Part 2 of 3: Free C,C++ for numerical computation 
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 Part 2 of 3: Free C,C++ for numerical computation

Version     : 2.1
Systems     : Unix, VMS and DOS installation scripts exist
Description : Matlab-like numerical solver. Good support of singular
              problems. Well structured - easy extension with own C routines
              which can use the matcalc library.
Where       : netlib/matcalc on

Name        : matclass_info

Where       : Posted on sci.math.num-analysis and comp.lang.c++
Description : A comprehensive catalog of C++ matrix classes.
              I am not a C++ junkie (yet); it has a lot of information
              not present here.
Version     : Last posted 6 April 1994.

Name        : Matclass
Description : a C++ class for numerical computation

Where       : send email to author

Name        : matmult.tar.z
Where       : in pub/C-num{*filter*}on
Author      : Clark Thomborson
Description : Several C-language codes for n * n matrix multiply, n a
              power of 2, developed as a laboratory exercise in the
              Spring of 1993 for MIT course 6.891, "Source Code
              Optimization for Workstations and Supercomputers."  The
              sources are commented, however the recursive SRM
              (shuffled-row major) algorithm is obscure.  Offered "as
              is" into the public domain by the course instructor.
Version     : 7 May 1993

Name        : matrices.asc
Where       : inside in published/dr-dobbs on
Description : efficiently raise matrices to an integer power
Author      : Victor Duvanenko
Version     : June 1991

Name        : matrix-multiply.shar.z
Where       : in pub/C-num{*filter*}on
Description : collection of net postings and email about fast matrix multiply
              Includes C source.
Version     : 1 May 1993, updated 4 June 1993
Comments    : also see matmult.tar.z in this file.

Name        : matrix.tar.Z
Where       : in ftp-raimund/pub/src/Math on
Author      : Paul Schmidt, TI
Description : Small matrix library, including SOR, WLS

Name        :
Where       : in mirrors/msdos/c on
Version     : 0.41, Sept 23 1993
Description : Small matrix toolbox

Name        : Matrix.tar.Z
Where       : in pub
Description : The C++ Matrix class, including a matrix implementation
              of the backward error propagation (backprop) algorithm for
              training multi-layer, feed-forward artificial neural networks
Version     : 10 July 1993
Systems     : Can use either g++ or cfront.
              SunOS, Solaris 2, NeXT, SGI, Linux.

Name        : mclaughl.lst
Where       : inside ddj8909.arc in published/dr-dobbs on
Description : source code (500 lines) associated with article on
              Simulated Annealing by Michael P. McLaughlin.
Version     : September 1989

Name        : meschach
Where       : in c/meschach on netlib
              pub/meschach on
Systems     : Unix, PC
Description : a library for matrix computation; matrix,
              vector, permutation, sparse matrix data structures; basic
              linear algebra; min/max, sorting & componentwise operations;
              dense LU, Cholesky, QR, LDL factorisations; dense
              eigenvalues/vectors, singular value decomposition; sparse
              matrix factorisations (LU, Cholesky, BKP); iterative
              methods; error handling; input/output

Version     : 1.2a, 28 February 1994

Name        : meschach
Where       : in c/meschach on netlib
Systems     : Unix, PC
Description : a library for matrix computation; more functionality than
              Linpack; nonstandard matrices

Version     : 1.1, 8 April 1993

Name        : mfloat
Where       : in math on simtel.
Systems     : DOS
Language    : written C++ and 80x86 assembly, useful for C, C++, Pascal

Version     : 2.0 into beta testing 2 June 1994.
Description : fast high precision FP arithmetic (upto 77 digits)
Comments    : Shareware ($25).

Name        : MG-mglib.html
Authors     : Marcus Speh
Description : Information on development of a C++ library for multigrid
Where       : in pub/www/projects on
Language    : access through WWW
Date        : June 21 1993

Name        : MIDAS
Authors     : European Southern Observatory
Description : Tools for image processing and data reduction, with an
              accent on applications in astronomy.
Systems     : all major Unix, Linux, VMS
Where       : for example
Language    : ANSI C and fortran f77.
Version     : 94MAYpl2
Comments    : Binaries are freely available, source is free to nonprofit

Date        : 19 October 1994

Name        : minit
Where       : volume 7 of comp.sources.misc
Systems     : Unix
Description : linear programming by dual simplex method
Author      : Badri Lokanathan
Version     : 1.0, July 1989
Comments    : don't miss minit.p1

Name        : mm.c and mmgen.c

Description : benchmarking matrix multiply
Where       : in pub/programs/mark on
Comments    : includes a lot of code for fast matrix multiply
Date        : 24 June 1993

Name        : morrow.arc and gamaze.asc
Where       : inside in published/dr-dobbs on
Description : genetic algorithm for optimisation, associated with
              article on the subject by Mike Morrow.
Version     : April 1991

Name        : Mrandom (version 1)
Where       : Comp.sources.unix, Volume 25, Issue 23, December 1991
Systems     : 4.3bsd Unix
Language    : C
Author      : Clark Thomborson
Version     : 1, 12/91
Description : bug fix for 4.3bsd Unix random()
Comments    : random number generator, 4.3bsd Unix library routine

Name        : Mrandom (version 2.3)
Where       : anon ftp from, directory pub/cthombor,
              have submitted to comp.sources.unix
Systems     : 4.3bsd Unix
Language    : C
Author      : Clark Thomborson
Version     : 2.3, 8/92
Description : bug fix for 4.3bsd Unix random(), interface to other RNGs
Comments    : random number generator, 4.3bsd Unix library routine

Name        : newmat
Where       : volume34, issue 107 of comp.sources.misc
Language    : C++
Systems     : Unix (g++ 2.3.3 ok), MS-DOS (Borland C++)
Description : a very thorough matrix class

Version     : v7, 11 Jan 1993

Name        : nlmdl
Where       : in pub/arg/nlmdl at (
              in volume 16 of comp.sources.misc
Language    : C++
Systems     : Unix, MS-DOS (Turbo C++)
Description : a library for estimation of nonlinear models

Comments    : nonlinear maximisation, estimation, includes a real matrix class
Version     : January 1991

Name        : nonlinear
Where       : in pub/inls-ucsd on (
Language    : various
Description : archive of programs in nonlinear dynamics, signal processing

Name        : or plplot4p99i.tar.gz
Authors     : Maurice LeBrun and Geoff Furnish
Description : scientific plotting package and Tk plotting widget
Systems     : Unix, VMS, MSDOS, Amiga.  Wide variety of output drivers.
Where       : in /plplot
Language    : Fortran, C, C++, Tcl
Version     : 4.99i (beta)
Comments    : Wide range of plot types including line (linear, log),
              contour, 3D, fill, etc.  Approx 1000 characters (including
              Greek and mathematical) in extended font set (Hershey).
              Strong X-windows support, with Tk plotting widget that
              supports zoom, pan, dump to file or printer, page layout,
              etc.  Distributed rendering supported.
Date        : 6 Sep 1994

Name        : Project Northstar
Where       : (
Description : courseware supporting mathematics and engineering classes
Systems     : Unix, known to work on IBM,HP,Sun,DEC,Convex.
Comments    : Not free, but freely available for .edu use.

Name        : nrutil
Where       :
Description : Appendix B of Numerical Recipes 2nd ed, a group of
              vector/matrix initialisation function which NR has
              standardised on.
Author      : Numerical Recipes is by William Press et al.

Version     : 1 August 1994
Comments    : Note this is public domain, while none of the other NR
              source is.

Name        : nurbs.tar.Z
Where       : in /pub/misc/unix/nurbs/nurbs.tar.Z on
Author      : W. T. Hewitt
Description : Data structures and procedures for creation and
              manipulation of B-Spline curves and surfaces.

Name        : ObjectProDSP
Authors     : Mountain Math Software

              P. O. Box 2124, Saratoga, CA 95070
              (408) 353-3989
Description : Tool for DSP and object framework for interactive
              science and engineering applications.
Systems     : Linux binaries available, you can build on any Unix+X.
Where       : pub/linux/packages/dsp on
              pub/Linux/devel/opd on
Language    : C++
Version     : Beta 0.1, but likely to be more stable than your usual
              beta 0.1 product.
Comments    : Released under GPL.  Copious documentation.
Date        : 1 October 1994.

Name        : Octave
Where       :
Systems     : Compiles and runs on SPARC, RS/6000, DEC/Ultrix, i386/Linux
Language    : C/C++/Fortran

Version     : 1.0, 1 March 1994.
Description : Matlab-like interactive system for numerical computations
Comments    : Includes C++ classes for matrix manipulation, numerical
              integration, and the solution of systems of nonlinear equations,
              ODEs and DAEs.  Distributed under the GPL.
              150 page texinfo manual.  2d and 3d plotting using gnuplot.

Name        : ols
Where       : in usenet/comp.sources.reviewed/volume01/ols
Systems     : almost anything, but it's most useful under Unix
Description : A small linear regression package dressed as a Unix tool

Version     : v1.00, late 1991

Name        : p-wavelets.tar.Z
Where       :

Systems     : Unix, with X-windows
Version     : 22 Jun 1994
Description : Compactly Supported Wavelets Transform/Inverse Transform
Comments    : Transform and inverse transform for compactly supported
              wavelets with variable scaling factors, of which the
              special case of 2 are the Daubechies wavelets. Generates
              phase space time-frequency 3-D graphics if desired.

Name        : pdes (sortof)
Where       : pub/pdetools at
Description : extensive collection of C for linear and nonlinear systems,
              derived principally from pdes.

Name        : p4.tar.Z
Where       : pub/p4 on
Description : a library for writing parallel programs for shared-memory
              or message-passing.  It will work on a network of workstations
              or on parallel hardware.

Version     : July 28, 1992

Name        : paranoia
Where       : in dist; check netlib/paranoia too
Systems     : Unix
Description : exercise the edges of your floating point implementation
Comments    : also see `ieeetest' in this file.

Name        : Pari/GP
Where       :,, other sites
Description : mainly oriented towards number theory, can and is used
              for numerical computation.  Contains arbitrary precision
              code for all elementary transcendental functions,
              many higher ones, numerical integration and summation, etc.
Systems     : all 32 bit OS.

Name        : pca
Where       : in multi on Statlib
Description : principal component analysis

Name        : perlman.Z
Where       : in a on Netlib
Description : normal, chi-squared and F distributions
Author      : Gary Perlman

Name        : piecewise.tar.Z (68025 bytes)
Where       : pub/math on (
Language    : C
Systems     : Unix (DOS if getopt available)
Description : Piecewise finds a piecewise linear approximation to a
              1D function. The program provides two methods to find
              the approximating segments, both satisfying an L infinity
              error norm and both SUB-OPTIMAL. The user specifies the
              tabulated function values and an error bound and the program
              returns the endpoints of the line segments that approximate the
              function. The operation is fast (essentially a single pass
              through the data) and works reasonably well on data with
              low noise. If the noise level is too high an alternative
              approach using smoothing splines should be used.
Author      : Original algorithms by Ivan Tomek and
              F. Gritzali & G.Papakonstantinou

Version     : 3 March 1991
Comments    : keywords linear splines

Name        : pierreQP.tar.Z (17680 bytes)
Where       : in pub/C-num{*filter*}on

Description : Extremely good package for calculation of gaussian
              quadrature rules
Comments    : numerical integration

Name        : polyfit.tar.Z
Description : fit polynomials to data
Where       : in ftp-raimund/pub/src/Math on

Version     : 8 August 1989

Name        : praxis
Where       : in math on Simtel
Description : derivative-free maximisation
Version     : July 1987

Name        : presto
Where       : pub/presto1.0.tar.Z on
Language    : C++
Systems     : Unix-like OS on (moderate) multiprocessor machines
Description : C++ routines for fine-grained parallel programming
              (lightweight threads) on multiprocessors. Tuned for the Sequent
              machines, but highly adaptable and customizable.
Author      : Brian N. Bershad, Edward D. Lazowska, Henry M. Levy
Version     : Version 1.0 is an optimized version by John E. Faust. (All
              above are from U. Washington, Seattle)
Comments    : Presto was the subject of a number of research papers in
              multiprocessor OS. Version 1.0 looks usable (ie not
              experimental anymore).

Name        : proj-4.?.tar.Z

Description : Unix tool for cartographic projection and unprojection
Where       : in pub on
Language    : ANSI and POSIX C
Comments    : has beautiful (TeX) manual in postscript form

Name        : psuedo.asc
Where       : inside in published/dr-dobbs on
Description : implements R250 random number generator, from
              S. Kirkpatrick and E. Stoll, Journal of Computational Physics,
              40, p. 517 (1981).
Author      : W. L. Maier

Name        : random
Where       : bsd-sources/src/lib/libc/gen on
Description : the BSD C library random number generator

Name        : random-c
Where       : in c on Simtel
Description : portable, good random number generator

Name        : range.tar.Z (191867 bytes)
Where       : in pub/range on
Description : C++ class for interval arithmetic.
              Associated with article in TOMS, Dec 1992 title
              "Precise computation using range arithmetic, via C++"
Author      : Oliver Aberth and Mark J. Schaefer
Version     : Dec 1992 (?)

Name        : ranpm
Where       : in prog/libraries on (
              also in volume5 of comp.sources.misc in "random"
Description : the Park-Miller "minimal standard" random-number generator

Version     : February 1992
Comments    : there are several other independent implementations,
              all are quite alike

Name        : ranlib-c
Where       : pub/unix/ranlib.c-1.1-tar.Z on
Description : large library for random variate generation from many
              univariate and multivariate distributions

Version     : v1.1, 24 Mar 1994

Name        : rktec.c.Z (20870 bytes)
Where       : in misc on netlib, or pub/papers/Hosea on
Description : computing truncation error coefficients of Albrecht's error
              expansion for Runge-Kutta formulas.  Version 2.1 adds
              a radial stability region "plotter".

Version     : v2.1, 5 June 1994
Comments    : The niu site also has some techreports.

Name        : rlab
Where       : pub/matlab/RLaB on
Systems     : Compiles and runs on Sun4, RS/6000, DEC/Ultrix, SysV/R4 i386,
              Linux, HP-UX, SGI.  Broadly, should work on any Unix.
Language    : C + Fortran

Version     : 1.02a, Thu Jul 14 14:35:23 GMT+0530 1994
Description : "Matlab-like" interactive programming environment for
              numerical computations.
Comments    : Includes online help and{*filter*}manual.
              There is a mailing list.

Name        : robot
Description : a scientific graph plotting and data analysis package.
              Works for Xview v3, and knows to generates postscript.
Where       : in pub/astrod on (
Version     : v0.46, 7 Feb 1993

Name        : rpart (113799 bytes)
Where       : in general on Statlib
Description : Routines for recursive partitioning

Version     : 9 July 1993

Name        : sa.tar.gz (30473 bytes)
Where       : in pub/C-num{*filter*}on
Description : library for simulated annealing
Language    : versions for C, C++ and Ada exist.  Works with g++ 2.4.2.

Version     : 3 July 1993

Name        : sabre.tar.Z (813499 bytes)
Where       : in pub on
Description : (not clear) a linear/nonlinear simulation system
Comments    : the `portable math library' directory is definitely
              very useful (5k lines).  I noticed some interesting
              interpolation, integration, banded LU decomposition,
              nonlinear solver, etc.
Author      : ?
Version     : ?

Name        : Scilab

Description : Matrix--based scientific computation
Systems     : Sun, RS6000, HP9000, Mips, Alpha, i386 (Linux)
              Requires X.
Where       : ( in INRIA/Projects/Meta2/Scilab
Language    : ?
Version     : 2.0
Comments    : Resembles Matlab and Xmath.  Has hundreds of builtin
              mathematical functions, sophisticated data structures,
              a high--level interpreter, a macro language, and excellent
              graphics.  C and fortran functions can be added as new
              Comes with toolboxes for control and signal processing,
              and for analysis of graphs and optimisation of utility networks.
Date        : 31 October 1994

Name        : sdeint.tar.z
Where       : in pub/C-num{*filter*}on
Systems     : Unix, MS-DOS
Language    : C++
Description : A Runge-Kutta like class for integrating systems of Stochastic
              Differential Equations

Version     : v1.9 4 May 1993

Name        : sge.shar
Where       : in c on Netlib
Description : Linpack functions geco, gefa, gesl and a little of BLAS;
              nonstandard matrices

Version     : April 88

Name        : SGPC
Description : Simple Genetic Programming in C

Where       : in the pub/Users/tackett on
Version     : 28 May 1993
Comments    : genetic algorithms, nonlinear maximisation

Name        : SIMATH
Author      : SIMATH-Gruppe, Saarbruecken, Germany
Systems     : Unix
Where       : via anonymous ftp: (,
     ( in pub/simath
Version     : 3.6.1
Description : SIMATH contains a lot of C-functions over algebraic
              structures as arbitrary long integers, rational
              numbers, polynomials, Galois fields, matrices,
              elliptic curves, algebraic number fields, modular
              integers, etc. There is also an interactive calculator
              (simath) which uses the C-libraries of SIMATH.
Comments    : version 3.6.1 contains a handbook written in English.
              The SIMATH package also includes a user interface,
              which makes it possible to use the on-line
              documentation of the functions and the keyword index.
              It is free, but you have to first register, in order
              to get a "license" file without which it won't compile.

Name        : simlab
Authors     : ?
Description : circuit simulation environment
Systems     : Unix, optimised version for connection machine exists.
Where       :
Language    : C

Name        : simpack-2.1.tar.Z (287965 bytes), simpack-2.1++.tar.Z (82683 bytes)

Description : tools for writing simulations with a EECS bias
Where       : pub/simdigest/tools on, also see
     from cis/tech-reports/tr92
Language    : C and C++ versions exist
Version     : v2.0, June 1992

Name        : smirnov.shar.Z (3599 bytes)

Version     : 22 February 1993
Description : Kolmogorov Smirnov two-sample statistic
Where       : in pub/C-num{*filter*}on

Name        : SMMS (Sparse Matrix Manipulation System)
Description : A collection of about 80 commands to do almost
              anything you wish to do with sparse matrices VERY
              EASILY.  It is designed as an instructional and
              prototyping tool, not for "production" work.
Where       : /pub/smms93/* on
Systems     : Any Unix system with X-windows, but tested only on Sun,
              HP and DEC.  Also works under DOS
Language    : Mostly C (any version).  One or two routines in Fortran

Version     : Release 2 May 1993
Comments    : Includes online help for every command and{*filter*}and
              PostScript versions a manual.  Expandable by the user.  
              Release 2 handles complex sparse matrices, interval
              matrices, blocked matrices adn symbolic matrices.
              Visualization tools.  Interfaces to Harwell routines
              and Boeing-Harwell sparse matrix data.

Name        : smooth.tar.Z
Description : Unix tool for smoothing
Where       : in ftp-raimund/pub/src/Math on

Version     : v1.9, 15 Aug 1989

Name        : smoothwb (209947 bytes)

Description : Smoothing Workbench
Systems     : Unix + Xview (e.g. SunOS, Linux)
Where       : in general on statlib
Language    : C (2613 lines) and fortran (1458 lines)
Comments    : interactive program for exploring smoothing methods
              Includes postscript documentation.
Date        : 28 June 1993

Name        : SPARSE
Where       : in sparse on Netlib
Description : library for LU factorisation for large sparse matrices
Author      : Ken Kundert, Alberto Sangiovanni-Vincentelli,

Name        :
Where       : in mirrors/msdos/c on
Description : Interpolation using splines under tension, dressed up as
              a Unix tool
Author      : James. R. Van Zandt
Version     : v2.9, 21 Nov 1992

Name        : |STAT
Where       : in pub/stat on (
Description : collection of around 30 Unix tools for statistical analysis

Version     : 5.4, 27 May 1993
Systems     : Unix, MS-DOS
Comments    : Has been in use for 13 years.  There is a troff|ps manual
              and man pages.  Explicitly designed to work with Unix
              philosophy.  The file stat.tar.Z.crypt.uu is ENCRYPTED;
              you have to send email asking for the password.
              There is a handbook available.

Name        : submit1
Where       : in jcgs on Statlib
Description : damped convex minorant algorithm

Version     : May 1992

Name        : surf

Description : Xlib program to debug, monitor, control largescale
              numerical simulations (in either fortran or C).  Does
              realtime 3d display.
Systems     : Aix, HP-UX, Linux.
Where       :, pub/Linux/Incoming
Version     : 1.0, 12 May 1994

Name        : SVDPACKC.tar.Z
Where       : in pub/berry on
Systems     : Sun, IBM RS/6000, HP9000, DECstation, Macintosh II/fx, Cray Y-MP
Language    : C
Description : an ANSI-C library for the singular value decomposition
            : of large sparse matrices.  Lanczos- and subspace iteraton-
            : based methods are used to iteratively compute several
            : of the largest (or smallest) singular values and corres-
            : ponding singular vectors.  Sample  UNIX C-SHELL scripts
            : are provided for automatic compiling and testing of the
            : library routines.   Cray Y-MP compatible routines provided.

Version     : 1.0, June 1993

Name        : svd.c.Z (8704 bytes)
Where       : in pub/C-num{*filter*}on
Description : SVD based on pascal from J. C. Nash book

Version     : 14 April 1993

Name        : taranto-1.0.shar.Z
Where       : in prog/libraries on (
Description : portable, accurate FP to decimal conversion.

Name        : totinfo
Where       : in volume7 of comp.sources.misc
Description : info statistic and chi-square for 2-D contingency tables
Date        : August 1989

Name        : tsp
Where       : pub/dank/ at
Systems     : Any C environment
Description : Simple heuristic Travelling Salesman Problem solver
Author      : Dan Kegel - from "Discrete Optimization Algorithms," Maciej Syslo
Version     : 1.1

Name        : tsp_solve

Systems     : Borland, sco and Sun with gcc
Language    : C++

              like to test their own TSP tour finder's performance
Version     : 1.0beta
Description : Finds Optimal and Heuristic Solutions to many types of
              Traveling Salesman Problems (TSP).
Comments    : tsp_solve finds optimal solutions to geometric TSPs with 100
              cities in about an hour (don't go to lenscrafters for this one.)
              It will soon have an asymmetric TSP optimal solution finder that
              will perform at approximately the same level.

Name        : using-lapack.Z (8478 bytes)
Where       : pub/C-num{*filter*}on
Description : Notes on using Lapack through f2c.

Version     : 14 April 1993

Name        : vis5d
Where       : (
Systems     : SGI, Stardent, IBM PC
Language    : C, Fortran

Version     : 3.0 (soon to be 3.1)
Description : visualizing/animating data made by numerical weather
              models and similar sources
Comments    : vis5d interactively provides 3-D isosurfaces, vector-field
              slices, horizontal and vertical contour and colored slices,
              and ribbon "particle" trajectories (integral curves)

Name        : vregion

Description : Computes the voronoi diagram, delaunay triangulation,
              and convex hull of a two-dimensional point set.  It's based
              on Steve Fortune's algorithm, and partially on his
Systems     : Unix
Where       : comp.sources.misc, volume 41, issue 30
Language    : C
Date        : 14 December 1993

Name        : vspline
Where       : in gcv on Netlib
Description : non-parametric estimate of a smooth vector-valued
              function from noisy data
Author      : Jeff Fessler
Comments    : splines

Name        : wavethresh (wavelet.shar)
Where       : in directory S on Statlib, and anonymous ftp from
    , in directory pub/masgpn
Language    : C (and S functions)

Version     : 2.1 (March 26 1993)
Description : wavelet transform & thresholding software in C for linking
              into S.
Comments    : Performs 1- and 2-D discrete wavelet transforms using
              Daubechie's wavelets. Also performs thresholding according to
              Donoho and Johnstone.

Name        : weisfeld-simplex.shar (7457 bytes)
Where       : pub/C-num{*filter*}on
Description : small implementation of simplex method for linear programming.
Author      : Matt Weisfeld (not on Internet)
Ajay Shah                                                  Work: 91-22-4300531
Centre for Monitoring Indian Economy, Bombay               Fax:  91-22-4370558

Mon, 19 May 1997 14:00:33 GMT  
 [ 1 post ] 

 Relevant Pages 

1. Part 2 of 3: Free C,C++ for numerical computation

2. Part 1 of 3: Free C,C++ for numerical computation

3. Part 2 of 3: Free C,C++ for numerical computation

4. Part 2 of 3: Free C,C++ for numerical computation

5. Part 3 of 3: Free C,C++ for numerical computation

6. Part 1 of 3: Free C,C++ for numerical computation

7. Part 3 of 3: Free C,C++ for numerical computation

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9. Part 1 of 3: Free C,C++ for numerical computation

10. Part 3 of 3: Free C,C++ for numerical computation

11. Part 3 of 3: Free C,C++ for numerical computation

12. Part 1 of 3: Free C,C++ for numerical computation


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