Numerical methods

mirror sites

Stony Brook, U.S.(WWW maintainers)
PennState, U.S. (Douglas N. Arnold)
Australia(Devin Trussell)
Belorussian Translation

centers

• Netlib
  Netlib Services and Resources (a hypertexed guide)
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• GAMS
  GAMS Guide to Available Mathematical Software (Java client)
  Problem Decision Tree
  Other Sources of Math Software Information
• StatLib (CMU)
• NCAR's Mathematical and Statistical Libraries
• Links to various software archives (CSC)
• Software Support Laboratory (SSL)
• National HPCC Software Exchange (NHSE)
• eLib (Konrad-Zuse-Zentrum für Informationstechnik Berlin)
• Computer Physics Communications Program Library (CPC)
• Collaborative Computational Projects (CCP)
• Computers in Physics Source Code (cip_sourcecode)
• Programming: DOS: Fortran programming language-related files (Jumbo)
• Mathematical Software (German Scientific Computing)

  on-line services

• GAMS at NIST
• DSL at NCAR

  search engines

• ArchiePlex Form
  Imperial College
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  Nexor (or here, list of several sites)
• general
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• e-mail addresses
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• USENET
  Deja News - Query Form
  Deja News USENET posting service
• others
  FTP search
  The Informant (periodic search agent)
  Mathematical Topics: Search services (CSC)
  Virtual Shareware Library Search Form (SHASE)
  Anonymous Surfing

ADIFOR              automatic differentiation of Fortran codes
ALFPACK             Legendre functions of first kind
ARPACK              large scale eigenvalue problems
Aztec               an iterative sparse linear solver package
BLAS                basic linear algebra subprograms
CERNLIB             CERN Program Library
CMLIB               NIST core math library
DAEPAK              differential algebraic equations
DASPK*              solution of systems of alg./diff. eqns                    (BDF/Krylov method, CM/F90/MPI)
EDA                 exploratory data analysis
EISPACK             eigenvalues and eigenvectors
FISHPAK             FFT, separable elliptic pdes
FLIB   CHARPAK         character/string manipulation   GEOMPAK         geometrical transformations   RANPAK          random number generation   TIMPAK           system date manipulation
GSLIB               GSLIB: Geostatistical Software Library and User's Guide"                    by C.V. Deutsch and A.G. Journel                    Oxford Univ. Press, New York, 1992
Harwell-Boeing      sparse matrices (also Matrix Market)
HSL                 Harwell Subroutine Library
INTLIB              interval arithmetic
IMSL                Visual Numerics, Inc.
ITPACK              sparse matrices, iterative methods
LAIPE               parallel direct solvers (linear equations)
LANCELOT            large-scale optimization problems
LAPACK              linear algebra on shared memory machines
LINALG              some nonstandard solvers for linear algebra
LINPACK             linear algebra
MPFUN               a portable multiprecision package
MINPACK             nonlinear problems
MINPACK-2           nonlinear problems
MINUIT              nonlinear problems
Mtask               parallel programming language (Windows NT/95)
MUDPACK             multigrid, linear elliptic PDEs
NCARM               NCAR's local math libraries
Numerical Methods   FORTRAN Programs, software supplement for                    Numerical Methods for Mathematics, Science & Eng.                    by John Mathews
Numerical Recipes  also ftpand gopher (So is it buggy or not?)
ODEPACK             LSODE
ODEs                stiff/nonstiff, explicit/implicit methods
ODE software        of J. Cash
PIM                 Parallel Iterative Solvers
RANLIB              random number generation (C, FORTRAN)
ScaLAPACK           MIMD version of LAPACK
SCILIB              a portable FORTRAN emulation of CRAY SCILIB
SLATEC              common mathematical library
SLEIGN2             Sturm-Liouville problems
SPARSKIT            sparse matrices
SPBLAS              NIST Sparse BLAS
SPHEREPACK          spherical harmonics
SPECFUN             special functions
STARPAC             statistical data analysis
TENSOR              nonlinear problems (tensor methods)
TLCPACK             regridding (1-4D orthogonal grids)
Templates           iterative solution of linear systems (html book)
TOMS                algorithms from Comm. of the ACM
UMFPACK             sparse linear problems with iterative refinement
                  

other sites

• specific applications
  Computational Fluid Dynamics
  codes (U.K. and U.S.)
  books
  resources on-line
  URL's on sci.physics.computational.fluid-dynamics
  finite elements
  Information on finite element mesh generation
  Finite Element Resources
  The MODULEF (finite element library)
  Beton(2-D potential solver, Han de Bruijn)
  particle methods
  Molecular modeling software
  Computer Simulation of Liquids
  M.P. Allen, D.J. Tildesley, 1987, Oxford University Press, Oxford
  Parallel Multipole Tree Algorithms (PMTA)
  N-Body / Particle Simulation Methods(Amara Graps)
  graphics
  PGPLOT(Tim Pearson)
  PSPLOT(Kevin Kohler)
  DSLIN(Helmut Michels)
  NAG Graphics Library
  NCAR Graphics
  others
  EMLIB (electromagnetics)
  FPPAC (The Fokker-Planck package)
  TeLa (the Tensor Language)
  Level Set Methods(J.A. Sethian)
  Subroutine On Demand-service (Sparse BLAS 2 & 3)
  Coupled Climate Dynamics (NASA/Goddard HPCC Project benchmarks)
  ZONWIND(convection-diffusion inside a hemisphere, Han de Bruijn)
  Map Projections(Steve Lynch)

• data analysis and signal processing
  chaos
  Nonlinear dynamics and topological time series analysis
  Chaos analysis software(Michael Banbrook)
  Lyapunov exponents (Alan Wolf)
  wavelets
  Introduction to Wavelets
  wavelet sources
  FFTs
  NWU collection
  CFFT99/ECMFFT/FFTPACK/FISHPAK (from DSL/NCAR)
  FFTPDE (Bailey's vectorized 3-D complex-to-complex FFT)
  ARC Parallel FFT Homepage

• arithmetics and statistics
  BIGNUMS.TXT (multiple precision packages)
  Interval Computations
  ELSA's Source Code (simulated annealing, simulation routines, and more)
  Biomathematics archive and software listing (Dept. of Biomathematics, U. Texas)
  Random Number Generation
  Computer Generated Random Numbers (review, tests)
  RANLUX, subtract-and-borrow random number generator
  F77: ranlux.f
  F90: ranlux.f90(by Loren P. Meissner)
  F90: ranlux.f90(by Alan Miller)
  excerpts from discussion in comp.lang.fortran are here
  RANARRAY (Donald E. Knuth)
  VRANMAR(Marsaglia-Zaman, CRAY T3E, Jørn Amundsen)

• optimization
  NEOS Guide - Optimization Software (OTC/ANL)
  NEOS Server
  Decision Tree for Optimization Software
  Global Optimization
  List of interesting optimization codes in public domain
  Constrained and Unconstrained Testing Environment (CUTE)
  ASA(adaptive simulated annealing, Lester Ingber)
  The LBFGS-B code (VMM constrained optimization)
  PRAXIS (Brent's method)
  DONLP2 (SQP method)
  Peter Spellucci's software
  SolvOpt (Local Nonlinear Optimization Problems)
  Benchmarks for Optimization Codes

• multigrid methods
  LUGR Project: MOVGRD and VLUGR2/3 codes
  adaptive grid solvers for systems of (time-dependent) PDEs
  Overview on Multigrid Algorithms
  MGNet (U.S. www and Europe www/ ftp )

• parallel libraries
  MPI - The Message Passing Interface Standard (ANL)
  MPI - Message Passing Interface (Mississippi)
  MPICH - A Portable MPI Implementation (ANL)
  CRI/EPCC MPI for Cray T3D
  Portable, Extensible Toolkit for Scientific Computation (PETSc)

  PVM: Parallel Virtual Machine (ORNL)
  PVM: Parallel Virtual Machine: A Users' Guide and Tutorial for Networked Parallel Computing
  PVM and HeNCE Programmer's Manual

  ADAPTOR - HPF compilation system

  Internet Parallel Computing Archive (Hensa)
  The Parallel Tools Consortium

• FORTRAN utilities
  g77 GNU F77 compiler (latest news)
  libraries of utility routines for g77
  libU77and g77-0.5.18-libu77-1.tar.gz(Dave Love)
  g77Ulib(Austin Lee)
  libU77(g77 and AIX xlf, Stuart Norris)
  f2c(GNU Fortran to C translator, dmg@bell-labs.com)
  C2F(C to Fortran translator, DaveGemini@aol.com)
  Sun WorkShop Developer Products Try & Buy Evaluation Program (compilers free for 30 days)
  The f77 Problem Page (f77reorder, Wolfgang Wander)
  >Elf90 (free F90 subset from Lahey for DOS/Windows)

  diagram.for (Simple Diagrammer for Fortran Language Programs)
  ftnchek (FORTRAN checker, current status, Robert Moniot)
  plusFORT for Linux (Polyhedron Software)
  ForUtil (a collection of FORTRAN utilities, Ripley Software Development)
  Toolpack
  Tools for debugging a Fortran 77 program(Steve Lynch)
  NAGWare f90 Compiler Demonstration Program

  perl scripts for Fortran(Kate Hedstrom)
  filter (perlFortran preprocessor, Sergio Gelato)
  f90split (perlFortran 90 version of fsplit, John Venier)
  FORTRAN Makefile tools

  sfmakedepend (perl, Kate Hedstrom)
  makemake (perl, Michael Wester)
  make_dep (csh, Peter Shenkin)

  timer (C, timing routines callable from Fortran)
  StopWatch (and related articleby William F. Mitchell)
  system.F (F77 timer/date/precision routines)
  f90.el(F90 mode, GNU Emacs/XEmacs, Torbjoern Einarsson)
  Customized emacs Editor (HPC from DEC)

• other utilities
  binary data conversion (big-endian <-> little-endian, C, Stuart Norris)
  SoftFloat (software implementation of the IEC/IEEE standard, C, John Hauser)

• commercial products
  Scientific Web

  Cobalt Blue (FOR_STRUCT, FOR_STUDY, FOR_C)
  Green Mountain Software (FFTs)
  Maple (Waterloo Maple Software)
  Mathematica (Wolfram Research)
  MATLAB (MathWorks archive)
  NAG (The Numerical Algorithms Group Ltd)
  MatheMatrix (matrix algebra FORTRAN libraries)
  Polyhedron Software (DOS/Win/WinNT)
  PROMULA Development Corporation (Fortran translators)
  REDUCE

  Computer Transition Systems
  The Fortran Market

• information databases
  Series on Unified Numerical Approximations(SUNA, Han de Bruijn)
  Math-Net Links to the Mathematical World
  The World-Wide Web Virtual Library: Mathematics
  A technical computing portal for scientific and engineering needs
  Mathematics on the Internet
  Mathematics Information Servers and software (PennState)
  World of Mathematics and Computing (SIAM)
  Scientific Applications on Linux
  Physics Servers and Services Around the World (software section)
  Physical Reference Data (Physics Laboratory, > NIST)
  Favorite Mathematical Constants
  Conversion of Units (including temperature conversion)

• journals
  Computers in Physics
  Computer Physics Communications
  Journal of Computational Physics
  SIAM Journal on Numerical Analysis
  SIAM Journal on Scientific Computing
  IEEE Computational Science & Engineering
  International Digital Electronic Access Library (IDEAL, Academic Press)
  Electronic Transactions on Numerical Analysis (ETNA)

• books with source code
  • Numerical Recipes (Fortran book on-line)
  • A Numerical Library in C for Scientists and Engineers, H. T. Lau, 1995, CRC Press, Inc., ISBN 0-8493-7376-X
  • Numerical Methods for Mathematics, Science & Eng., John Mathews
  • Computer Simulation of Liquids, M.P. Allen, D.J. Tildesley, 1987, Oxford University Press, Oxford
  • Solving Ordinary Differential Equations II (Stiff and Differential-Algebraic Problems), E. Hairer, G. Wanner, 1996, Springer Series in Computational Mathematics, Vol. 14, Springer-Verlag, Berlin, ISBN 3-540-60452-9
    Fortran Codes
  • Introduction to Fortran 90/95, Algorithms and Structured Programming, R.A. Vowels (rav@goanna.cs.rmit.edu.au), 1996, ISBN 0-9596384-8-2
    

• books on FORTRAN
  books listed in Fortran 90 FAQ

• on-line publications
  LANL Research Library (Subject Resources)
  LLNL Documents On-Line (LLNL Publications)
  DOE Reports Bibliographic Database
  Mathematics e-print archive (MSRI)
  NASA Technical Report Server (NTRS)
  NASA Astrophysics Data System (ADS) Abstract Service
  Nonlinear science e-prints archive (nlin-sys)
  physics e-print archives
  LANL
  Italy
  Germany
  CERN Preprints Server
  Unified Computer Science TR Index
  The Directory of Computing Science Journals
  Networked Computer Science Technical Reports Library (NCSTRL)
  Other sources of CS TRs on the net
  SEL-HPC Article Archive
  high performance computing archive (fortran 90 and HPF)
  NA Digest
  NA-Net
  Opt-Net

• other materials
  Mathematical Programming Glossary
  Free On-line Dictionary of Computing (FOLDOC)
  IEEE Computer Dictionary Project (P610)
  Eric's Treasure Trove of Mathematics(Eric Weisstein)

• courses, tutorials, overviews
  User Notes on Fortran Programming(rewriting: Abraham Agay)
  Fortran 77 Style Guide (David Levine)
  Professional Programmers' Guide to Fortran77(Clive Page)
  Fortran 90 for the Fortran 77 Programmer (Einarsson and Shokin)
  Fortran 90 CNL Articles(Michael Metcalf)
  A Fortran 90 tutorial (Zane Dodson)
  Fortran 90 programmers courses (MAN-T&EC)
  Training and Education Courses (PCC, QUB)
  The Liverpool Fortran 90 Courses (IASC, Liverpool)
  F90 repository at Ifremer(Michel Olagnon, see INDEX)
  F90 Index (Bernd Eggen)
  Fortran 90 texts and links(Bo Einarsson)
  Fortran 90 and Computational Science
  On-line Fortran 90 tutorials (DEC)
  Fortran 90 Home
  The Fortran Market
  Fortran Programming on Vincent
  High Performance Fortran
  HPF (also F90) educational materials (NPAC)
  HPF Documentation (IASC, Liverpool)
  C-Fortran Interface
  Mixing Fortran and C
  Calling C from Fortran
  Interfacing Fortran and C
  CFORTRAN: Interfacing C and FORTRAN(or zebra.desy.de, Burkhard Burow)

  The Linux Fortran Information Page (Jeff Templon)
  SP Tutorials and Lab Exercises (IBM: xlf, utilities)
  Cray T3D: Distributed Computation(Nick Nystrom)
  Cray T3D documentation
  Cray Vectorization (PSC)
  Cray C90 vectorization/optimization tutorial (NAS)
  Cray Vectorization and Optimization for Programmers Workshop

• standards
  F77 standard (html version)
  F90 standard
  Status of Fortran 95(Bo Einarsson)
  F95 WG5 formal information
  F95 Part 1, Committee Draft March 4 1996 (ISO/IEC 1539-1:1996)
  F95 Part 2, Varying Length Character Strings in Fortran (ISO/IEC 1539-2:1994)
  F95 DIS(NASA, Germany)
  Fortran 2000 WG5 formal information
  X3J3 standing documents(alternative site)
  HPF-1 documents

• FAQs
  FORTRAN FAQ
  Fortran 90 FAQ

• ISO/IEC JTC1/SC22/WG5 (Fortran)(drafts)
• The High Performance Fortran Forum

• FAQ: Numerical Analysis & Associated Fields Resource Guide(Steve Sullivan)
• sci.math.num-analysisandsci.math.num-analysis FAQ
• comp.lang.fortranandcomp.lang.fortran FAQ
• sci.nonlinear FAQ
• FAQs for Linear Programming and Nonlinear Programming
• The Object-Oriented Numerics Page

  benchmarking
         The best benchmark remains your own application. I assume you have profiled it and know         where it spends its time, and have optimised it where possible; running it will at least ensure         that the machine, operating system, and compiler exist, a factor often overlooked amidst         a profusion of numbers and promises.                                                                                Benchmarking Computers for HEP                                                                                Eric McIntosh                                                                                CERN, Geneva, Switzerland

• comp.benchmarks Frequently Asked Questions
• The Performance Database Server (PDS)
• The Standard Performance Evaluation Corporation (SPEC)
• SPEC (@netlib)andSPECmark table
• Benchmark Programs and Reports (Netlib)
  LINPACK performance
• The NAS Parallel Benchmarks
• System Optimization Information
• Machine Evaluation (HPCC group U. of Washington)
• PPM benchmark results (CFD application)

• comp.benchmarks FAQ
• SPEC FAQ

miscellany

• Fortran 1 "Programmer's Reference Manual" published 15 Oct 1956
• Evolution of a Programmer
• Real Programmers Don't Use PASCAL (text andhtml)
• Computer Scientists, Programmers, andSoftware Engineers
• Murphy's Laws

• 10 Big Myths about copyright explained

• Network Etiquette - for Email and Newsgroups (Oxford University Computing Services)
• Netiquette
• Dear Emily Postnews

favourite FAQQ:   quite frequently I have come accross the following book title, and   never know the complete set of author, title, who published it ....   the title is: 'Numerical Recipes'A:   Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P.   Numerical recipes in FORTRAN: the art of scientific computing   Second Edition, 1992   Cambridge University Press, Cambridge   ISBN 0-521-43064-Xthose were the days...We were slightly worried when we discover the OS was written in whatappeared to be a dialect of Fortran II.  Internal evidence indicatedthat much of the OS was originally written by physicists at LLL;which possibly explains the use of Fortran :-)                               Geoff Lane's experience with Cyber205note on efficient algorithmsWe suspect it would take considerably longer than the age of theuniverse to be able to compute the latter result using the completeweight space method.                 Wybourne, B.G., 1994, Comput. Phys. Commun., 83, 332

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