Mathematical Methods for Physicists, 6th Ed, by George Arfken and Hans Weber, Academic Press 2005 (ISBN 0-12-059876-0).

Other relevant references that you will probably find useful:

1. Mathematical Methods in the Physical Sciences, by Mary Boas, (Wiley, 1983).
2. Schaum's Outlines of Advanced Mathematics for Scientists and Engineers,  by Murra Spiegel (McGraw-Hill, 1971).
3. Mathematical Methods for Physicists, 5th Ed., by Hans Weber and George Arfken (Academic Press, 2000).