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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
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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
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GNU Octave
Free numerical analysis and visualization environment similar to Matlab.
http://www.octave.org/
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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
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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
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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
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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
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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
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XRC - Exact Reals in C
An implementation of lazy exact real arithmetic in C by Keith Briggs.
http://keithbriggs.info/xrc.html
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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://pagesperso-orange.fr/jean-pierre.moreau/
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