Ask HN: Books on how to implement math calculations

[lvlvlv]

Are there any well-known or hidden gem books on how to implement, for example, linear algebra/probability/diffeq/etc. either discrete or continuous methods? Say one wishes to understand how linear algebra or statistics libraries are written.

[ThePhysicist]

During my time at university, "Numerical Recipes" (https://de.wikipedia.org/wiki/Numerical_Recipes) was always the gold standard for implementations of standard / common numerical algorithmis.

Then of course there is "The Art of Computer Programming" (https://de.wikipedia.org/wiki/The_Art_of_Computer_Programmin...) which has one book dedicated to numerical algorithms as well.

[giantg2]

If you want to know how they are written, you could look at the library source for any open source ones.

If you want to actually implement, then I would say "don't". The libraries should be accurate and exposed to mass scrutiny with their use throughout the industry.