Gill, Jeff, Micah Altman, and Michael McDonald. Numerical Issues in Statistical Computing for the Social Scientist. John Wiley & Sons, 2003.
Notes:"A compact guide to the voluminous literature on optimisation,
numerical analysis, and computational statistics. This is no small achievement." -Statistical Software Newsletter in Computational Statistics and Data Analysis.
See also the review in JASA, June 2005. Software Resources, Table of Contents and Two Sample Chapters, Technometrics Review, ACM Review,SciTech Book News Review, Choice Review, Computational Statistics and Data Analysis Review, Journal of Statistical Software Review, Statistical Methods in Medical Research Review, Journal of Statistical Computation and Simulation Review, Corrigenda.