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sketerpot comments on Physics grad student: how to build employability in programming & finance - Less Wrong
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Seconded; that's the book I learned from, and would have been my runner-up recommendation. In particular, its pictures are excellent, and there are loads of them.
For anyone with a visual thinking process, the diagrams are invaluable. Seeing the nodes layed out spatially makes it really easy to understand how the algorithms work any why they achieve the performance they do.