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Re:A Software Engineer’s Adventures in Learning Mathematics by pspencer on Wednesday February 04, 2015 @12:43PM (#8998259)
As a math graduate student, I second the choice for Abbott's "Understanding Calculus". It's a wonderful beginning book for analysis. Walter Rudin's "Principle's of Mathematical Analysis" is an amazing book but it's difficult to start with.

For a quick intro to Lebesgue integration you can read the beginning of Rudin's "Real and Complex Analysis" or Halsey Royden's "Real Analysis".

I haven't read Axler's book. I liked Hoffman and Kunze's "Linear Algebra"

Re:A Software Engineer’s Adventures in Learning Mathematics by p1esk on Wednesday February 04, 2015 @09:40PM (#9001453)
I think "Understanding Analysis", and "Understanding Calculus" are different books, by different authors.