Numerical analysis techniques include finite difference analysis, finite element analysis, fast Fourier transforms, and related.

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Searchable repository of free numerical software.
A comprehensive spline curve function library for creating and evaluating splines in Excel, VB and VBA. Free download of evaluation copy.
Astronomy and Numerical Source Codes
Astronomical computations and mathematical functions source programs in C. Home page of the Cephes Mathematical Library.
Boundary Element Method
Resources: Acoustics, Laplace and Helmholtz Problems. Book, manuals, Fortran software (Free and to purchase).
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.
Free general PDE solver driven by a user friendly language. Both a 2D and a 3D version are available. MacOS, Windows.
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.
GNU Octave
Free numerical analysis and visualization environment similar to Matlab.
GNU Octave Repository
Central location for custom scripts, functions and extensions to GNU Octave.
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).
MIT Aero/Astro Scientific Visualization
Visualization software developed at MIT.
Newmat C++ Matrix Manipulation Library
For the manipulation of matrices in the C++ language, oriented towards science and engineering applications.
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.
Scientific Computing
Software and Algorithms for linear and nonlinear inverse Problems: Computerized tomography, wavelet applications, statical computations, multi parameter fit and more
FORTRAN programs for solving Sturm--Liouville equations.
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.
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.
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Last update:
April 16, 2015 at 7:15:05 UTC
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