- Netlib - a large collection of mathematical software, papers, and databases.
- GSL - GNU scientific library. A large collection of routines for scientific computing, written by the GSL team in C.
- GAMS - Guide to available mathematical software from National Institute of Standards and Technology (NIST)
- C++ Source Codes - list of available C++ packages with a brief description from John Burkardt (Florida State University)
- List of source codes in Fortran77 and Fortran90 with a brief description from John Burkardt (Florida State University)
- Fortran Library - A directory of resources for Fortran programmers.
Libraries and Packages (Free)
- EISPack is a collection of Fortran subroutines that compute the eigenvalues and eigenvectors of nine classes of matrices
- FN A portable Fortran subprogram library of elementary and special functions.
- FMM Routines from the book "Computer Methods for Mathematical Computations", by Forsythe, Malcolm, and Moler (1977)
- GSL - GNU Scientific Library is a numerical library for C and C++ programmers. The library provides a wide range of mathematical routines
- LAPack A transportable library of Fortran 77 subroutines for solving the most common problems in numerical linear algebra: systems of linear equations, linear least squares problems, eigenvalue problems, and singular value problems.
- LAPack++ C++ version of parts of LAPACK. Solves systems of linear equations and eigenvalue problems on high performance computer architectures.
- LINPack A collection of Fortran subroutines that analyze and solve linear equations and linear least squares problems.
- MINPack Fortran subprograms for the solution of systems of nonlinear equations and nonlinear least squares problems
- ODE A collection of software for solving initial and boundary value problems for ordinary differential equations.
- ODEPack A collection of Fortran solvers for the initial value problem for ordinary differential equation systems. It currently includes six solvers, suitable for both stiff and nonstiff systems
- PNNL Fortran Library is a set of general purpose Fortran 90 routines that can be used to simplify the development of programs
- QUADPack Fortran subprograms for evaluating definite integrals of functions of one variable, including singular integrands and infinite intervals.
- RANDOM A collection of programs for generating and testing random numbers.
- SLATEC Common Mathematical Library, a comprehensive software library containing over 1400 general purpose mathematical and statistical routines written in Fortran 77.
- SPECFUN A collection of transportable Fortran programs for special functions and accompanying test programs
- StatLib Data, Software and News from the Statistics Community
- TOMS The Collected Algorithms of the ACM, published by the journal ACM Transactions on Mathematical Software.
- VANHUFFEL A package of Fortran subroutines for solving total least squares approximation problems, where both the data matrix and the observation matrix are assumed to be inaccurate.
- The Numerical Algorithms Group (NAG). NAG offers libraries in Fortran 77, Fortran 90, C, as well as an SMP Library and a Parallel Library for shared memory and distributed memory parallel computing respectively.
- International Mathematical & Statistical Libraries (IMSL). The IMSL libraries consist of 1000 highly optimized and extremely robust math routines supported on over 65 different platforms.
- MATFOR is a set of Fortran 90/95 and C/C++ libraries that enhances your program with dynamic visualization capabilities, shortens your numerical codes and speeds up your development process.
- CERNLib - the European Organisation for Nuclear Research Program Library.
- DESY - The C++ Virtual Library from Deutsche Elektronen-Synchrotron (DESY)