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"Numerical Recipes in C. The
Art of Scientific Computing" by Press, Teukolsky, Vetterling, & Flannery
For the scientist, this book is better than a degree in mathematics. Yes, there are code
snippets here for everything from FFT to statistics, but that is only part of the value of
this book. The concepts and equations are generally well presented, but as tools, not as
theorems to be proven. In many ways, the code examples are secondary. I confess to having
translated their C code for an FFT into Visual Basic, but I also find this book better for
statistics than many mathematics books on the subject. The math presented here is meant to
be used. If you are involved in the quantitative evaluation of your data, this book
belongs on your bookshelf, even if you are not the one doing the programming.
The cookbook is also available as Numerical
Recipes in C++. A CD-ROM containing the C and C++ source for the examples is also
available.
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