Numerical Recipes in C: The Art of Scientific Computing

I totally agree with another reviewer that the biggest drawback of numerical recipes (NR) is that first you have to buy them to see whether you need it or not afterall. Linux these days is way more user-friendly than it used to be. If you have fedora or ubuntu, get gsl with one line On fedora: yum install gsl gsl-devel On ubuntu: sudo apt-get install gsl-bin gsl-ref-html That's it, people! What can be harder! GSL documentation is free online, but you can order a book as well. GNU Scientific Library Reference Manual - 2nd Edition P.S. also GSL library can be used together with c++ code.