Below some useful references and algorithms to better code in C,Fortran and MatLab. In discrete time, Fortran and C++ are quicker than any other language (but sometimes it is hard to code). MatLab is very powerful in continuous time, especially when using sparse matrices.
« Dynamic General Equilibrium Modelling, Computational Methods and Applications« , by Burkhard Heer and Alfred Maußner
C++ and Fortran useful codes
MatLab (continuous time)
Aiyagari in Continous Time with Jump-Drift Process and the code available here: aiyagari.m
Heterogenous Agent New Keynesian (HANK) model and the code available here: HANK.m