Home > Science > Math > Numerical Analysis > Software
Numerical analysis techniques include finite difference analysis, finite element analysis, fast Fourier transforms, and related.
http://www.addix.com/products/spline/overview.html
A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
http://www.moshier.net/
Astronomical computations and mathematical functions source programs in C. Home page of the Cephes Mathematical Library.
http://www.boundary-element-method.com/
Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
http://plato.la.asu.edu/guide.html
Ready to use solutions for optimization problems, or at least a way to build such a solution using work done by others. Where possible, public domain software is listed.
http://www.freefem.org/
Free general PDE solver driven by a user friendly language. Both a 2D and a 3D version are available. MacOS, Windows.
http://www.netlib.org/utk/people/JackDongarra/la-sw.html
Software for high-performance computers available in source form for problems in numerical linear algebra, specifically dense, sparse direct and iterative systems and sparse iterative eigenvalue problems.
http://www.octave.org/
Free numerical analysis and visualization environment similar to Matlab.
http://octave.sourceforge.net/
Central location for custom scripts, functions and extensions to GNU Octave.
http://pagesperso-orange.fr/jean-pierre.moreau/
This private website is entirely dedicated to sources in numerical analysis in four languages: Basic, C++, Fortran and Pascal in Microsoft Windows environment.
http://glaros.dtc.umn.edu/gkhome/metis/metis/overview
Graph, mesh, and hypergraph partitioning software. Free download, portable on most Unix systems that have an ANSI C compiler (e.g. GNU C).
http://raphael.mit.edu/haimes.html
Visualization software developed at MIT.
http://www.netlib.org/
Searchable repository of free numerical software.
http://www.robertnz.net/nm_intro.htm
For the manipulation of matrices in the C++ language, oriented towards science and engineering applications.
http://www.numerical-methods.com/
Notes and Fortran code on topics including: Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs.
http://damato.light-speed.de/dessolver/
A Java-Applet/Application for solving ODE systems.
http://www.isca-louis.com/
Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
http://www.math.niu.edu/~zettl/SL2/
FORTRAN programs for solving Sturm--Liouville equations.
http://pitagora.dm.uniba.it/~testset/
Test problems, experimental results from a number of proven solvers, solvers, subroutines providing a common interface and links for Initial Value Problems for ODEs, DAEs and IDEs.
http://www.willnaylor.com/wnlib.html
Will Naylor's free, unrestricted ANSI-C subroutine library including numerical routines such as conjugate-gradient and conjugate-directions, simplex method, transportation problem, fast-Fourier transform, matrix and vector operations.
http://keithbriggs.info/xrc.html
An implementation of lazy exact real arithmetic in C by Keith Briggs.
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