SAL Home Numerical Analysis

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The software in this section perform numerical analysis in many different areas. Since there are already several nicely organized collections of numerical software on the internet (such as GAMS and Netlib), there is no need to repeat those wonderful works here. Hence, the first subsection is devoted to Source Code Repositories with links to those pages, and they are where I usually started with when looking for some source codes. There is a subsection of Discrete Methods & Related Tools because of its widespread applications. Then there is a subsection of Optimization software due to its importance in solving real life industrial/business problems.
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Numerical Analysis

Source Code Repositories   GAMS, Netlib, MGNet, SLATEC, StatLib ...
Discrete Methods & Related Tools   ADMesh, Diffpack, FElt, FEMLAB, GEOMPACK, KASKADE, QMG, ProPHLEX,...
Optimization   Cplex, FSQP, LINDO, PCx,...

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.
Check out for "Why not use the Numerical Recipes?"
Also see for "Distressing Rumors, and How We Handle Them" from Numerical Recipes.

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

Numerical methods

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

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