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This book provides a first course in computational physics. Computers are now ubiquitous and are an essential tool to any would-be scientific researcher. Computers can be used for a wide variety of scientific tasks, from the simple manipulation of data to simulations of real world events. This book is designed to provide the reader with a grounding in scientific programming. It contains many exercises developed in the context of physics problems, and several examples of working programs to provide a solid basis on which to build. It intends to give the reader the confidence to start applying the methods presented to their own problems and research. The book covers topics such as interpolation, integration, and the numerical solutions to both ordinary and partial differential equations. It discusses simple ideas, such as linear interpolation, and root finding through bisection, to more advanced concepts, such as the Gauss-Legendre quadrature, and the Runge-Kutta-Fehlberg algorithm to solve complex differential equations. It also contains a chapter on high performance computing that provides an introduction to parallel programming.