List of some numerical computation libraries and routines

ADIFOR automatic differentiation of Fortran codes
ALFPACK Legendre functions of first kind
ARPACK large scale eigenvalue problems
Aztec an iterative sparse linear solver package
BLAS basic linear algebra subprograms
CERNLIB CERN Program Library
CMLIB NIST core math library
DAEPAK differential algebraic equations
DASPK solution of systems of alg./diff. eqns (BDF/Krylov method, CM/F90/MPI)
EDA exploratory data analysis
EISPACK eigenvalues and eigenvectors
FISHPAK FFT, separable elliptic pdes
FLIB FLIB (The Fortran Library) is a World Wide Web repository of fortran code
CHARPAK character/string manipulation
GEOMPAK geometrical transformations
RANPAK random number generation
TIMPAK system date manipulation
GSLIB GSLIB: Geostatistical Software Library and User’s Guide” by C.V. Deutsch and A.G. Journel Oxford Univ. Press, New York, 1992
Harwell-Boeing sparse matrices (also Matrix Market)
HPFlibrary HPF library in F90
HSL Harwell Subroutine Library
INTLIB interval arithmetic
IMSL Visual Numerics, Inc.
ITPACK sparse matrices, iterative methods
LAIPE parallel direct solvers (linear equations)
LANCELOT large-scale optimization problems
LAPACK linear algebra on shared memory machines
LINALG some nonstandard solvers for linear algebra
LINPACK linear algebra
MPFUN a portable multiprecision package
MINPACK nonlinear problems
MINPACK-2 nonlinear problems
MINUIT nonlinear problems
Mtask parallel programming language (Windows NT/95)
MUDPACK multigrid, linear elliptic PDEs
NCARM NCAR’s local math libraries
ODEs stiff/nonstiff, explicit/implicit methods
ODE software of J. Cash
PIM Parallel Iterative Solvers
RANLIB random number generation (C, FORTRAN)
SCILIB a portable FORTRAN emulation of CRAY SCILIB
SLATEC common mathematical library
SLEIGN2 Sturm-Liouville problems
SPARSKIT sparse matrices
SPHEREPACK spherical harmonics
SPECFUN special functions
STARPAC statistical data analysis
TENSOR nonlinear problems (tensor methods)
TLCPACK regridding (1-4D orthogonal grids)
TOMS algorithms from Comm. of the ACM
UMFPACK sparse linear problems with iterative refinement