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Fast Fourier Transforms
Finite Elements Analysis
Fortran Source Code
Science: Math: Numerical Analysis: Companies
Science: Math: Software
- Searchable repository of free numerical software.
- A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
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).
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.
- 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.
- 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 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.
- Free numerical analysis and visualization environment similar to Matlab.
GNU Octave Repository
- Central location for custom scripts, functions and extensions to GNU Octave.
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.
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).
MIT Aero/Astro Scientific Visualization
- Visualization software developed at MIT.
Newmat C++ Matrix Manipulation Library
- For the manipulation of matrices in the C++ language, oriented towards science and engineering applications.
- Notes and Fortran code on topics including: Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs.
Ordinary Differential Equation System Solver
- A Java-Applet/Application for solving ODE systems.
- Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
- FORTRAN programs for solving Sturm--Liouville equations.
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.
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.
XRC - Exact Reals in C
- An implementation of lazy exact real arithmetic in C by Keith Briggs.
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