John R. Rice 
Numerical Methods in Software and Analysis [PDF ebook] 

Numerical Methods, Software, and Analysis, Second Edition introduces science and engineering students to the methods, tools, and ideas of numerical computation. Introductory courses in numerical methods face a fundamental problem-there is too little time to learn too much. This text solves that problem by using high-quality mathematical software. In fact, the objective of the text is to present scientific problem solving using standard mathematical software. This book discusses numerous programs and software packages focusing on the IMSL library (including the PROTRAN system) and ACM Algorithms. The book is organized into three parts. Part I presents the background material. Part II presents the principal methods and ideas of numerical computation. Part III contains material about software engineering and performance evaluation. A uniform approach is used in each area of numerical computation. First, an intuitive development is made of the problems and the basic methods for their solution. Then, relevant mathematical software is reviewed and its use outlined. Many areas provide extensive examples and case studies. Finally, a deeper analysis of the methods is presented as in traditional numerical analysis texts. – Emphasizes the use of high-quality mathematical software for numerical computation- Extensive use of IMSL routines- Features extensive examples and case studies