The art of computer programmingVol. 2: Seminumerical algorithms
"The Bible of all fundamental algorithms and the work that taught many of today's software developers most of what they know about computer programming." - "Byte", September 1995. "I can't begin to tell you how many pleasurable hours of study and recreation they have afforded me!
I have pored over them in cars, restaurants, at work, at home... and even at a Little League game when my son wasn't in the line-up." - Charles Long.
If you think you're a really good programmer... read [Knuth's] "Art of Computer Programming"... You should definitely send me a resume if you can read the whole thing." - Bill Gates. "It's always a pleasure when a problem is hard enough that you have to get the Knuths off the shelf.
I find that merely opening one has a very useful terrorizing effect on computers." - Jonathan Laventhol.
The second volume offers a complete introduction to the field of seminumerical algorithms, with separate chapters on random numbers and arithmetic.
The book summarizes the major paradigms and basic theory of such algorithms, thereby providing a comprehensive interface between computer programming and numerical analysis.Particularly noteworthy in this third edition is Knuth's new treatment of random number generators, and his discussion of calculations with formal power series.