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Excuse me, about the textbooks for self-taught physics majors.
First of all, the foundation of mathematics is very important. You are in the math department. If you are determined, you will have an advantage over those who study physics first. It's a pity that I haven't solved my shame by making a book for half a year. Doing problems is very important, but thinking is more important. Feynman's lecture notes are very good. It's best to go over the physics.

Zhao Kaihua in mechanics or something. The difficulty depends on the mechanics of the Chinese University of Science and Technology, but unfortunately there is no answer. You'd better not do that big problem book. I remember a set of mechanics problems by Shu Yousheng of Peking University. Guo Hongshuo, many theoretical mechanics can do it, just don't make mistakes in engineering. Quantum mechanics, Zhou Shixun, Zeng. Yang's atomic physics. There are many good books on mathematical physics methods, such as Liang's and Sichuan University's.

In fact, if you want to have higher attainments, I recommend some foreign textbooks:

Landau's ten-volume book is quite classic. He can read both theoretical mechanics and quantum mechanics. Theoretical physics is necessary and valuable for collection. A new edition was published this year.

Malcef's theoretical mechanics is also good.

It is said that Goldstein's classical mechanics is very good, but I haven't seen it.

Methods of Mathematical Physics Hasani's Modern Introduction to Mathematical Physics-Its Basis was first recommended by Fang's predecessors. It's really good, and I'm still reading it.

One last suggestion, Feynman.

In fact, most universities are also self-taught. It would be great if a teacher could ask questions every day.