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Math a la Carte
Collections of mathematical software in Fortan and C. Software is free for some uses and can be purchased for others. Much of the software was developed at the Jet Propulsion Laboratory.
http://mathalacarte.com
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AMD Core Math Library (ACML)
Download the library which incorporates BLAS, LAPACK and FFT routines.
http://www.amd.com/us-en/Processors/DevelopWithAMD/0,,30_2252_2282,00.html
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Intel Math Kernel Library
Set of optimized, thread-safe mathematical functions for engineering, scientific and financial applications requiring high performance. The functional areas of the library include the BLAS and LAPACK Libraries, Discrete Fourier Transforms, Vector Math
http://www.intel.com/software/products/mkl/
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CodeLib
Fortran 77 codes for large systems of linear equations, systems of nonlinear equations, nonlinear least squares, ordinary differential equations, and quadrature.
http://www.zib.de/Numerik/numsoft/CodeLib/index.en.html
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SCILIB
A portable FORTRAN emulation of CRAY SCILIB.
http://www.netlib.org/scilib/
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BLAS (Basic Linear Algebra Subprograms)
A high quality "building block" routines for performing basic vector and matrix operations. Level 1 BLAS do vector-vector operations, Level 2 BLAS do matrix-vector operations, and Level 3 BLAS do matrix-matrix operations.
http://www.netlib.org/blas/
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DAEPAK
A subroutines for solving some types of algebraically explicit differential algebraic equations.
http://www.netlib.org/contin/manpak/
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ITPACK
A packages for solving large sparse linear systems by iterative methods.
http://www.netlib.org/itpack/
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ODEPACK
A collection of Fortran solvers for the initial value problem for ordinary differential equation systems.
http://www.netlib.org/odepack/
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SLATEC
A software library containing over 1400 general purpose mathematical and statistical routines written in Fortran 77.
http://www.netlib.org/slatec/
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