Some useful math methods books:

M Abramowitz and I E Stegun, Handbook of Mathematical Functions,  (National Bureau of Standards, AMS 55, 1964)

George Arfken and Hans Weber, Mathematical Methods for Physicists, Fifth Edition (Academic Press, 2001).

Jon Mathews and Robert Walker, Mathematical Methods of Physics, Second Edition (Addison-Wesley, 1971).

W H Press, S A Teukolsky, W T Vetterling, and B P Flannery, Numerical Recipes in C++:  The Art of Scientific Computing, (Cambridge University Press, 2002).

Other E&M books:

Asim Orhan Barut, Electrodynamics and Classical Theory of Fields and Particles (Macmillan, 1964; Dover, 1980).

Sandra C. Chapman, Core Electrodynamics (Taylor & Francis, 2000).

Richard P. Feynman, Robert Leighton, and Mathew Sands, The Feynman Lectures on Physics, Volume II (Addison-Wesley, 1964).

Mark A. Heald and Jerry B. Marion, Classical Electromagnetic Radiation, 3rd edition (Brooks Cole, 1994). [1]

John David Jackson, Classical Electrodynamics, Third Edition (Wiley, 1999) [Jackson errata]. 

L. D. Landau and E. M. Lifshitz, The Classical Theory of Fields, Fourth Revised English Edition.

Course of Theoretical Physics Volume 2 (Pergamon, 1975, 1987, 1997). [1]

L. D. Landau, E. M. Lifshitz, and L. P. Pitaevskii, Electrodynamics of Continuous Media, 2d edition.

Course of Theoretical Physics Volume 8 (Pergamon, 1960, 1984, 1993). [1]

Francis E. Low, Classical Field Theory (Wiley, 1997). [1]

Fulvio Melia, Electrodynamics, University Of Chicago Press (2001) [1]

Edward Purcell, Electricity and Magnetism (McGraw-Hill, 1984). [1]

Julian Schwinger, Lester L. DeRaad, Jr., Kimball A. Milton, and Wu-yang Tsai, Classical Electrodynamics (Perseus, 1998). [1]

Davison Eugene Soper, Classical Field Theory (John Wiley & Sons, 1976). [2]


[1] Gaussian units; [2] Lorentz units