Which books should i use for competitive programming?

One must have IMO is Introduction to algorithms. It's huge to be honest, and gives both depth and breadth of a extensive coverage of different data structures and algorithms techniques. You may not need to study it from page to page, but use it as a reference resource. When you need to understand some topic, read that part in it, and this will give you a very solid foundation on algorithm analysis and design.
Another book focus on math topic is Knuth's Concrete Mathematics,  I believe any ambitious competitive programmer who want to do well on math problems should read this book.
If you find this book a little difficult to follow, you may also try the following book which is much easy to understand.  A Friendly introduction to number theory will teach your most of the knowledge about number theory you need in competitive programming and is extremely easy to follow.
Algorithm Design by JON KLEINBERG is a book on some advanced topics on algorithm, which is very good indeed but a little harder to follow.

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