BRENT is a FORTRAN90 library which contains algorithms for finding zeros or minima of a scalar function of a scalar variable, by Richard Brent.
The methods do not require the use of derivatives, and do not assume that the function is differentiable.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
BRENT is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
ASA047, a FORTRAN90 library which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
BISECTION_INTEGER, a FORTRAN90 library which seeks an integer solution to the equation F(X)=0, using bisection within a user-supplied change of sign interval [A,B].
BISECTION_RC, a FORTRAN90 library which seeks a solution to the equation F(X)=0 using bisection within a user-supplied change of sign interval [A,B]. The procedure is written using reverse communication.
COMPASS_SEARCH, a FORTRAN90 library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
NELDER_MEAD, a MATLAB program which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
NMS, a FORTRAN90 library which includes versions of Brent's minimizer and zero finder.
PRAXIS, a FORTRAN90 library which minimizes a scalar function of several variables.
SLATEC, a FORTRAN90 library which includes the zero finder FZERO.
TEST_OPT, a FORTRAN90 library which defines test problems requiring the minimization of a scalar function of several variables.
TEST_OPTIMIZATION, a FORTRAN90 library which defines test problems for the minimization of a scalar function of several variables, as described by Molga and Smutnicki.
TEST_ZERO, a FORTRAN90 library which defines some test functions for which zeroes can be sought.
TOMS178, a FORTRAN90 library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
ZERO_RC, a FORTRAN90 library which seeks solutions of a scalar nonlinear equation f(x) = 0, or a system of nonlinear equations, using reverse communication.
ZOOMIN, a FORTRAN90 library which includes various zero finder routines.
Original FORTRAN77 version by Richard Brent; FORTRAN90 version by John Burkardt.
You can go up one level to the FORTRAN90 source codes.