GAMS : Guide to Available Mathematical Software - Guide to mathematical software in Fortran held at a small number of US government establishments. Some sources are in commercial libraries and are not directly accessible. The code is of a uniformly high quality but usually old; there may be more recent and better algorithms available.

Index of /pub/ger/fortran/hdk - A useful small collection of snippets of code, some of which is for non-numeric purposes, such as manipulating dates and times.

Alan Miller's Fortran 90 Web Site - About 5Mbytes of source code including regression (linear, nonlinear and constrained, least squares and other), subset selection algorithms, random number generation from a range of distributions, quadruple precision for some compilers which do not support it, part of Lapack in Fortran 90, some optimization software including DONLP2 for quadratic programming, and a complete version of the Nelder and Mead simplex algorithm which includes the fitting of a quadratic surface.

Overflow from Alan Miller's Fortran web site - Includes updates of some TOMS algorithms, logistic regression, a Fortran 90 version of the special functions from the NSWC (Naval Surface Warfare Center) Math. Library, quadruple precision using 10-byte reals for the NAS Fortran-Plus compiler giving about 38 decimal digit accuracy, and code for Imagine1's F compiler, including the author's least-squares package. F code should compile using any standard Fortran compiler.

Numerical Recipes Home Page - Home of the Numerical Recipes series of books on scientific programming, including the Numerical Recipes On-Line Software Store, free upgrades and bug fixes, and the complete books on-line in PostScript and Acrobat formats. The Numerical Recipes code in Fortran 77 and Fortran 90 is not in the public domain.

StatLib Index - See Applied Statistics (algorithms of the Royal Statistical Society) and General Archives for a considerable amount of Fortran code.

Fortran Resources (Lahey) - A collection of links provided by a vendor of Fortran compilers.

NSWC Library of Mathematics Subroutines - NSWC (Naval Surface Warfare Center) Library of Mathematics Subroutines written in Fortran 66. Old but very high quality code. Unfortunately the manual is only available in hard copy, and is very difficult to obtain. The source code is also available by ftp from: ftp://math.jpl.nasa.gov/pub/nswc.93

Free Fortran Software - A collection of useful links from the Fortran Market.

Differential Equation Software - Code for Initial Value and Boundary Value Problems. See also TOMS algorithm 703 at netlib, which has the same principal author. A Fortran 90 version is available from the overflow site of Alan Miller.

Object Oriented Fortran 90 Programming - Examples of object-oriented programming in Fortran. Comparisons between different compilers, and also with C++.

Decision Tree for Optimization Software - Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.

Sugihara's Integer-Arithmetic Geometric Software - Geometric Software   (by Kokichi Sugihara) for Voronoi diagrams in 2D and 3D, and convex hulls in 3D and 4D.

Fortran Library Links - Gary Scott's extensive collection of source code links.

Ooura's Mathematical Software Packages - Quadrature, FFT (1D & 2D), Bessel functions, and GAMERF (gamma and error functions, including quadruple precision).

Differential Equations - Ernst Hairer's collection of code for solving DEs.

Orderpack 1.0, sorting and ranking routines in Fortran 90 - Orderpack 1.0 is a public domain package of general and specialized sorting and ranking routines in Fortran 90. Specialized routines include partial sorts, partial ranks, unique sorts, unique ranks, partial and unique sorts, as well as partial and unique ranks.

Combinatorial algorithms - Generation of subsets & permutations, Hamiltonian cycles, determinants & permanents, network flow, minimum spanning trees, etc.

SMLib Home Page - Package for sparse matrix computations

Harwell Software Library - Commercial library, available free for non-commercial use, by registered download. Includes diff. equations, automatic differentiation, non-linear data fitting, sparse matrix code, optimization, etc.

Alan Genz's homepage - Multi-dimensional integration, particularly for statistical applications.

UMFPACK for sparse linear equations - Fortran 77 source code for solving sparse asymmetric linear equations, including a version for complex matrices. There are copyright restrictions.

Test Set for Initial Value Problem Solvers - Test sets, solvers and links for Initial Value Problems for ODEs.

STARPAC - Statistical & Time Series Package - Fortran 77 code for times series and least-squares regression including nonlinear regression.

ADIFOR: Automatic Differentiation of Fortran Codes - Given Fortran code as input, it generates Fortran code for derivatives, e.g. for gradients and Hessians.

LAPACK - An alternative source of LAPACK = Linear Algebra package, for solving linear equations, SVD and eigenvalues.

Accessing command line/arguments - Source code and binaries for about 70 different Fortran compilers. Implements the draft F2K standard for accessing the command line and arguments as far as is possible subject to the limitations imposed by operating systems.

PNNL Fortran Library (FLIB) - Mainly non-numeric library for handling text, including parsing, accessing the command line, dates and times, and some random number generation.

DoIt Archive of Fortran 77 code - Linear, nonlinear, integer, mixed integer and quadratic programming. Nonlinear regression. Spline smoothing in one or many dimensions. Shortest paths and combinatorial algorithms.

Lucent Technologies (Bell Labs.) Non-Exclusive Limited-Use Software - An old but dependable library of Fortran 77 code which includes approximation, ODE/PDE solution, linear algebra, optimization, quadrature, root finding, special functions and FFTs. You must agree to single-user licence conditions before downloading a gzipped tar file (1Mb).

Tomasz Plewa's Numerical methods directory - Directory of links to numerical analysis sites, many of which contain software.

Jon Ahlquist's date manipulation code - Conversion to and from Julian dates, day-of-week and other date calculations, plus historical information. See also datesub.f90 at http://users.bigpond.net.au/amiller/

ARPACK - Package for large-scale eigenvalue problems.

The CHIRP-Z transform for FFTs - This is a little known algorithm for calculating the FFT of a series of ANY length. Based upon Applied Statistics algorithms 117 & 83.

Statistical Distributions and Random Numbers - Contains code for various distribution functions (DCDFLIB) and for generating random numbers from a range of distributions.

Global Optimization - Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.

Roland Schmehl's Fortran parser - Another parser of Fortran code.

PseudoPack 2000 Edition Manual - Solution of PDEs using pseudospectral (collocation) methods.