So far I have found this very well written and clear. Could do with more questions and answers.
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Chuck Excellent book on approximation 4/5 Cheney's book on Approximation theory is one of the best. It is a nice mixture of practical algorithms and theoretical proofs. It is particularly good in covering Chebyshev in addition to least squared error approximation. The second edition is not really a second edition, it is more a corrected version with slightly updated references.