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Fast Fourier Transforms
A Short Demonstration Version of the FFT Source Co, benchFFT, Fast Fourier Transforms, FFT Links, FFT Page, fftpack, FFTW, Jens J. Nielsen's Home Page, Joerg's FXT Page, Row-oriented Multidimensional Fast Transform Libra
Addix.Spline
A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
An Index to Numerical Methods in Pascal
A comprehensive list including freeware, shareware and commercial packages.
Astronomical Image Processing System
A software package for calibration, data analysis, image display, plotting, etcetera on astronomical data.
Astronomy and Numerical Source Codes
Astronomical computations and mathematical functions source programs in C. Home page of the Cephes Mathematical Library.
Boundary Element Method
Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
Center for the Mathematics of Waves
Includes the Finite Element/Nystrom Solver, a two dimensional coupled finite element / Nystrom solver for the Helmholtz equation.
CSE - LANCELOT
A standard fortran 77 package for solving large-scale nonlinearly constrained optimization problems. Free download by FTP.
Decision Tree for Optimization Software
Ready to use solutions for optimization problems, or at least a way to build such a solution using work done by others. Where possible, public domain software is listed.
Discrete Fourier Series Transform
Basic presentation of the discrete Fourier series transform. Explanations and formules. Raw source code to calculate numerical Fourier transforms.
DONLP2
Software for nonlinear programming.
Easy-Fit
Used to identify parameters in explicit model functions, dynamic systems of equations (steady-state), Laplace transforms, ordinary differential equations, differential algebraic equations and one-dimensional partial differential equations. Proceeding from given experimental data. For example, observation times and measurements, the minimum least squares distances of measured data from a fitting criterion are computed, that may depend on the solution of the dynamic system.
FreeFEM
Free general PDE solver driven by a user friendly language. Both a 2D and a 3D version are available. MacOS, Windows.
Freely Available Software for the Solution of Line
Software for high-performance computers available in source form for problems in numerical linear algebra, specifically dense, sparse direct and iterative systems and sparse iterative eigenvalue problems.
Genetic Optimization Algorithm
Freeware used to solve optimization problems with several real and binary parameters and non linear objective functions and constraints. Includes illustration of program and links to the author's other webpages.
GNU Octave
Free numerical analysis and visualization environment similar to Matlab.
GNU Octave Repository
Central location for custom scripts, functions and extensions to GNU Octave.
HSL Archive
HSL (formerly the Harwell Subroutine Library) is a collection of ISO Fortran codes for large scale scientific computation, written by members of the Numerical Analysis Group and other experts. Free download by FTP.
Jean-Pierre Moreau's Home Page
This private website is entirely dedicated to sources in numerical analysis in four languages: Basic, C++, Fortran and Pascal in Microsoft Windows environment.
MAI Information Technology
Numerical, statistical, and signal processing subroutine libraries optimised for OS/2 platforms.
MatLinks Software Network
Providing the MatLinks ToolChest and Chorus ToolBox, peer-reviewed GNU Octave and Matlab/Simulink toolsuites under active development by scientists and engineers around the world.
MEDEA: Matrix Exponential Differential Equation Al
Algorithm for the numerical integration of systems of ordinary differential equations arising in chemical problems. C ocde, free to use.
METIS: Serial Graph/Mesh Partitioning & Sparse
Graph, mesh, and hypergraph partitioning software. Free download, portable on most Unix systems that have an ANSI C compiler (e.g. GNU C).
MIT Aero/Astro Scientific Visualization
Visualization software developed at MIT.
Netlib
Searchable repository of free numerical software.
Newmat C++ Matrix Manipulation Library
For the manipulation of matrices in the C++ language, oriented towards science and engineering applications.
Numerical Methods
Notes and Fortran code on topics including: Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs.
Object-oriented Finite Element / Numerical Methods
VectorSpace C++ Library for advanced numerical computation such as constrained optimization, variational methods, and computational mechanics.
Ordinary Differential Equation System Solver
A Java-Applet/Application for solving ODE systems.
Reactor Simulation Editor, Introduction with Examp
The Reactor Simulation Editor (rsedit) is a software package designed to solve finite difference equations in a simplified way. The tool kit includes: a geometry editor, data structure editors, equation editor and an HTML output library.
Scientific Computing
Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
SLEIGN2
FORTRAN programs for solving Sturm--Liouville equations.
Spline Curve Fit 3D
Software for complex three dimensional surfaces.
TeLa
The tensor language. Scientific computing language and environment.
Test Set for Initial Value Problem Solvers
Test problems, experimental results from a number of proven solvers, solvers, subroutines providing a common interface and links for Initial Value Problems for ODEs, DAEs and IDEs.
The Algae Programming Language
A high-level interpreted language for numerical analysis. Free (GNU GPL).
XR
An implementation of exact real arithmetic in C++ by Keith Briggs.