Source Code Repositories GAMS, Netlib, MGNet, SLATEC, StatLib ...
Other Resources on the Internet
Freely Available Software for Linear Algebra
Yahoo! - Science:Mathematics:Numerical Analysis
Numerical Recipes On-Line Book: Free on-line book (Fortran or C) "Numerical Recipes: The Art of Scientific Computing" in postscript or Adobe Acrobat format. However, the software Numerical Recipes is not free and requires a license.
CFD codes list: Collection of information about Computational Fluid Dynamics (CFD) programs. Include public-domain, shareware, freeware and commercial packages.
N-Body / Particle Simulation Methods: A page summarizing the various methods used to simulate large systems of particles. It also has many links to available software in each category.
FAQ: Numerical Analysis & Associated Fields Resource Guide
Free C/C++ Sources for Numerical Computation: It is a collection of pointers to free source code available on the net, books which come with source ...
Numerical libraries in C/C++: This site deals with solving systems of equations in C++ and has pointers to software.
The Object-Oriented Numerics (OON) Page
A Compilation of Automatic Differentiation Tools Presented at the 1995 International Conference on Industrial and Applied Mathematics, Hamburg.
Computational Geometry Software