See also the sections on:

Some gems of netlib: LAPACK provides a wide variety of linear algebra functions:

LAPACK++ is a C++ version of, sadly, only a subset of LAPACK. LAPACK++ is work in progress, and hopefully the full functionality of LAPACK will be supported soon.

ScaLAPACK is for distributed memory machines.

Machine/architecture dependent Basic Linear Algebra Subroutines (BLAS) are the keystone of Netlib.

Fortran, C, and the f2c Translator

f2c: Most of the programs in netlib are in Fortran. However, netlib contains an excellent Fortran-to-C conversion utility, f2c. While f2c produces working C code, it is visually complex and ugly. Using f2c on a large package like LAPACK can require a good deal of time to get all the options correct. Fortunately, LAPACK has already be converted to C: see CLAPACK.

The utility f2c can also be invoked by email. Send email to netlib@research.att.com, with the subject "execute f2c", and body containing the non-confidential Fortran program to be converted. But the email option is of use only for very small, simple programs, since a resulting C program of any size must be linked with the f2c libraries. Usually one will have to download the f2c package anyway to generate the libraries. Generally it's easier to download the f2c package, build the libraries and the f2c conversion program, and do the conversion locally.

CAUTION: Programs created by f2c conversion use parameter passing conventions different from most C or C++ programs. Their callers must create the appropriate parameters before using them. See the file f2c.ps in the f2c distribution. A good description of this issue may also be found in the "readme" file for clapack in netlib.

Statlib

Statlib via ftp.

UCAR's Mathematical and Statistical Libraries

Lisp-Stat

Quail Quail: Quantitative analysis in lisp

U Mass instrumentation and statistical analysis packages

CMU's library

Java Numerical/Scientific Libraries

The Visual Numerics' Java package, JNL, is a Numerical Library for Java, is a set of classes for the most important numerical functions missing in Java. The library is comprised of one numerical type class, Complex, and three categories of numerical functions classes: the special functions class, the linear algebra classes, and the statistics class. All classes use double precision floating point as the underlying float type.

The f2j, JLAPACK project provides the LAPACK and BLAS numerical subroutines translated from their Fortran 77 source into class files, executable by the Java Virtual Machine (JVM) and suitable for use by Java programmers. This makes it possible for a Java application or applet distributed on the web to use established legacy numerical code that was originally written in Fortran. The translation was accomplished using a special purpose Fortran-to-Java (source-to-source) compiler.

Linear Algebra for Statistics Java Package

JAMA is a basic linear algebra package for Java. It provides user-level classes for constructing and manipulating real, dense matrices. Five fundamental matrix decompositions are provided:

JAMA is by no means a complete linear algebra environment. For example, there are no provisions for matrices with particular structure (e.g., banded, sparse) or for more specialized decompositions (e.g. Shur, generalized eigenvalue). Complex matrices are not included. It is not our intention to ignore these important problems. We expect that some of these (e.g. complex) will be addressed in future versions. It is our intent that the design of JAMA not preclude extension to some of these additional areas.

The SciMark Java numerical benchmark consists of various kernels (FFT, Monte Carlo, sparse matrix computation, finite-difference stencils, and LU factorization) and is meant to provide an indication of how well Java environments perform on numeric and scientific applications. SciMark can be run interactively within your browser, or downloaded to run in other Java environments. The web site includes bar-graph comparisons between various computer/Java platforms, as well as an archive of previous results.

jscience A set of Java libraries for linear algebra, symbolic calculations, arbitrary precision arithmetic, units, etc.

Lucent Libraries

ATLAS is a software package that will automatically generate highly optimized numerical kernels for our commodity processors. As the underlying computing hardware doubles its speed every eighteen months, it often takes more than a year for software to be optimized or "tuned" for performance on a newly released CPU. Users tend to see only a fraction of the power available from any new processor until it is well on the way to obsolescence.

Trilinos Parallel Solver

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