It won't hurt to check that with the "bible of programming", old and new testament, so to say ;-)) :

- Donald Knuth, The Art of Computer Programming
Depending on your problem there is Vol.1 (Numerical Algorithms), Vol.2 (Seminumerical Algorithms) and Vol.3 (Sorting and Searching)

- Robert Sedgewick, Algorithms in C
Covering only C but for purely mathematical problems this should be the same more or less.

Here is another way: switch to a language more suited for achieving calculation power than C - use FORTRAN! I don't think that the mathlib of FORTRAN 77 has ever been beaten for speed.

bakunin