SAL Home NUMERICS Miscellaneous Software

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Miscellaneous software that help perform the numerical analysis. Be sure to look at Source Code Repositories subsection first when searching for free software.
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Miscellaneous Software   ([CM] Commercial, [SR] Shareware, [GPL] GPL)

General/Basic Numerical Libraries:
aimLib [GPL] -- a C++ mathematics library.
C++ Classes List -- several C++ classes for numerical analysis.
CCMATH [GPL] -- a mathematics library coded in the C-language.
Cephes -- C language library for special functions of mathematical physics.
CERNLIB -- collection of general purpose programs for mathematical or data-handling problems.
C/Math Toolchest [CM] -- C/C++ library for scientific and engineering applications.
Chorale ToolBox [GPL] -- numerical toolbox for Matlab/Octave.
CMLIB -- a collection of Fortran subroutine for mathematics and statistics.
Colt -- open source libraries for high performance scientific computing in Java.
CPML -- a replacement libm library for Alpha Linux with better performance.
GNUMATH(gnussl) [GPL] -- a numerical mathematics library for scientific applications.
GSL (GNU Scientific Libaray) [GPL] -- a collection of numerical routines for scientific computing.
Harwell Subroutine Library [CM] -- a suite of Fortran subroutines for scientific computation.
IMSL Math/Stat Libraries [CM] -- more than 900 FORTRAN numerical subroutines.
IMSL C Numerical Libraries [CM] -- math/statistics numerical subroutines for C programming.
jCrunch [CM] -- Java class libraries for robust and fast mathematical capabilities.
JNL -- a numerical library for Java.
LHC++ [GPL] -- OO software library to replace CERNLIB.
libffm -- fast and free math routines for Linux/AXP.
NEW Matpack [GPL] -- a C++ numerics and graphics library.
Multipack [GPL] -- math Fortran routines linked to Python.
NAG C Libraries [CM] -- a large collection of algorithmic routines written in C.
NAG Fortran 77 Libraries[CM] -- Fortran 77 routines for mathematical and statistical computation.
NAG FL90plus and fl90 Fortran 90 Libraries [CM] -- Fortran 90 libraries.
PORT -- a collection of Fortran 77 routines for many traditional areas of mathematical software.
Scientific Math Library in C++ -- extensive collection of classes and routines.
Schelab -- a numerical analysis library for Scheme.
Scientific Python modules -- Python modules suitable for scientific research.
sl++ [GPL] -- a C++ object oriented numerical library.
SLATEC -- common mathematical library.
SLICOT -- a general purpose basic control library.
TCBI NumLib [GPL] -- templated library of numerical base calsses for basic data structures.
WNLIB -- a C subroutine library that contains numerous tools useful for programming pratice.
XSC -- language extensions for scientific computation for modern numerical software.

C-XSC++ [GPL] -- a C++ class library for extended scientific computing.

Linear Algebra:
BLAS -- high quality building block routines for performing basic vector and matrix operations.

ATLAS -- a self-optimizing BLAS implementation.
C_BLAS 123 [CM] -- Pentium optimized BLAS implimentation for C.
DGEMM for Alpha Chip [GPL] -- highly optimized dgemm implementation for Alpha/Linux.
LAPACK and BLAS libraries for Linux -- ELF shared libraries of linear algebra routines.
Pentium Optimized BLAS [GPL] -- a project of optimized BLAS implementation.
PHiPAC -- BLAS-compatible matrix-matrix multiply generator using ANSI C.
Optimized Libraries for Pentium Pro -- BLAS, FFT, Extended Precision, etc.
Blitz++ -- a C++ template class library for scientific computing.
BPKIT -- a toolkit of block preconditioners for the iterative solution of linear systems.
C++ Matrix Class -- a simple, fast, efficient C++ Matrix class designed for scientists and engineers.
C++ Tensor Class -- a recursive class template definition for N-dimensional arrays.
C_EisPack [CM] -- full implementation of EISPACK optimized for C/C++.
CAM C++ Class Libraries -- graphics, matrix/vector and symbolic function classes.
Cheap Matrix [GPL] -- a C++ Matrix class optimized for memory.
Expokit -- software for computing small dense and large sparse matrix exponentials.
GISOLV [CM] -- general iterative solver for large scale linear system.
GMRES/FGMRES -- implementation of GMRES iterative linear solvers.
IML++ [GPL] -- C++ templated library of iterative methods for solving linear systems.
ISIS++ -- iterative scalable implicit solver in C++.
JAMA -- a basic linear algebra package for Java.
JAMPACK -- a class library for manipulating matrices in Java.
Iterative Linear Solvers for Finite Volume/Finite Difference Equations
LAPACK -- solving linear (includes least-square) equations, eigenvalue and singular value problems.
LAPACK-D [GPL] -- dynamically loadable version of LAPACK library.
LAPACK and BLAS libraries for Linux -- ELF shared libraries of linear algebra routines.
LASPack -- solving large sparse systems of linear equations like those from solving PDE.
NEW LinAl [GPL] -- a simple, easy to use and efficient C++ linear algebra library.
LinAlg -- basic linear algebra and optimization C++ classlib.
NEW matgen [GPL] -- a command line matrix generator.
Matrona -- a small C++ class library with widely-used algorithms of matrix algebra.
MatView -- a scalable sparse matrix viewer.
Meschach [GPL] -- a C-language library of routines for performing matrix computations.
NEW MET [GPL] -- a C++ matrix class library promoting the notational convenience of linear algebraic.
MTL -- a high-performance generic component C++ library for matrix.
MV++ -- a small/efficient set of concrete vector and simple matrix C++ classes.
Newmat -- a C++ matrix library.
MultiScale Libaray [GPL] -- routines for linear algebra, transformation and wavelet.
SparseLib++ -- a C++ class library for efficient sparse matrix computations.
SVMT [GPL] -- the C++ scalar, vector, matrix and tensor class library.
Template Numerical Toolkit (TNT) -- a numeric library for scientific computing in C++ (mainly linear algebra routines).

ADIFOR -- automatic differentiation of Fortran codes.
BVP Software -- solving boundary value problem for ODE.
Cubpack++ -- a C++ package for automatic two-dimensional cubature.
DNA -- fast numerical solution of ODE in Maple.
FADBAD/TADIFF -- C++ package for automatic differentiation and Taylor expansion.
GELDA -- general linear differential algebraic equation solver.
Godess -- a generic ordinary differential equations solving system.
Integration Applet -- graphs user-supplied function and computes the area under the curve.
NEW IVP Test Set -- Fortran 77 test set for initial value problems.
Numerical Integration -- collection of FORTRAN code for numerical computation of integrals.
Ode [GPL] -- numerical solution of ordinary differential equations.
ODE++ -- a C++ class library for ordinary differential equations.
NEW ODE Fortran Codes -- Fortran 77 programs for various ODE problems.
PCOMP -- automatic differentiation.
PseudoPack -- numerical differentiation by pseudospectral methods.
Scarab [GPL] -- numerical integrator for ODE.
TAMC -- generate Fortran source for 1st order derivatives out of a Fortran routines.

TIDE -- a collection of C++ classes for differential equations.
XTC -- a tool for modeling spatial evolution equations (PDE, integro-differential equations).

Optimized Libraries for Pentium Pro -- BLAS, FFT, Extended Precision, etc.
benchFFT -- a program to compare FFT implementations.
djbfft -- a fast code for small power-of-2 complex DFTs on a Pentium.
FFTW [GPL] -- a C subroutine library for performing the Discrete Fourier Transform.
FXT -- C++ library for various transformation.
LiftPack -- a C library for the fast lifted wavelet transform (FLWT).
MultiScale Libaray [GPL] -- routines for linear algebra, transformation and wavelet.
Radix-2 FFT -- radix-2 DFT of a sequence, or Fourier integral of an evenly tabulated function.
SPLIB -- spectral method routines.
Uvi_Wave -- a set of Wavelet Processing based functions implemented under Matlab and khoros 2.
WAILI [GPL] -- a wavelet transform library which includes some basic image processing operations.
WavBox [CM] -- wavelet transforms and adaptive wavelet packet decompositions.
WaveLab -- library of MATLAB for wavelet analysis.
wvlt -- a small set of routines that allow the user to manipulate wavelets.

apfloat -- C++ arbitrary precision arithmetic package.
doubledouble [GPL] -- implements approximately 30 decimal place floating point arithmetic.
FreeLIP -- a large integer package to factor the 129-digit number RSA-129.
GMP (GNU MP) [GPL] -- a library for arbitrary precision arithmetic.
hfloat [GPL] -- library for floating point numbers of extreme precision.
JUMP -- Java class library for unlimited precision computations.
LInteger -- a set of C++ libraries supporting multiple precision integers.
Mpexpr -- brings multiple precision math for Tcl.
MPFUN -- Fortran code for arithmetic computations to arbitrary numeric precision.
MPFUN++ -- a C++ implementation of MPFUN for calculation in arbitrary numeric precision.
Piologie -- library for arbitrary precision arithmetic for natural/integer/rational numbers.
SoftFloat -- implementation of IEC/IEEE Standard for Binary Floating-point Arithmetic.
NEW XR -- an implementation of exact real arithematics.

C++ NURBS Library [GPL] -- a C++ library for non-uniform rational B-splines curves and surfaces.
DT_NURBS -- a non-unofirm rational B-spline geometry subroutine library.
GUL -- geometry utility library for interpolation and approximation with NURBS surfaces.
kspline -- a library which provides spline functions.
NURBS Library -- Non-uniform rational B-splines library.
NURBS++ [GPL] -- a C++ library to manipulate and create NURBS curves and surfaces.
NEW NURBS Toolbox [GPL] -- routines for the creation, and manipulation of NURBS.
SCRIP -- a spherical coordinate remapping and interpolation package.

Siscat [CM] -- an object-oriented numerical library for approximation/interpolation of scattered data.
Snurbs [GPL] -- simple NURBS libaray and a viewer.
Spherekit -- toolkit for spatial interpolation/comparison of spatial interpolation algorithms.
spline -- program for fitting a set of points using splines under tension.

Random Number Generator:
A Gaussian Random Number Generator -- with fast time-correlated feature.
ENT -- a pseudorandom number sequence test program.
Mersenne Twister -- a fast pseudorandom number generator.
Newran -- a C++ random number library.
pLab -- an object oriented system for generating and testing random numbers.
PRNG -- a C library for the generation of pseudorandom numbers.
RngPack [GPL] -- a pseudorandom number generator package for Java.
RNPL -- rapid numerical prototyping language help scientists solve equations quickly.

ALFPACK -- Fortran subroutines for computing associated Legendre functions.
C++SIM -- an object-oriented simulation package written in C++.
Chaos Classes [GPL] -- C++ classes for use in the study of chaotic dynamical systems.
CLAWPACK -- conservation laws software package.
CONTENT -- dynamical system software with differential equation solvers and tools.
cspX [CM] -- time series analysis algorithms for analyzing chaotic or regular data sets.
DsTool -- computational environment for dynamical systems.
Enclosing Ball Software -- calculates the smallest enclosing ball of a set of points or a set of balls.
Evolvuton and Other Software -- C++ software components for evolutionary computation and others.
FINDER [CM] -- pricing financial derivatives using low discrepancy methods.
GAIO -- a software package for the numerical analysis of dynamical systems.
IAsolver [GPL] -- the Brandes interval arithmetic constraint solver implemented in Java.
LASSPTools -- numerical and graphical enhancements to Unix.
A Matlab Differentiation Matrix Suite -- solving differential equations by the spectral collocation method.
MCSim [GPL] -- a package for Monte Carlo stochastic simulations.
MODFIT -- parameter estimation in Laplace transforms, ordinary/algebraic differential equations.
NAO -- objects for easy creation of numercial analysis software.
NumExp [GPL] -- GTK+ based mathematical calculation program.
OAX -- a spacial objective analysis program.
Orderpack -- Fortran 90 code for general and specialized ordering problems.
PETE -- portable expression template engine.
NEW The Polynomial Toolbox [CM] -- a MATLAB toolbox for polynomials, polynomial matrices and their applications.
PROFIL/BIAS -- a C++ interval arithmetic class library.
PDEFIT -- parameter estimation in diffusion equations.
SHDOM -- spherical harmonic discrete ordinate method for atmospheric radiative transfer.
SLEIGN -- compute eigenvalues, eigenfunctions of regular/singular Sturm-Liouville (S-L) problems.
SYSFIT -- parameter estimation in systems of nonlinear dynamical equations.
TENSPACK -- nonlinear equation solving with tensor methods.
TONS -- to produce an environment for numerical calculations.
TRANSIENT [SR] -- solving arbitrary, nonlinear, parabolic PDEs in space and time.
UniCalc -- a universal solver for arbitrary algebraic systems of equations and inequlities.
XPP-Aut -- solving various equations arised in dynamical systems.

Also Check Out:
Algae [GPL] -- a high-level interpreted language for numerical analysis.
C-Mix -- a program specializer for making faster C code.
CGAL -- a C++ software library of geometric data structures and algorithms.
CMAT -- an exact arithmetic matrix calculator program.
Emu/fdtd -- a 3D Maxwell's equation solver.
EiffelMath from ISE Eiffel [CM] -- object-oriented library for numerical and scientific computation.
ixlib [GPL] -- C++ library with regular expressions, automatic arrays, garbage collection, matrix handling, planar geometry.
NEW JavaView -- a 3D geometry viewer and numerical software library Java.
LCS -- Monte Carlo codes for simulating particles in an energy regime from TeV to thermal energies.
Matrix<LIB> [CM] -- a Matlab compatible C++ matrix class library.
SigLib DSP Library [CM] -- DSP, Signal and image processing software and libraries.
SILOON -- scripting interface languages for object-oriented numerics.

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