Books

This is a list of books that might be interesting for you:

Numerical Recipes: The Art of Scientific Computing

William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery
Cambridge University Press 2007

This is “the bible” for programming efficient algorithms.

Matrix Computations

Gene H. Golub
Johns Hopkins University Press 1996

Excellent book about everything you need to know about programming algorithms for matrices. Introduction to BLAS, LAPACK, etc. Decomposition methods for matrices are also described. However, you need a strong mathematical background for reading this book.

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