Software

MEDEA: Matrix Exponential Differential Equation Algorithm - Algorithm for the numerical integration of systems of ordinary differential equations arising in chemical problems. C ocde, free to use.
http://www.caspur.it/~castri/MEDEA/index.htm

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.
http://pagesperso-orange.fr/jean-pierre.moreau/

METIS: Serial Graph/Mesh Partitioning & Sparse Matrix Ordering - Graph, mesh, and hypergraph partitioning software. Free download, portable on most Unix systems that have an ANSI C compiler (e.g. GNU C).
http://www-users.cs.umn.edu/~karypis/metis/metis/

Ordinary Differential Equation System Solver - A Java-Applet/Application for solving ODE systems.
http://damato.light-speed.de/dessolver/

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.
http://www.uni-bayreuth.de/departments/math/~kschittkowski/easy_fit.htm

Reactor Simulation Editor, Introduction with Examples - 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.
http://www.cas.mcmaster.ca/~gilbert/rse_intro/

Object-oriented Finite Element / Numerical Methods in C++ - VectorSpace C++ Library for advanced numerical computation such as constrained optimization, variational methods, and computational mechanics.
http://www.vector-space.com/

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.
http://plato.la.asu.edu/guide.html

Discrete Fourier Series Transform - Basic presentation of the discrete Fourier series transform. Explanations and formules. Raw source code to calculate numerical Fourier transforms.
http://www.4p8.com/eric.brasseur/fouren.html

Scientific Computing - Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
http://www.isca-louis.com/

GNU Octave Repository - Central location for custom scripts, functions and extensions to GNU Octave.
http://octave.sourceforge.net/

Spline Curve Fit 3D - Software for complex three dimensional surfaces.
http://www.geocities.com/mdcaero/index2.html

Addix.Spline - A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
http://www.addix.com/products/spline/overview.html

TeLa - The tensor language. Scientific computing language and environment.
http://www.geo.fmi.fi/prog/tela.html

CSE - LANCELOT - A standard fortran 77 package for solving large-scale nonlinearly constrained optimization problems. Free download by FTP.
http://www.cse.clrc.ac.uk/nag/lancelot/lancelot.shtml

XRC - Exact Reals in C - An implementation of lazy exact real arithmetic in C by Keith Briggs.
http://keithbriggs.info/xrc.html

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.
http://www.geocities.com/geneticoptimization/

Freely Available Software for the Solution of Linear Algebra Problems - 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.
http://www.netlib.org/utk/people/JackDongarra/la-sw.html

Numerical Methods - Notes and Fortran code on topics including: Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs.
http://www.numerical-methods.com/

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.
http://pitagora.dm.uniba.it/~testset

WNLIB C Subroutine Library - Will Naylor's free, unrestricted ANSI-C subroutine library including numerical routines such as conjugate-gradient and conjugate-directions, simplex method, transportation problem, fast-Fourier transform, matrix and vector operations.
http://www.willnaylor.com/wnlib.html

Boundary Element Method - Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
http://www.boundary-element-method.com/

Newmat C++ Matrix Manipulation Library - For the manipulation of matrices in the C++ language, oriented towards science and engineering applications.
http://www.robertnz.net/nm_intro.htm

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.
http://hsl.rl.ac.uk/archive/hslarchive.html

Astronomy and Numerical Source Codes - Astronomical computations and mathematical functions source programs in C. Home page of the Cephes Mathematical Library.
http://www.moshier.net/

GNU Octave - Free numerical analysis and visualization environment similar to Matlab.
http://www.octave.org/

MAI Information Technology - Numerical, statistical, and signal processing subroutine libraries optimised for OS/2 platforms.
http://www.marschall-acoustics-instruments.com.au/MAI-IT

FreeFEM - Free general PDE solver driven by a user friendly language. Both a 2D and a 3D version are available. MacOS, Windows.
http://www.freefem.org/

MIT Aero/Astro Scientific Visualization - Visualization software developed at MIT.
http://raphael.mit.edu/haimes.html

Astronomical Image Processing System - A software package for calibration, data analysis, image display, plotting, etcetera on astronomical data.
http://www.cv.nrao.edu/aips/

SLEIGN2 - FORTRAN programs for solving Sturm--Liouville equations.
http://www.math.niu.edu/~zettl/SL2/