Libraries

These are generally, but not exclusively, libraries of PD code (note particularly that NR code isn't free!)

• GAMS: Guide to Available Mathematical Software. This describes itself as `A cross-index and virtual repository of mathematical and statistical software components of use in computational science and engineering'.
• mathtools.net describes itself as `the technical computing portal for all your scientific and engineering needs'. It's a collection of links to resources in Fortran, C/C++, Java and even Excel.
• Numerical Recipes, and some criticisms of the books, and mention of alternatives.
• HENSA and sunsite at Imperial
• There are netlib mirrors at sunsite and HENSA. The netlib master is at <http://www.netlib.org/>
• NHSE, the (US) National High-Performance Software Exchange, which is `a distributed collection of software, documents, data, and information of interest to the high performance and parallel computing community'
• CERN program library includes CERNLIB (component libraries, FAQ). Written in Fortran, generally - free to member-state physics departments, non-com and commercial fees otherwise.
• JPL Computational Mathematics
• Scientific software at Yahoo, specifically maths, physics and astronomy resources.
• ACM Transactions on Mathematical Software (TOMS), with software mirrored at HENSA. Includes a collection of web resources for mathematical software, which bears further investigation.
• Scientific Computing Division of the (US) National Center for Atmospheric Research, has an overview of mathematical and statistical packages. Not all the packages reviewed there are freely available, but the discussions are useful.

• PORT:

  The PORT Mathematical Subroutine Library (third edition) is a collection of Fortran 77 routines that address many traditional areas of mathematical software, including approximation, ordinary and partial differential equations, linear algebra and eigensystems, optimization, quadrature, root finding, special functions, and Fourier transforms, but excluding statistical calculations. PORT stands for Portable, Outstanding, Reliable, and Tested.

  [ from the front page ]

  Some routines are public-domain, others have a non-commercial-use licence condition.

• Slatec is `a comprehensive software library containing over 1400 general purpose mathematical and statistical routines written in Fortran 77.'

Specifically minimisation:

• minpack (*), for solving linear and nonlinear minimisation problems. Documentation within the source code.
• Algorithm 573: NL2SOL. John E. {Dennis, Jr.} and David M. Gay and Roy E. Welsch, An Adaptive Nonlinear Least-squares Algorithm, ACM Transactions on Mathematical Software, 7 no. 3, pp. 348-368 (1981). Source code (*). This has been extended and incorporated within the PORT library mentioned above.