Ed Pegg writes the
Math Games column on the MAA website. This month he lists his favorite math
reference books. Nice list, and useful descriptions. I score four out of eighteen, myself.
Ed recommends the
Oxford User's Guide to Mathematics. Other possiblities are the essentially famous
CRC Standard Mathematical Tables and Formulae, the inexpensive
Mathematical Handbook for Scientists and Engineers, or the
Handbook of Mathematics and Computer Science.
My personal area of interest in mathematics is numerical methods. I am an engineer, not a mathematician, so the books that are most helpful to me tend to be pragmatic and easy to understand. Falling in this class more or less:
Numerical Recipes in Fortran, by William Press, Saul Teukolsky, et al. The strongest features of
Recipes are the scope and straightforward explanations. This book gets a lot of grief from more sophisticated practitioners, but the code has always worked for me. I may not be alone, because this book has remained in Amazon's top-sellers in its category for years. The authors have a
discussion group forum, and they actually do answer questions.
Recipes is available for
free, too.
Numerical Methods for Scientists and Engineers, by Richard W. Hamming. This is definitely an introductory book, and only covers a limited number of topics: zeros of nonlinear equations and polynomials, linear equations and matrix inversion, integration and least squares regression, for the most part. The real appeal of this book is not exhaustive scope, but the clarity of exposition.
Numerical Methods That (usually) Work, by Foreman S. Acton. Like Hamming's book above, this is not a comprehensive introduction to numerical methods. Instead, Acton examines what usually goes wrong in numerical computation, how to detect it and how to fix it. The style is idiosyncratic enough to bug some readers; I enjoy it. For more in the same vein, see Acton's follow-up
Real Computing Made Real, which has been inexpensively reprinted by Dover.