A very good book on regression/anova is:
Cohen, Jacob, et al (2003) Applied multiple regression/correlation
analysis for the behavioral sciences, third edition.  Mahwah, NJ.
ISBN 0-8058-2223-2
LoC HA31.3 .A67.2003

SPSS has many approaches to doing general linear models/regression/anova
The algorithms are at www.spss.com/support
login as guest password guest
<statistics>
<algorithms>
then click on the ones you are interested in.
These could be very informative even if you decide to go ahead and 
create your own software.

IMSL libraries are available at many university.

Hope this helps.

Art
[EMAIL PROTECTED]
Social Research Consultants
University Park, MD USA
(301) 864-5570

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