数值计算方法程序库
数值计算方法程序库
关于数值计算方法，包括本书（第4，13章以及其他处）讨论过的，以及大量未提及的，目前大都有现成的标准的数值计算方法程序库可以调用，甚至可以从互联网上下载，没有必要自己编程序。
文献《计算物理》（R.H. Landau, M.J.Paez,Computational Physics,Problem Solving with Computer, Wiley and Sons,New York,1997;$$15.815.9,15.12-15.14）有专门的一章介绍如何应用科学程序库和万维网来获取所需的程序。
一些可资用的标准科学和数学库包括：
LAPACK：线性代数程序包
SLATEC：综合数学和统计程序包
NETLIB： 免费数学程序库的万维网衍生库
IMSL： 国际数学与统计程序库
ESSL： 工程与科学子程序库（IBM）
DXML： 高级数学程序库（DEC）
NAG：数值算法组（UK Labs）
BLAS: 基本线性代数子程序（积木）
其内容涵盖有：
线性代数演算 矩阵运算
线性方程组的解 本征系统分析
插值、拟和 微分方程
根、零点和极值 随机数演算
统计函数 数值求积
该书并介绍了获取适用子程序的信息（$$15.8,15.9），最后三节（$$15.12-15.14）还列出了LAPACK,Netlib 和SLATEC的简短目录。
希望对大家有用
一些独立的程序库
----转自http://www.math.psu.edu/dna/num_methods.html
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)
HPFlibrary HPF library in F90
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 ftp and 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
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