Here are some useful reference books. The first one is actually available
in its entirety online
for free (see www.nr.com). It
includes lots of useful subroutines.
· Numerical Recipes (there are FORTRAN, FORTRAN 90, C, and C++
versions.
W.H. Press, B.P. Flannery, S.A.Teukolsky, and W.T.Vetterling
(Cambridge Univ. Press, Cambridge)
· Computational Physics, S.E. Koonin and D.C. Meredith
(Addison-Wesley, Reading, MA)
· Computational Physics, N.J. Giordano
(Prentice Hall, Upper Saddle River, N.J.)
The Mathsoft web page (www.mathsoft.com)
has lots of links to sites with applications
written using Mathcad.
Links to sites dealing with scientific computing may be found at Prof.
Harvey Gould's web
page: http://sip.clarku.edu/
Links that include public domain libraries for scientific computing (generally in FORTRAN or C)
www.netlib.org
www.oonumerics.org/blitz/