I am sorry for not updating the links on regular basis. I will try to keep the contents up-to-date as much as possible. You may also copy, distribute, and modify this material without restrictions.

sites providing similar information

Those are not mirror sites of any existing document nor they are supposed to provide exactly the same material.
    Stony Brook, U.S. (WWW maintainers)
    Australia (Devin Trussell)


on-line services

search engines

individual libraries

ADIFOR automatic differentiation of Fortran codes
ARKode adaptive-step time integration package for stiff, nonstiff and mixed systems of ODEs given in linearly-implicit form
ALFPACK Legendre functions of first kind
ARPACK large scale eigenvalue problems
Aztec an iterative sparse linear solver package
BLAS basic linear algebra subprograms
CERNLIB CERN Program Library
CMLIB NIST core math library
DAEPAK differential algebraic equations
DASPK* solution of systems of alg./diff. eqns (BDF/Krylov method, CM/F90/MPI)
DCDFLIB cumulative distribution functions, inverses, and parameters for common statistical distributions
EDA exploratory data analysis
EISPACK eigenvalues and eigenvectors
FATODE ODE solvers direct and adjoint sensitivity analysis capabilities (RK, Implicit RK, SDIRK, Rosenbrock)
FISHPAK FFT, separable elliptic pdes
FLIB CHARPAK character/string manipulation GEOMPAK geometrical transformations RANPAK random number generation TIMPAK system date manipulation
GSLIB GSLIB: Geostatistical Software Library and User's Guide" by C.V. Deutsch and A.G. Journel Oxford Univ. Press, New York, 1992
HSL (Harwell Subroutine Library) general purpose
Harwell-Boeing sparse matrices (also Matrix Market)
HPFlibrary HPF library in F90
HSL Harwell Subroutine Library
INTLIB interval arithmetic
IMSL Visual Numerics, Inc.
ITPACK sparse matrices, iterative methods
LAIPE parallel direct solvers (linear equations)
LANCELOT large-scale optimization problems
LAPACK linear algebra on shared memory machines
LIBSOL iterative linear solvers for FV/FD equations (Stuart Norris)
LINALG some nonstandard solvers for linear algebra
LINPACK linear algebra
MGMPI parallel multgrid solver for 3D elliptic problems
MINPACK nonlinear problems
MINPACK-2 nonlinear problems
MINUIT nonlinear problems
MPFUN a portable multiprecision package
Mtask parallel programming language (Windows NT/95)
MUDPACK multigrid, linear elliptic PDEs
NCARM NCAR's local math libraries
Numerical Methods FORTRAN Programs, software supplement for Numerical Methods for Mathematics, Science & Eng. by John Mathews
Numerical Recipes (So is it buggy or not?)
ODEs stiff/nonstiff, explicit/implicit methods
ODE software of J. Cash
PIM Parallel Iterative Solvers
PSIDE implicit ODEs
BiM variable order/stepsize blended implicit methods for ODEs
RANLIB random number generation (C, FORTRAN)
REGRIDPACK regridding (1-4D orthogonal grids)
SCILIB a portable FORTRAN emulation of CRAY SCILIB
SLATEC common mathematical library
SLEIGN2 Sturm-Liouville problems
SPARSKIT sparse matrices
SPHEREPACK spherical harmonics
SPECFUN special functions
STARPAC statistical data analysis
TENSOR nonlinear problems (tensor methods)
TLCPACK regridding (1-4D orthogonal grids)
Templates iterative solution of linear systems (html book)
TOMS algorithms from Comm. of the ACM
TSFIT scattered data fitting (in C)
UMFPACK sparse linear problems with iterative refinement
WSMP Watson Sparse Matrix Package (scalable sparse linear problems, iterative refinement)

other sites

something to read


         The best benchmark remains your own application. I assume you have profiled it and know
         where it spends its time, and have optimised it where possible; running it will at least ensure
         that the machine, operating system, and compiler exist, a factor often overlooked amidst
         a profusion of numbers and promises.

                                                                                Benchmarking Computers for HEP
                                                                                Eric McIntosh
                                                                                CERN, Geneva, Switzerland


favourite FAQ

   quite frequently I have come accross the following book title, and
   never know the complete set of author, title, who published it ....

   the title is: 'Numerical Recipes'

   Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P.
   Numerical recipes in FORTRAN: the art of scientific computing
   Second Edition, 1992
   Cambridge University Press, Cambridge
   ISBN 0-521-43064-X

those were the days...

We were slightly worried when we discover the OS was written in what
appeared to be a dialect of Fortran II.  Internal evidence indicated
that much of the OS was originally written by physicists at LLL;
which possibly explains the use of Fortran :-)

                               Geoff Lane's experience with Cyber205

note on efficient algorithms

We suspect it would take considerably longer than the age of the
universe to be able to compute the latter result using the complete
weight space method.

                 Wybourne, B.G., 1994, Comput. Phys. Commun., 83, 332
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