For a general approach to the maths involved in both classical and quantum physics, one of my favourite books is:

-"Mathematics of classical and quantum physics", Byron & Fuller.

In the more geometrical side, besides the already mentioned books, you can try:

-"The geometry of physics. An introduction", Theodore Frankel.

And, as a general reference, the usual text is Arfken's "Mathematical methods for physicists".

But, IMHO, if you want to thoroughly understand the mathematical tools of physics, you should use "Methods of Theoretical Physics", by Morse & Feshbach. It is an old book, but essential if you want to understand Jackson's Classical Electrodynamics or Messiah's Quantum Mechanics.

This post imported from StackExchange Physics at 2014-05-04 07:44 (UCT), posted by SE-user asanlua