The matrix LU decomposition is from Golub, G.H. & Van Loan, C.F. (1996), Matrix Computations, published by John Hopkins University Press.
Part of the matrix inverse/solve routine is adapted from Press, Flannery, Teukolsky, Vetterling (1988), Numerical Recipes in C, published by the Cambridge University Press.
Many of the advanced matrix routines are adapted from routines in Wilkinson and Reinsch (1971), Handbook for Automatic Computation, Vol II, Linear Algebra published by Springer Verlag.
The fast Fourier transform is adapted from Carl de Boor (1980), Siam J Sci Stat Comput, pp173-8 and the fast trigonometric transforms from Charles Van Loan (1992) in Computational frameworks for the fast Fourier transform published by SIAM.
The sort function is derived from Sedgewick, Robert (1992), Algorithms in C++ published by Addison Wesley.
For references about Newmat see
Davies, R.B. (1994) Writing a matrix package in C++. In OON-SKI'94: The second annual object-oriented numerics conference, pp 207-213. Rogue Wave Software, Corvallis.
Eddelbuttel, Dirk (1996) Object-oriented econometrics: matrix programming in C++ using GCC and Newmat. Journal of Applied Econometrics, Vol 11, No 2, pp 199-209.