
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&#x2F;probability&#x2F;diffeq&#x2F;etc. either discrete or continuous methods? Say one wishes to understand how linear algebra or statistics libraries are written.
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ThePhysicist
During my time at university, "Numerical Recipes"
([https://de.wikipedia.org/wiki/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...](https://de.wikipedia.org/wiki/The_Art_of_Computer_Programming))
which has one book dedicated to numerical algorithms as well.

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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.

