later editions; however according to the authors for years they were encountering on the internet rumors that Numerical Recipes is "full of bugs". They attributed this to people using outdated versions of the code, bugs in other parts of the code and misuse of routines which require some understanding to use correctly. The code listings are copyrighted and commercially licensed by the Numerical Recipes authors. However, Numerical Recipes includes the following statement regarding copyrights on computer programs:
Copyright does not protect ideas, but only the expression of those ideas in a particular form. In the case of a computer program, the ideas consist of the program's methodology and algorithm, including the necessary sequence of steps adopted by the programmer. The expression of those ideas is the program source code... If you analyze the ideas contained in a program, and then express those ideas in your own completely different implementation, then that new program implementation belongs to you.
One early motivation for the GNU Scientific Library was that a free library was needed as a substitute for Numerical Recipes. Another line of criticism centers on the coding style of the books, which strike some modern readers as "Fortran-ish", though written in contemporary, object-oriented C++. The authors have defended their very terse coding style as necessary to the format of the book because of space limitations and for readability.
Titles in the series (partial list)
The books differ by edition and by the computer language in which the code is given.
