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ADIFOR: Automatic Differentiation of Fortran Codes  Given Fortran code as input, it generates Fortran code for derivatives, e.g. for gradients and Hessians.
ARPACK  Package for largescale eigenvalue problems.
Accessing command line/arguments  Source code and binaries for about 70 different Fortran compilers. Implements the draft F2K standard for accessing the command line and arguments as far as is possible subject to the limitations imposed by operating systems.
Alan Genz's homepage  Multidimensional integration, particularly for statistical applications.
Alan Miller's Fortran 90 Web Site  About 5Mbytes of source code including regression (linear, nonlinear and constrained, least squares and other), subset selection algorithms, random number generation from a range of distributions, quadruple precision for some compilers which do not support it, part of Lapack in Fortran 90, some optimization software including DONLP2 for quadratic programming, and a complete version of the Nelder and Mead simplex algorithm which includes the fitting of a quadratic surface.
Combinatorial algorithms  Generation of subsets & permutations, Hamiltonian cycles, determinants & permanents, network flow, minimum spanning trees, etc.
Decision Tree for Optimization Software  Linear and nonlinear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.
Differential Equation Software  Code for Initial Value and Boundary Value Problems. See also TOMS algorithm 703 at netlib, which has the same principal author. A Fortran 90 version is available from the overflow site of Alan Miller.
Differential Equations  Ernst Hairer's collection of code for solving DEs.
DoIt Archive of Fortran 77 code  Linear, nonlinear, integer, mixed integer and quadratic programming. Nonlinear regression. Spline smoothing in one or many dimensions. Shortest paths and combinatorial algorithms.
Fast Fourier Transforms  Jean Marie Teuler's extensive set of FFT routines. N.B. The text at the site is in French.
Fortran Library Links  Gary Scott's extensive collection of source code links.
Fortran Resources (Lahey)  A collection of links provided by a vendor of Fortran compilers.
Free Fortran Software  A collection of useful links from the Fortran Market.
GAMS : Guide to Available Mathematical Software  This is a guide to mathematical software in Fortran held at a small number of US government establishments. Some of the sources are in commercial libraries and are not directly accessible. The code is of a uniformly high quality but usually old; there may be more recent and better algorthms available.
Global Optimization  Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.
Harwell Software Library  Commercial library, available free for noncommercial use, by registered download. Includes diff. equations, automatic differentiation, nonlinear data fitting, sparse matrix code, optimization, etc.
Index of /pub/ger/fortran/hdk  A useful small collection of snippets of code, some of which is for nonnumeric purposes, such as manipulating dates and times.
Jon Ahlquist's date manipulation code  Conversion to and from Julian dates, dayofweek and other date calculations, plus historical information. See also datesub.f90 at http://users.bigpond.net.au/amiller/
LAPACK  An alternative source of LAPACK = Linear Algebra package, for solving linear equations, SVD and eigenvalues.
