Some good books...
Textbook: R. Sedgewick, Algorithms in C, 3rd ed, 1997.
More C: D. Hanson, C Interfaces and Implementations, 1997.
Math bottom line + references & timings: R. Baeza-Yates & G. Gonnet, Handbook of algorithms and Data Structures, 2nd ed, 1991.
THE BOOK on analysis of algorithms: Knuth, Art of Computer Programming. Vol 1, 3rd ed, 1997, Vol 3, 1973.