Netlib
- Searchable repository of free numerical software.
- http://www.netlib.org/
XRC - Exact Reals in C
- An implementation of lazy exact real arithmetic in C by Keith Briggs.
- http://keithbriggs.info/xrc.html
Jean-Pierre Moreau's Home Page
- This private website is entirely dedicated to sources in numerical analysis in four languages: Basic, C++, Fortran and Pascal in Microsoft Windows environment.
- http://perso.orange.fr/jean-pierre.moreau/
WNLIB C Subroutine Library
- Will Naylor's free, unrestricted ANSI-C subroutine library including numerical routines such as conjugate-gradient and conjugate-directions, simplex method, transportation problem, fast-Fourier transform, matrix and vector operations.
- http://www.willnaylor.com/wnlib.html
HSL Archive
- HSL (formerly the Harwell Subroutine Library) is a collection of ISO Fortran codes for large scale scientific computation, written by members of the Numerical Analysis Group and other experts. Free download by FTP.
- http://hsl.rl.ac.uk/archive/hslarchive.html
MEDEA: Matrix Exponential Differential Equation Algorithm
- Algorithm for the numerical integration of systems of ordinary differential equations arising in chemical problems. C ocde, free to use.
- http://www.caspur.it/~castri/MEDEA/index.htm
Test Set for Initial Value Problem Solvers
- Test problems, experimental results from a number of proven solvers, solvers, subroutines providing a common interface and links for Initial Value Problems for ODEs, DAEs and IDEs.
- http://pitagora.dm.uniba.it/~testset
CSE - LANCELOT
- A standard fortran 77 package for solving large-scale nonlinearly constrained optimization problems. Free download by FTP.
- http://www.cse.clrc.ac.uk/nag/lancelot/lancelot.shtml
GNU Octave
- Free numerical analysis and visualization environment similar to Matlab.
- http://www.octave.org/
Addix.Spline
- A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
- http://www.addix.com/products/spline/overview.html
An Index to Numerical Methods in Pascal
- A comprehensive list including freeware, shareware and commercial packages.
- http://www-rab.larc.nasa.gov/nmp/nmpIndex.htm
Newmat C++ Matrix Manipulation Library
- For the manipulation of matrices in the C++ language, oriented towards science and engineering applications.
- http://www.robertnz.net/nm_intro.htm
Easy-Fit
- Used to identify parameters in explicit model functions, dynamic systems of equations (steady-state), Laplace transforms, ordinary differential equations, differential algebraic equations and one-dimensional partial differential equations. Proceeding from
- http://www.uni-bayreuth.de/departments/math/~kschittkowski/easy_fit.htm
Boundary Element Method
- Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
- http://www.boundary-element-method.com/
Numerical Methods
- Notes and Fortran code on topics including: Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs.
- http://www.numerical-methods.com/
Reactor Simulation Editor, Introduction with Examples
- The Reactor Simulation Editor (rsedit) is a software package designed to solve finite difference equations in a simplified way. The tool kit includes: a geometry editor, data structure editors, equation editor and an HTML output library.
- http://www.cas.mcmaster.ca/~gilbert/rse_intro/
Astronomy and Numerical Source Codes
- Astronomical computations and mathematical functions source programs in C. Home page of the Cephes Mathematical Library.
- http://www.moshier.net/
METIS: Serial Graph/Mesh Partitioning & Sparse Matrix Ordering
- Graph, mesh, and hypergraph partitioning software. Free download, portable on most Unix systems that have an ANSI C compiler (e.g. GNU C).
- http://www-users.cs.umn.edu/~karypis/metis/metis/
Center for the Mathematics of Waves
- Includes the Finite Element/Nystrom Solver, a two dimensional coupled finite element / Nystrom solver for the Helmholtz equation.
- http://www.math.udel.edu/research/wave_center/
MAI Information Technology
- Numerical, statistical, and signal processing subroutine libraries optimised for OS/2 platforms.
- http://www.marschall-acoustics-instruments.com.au/MAI-IT
Freely Available Software for the Solution of Linear Algebra Problems
- Software for high-performance computers available in source form for problems in numerical linear algebra, specifically dense, sparse direct and iterative systems and sparse iterative eigenvalue problems.
- http://www.netlib.org/utk/people/JackDongarra/la-sw.html
SLEIGN2
- FORTRAN programs for solving Sturm--Liouville equations.
- http://www.math.niu.edu/~zettl/SL2/
FreeFEM
- Free general PDE solver driven by a user friendly language. Both a 2D and a 3D version are available. MacOS, Windows.
- http://www.freefem.org/
Discrete Fourier Series Transform
- Basic presentation of the discrete Fourier series transform. Explanations and formules. Raw source code to calculate numerical Fourier transforms.
- http://www.4p8.com/eric.brasseur/fouren.html
GNU Octave Repository
- Central location for custom scripts, functions and extensions to GNU Octave.
- http://octave.sourceforge.net/
Scientific Computing
- Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
- http://www.isca-louis.com/
Object-oriented Finite Element / Numerical Methods in C++
- VectorSpace C++ Library for advanced numerical computation such as constrained optimization, variational methods, and computational mechanics.
- http://www.vector-space.com/
Decision Tree for Optimization Software
- Ready to use solutions for optimization problems, or at least a way to build such a solution using work done by others. Where possible, public domain software is listed.
- http://plato.la.asu.edu/guide.html
TeLa
- The tensor language. Scientific computing language and environment.
- http://www.geo.fmi.fi/prog/tela.html
DONLP2
- Software for nonlinear programming.
- http://plato.la.asu.edu/donlp2.html
Astronomical Image Processing System
- A software package for calibration, data analysis, image display, plotting, etcetera on astronomical data.
- http://www.cv.nrao.edu/aips/