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whatUseek Directory Site Listings:
Lucent Technologies (Bell Labs.) NonExclusive LimitedUse Software  An old but dependable library of Fortran 77 code which includes approximation, ODE/PDE solution, linear algebra, optimization, quadrature, root finding, special functions and FFTs. You must agree to singleuser licence conditions before downloading a gzipped tar file (1Mb).
NSWC Library of Mathematics Subroutines  NSWC (Naval Surface Warfare Center) Library of Mathematics Subroutines written in Fortran 66. Old but very high quality code. Unfortunately the manual is only available in hard copy, and is very difficult to obtain. The source code is also available by ftp from: ftp://math.jpl.nasa.gov/pub/nswc.93
Netlib  This is by far the largest repository of mathematical software in source code form, mostly in Fortran, though there is some in Matlab, C and other languages. Important directories include Lapack (linear algebra, eigenvalues, SVD, etc.), toms (Trans. on Math. Software), numeralgo (Numerical Algorithms), and the many 'PACKS such as MINPACK (minimization), QUADPACK (quadrature, integration), FFTPACK (Fast Fourier Transform), ODEPACK, ODRPACK, etc.
Numerical Recipes Home Page  Home of the Numerical Recipes series of books on scientific programming, including the Numerical Recipes OnLine Software Store, free upgrades and bug fixes, and the complete books online in PostScript and Acrobat formats. The Numerical Recipes code in Fortran 77 and Fortran 90 is not in the public domain.
Object Oriented Fortran 90  Summarizes much of the current work in object oriented programming using Fortran 90 on scalar workstations and distributedmemory supercomputers.
Ooura's Mathematical Software Packages  Quadrature, FFT (1D & 2D), Bessel functions, and GAMERF (gamma and error functions, including quadruple precision).
Orderpack 1.0, sorting and ranking routines in Fortran 90  Orderpack 1.0 is a public domain package of general and specialized sorting and ranking routines in Fortran 90. Specialized routines include partial sorts, partial ranks, unique sorts, unique ranks, partial and unique sorts, as well as partial and unique ranks.
Overflow from Alan Miller's Fortran web site  Includes updates of some TOMS algorithms, logistic regression, a Fortran 90 version of the special functions from the NSWC (Naval Surface Warfare Center) Math. Library, quadruple precision using 10byte reals for the NAS FortranPlus compiler giving about 38 decimal digit accuracy, and code for Imagine1's F compiler, including the author's leastsquares package. F code should compile using any standard Fortran compiler.
PNNL Fortran Library (FLIB)  Mainly nonnumeric library for handling text, including parsing, accessing the command line, dates and times, and some random number generation.
Parse mathematical expressions  A Fortran parser (see also TOMS algorithm 746 from netlib)
PseudoPack 2000 Edition Manual  Solution of PDEs using pseudospectral (collocation) methods.
Roland Schmehl's Fortran parser  Another parser of Fortran code.
SMLib Home Page  Package for sparse matrix computations
STARPAC  Statistical & Time Series Package  Fortran 77 code for times series and leastsquares regression including nonlinear regression.
StatLib Index  See Applied Statistics (algorithms of the Royal Statistical Society) and General Archives for a considerable amount of Fortran code.
Statistical Distributions and Random Numbers  Contains code for various distribution functions (DCDFLIB) and for generating random numbers from a range of distributions.
Sugihara's IntegerArithmetic Geometric Software  Geometric Software (by Kokichi Sugihara) for Voronoi diagrams in 2D and 3D, and convex hulls in 3D and 4D.
Test Set for Initial Value Problem Solvers  Test sets, solvers and links for Initial Value Problems for ODEs.
The CHIRPZ transform for FFTs  This is a little known algorithm for calculating the FFT of a series of ANY length. Based upon Applied Statistics algorithms 117 & 83.
Tomasz Plewa's Numerical methods directory  Directory of links to numerical analysis sites, many of which contain software.
