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Netlib
Searchable repository of free numerical software.
http://www.netlib.org/
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
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/
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
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/
GNU Octave Repository
Central location for custom scripts, functions and extensions to GNU Octave.
http://octave.sourceforge.net/
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.wanadoo.fr/jean-pierre.moreau/
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
Spline Curve Fit 3D
Software for complex three dimensional surfaces.
http://www.geocities.com/mdcaero/index2.html
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/
SLEIGN2
FORTRAN programs for solving Sturm--Liouville equations.
http://www.math.niu.edu/~zettl/SL2/
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
MAI Information Technology
Numerical, statistical, and signal processing subroutine libraries optimised for OS/2 platforms.
http://www.marschall-acoustics-instruments.com.au/MAI-IT
The Algae Programming Language
A high-level interpreted language for numerical analysis. Free (GNU GPL).
http://www.eskimo.com/~ksh/algae/index.html
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/
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/
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/
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/
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/
Boundary Element Method
Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
http://www.boundary-element-method.com/
Genetic Optimization Algorithm
Freeware used to solve optimization problems with several real and binary parameters and non linear objective functions and constraints. Includes illustration of program and links to the author's other webpages.
http://www.geocities.com/geneticoptimization
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 given experimental data. For example, observation times and measurements, the minimum least squares distances of measured data from a fitting criterion are computed, that may depend on the solution of the dynamic system.
http://www.uni-bayreuth.de/departments/math/~kschittkowski/easy_fit.htm
Astronomical Image Processing System
A software package for calibration, data analysis, image display, plotting, etcetera on astronomical data.
http://www.cv.nrao.edu/aips/
DONLP2
Software for nonlinear programming.
http://plato.la.asu.edu/donlp2.html
MIT Aero/Astro Scientific Visualization
Visualization software developed at MIT.
http://raphael.mit.edu/haimes.html
TeLa
The tensor language. Scientific computing language and environment.
http://www.geo.fmi.fi/prog/tela.html
Ordinary Differential Equation System Solver
A Java-Applet/Application for solving ODE systems.
http://damato.light-speed.de/dessolver/
MatLinks Software Network
Providing the MatLinks ToolChest and Chorus ToolBox, peer-reviewed GNU Octave and Matlab/Simulink toolsuites under active development by scientists and engineers around the world.
http://matlinks.net/
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
GNU Octave
Free numerical analysis and visualization environment similar to Matlab.
http://www.octave.org/
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
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
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
XR
An implementation of exact real arithmetic in C++ by Keith Briggs.
http://members.lycos.co.uk/keithmbriggs/XR.html
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
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
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