Online books
Scientific Computing:
- Cleve Moler (MathWorks), Numerical Computing with MATLAB
- Morten Hjorth-Jensen (University of Oslo), Computational Physics
- Eric Ayars (California State University, Chico), Computational Physics with Python
- Victor Eijkhout (University of Texas at Austin), Introduction to High-Performance Scientific Computing
Mathematics:
- James Nearing, Mathematical Tools for Physics, Dover Publications, 2010.
- Michael Stone and Paul Goldbart, Mathematics for Physics (also here), Cambridge University Press, 2009.
- Herbert Wilf, Mathematics for the Physical Sciences, Dover Publications, 2006.
- Gilbert Strang, Calculus Online Textbook, MIT OpenCourseWare, 2005.
Dimensional analysis and approximation:
- Sanjoy Mahajan, Street-Fighting Mathematics - The Art of Educated Guessing and Opportunistic Problem Solving
- Sanjoy Mahajan, Lies and Damn Lies: The Art of Approximation in Science
- Peter Goldreich, Sanjoy Mahajan, Sterl Phinney, Order-of-Magnitude Physics