Press W.H., Teukolsky S.A., Vetterling W.T., Flannery B.P. Numerical Recipes in C. The art of scientific computing

2nd ed. — Cambridge University Press, 1997. — 994 p. — ISBN 0-521-43108-5.Our aim in writing the original edition of Numerical Recipes was to provide a book that combined general discussion, analytical mathematics, algorithmics, and actual working programs. The success of the first edition puts us now in a difficult, though hardly unenviable, position. We wanted, then and now, to write a book that is informal, fearlessly editorial, unesoteric, and above all useful. There is a danger that, if we are not careful, we might produce a second edition that is weighty, balanced, scholarly, and boring.Solution of linear algebraic equations.
Interpolation and extrapolation.
Integration of functions.
Evaluation of functions.
Special functions.
Random numbers.
Sorting.
Root finding and nonlinear sets of equations.
Minimization or maximization of functions.
Eigensystems.
Fast Fourier Transform.
Fourier and spectrum applications.
Statistical description of data.
Modeling of data.
Integration for ordinary differential equations.
Two point boundary value problems.
Integral equations and inverse theory.
Partial differential equations.
Less-Numerical algorithms.