TITLE: "Must read" papers in numerical analysis
QUESTION [35 upvotes]: 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?

REPLY [2 votes]: Any mention of de Boor should also include Jos Stam's work: http://www.dgp.toronto.edu/~stam/reality/Research/pub.html
(Especially his siggraph 1999 course notes, which cover a number of useful approaches for dealing with b-splines.)