I am trying to decide which textbook to use to self-study real analysis. I am debating between http://www.amazon.com/Elementary-Classical-Analysis-Jerrold-Marsden/dp/0716721058 and http://www.amazon.com/Principles-Mathematical-Analysis-Third-Walter/dp/007054235X/ref=ed_oe_h It seems like Rudin is pretty ubiquitous on the course websites I have looked at, but I am not really sure why, seeing as the book is physically tiny and rather old. I used Marsden for complex analysis and it seemed pretty well-explained and rigorous. Can someone fill me in on why everyone uses Rudin? Has anyone used the Marsden textbook? What are the advantages and disadvantages of each?