NUMERICAL SOFTWARE TOOLS
AND INFORMATION SOURCES

Nick Trefethen, February 2001

Software Repositories
Netlib (www.netlib.org)
NHSE = National HPCC Software Exchange (www.nhse.org)
CALGO = Collected Algorithms of the ACM (www.acm.org/calgo)
Fortran 90 Software Repository (www.nag.co.uk/nagware/Examples.html)

Information Portals
GAMS = NIST Guide to Available Mathematical Software (gams.nist.gov)
MathSciNet (klymene.mpim-bonn.mpg.de/mathscinet)
NA Digest weekly online bulletin (www.netlib.org/na-digest-html)
Mathtools.net (www.mathtools.net)

General-Purpose Libraries
NAG (www.nag.co.uk)
IMSL (www.vni.com/products/imsl)
HSL and HSL 2000 (previously "Harwell Subroutine Library") (hsl.rl.ac.uk)
Numerical Recipes (www.nr.com)

Wilkinson Prizes
DASSL (and DASPK) = Differential Algebraic Equation Solver (www.engineering.ucsb.edu/~cse/software.html)
ADIFOR = Automatic Differentiation of Fortran (www-unix.mcs.anl.gov/autodiff/ADIFOR)
FFTW = Fastest Fourier Transform in the West (www.fftw.org)

Symbolic Computation
Maple (www.maplesoft.com)
Mathematica (www.wolfram.com)
Matlab Symbolic Toolbox (www.mathworks.com/products/symbolic)
In Matlab: help symbolic

MATLAB for Gourmets
GNU Octave = open-source analog of Matlab (www.octave.org)
User-contributed codes at MathWorks (www.mathworks.com/support/ftp)
MATLAB pages at Dundee (www.mcs.dundee.ac.uk:8080/software/index.html#matlab)
MATLAB Guide by Higham and Higham (www.ma.man.ac.uk/~higham/mg)
In Matlab: help graphics
**** Aly Kassam: Graphics in MATLAB ****

Linear Algebra
BLAS = Basic Linear Algebra Subprograms (www.netlib.org/blas)
EISPACK (superseded by LAPACK)
LINPACK (superseded by LAPACK)
LAPACK (www.netlib.org/lapack)
ScaLAPACK (www.netlib.org/scalapack)
Templates for large-scale matrix iterations (www.netlib.org/linalg/html_templates/Templates.html)
AZTEC = A Massively Parallel Iterative Solver Library for Solving Sparse Linear Systems (www.cs.sandia.gov/CRF/aztec1.html)
Matrix Market (math.nist.gov/MatrixMarket)
In Matlab: help sparfun

Ordinary Differential Equations and Dynamical Systems
ODEPACK (www.netlib.org/odepack)
DSTOOL (mathlab.cit.cornell.edu/dyn_sys/dstool/dstool.html)
In Matlab: help funfun

Partial Differential Equations
CLAWPACK for conservation laws (www.amath.washington.edu/~rjl/clawpack.html)
PLTMG 2D elliptic PDE package (www.scicomp.ucsd.edu/~reb/software.html)
FISHPAK fast Poisson solvers (www.scd.ucar.edu/softlib/FISHPAK.html)
M-files for spectral methods (http://web.comlab.ox.ac.uk/oucl/work/nick.trefethen/spectral.html)
FEMLAB (www.femlab.com)
Matlab PDE Toolbox (www.mathworks.com/products/pde)
Fastflo (www.nag.com/Simulation/fastflo/fastflo.asp)
PDELAB (www.webpdelab.org)
DIFFPAK (www.nobjects.com)
In Matlab: help pde
**** Axel Malquist: FEMLAB ****

Optimization
Optimization Technology Center (www.ece.nwu.edu/OTC)
NEOS Guide (www-fp.mcs.anl.gov/otc/Guide)
Matlab Optimization Toolbox (www.mathworks.com/products/optimization)
In Matlab: help optim
**** Nick Gould: Optimization and NEOS ****

Other Numerical Topics
MGNET = Multigrid/multilevel/multiscale... Network (casper.cs.yale.edu/mgnet/www/mgnet.html)
Mesh Generation & Grid Generation on the Web (www-users.informatik.rwth-aachen.de/~roberts/meshgeneration.html)
Spline bibliography (www.cs.wisc.edu/~deboor/bib/bib.html)
Approximation catalog (cm.bell-labs.com/netlib/a/catalog.html)
Digital Library of Mathematical Functions (dlmf.nist.gov)
wavelet.org (www.wavelet.org)
Overview of Iterative Linear System Solver Packages (//www.netlib.org/utk/papers/iterative-survey)

CFD Packages
CFD Online (www.cfd-online.com/Resources)
FLUENT (www.fluent.com)
Flowmerics (www.flowmerics.com)
CFX (www.software.aeat.com)

Statistics
Statlib (www.mirror.ac.uk/sites/lib.stat.cmu.edu)
SPSS (www.spss.com)
S-Plus (www.insightful.com)
R = open-source analog of S-Plus (www.r-project.org)
SAS (www.sas.com)
In Matlab: help stats

Computation on the Web
NEOS = NEOS Server for Optimization (www-neos.mcs.anl.gov)
NetSolve (www.cs.utk.edu/netsolve)
Encylopedia of Integer Sequences (www.research.att.com/~njas/sequences)
Reverse Engineering Calculator (psg.cecm.sfu.ca/projects/revenge/client/RevEngClient.html)

Chef's Choice
Schwarz-Christoffel toolbox for MATLAB (www.math.udel.edu/~driscoll/SC)
Pseudospectra GUI (web.comlab.ox.ac.uk/oucl/work/tom.wright/psgui)

High-Performance Computing
PETSc = Portable, Extensible Toolkit for Scientific Computation (www-fp.mcs.anl.gov/petsc)
hpc netlib = High-Performance Netlib (www.nhse.org/hpc-netlib)
MPI = Message-Passing Interface (for distributed memory computers) (www-unix.mcs.anl.gov/mpi)
OpenMP (for shared memory computers) (www.openmp.org)
ATLAS = Automatically Tunable Linear Algebra Software (www.netlib.org/atlas)
OSC = Oxford Supercomputing Centre and its machines OSCAR, TOSCA,... (www.osc.ox.ac.uk)

Graphics and Visualization
IRIS Explorer (www.nag.com/Welcome_IEC.html)
DX = IBM Visualization Data Explorer (www.research.ibm.com/dx)
AVS = Advanced Visual Systems (www.avs.com)
Fieldview (www.ilight.com) (this and next two especially good for CFD)
Ensight (www.ceintl.com)
Visual3/pV3 (raphael.mit.edu/haimes.html)
**** Mike Giles: Visualization ****