Access to numerical software and other sources of information

Don't reenvent the wheel! Routine problems in numerical analysis and optimization can be solved using public domain software of good quality. Often it will suffice to combine some of such software components in order to solve your problem. The applications in this WWW service either are original codings or come from the sources we cite below.

NETLIB

This is a large collection of codes in different programming languages, most are in FORTRAN (in dialect similar to the one used here) or in C. For the applications which are of interest here the most important are the following:
cephes special functions , approximation
specfunc more special functions
ellpack elliptic boundary value problems
fftpack fast fourier transform (f77)
dierckx spline approximation and interpolation
lapack numerical linear algebra (f77). very high quality
clapack part of LAPACK in C
lanczos eigenvalueproblem of large symmetric matrices
bihar solver for the biharmonic equation
pltmg Randy Bank's FEM-solver for elliptic boundary problems in 2D
templates iterative solvers for large linear system
toms Transactions on mathematical software
This is a large collection of codes for different subjects of high quality.
quadpack Numerical quadrature in 1D
ode solvers for ordinary differential equations, initial and boundary value problems
odepack more ordinary differential equations solvers
fishpack several difference solvers for the Helmholtz equation 2D

Other libraries of interest

The ZIB libraries For example the n-dim Newton solver
and the Gauss-Newton solver are from there
clawpack hyperbolic systems of conservation laws
ARPACK large eigenvalue problem, also nonhermitian
FFTW The fast fourier transform , C

Optimization software

The source Optimization sofware guide contains lots of information about existing codes, testcases, tutorials and other sources of information.

Searching for software

If you are searching for software for a problem you have without knowing where to look first, try this:
HotGAMS searchtree

A search menu will open allowing to specify your problem type more and more detailed. If there exists a public domain solution, a mouse click will bring you the code.
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27.09.2018