I am not sure there is a good "intro" for a lot of this per se since many of these ideas tie to research topics in applied math. I will give a few books that se

I am not sure there is a good "intro" for a lot of this per se since many of these ideas tie to research topics in applied math. I will give a few books that seem to touch on areas related: * You first need a basic (or not so basic) numerical analysis course. * For wavelets: Mallet's "A Wavelet Tour of Signal Processing" * For spectral methods in general, a primer many people prefer is Trefethen's "Spectral Methods in MATLAB". It is introductory and you really should start here, but for its reliance on MATLAB and a matrix point of view it's not entirely practical. * For GPU computing, a slightly advanced book is "The CUDA Handbook: A Comprehensive Guide to GPU Programming" * For general-purpose parallel CPU computation: "Using MPI" by Gropp