Calculus is a very important part of every undergraduate mathematics course. There are a number of excellent textbooks on calculus, including the classic textbook by Spivak and the more comprehensive course by Adams and Essex:
- Spivak, M. (2006). Calculus. 3rd ed. Cambridge: Cambridge University Press
- Adams, R. and Essex, C. (2018). Calculus: A Complete Course. 9th ed. Don Mills, Ont: Pearson.Guassian
A good source for numerical differentiation and integration is the classic Numerical Recipes book, which gives a comprehensive description of how to solve many computational problems in C++, including a summary of the theory:
- Press, W., Teukolsky, S., Vetterling, W. and Flannery, B. (2007). Numerical recipes: The Art of Scientific Computing. 3rd ed. Cambridge: Cambridge University Press