Addix.Spline 
A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
http://www.addix.com/products/spline/overview.html
Astronomy and Numerical Source Codes 
Astronomical computations and mathematical functions source programs in C. Home page of the Cephes Mathematical Library.
http://www.moshier.net/
Boundary Element Method 
Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
http://www.boundary-element-method.com/
CSE - LANCELOT 
A standard fortran 77 package for solving large-scale nonlinearly constrained optimization problems. Free download by FTP.
http://www.cse.clrc.ac.uk/nag/lancelot/lancelot.shtml
Center for the Mathematics of Waves 
Includes the Finite Element/Nystrom Solver, a two dimensional coupled finite element / Nystrom solver for the Helmholtz equation.
http://www.math.udel.edu/research/wave_center/
DONLP2 
Software for nonlinear programming.
http://plato.la.asu.edu/donlp2.html
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.
http://plato.la.asu.edu/guide.html
Discrete Fourier Series Transform 
Basic presentation of the discrete Fourier series transform. Explanations and formules. Raw source code to calculate numerical Fourier transforms.
http://www.4p8.com/eric.brasseur/fouren.html
Easy-Fit 
Used to identify parameters in explicit model functions, dynamic systems of equations (steady-state), Laplace transforms, ordinary differential equations, differential algebraic equations and one-dimensional partial differential equations. Proceeding from
http://www.uni-bayreuth.de/departments/math/~kschittkowski/easy_fit.htm
FreeFEM 
Free general PDE solver driven by a user friendly language. Both a 2D and a 3D version are available. MacOS, Windows.
http://www.freefem.org/
GNU Octave 
Free numerical analysis and visualization environment similar to Matlab.
http://www.octave.org/
GNU Octave Repository 
Central location for custom scripts, functions and extensions to GNU Octave.
http://octave.sourceforge.net/
HSL Archive 
HSL (formerly the Harwell Subroutine Library) is a collection of ISO Fortran codes for large scale scientific computation, written by members of the Numerical Analysis Group and other experts. Free download by FTP.
http://hsl.rl.ac.uk/archive/hslarchive.html
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.
http://perso.orange.fr/jean-pierre.moreau/
MAI Information Technology 
Numerical, statistical, and signal processing subroutine libraries optimised for OS/2 platforms.
http://www.marschall-acoustics-instruments.com.au/MAI-IT
Numerical Methods 
Notes and Fortran code on topics including: Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs.
http://www.numerical-methods.com/
Reactor Simulation Editor, Introduction with Examples 
The Reactor Simulation Editor (rsedit) is a software package designed to solve finite difference equations in a simplified way. The tool kit includes: a geometry editor, data structure editors, equation editor and an HTML output library.
http://www.cas.mcmaster.ca/~gilbert/rse_intro/
SLEIGN2 
FORTRAN programs for solving Sturm--Liouville equations.
http://www.math.niu.edu/~zettl/SL2/
Scientific Computing 
Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
http://www.isca-louis.com/
TeLa 
The tensor language. Scientific computing language and environment.
http://www.geo.fmi.fi/prog/tela.html
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.
http://pitagora.dm.uniba.it/~testset
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.
http://www.willnaylor.com/wnlib.html
XRC - Exact Reals in C 
An implementation of lazy exact real arithmetic in C by Keith Briggs.
http://keithbriggs.info/xrc.html
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