List of some numerical computation libraries and routines
January 9th, 2009
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| ADIFOR | automatic differentiation of Fortran codes |
| ALFPACK | Legendre functions of first kind |
| ARPACK | large scale eigenvalue problems |
| Aztec | an iterative sparse linear solver package |
| BLAS | basic linear algebra subprograms |
| CERNLIB | CERN Program Library |
| CMLIB | NIST core math library |
| DAEPAK | differential algebraic equations |
| DASPK | solution of systems of alg./diff. eqns (BDF/Krylov method, CM/F90/MPI) |
| EDA | exploratory data analysis |
| EISPACK | eigenvalues and eigenvectors |
| FISHPAK | FFT, separable elliptic pdes |
| FLIB | FLIB (The Fortran Library) is a World Wide Web repository of fortran code |
| CHARPAK | character/string manipulation |
| GEOMPAK | geometrical transformations |
| RANPAK | random number generation |
| TIMPAK | system date manipulation |
| GSLIB | GSLIB: Geostatistical Software Library and User’s Guide” by C.V. Deutsch and A.G. Journel Oxford Univ. Press, New York, 1992 |
| Harwell-Boeing | sparse matrices (also Matrix Market) |
| HPFlibrary | HPF library in F90 |
| HSL | Harwell Subroutine Library |
| INTLIB | interval arithmetic |
| IMSL | Visual Numerics, Inc. |
| ITPACK | sparse matrices, iterative methods |
| LAIPE | parallel direct solvers (linear equations) |
| LANCELOT | large-scale optimization problems |
| LAPACK | linear algebra on shared memory machines |
| LINALG | some nonstandard solvers for linear algebra |
| LINPACK | linear algebra |
| MPFUN | a portable multiprecision package |
| MINPACK | nonlinear problems |
| MINPACK-2 | nonlinear problems |
| MINUIT | nonlinear problems |
| Mtask | parallel programming language (Windows NT/95) |
| MUDPACK | multigrid, linear elliptic PDEs |
| NCARM | NCAR’s local math libraries |
| ODEPACK | LSODE |
| ODEs | stiff/nonstiff, explicit/implicit methods |
| ODE software | of J. Cash |
| PIM | Parallel Iterative Solvers |
| RANLIB | random number generation (C, FORTRAN) |
| ScaLAPACK | MIMD version of LAPACK |
| SCILIB | a portable FORTRAN emulation of CRAY SCILIB |
| SLATEC | common mathematical library |
| SLEIGN2 | Sturm-Liouville problems |
| SPARSKIT | sparse matrices |
| SPBLAS | NIST Sparse BLAS |
| SPHEREPACK | spherical harmonics |
| SPECFUN | special functions |
| STARPAC | statistical data analysis |
| TENSOR | nonlinear problems (tensor methods) |
| TLCPACK | regridding (1-4D orthogonal grids) |
| TOMS | algorithms from Comm. of the ACM |
| UMFPACK | sparse linear problems with iterative refinement |