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.
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.
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.
ThePhysicist|5 years ago
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|5 years ago
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.