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-'''LAPACK User's Guide'''
E. Anderson, Z. Bai, C. Bischof, Demmel J., J. Dongarra

ISBN: ISBN:0898713455

For those who want to know how the linear algebra module really works.

'''Numerical Recipes in C'''
William H. Press, Saul A. Teukolsky, William T. Vetterling

ISBN: ISBN:0521431085

"One of the big problems in computational science is that most users of
numerical methods have no training at all in that business,
whereas the experts in numerical analysis make no effort to
explain their work to non-specialists. Numerical Recipes tries
to be the bridge between the two worlds; it's not perfect, but
there's nothing better.  My recommendation is to read
Numerical Recipes to learn about the methods, but not to use
the code for real-life work. There are much better libraries
around for almost any application."
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