Numerical Recipes has both sound theory exposition and working code (yes, with some bugs here and there).  This blog post has neither.  Nor, to my knowledge, does any other single reference out there.  It's easily the best "how to think about numerics work" text I know; if you have a better one please point me there.<p>It's easy for a  wonk to flame about something as pedestrian as a how-to text for working scientists, but it's really not helpful.