Non-JPL Sources of Mathematical Software

Unfortunately, while I wasn't looking, many of these links went 404. I've changed them to strikeout font.

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:

• IMSL / VNI (Visual Numerics, Inc.)
• MATLAB (The MathWorks, Inc.)
• NAG (Numerical Algorithms Group)

We recommend you do not use Numerical Recipes.