Non-JPL Sources of Mathematical Software
There are several archives of mathematical software. A few are:
- Netlib, maintained jointly
by Eric Grosse at AT&T; and Jack Dongarra et. al. at Oak Ridge National
Laboratory. This is an enormous collection, including such packages as
LINPACK, LAPACK, EISPACK, and the Collected Algorithms from CACM and
ACM TOMS, but it is generally deficient in statistics. Most of the
software here has either been formally refereed and published in a
professional journal, or has otherwise withstood the scrutiny of the
numerical analysis community.
- GAMS, the Guide to Available Math
Software, is a comprehensive collection at the National Institute of
Standards and Technology (formerly National Bureau of Standards).
There's also a JAVA-powered index.
-
SLATEC Public Domain Mathematical Library. SLATEC stands for "Sandia Los
Alamos Technical" library.
- StatLib, a library of statistical
software, contains most algorithms published in the journal Applied
Statistics, and a lot more as well.
- The MD Anderson Cancer Center
Biomathematics Source Archive collection consists of FORTRAN, and,
sometimes, C source code and documentation for a number of computer routines,
generally motivated by biostatistics applications. From a mathematical
software prespective, their two most interesting links are the Biomathematics Anonymous FTP
server and some links to Other interesting
resources
- The Naval Surface Warfare Center (NSWC) doesn't have a web presence, but we
have their excellent library on-line.
Henry Wolkowicz at Waterloo University has offered us access to his
library of Combinatorial
Optimization software.
Tomas Skalicky has developed a system for
Large Sparse Linear Systems, called LASPack.
Some computations require calculation of both function values and derivatives.
It is at best tedious, and frequently quite difficult, to produce a correct
program that computes derivatives. To aid in this problem, there is a program
ADIFOR, which means Automatic
Differentiation of Fortran programs. It accepts a Fortran subprogram to
compute a function, and produces a Fortran subprogram that computes the
derivative (Jacobian) of the function. There is also a
collection of
software for automatic differentiation (AD) that provides short highlights
of Fortran 77, Fortran 90, ANSI-C and C++ AD tools, as well as of systems
integrating AD such as MAPLE or AMPL, and AD support libraries.
There are several lists of Mathematics resources in the Web:
Commercial providers include:
Free high level / graphical user interfaces (MATLAB -- like)
We recommend you
Numerical Recipes.
Revised: September 30, 1998