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The Symmetric Eigenvalue Problem (Classics in Applied Mathematics, 20) by Beresford N. Parlett. A droll explication of techniques that are applied to understand some of the most important engineering problems: those dealing with vibrations, buckling, and earthquake resistance. While containing substantial theory, this is an applied mathematics text that reads as if you are eavesdropping on the author talking out loud to himself. What sets it off from the crowd of math books are the inside references to Parlett's friends in the business, and the dry wit. It contains NO CODE, yet discusses algorithms in detail, describing where they are good, and where they flop. The reader must pay attention, however, and work through some of the exercises with a calculator (a spreadsheet is handier, in my view).  If you are looking for eigenvalues, this text is a necessary part of your toolkit.

Matrix Computations (Johns Hopkins Series in the Mathematical Sciences) - Gene H. Golub, Charles F. Van Loan. Heavy-duty matrix theory, required reading if you're doing matrix math.

Numerical Recipes in Fortran : The Art of Scientific Computing by William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery. This book comes in several incarnations: for C, Pascal, & Fortran 90, but I prefer this Fortran(77) original. Good examples and clear text plus code. But! read the text and try some experiments ere blindly plugging an algorithm into your program!