An elementary introduction to the non-perturbative renormalization group is presented mainly in the context of statistical mechanics. No prior knowledge of field theory is necessary. The aim is this article is not to give an extensive overview of the subject but rather to insist on conceptual aspects and to explain in detail the main technical steps. It should be taken as an introduction to more advanced readings.Comment: 56 page

This article is devoted to the study of the critical properties of classical XY and Heisenberg frustrated magnets in three dimensions. We first analyze the experimental and numerical situations. We show that the unusual behaviors encountered in these systems, typically nonuniversal scaling, are hardly compatible with the hypothesis of a second order phase transition. Moreover, the fact that the scaling laws are significantly violated and that the anomalous dimension is negative in many cases provides strong indications that the transitions in frustrated magnets are most probably of very weak first order. We then review the various perturbative and early nonperturbative approaches used to investigate these systems. We argue that none of them provides a completely satisfactory description of the three-dimensional critical behavior. We then recall the principles of the nonperturbative approach -the effective average action method -that we have used to investigate the physics of frustrated magnets. First, we recall the treatment of the unfrustrated -O(N ) -case with this method. This allows to introduce its technical aspects. Then, we show how this method unables to clarify most of the problems encountered in the previous theoretical descriptions of frustrated magnets. Firstly, we get an explanation of the long-standing mismatch between different perturbative approaches which consists in a nonperturbative mechanism of annihilation of fixed points between two and three dimensions. Secondly, we get a coherent picture of the physics of frustrated magnets in qualitative and (semi-) quantitative agreement with the numerical and experimental results. The central feature that emerges from our approach is the existence of scaling behaviors without fixed or pseudo-fixed point and that relies on a slowing-down of the renormalization group flow in a whole region in the coupling constants space. This phenomenon allows to explain the occurence of generic weak first order behaviors and to understand the absence of universality in the critical behavior of frustrated magnets.