Chapter 7 starts out with a physics motivation, as well as a mathematical statement of the problems that will be tackled in later sections. Newton-Cotes integration methods are first studied ad hoc, via Taylor expansions and, second, building on the interpolation machinery of the previous chapter. Standard techniques like the trapezoid rule and Simpson’s rule are introduced, including the Euler-Maclaurin summation formula. The error behavior is employed to produce an adaptive-integration routine and also, separately, to introduce the topic of Romberg integration. The theme of integration from interpolation continues, when Gauss-Legendre quadrature is explicitly derived, including the integration abscissas, weights, and error behavior. Emphasis is placed on analytic manipulations that can help the numerical evaluation of integrals. The chapter then turns to Monte Carlo, namely stochastic integration: this is painstakingly introduced for one-dimensional problems, and then generalized to the real-world problem of multidimensional integration. The chapter is rounded out by a physics project, on variational Monte Carlo for many-particle quantum mechanics, and a problem set.

Chapter 2: Linearly independent lists of vectors that span a vector space are of special importance. They provide a bridge between the abstract world of vector spaces and the concrete world of matrices. They permit us to define the dimension of a vector space and motivate the concept of matrix similarity.

The objective of this chapter is to extend the ad hoc least squares method of somewhat arbitrarily selected base functions to a more generic method applicable to a broad range of functions – the Fourier series, which is an expansion of a relatively arbitrary function (with certain smoothness requirement and finite jumps at worst) with a series of sinusoidal functions. An important mathematical reason for using Fourier series is its “completeness” and almost guaranteed convergence. Here “completeness” means that the error goes to zero when the whole Fourier series with infinite base function is used. In other words, the Fourier series formed by the selected sinusoidal functions is sufficient to linearly combine into a function that converges to an arbitrary continuous function. This chapter on Fourier series will lay out a foundation that will lead to Fourier Transform and spectrum analysis. In this sense, this chapter is important as it provides background information and theoretical preparation.