Books:

1. P. Dennery and A. Krzywicki:  Mathematics for Physicists
A good book. Goes beyond what is covered in the course. Might be too formal for some. Inexpensive (Dover).

2. K.F. Riley, M.P. Hobson and S.J. Bence:  Mathematical Methods for Physics and Engineering
More or less the right level for the course. Not a bad deal (1100 pages, 30+ quid), but won't fit under pillow.

3. G.B. Arfken and H.J. Weber:  Mathematical Methods for Physicists
Good for Fourier techniques and differential equations, but insufficient discussion of linear algebra.


More Advanced Books:

4. S. Lang: Linear Algebra
A proper linear algebra book. Recommended reading for sudents with theoretical aspirations.

5. H.-J. Kowalsky and G.O. Michler: Lineare Algebra
A proper linear algebra book for the keen and interested German speaker. I used a previous edition
as an undergraduate student. Highly recommended.

6. R. Courant and D. Hilbert:  Methods of Mathematical Physics
Classic text on differential equations in Physics.

7. P.M. Morse and H. Feshbach:  Methods of Theoretical Physics
Good discussion of differential equations and Fourier techniques. Unfortunately out of print.

8. W. Appel:  Mathematics for Physics & Physicists
A very nice book, but on the formal side. No linear algebra.