> The reference you are looking for (includes executable C++) is Numerical Recipes by William Press et al.
I bought this book hoping it would be to floating point what Hacker's Delight is to integers.
It is not that.
I'm not really sure what it is. Most of the numerical algorithms I wanted weren't included at all. Those that were, like random number generation, were out of date and covered with much less rigor than you can find online with some Googling. IIRC their algorithm for generating a random float in the range [0,1] is just wrong.
The book does indeed include executable C++. But the C++ it includes is a travesty. It's C++ written by someone who sort of understood C.
Anyway I did not like it. :)