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Lucent Technologies (Bell Labs.) Non-Exclusive Limited-Use 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 single-user 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 On-Line Software Store, free upgrades and bug fixes, and the complete books on-line 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 distributed-memory 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 10-byte reals for the NAS Fortran-Plus compiler giving about 38 decimal digit accuracy, and code for Imagine1's F compiler, including the author's least-squares package. F code should compile using any standard Fortran compiler.
PNNL Fortran Library (FLIB) - Mainly non-numeric 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 least-squares 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 Integer-Arithmetic 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 CHIRP-Z 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.
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