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A rather subjective question, I admit, but I'm looking for a recommendation for a textbook to help me improve my understanding of mathematical analysis.

I come from a computing background, with a University level degree. My high-school mathematics was all focused on mechanics/physics rather than pure maths and statistics. I've followed formal undergraduate courses on signal processing, and informal postgraduate lecture series subsequently - for personal interest, not credit. I feel confident that I have the skills to digest any well-written undergraduate or masters-level text.

I recognise that I am (relatively) weak with respect to analysis when I read the Wikipedia pages for subjects such as:

I am interested to bolster my understanding of the principles of mathematical analysis and to go on from this to improve my understanding of distributions and how they relate to both analytic and non-analytic functions. While I recognise the value of proofs, and I'm not looking for a reference book from which to crib formulae, my principal interest is in the practical application of theory rather than its elegant abstract justification. For this reason, I'm drawn more to presentations with intuitive over formal justifications for theorems.


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3 Answers

At the very least you should start with Rudin's Principles of Mathematical Analysis. It is abstract, it is formal, but with many things mathematical, the devil is in the details. "Intuition" can easily lead you astray if you are not prepared to back it up with solid understanding. (Intuition is also usually developed after doing a lot of homework problems ;p.)

Then, since you are interested in developing "pure" intuition, I would suggest reading through Counterexamples in Analysis by Gelbaum and Olmsted. Analysis is largely naively intuitive... except where it is not. And if you want to come to an understanding of mathematical analysis by acquiring intuition, it is better to be forewarned about where your intuitions may go wrong.

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Many thanks for the suggestions - both look as if they're appropriate... now I've some Xmas reading. BTW: I hadn't intended to show an absolute aversion to rigour (I don't consider myself a complete lightweight) just that, on this subject, for now, I prefer to read pragmatic expositions to pedantic ones. –  aSteve Dec 2 '11 at 15:15
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I do not know your background, you are now student or graduated, but if you want to understand and have solid background on Analysis, as Willie Wong said, Rudin's Principle of Mathematical Analysis is the best one. However I think you should have a look at Mathematical Analysis by Zorich, published by Springer in the Universitext serie. This two volume covers from the basis to quite hard topics.

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I graduated 15 years ago... but have worked developing non-trivial software since, so I've not vegetated - as such. Computing graduates are stereotypically adverse to maths - engaging only with what is absolutely necessary. I'd like to think I'm above average, mathematically speaking, but I'm not practised and there are patches of my recall that are hazy. I've glanced through the contents pages of Zorich, and most of the first book is familiar as is a little of the second. –  aSteve Dec 2 '11 at 15:56
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For distributions and mollifiers you might want to check out "Functional Analysis and Applications" by Kesavan.

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On Amazon, I can find "Nonlinear Functional Analysis: A First Course" by S Kesavan - and titles including "Functional Analysis and Applications" by various other authors... but not that book. –  aSteve Dec 2 '11 at 15:23
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