There are several archives of mathematical software. A few are:

- Netlib, maintained jointly
by Eric Grosse at AT&T and Jack Dongarra et. al. at Oak Ridge National
Laboratory. This is an enormous collection, including such packages as
LINPACK, LAPACK, EISPACK, and the
**Collected Algorithms from CACM**and**ACM TOMS**, but it is generally deficient in statistics. Most of the software here has either been formally refereed and published in a professional journal, or has otherwise withstood the scrutiny of the numerical analysis community. - GAMS, the
*Guide to Available Math Software*, is a comprehensive collection at the National Institute of Standards and Technology (formerly National Bureau of Standards). There's also a JAVA-powered index. -
~~SLATEC Public Domain Mathematical Library~~~~. SLATEC stands for "Sandia Los Alamos Technical" library.~~ - StatLib, a library of
statistical
software, contains most algorithms published in the journal
**Applied Statistics**, and a lot more as well. - The MD Anderson Cancer Center
Biomathematics Source Archive collection consists of FORTRAN, and,
sometimes, C source code and documentation for a number of computer routines,
generally motivated by biostatistics applications. From a mathematical
software prespective, their two most interesting links are the Biomathematics Anonymous
FTP
server and some links to
~~Other interesting resources~~ - The Naval Surface Warfare Center (NSWC) doesn't have a web presence, but we have their excellent library on-line.

Greg Henry et. al. have a ~~library
of
FFT and other routines~~~~ for Linux on Intel Pentium.~~

Ernst Meese of the Norwegian University of Science and Technology,
Trondheim, Norway has written a small library in Fortran 90 for solving
sparse matrix problems. It contains modules for the compressed sparse row
(CSR) and the modified sparse row (MSR) data storeage formats, a very
general incomplete LU factorsation routine, the Krylov subspace solvers
CGS, BiCGSTAB and GMRES, and some more. understandable. It was available
together with a manual by ftp at ftp.maskin.ntnu.no/pub/mtf/smlib.

Unfortunately, that FTP server no longer accepts anonymous logins, so I have
put my copy, which I got in September 1998, in a publicly accessible
place.

Alan Miller has an interesting collection of links to mathematical and other software in Fortran 90.

Tomas Skalicky has developed a system for
**Large Sparse Linear Systems**, called LASPack.

Henry Wolkowicz at Waterloo University has offered us access to his
library of **Combinatorial
Optimization** software.

Some computations require calculation of both function values and derivatives.
It is at best tedious, and frequently quite difficult, to produce a correct
program that computes derivatives. To aid in this problem, there is a program
ADIFOR, which means
*Automatic
Differentiation of Fortran programs*. It accepts a Fortran subprogram to
compute a function, and produces a Fortran subprogram that computes the
derivative (Jacobian) of the function. There is also a
collection of
software for automatic differentiation (AD) that provides short highlights
of Fortran 77, Fortran 90, ANSI-C and C++ AD tools, as well as of systems
integrating AD such as MAPLE or AMPL, and AD support libraries.

There are several lists of Mathematics resources in the Web:

~~Joachim Luegger has prepared Math-Net Links to the Mathematical World, consisting of about 700 links to mathematics resources.~~- The Applied Mathematics Department at CalTech has an extensive list of Mathematics Resources.
~~The National HPCC Software Exchange~~~~has software primarily oriented toward High Performance computing.~~- The
~~Technische Universität München~~~~maintains a home page for German Scientific Computing.~~ ~~The ILAS Information Center at the Technion University in Israel~~~~has an extensive collection of links to mathematically-related Web sites.~~-
~~Numerical Methods~~~~: An excellent collection of links, maintained by Tomasz Plewa at the Max-Planck-Institut für Astrophysik at Garching, München, Germany. (Plewa's web was formerly in Poland).~~ - Mathematics Information Servers: Penn State Math Department's excellent index of links.
~~U. South Carolina Math Department~~~~(another good entry to math-related links).~~- David A. Bader's List of Parallel Computing.
- "Decision Tree" to aid in selecting software for optimization by Hans D. Mittelmann at Arizona State University.
- A list of Frequently Asked Questions Concerning Optimization is maintained by Robert Fourer at the Optimization Technology Center at Argonne National Laboratory.
- the Matrix Market is a visual database of matrix test data for use in comparative studies of algorithms

Commercial providers include:

We recommend you Numerical Recipes.