solve, a MATLAB code which solves a linear system of equations A*x=b using Gauss elimination.
In MATLAB, of course, one can simply type "x = A\b" and get an answer, even if the matrix is ill-conditioned, singular, complex, rectangular (over-determined or under-determined).
Nonetheless, this library is useful because:
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
solve is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
r8lib, a MATLAB code which contains many utility routines using double precision real (R8) arithmetic.