ASA241 is a FORTRAN90 library which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;
ASA241 is Applied Statistics Algorithm 241.
The library includes two routines, R4_NORMAL_01_CDF_INVERSE, and R8_NORMAL_01_CDF_INVERSE, suitable for single or double precision arithmetic calculations.
ASA241 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
ASA111, a FORTRAN90 library which evaluates the percentage points of the Normal distribution.
DCDFLIB, a FORTRAN90 library which contains routines for evaluating and inverting the normal CDF, and many other distributions.
PROB, a FORTRAN90 library which contains routines for evaluating and inverting the normal CDF, and many other distributions.
TEST_VALUES, a FORTRAN90 library which contains routines that store selected values of the normal CDF, and many other statistical distributions.
Original FORTRAN77 version by Michael Wichura; FORTRAN90 version by John Burkardt.
You can go up one level to the FORTRAN90 source codes.