In 1993, Prof. L.N. Trefethen published a NA-net posting with a list of thirteen paper he used for teaching the seminar Classic Papers in Numerical Analysis.
In Trefethen's words, … this course provided a satisfying vison of the broad scope of numerical analysis and the sense of excitement at what a diversity of beautiful and powerful ideas have been invented in this field.
Prof. Trefethen's list (links):
- Cooley & Tukey (1965) the Fast Fourier Transform
- Courant, Friedrichs & Lewy (1928) finite difference methods for PDE
- Householder (1958) QR factorization of matrices
- Curtiss & Hirschfelder (1952) stiffness of ODEs; BD formulas
- de Boor (1972) calculations with B-splines
- Courant (1943) finite element methods for PDE
- Golub & Kahan (1965) the singular value decomposition
- Brandt (1977) multigrid algorithms
- Hestenes & Stiefel (1952) the conjugate gradient iteration
- Fletcher & Powell (1963) optimization via quasi-Newton updates
- Wanner, Hairer & Norsett (1978) order stars and applications to ODE
- Karmarkar (1984) interior pt. methods for linear prog.
- Greengard & Rokhlin (1987) multipole methods for particles
Most readers of this note, according Prof. Trefethen, will have thought of other classic authors and papers that should have been on the list.
The question is: In your opinion, what are other classic authors and papers that should be in a must read list of papers in numerical analysis?
Best Answer
Metropolis N, Ulam S (1949) The Monte Carlo method J. Am. Stat. Assoc. 44:335-341
Marsaglia G (1968) Random numbers fall mainly in the planes. Proc. Natl. Acad. Sci. USA 61:25-28