References

The references below are grouped by algorithm.

Title Authors Publication/Publisher
The Metropolis Algorithm (PDF) Isabel Beichl and Francis Sullivan Computing in Science and Engineering, Vol. 2, No. 1
Equations of State Calculations by Fast Computing Machines N. Metropolis, A. Rosenbluth, M. Rosenbluth, A. Teller, E. Teller J. Chem. Physics 21 1087-1091
Monte-Carlo Sampling Methods using Markov Chains and Their Applications W. Hastings Biometrika 57 (1970) 97-109
Optimal Monte Carlo Sampling Using Markov Chains P. Peskun Biometrika 60 (1973) 607-612
Monte Carlo Techniques in Scientific Computing J. Liu Springer-Verlag, N.Y., 2001
Monte Carlo: Concepts, Algorithms and Applications G. Fishman Springer-Verlag, N.Y., 1996
What do We Know About the Metropolis Algorithm? Persi Diaconis and L. Saloff-Coste Jour. Computer and System Sciences 57 20-36
Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms G. Roberts, A. Gelman, W. Gilks Ann. Appl. Probab. 7 110-120
A Geometric Interpretation of the Metropolis Algorithm L. Billera and Persi Diaconis Stastical Science, 2001, 1-5
The Decompositional Approach to Matrix Computation (PDF) G.W. Stewart Computing in Science and Engineering, Vol. 2, No. 1
The (Dantzig) Simplex Method for Linear Programming (PDF) John C. Nash Computing in Science and Engineering, Vol. 2, No. 1
A Perspective on Quicksort (PDF) Joseph JaJa Computing in Science and Engineering, Vol. 2, No. 1
Quicksort C. Hoare Comm. ACM 4 321-322, Computer J. 5 (1962) 10-15
Quicksort R. Sedgewick Garland, N.Y. (1978)
The Art of Computer Programming, Vol. III, 3rd Ed. Donald E. Knuth
Algorithms in C, 3rd Ed. R. Sedgewick Addison-Wesley (1998)
Engineering a Sort Function J. Bently and D. McIlroy Software Practice and Experience Jan 1993
Sorting/Searching Strings J. Bently and R. Sedgewick SODA (1997) Dr. Dobbs Journal, April and November 1998
The Fortran I Compiler (PDF) David Padua Computing in Science and Engineering, Vol. 2, No. 1
Krylov Subspace Iteration (PDF) Henk A. van der Vorst Computing in Science and Engineering, Vol. 2, No. 1
The FFT: An Algorithm the Whole Family Can Use (PDF) Daniel N. Rockmore Computing in Science and Engineering, Vol. 2, No. 1
The QR Algorithm (PDF) Beresford N. Parlett Computing in Science and Engineering, Vol. 2, No. 1
Integer Relation Detection (PDF) David H. Bailey Computing in Science and Engineering, Vol. 2, No. 1
The Fast Multipole Algorithm (PDF) John Board and Kalus Schulten Computing in Science and Engineering, Vol. 2, No. 1