Numerical analysis techniques include finite difference analysis, finite element analysis, fast Fourier transforms, and related.
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- Newmat C++ Matrix Manipulation Library For the manipulation of matrices in the C++ language, oriented towards science and engineering applications.
- Test Set for Initial Value Problem Solvers 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.
- Decision Tree for Optimization Software 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.
- Boundary Element Method Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
- Netlib Searchable repository of free numerical software.
- MIT Aero/Astro Scientific Visualization Visualization software developed at MIT.
- Scientific Computing Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
- GNU Octave Repository Central location for custom scripts, functions and extensions to GNU Octave.
- FreeFEM Free general PDE solver driven by a user friendly language. Both a 2D and a 3D version are available. MacOS, Windows.
- SLEIGN2 FORTRAN programs for solving Sturm--Liouville equations.
- Freely Available Software for the Solution of Linear Algebra Problems 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.
- Astronomy and Numerical Source Codes Astronomical computations and mathematical functions source programs in C. Home page of the Cephes Mathematical Library.
- Numerical Methods Notes and Fortran code on topics including: Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs.
- Ordinary Differential Equation System Solver A Java-Applet/Application for solving ODE systems.
- Addix.Spline A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
- GNU Octave Free numerical analysis and visualization environment similar to Matlab.
- WNLIB C Subroutine Library 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.
- XRC - Exact Reals in C An implementation of lazy exact real arithmetic in C by Keith Briggs.
- Jean-Pierre Moreau's Home Page This private website is entirely dedicated to sources in numerical analysis in four languages: Basic, C++, Fortran and Pascal in Microsoft Windows environment.
- METIS: Serial Graph/Mesh Partitioning & Sparse Matrix Ordering Graph, mesh, and hypergraph partitioning software. Free download, portable on most Unix systems that have an ANSI C compiler (e.g. GNU C).