Books
This is a list of books that might be interesting for you:
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Numerical Recipes: The Art of Scientific Computing
William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery This is “the bible” for programming efficient algorithms. |
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Matrix Computations
Gene H. Golub 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. |