The product of a unique collaboration among four leading scientists in academic research and industry, Numerical Recipes is a comprehensive text and reference work on scientific computing. Thoroughly self-contained, it proceeds from mathematical and theoretical considerations to actual, practical computer routines. This new version incorporates completely new C++ versions of the more than 300 Numerical Recipes Second Edition routines widely recognized as the most accessible and practical basis for scientific computing, in addition to including the full mathematical and explanatory contents of Numerical Recipes in C. Key
Very useful, if you just need to implement something and don't want to make the research all on your own and from scratch. Some source code examples use Macros, which seem to be relics from the old book (e.g. SQR(x), which seems to ((x)*(x)) ) But useful anyhow...
don't use it as a refined library. authors make a lot of shortcuts to keep things simple and use some bad programming practices (comparing to boost for example). Still, I ran the code on computers with 160k CPUs and can be used out of the box in most cases.