While Numerical Recipes has certainly earned its place in the history of the genre, it is only fair to point out that it is very out-dated by now, and that the example code is neither particularly well-written (from a software development point of view) nor freely usable in your own projects.

As others have suggested, something like Golub and Van Loan is a better choice. The technical notes to go with the LAPACK library, and similar documents from those developing related software, are also likely to be of interest to anyone doing this stuff seriously.

I've heard good things about this one, as well as _Linear Algebra for Everyone_. http://amzn.com/8847018382

From the book's intro:

>But, suppose we asked a professional mathematician to step back a bit from his habitual way of speaking and write in a more linear fashion? And suppose we even asked more, for example, that he make his writing lively? ... The purpose of this book is to furnish the reader with the first mathemat- ical tools needed to understand one of the pillars of modern mathematics, i.e. linear algebra. The text has been written by a mathematician who has tried to step out of his usual character in order to speak to a larger public. He has also taken up the challenge of trying to make accessible to everyone the first ideas and the first techniques of a body of knowledge that is fundamental to all of science and technology.