Besides some of the books that I've seen others suggest, I'd like to suggest the three part series by Knuth, published by Addison Wesley. The three part series is

1. Fundamental Algorithms
2. SemiNumerical Algorithms
3. Sorting and Searching

As my father would say about those books "If you learn everything in those books you'll be one smart cookie!"

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Peter L. Berghold --- Peter@Berghold.Net
"Those who fail to learn from history are condemned to repeat it."