Over the years I find myself often referring back to Numerical Recipes, The Art of Scientific Computation now in it's third edition by Press, et. al. I realize that for practically any topic covered by this book that there are more heavily optimized solutions available in the best numerical libraries, but this book nicely rounds out my reference books with clear and easy to understand coverage of subjects I don't know. (e.g. Savitzky-Golay Smoothing Filters). I enjoy reading this book.
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Numerical Recipes: The Art of Scientific Computing
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