Useful references:

• Documents and Manuals
  • A MATLAB primer
  • Linear Algebra Glossary
  • The NEOS guide to optimization technology at the Optimization Technology Center.
  • Mathematical Programming Glossary (by H. J. Greenberg).
• Software
  • The NEOS server for solving optimization problems remotely over the Internet at the Optimization Technology Center.
  • Decision Tree for Optimization Software (by H. D. Mittelmann and P. Spellucci).
  • GAMS, Guide to Available Mathematical Software.
  • Netlib, a collection of mathematical software, papers, and databases.
  • ACM Transactions on Mathematical Software.
  • Numerical Methods resource page (mirror site at PennState).
• Newsletters and announcements
  • NA Digest
  • Wavelet Digest
  • Foundations of Computational Mathematics

Fun reference:

• Java Script Linear Algebra
• Stanford Wavelab
• Two disasters caused by computer arithmetic errors
• Kasparov vs. Deep Blue