posted
2/03/2006

resources for scientific computing

NetLib archive of free numerical routines
www.netlib.org
It is worthwhile to explore this website and know what's available there. Some more comprehensive and useful (to me) packages include

  • ATLAS
  • BLAS
  • LAPACK
  • random: random number generators, distribution, in Fortran and C.
  • SLATEC: Common Mathematic Library in Fortran77. Fortran90 version available on the web.
  • TOMS: algorithms published in the Transactions on Mathematical Software.

The DOE ACTS Collection
http://acts.nersc.gov
Free, reliable, mostly open-source. Strong on large scale linear systems, optimization, etc. There seems to be no statistical routines.

NR: Numerical Recipes
www.nr.com
The source is known (as is printed in the books), but is not allowed to be posted in public. The C and Fortran editions of the books are available online as an excellent resource for learning about the problems and algorithms.

StatLib archive of statistical software
Many specialized programs.

Lahey's Fortran source code checker