Scott> There's also Numerical Recipes, which is now online. The
Scott> relevant section (in Fortran; sorry)
Scott> http://cfatab.harvard.edu/nr/bookf.html section 5.11 onwards
For the C version, try <http://cfatab.harvard.edu/nr/bookc.html>: the
`home page' is <http://cfatab.harvard.edu/nr/>.
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