- 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 and C++.
- GAMS - Guide to available mathematical software from National Institute of Standards and Technology (NIST)
- List of source codes in C++ and Fortran 90 Florida State University with a brief description from John Burkardt
- Fortran Library - A directory of resources for Fortran programmers.
- CERNLib - the European Organisation for Nuclear Research Program Library.
- DESY - The C++ Virtual Library from Deutsche Elektronen-Synchrotron (DESY)
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 Linear algebra packages 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
- 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.
- 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.