Numerical Recipes in C++: The Art of Scientific Computing (2nd edn)1 Numerical Recipes Example Book (C++) (2nd edn)2 Numerical Recipes Multi-Language Code CD ROM with LINUX or UNIX Single-Screen License Revised Version3

The two Numerical Recipes books are marvellous. The principal book, The Art of Scientific Computing, contains program listings for almost every conceivable requirement, and it also contains a well written discussion of the algorithms and the numerical methods involved. The Example Book provides a complete driving program, with helpful notes, for nearly all the routines in the principal book.