C
- BLOPEX (Block Locally Optimal Preconditioned Eigenvalue Xolvers) is an open-source library for the scalable (parallel) solution of eigenvalue problems. Its object-oriented design allows easy portability.
- FFTW (Fastest Fourier Transform in the West) is a software library for computing Fourier and related transforms.
- GNU Scientific Library, a popular, free numerical analysis library implemented in C.
- GNU Multi-Precision Library is a library for doing arbitrary precision arithmetic.
- hypre (High Performance Preconditioners) is an open-source library of routines for scalable (parallel) solution of linear systems and preconditioning.
- IMSL Numerical Libraries are commercial cross-platform libraries containing a comprehensive set of mathematical and statistical functions that can be embedded in a users application.
- LabWindows/CVI is an ANSI C IDE that includes built-in libraries for analysis of raw measurement data, signal generation, windowing, filter functions, signal processing, linear algebra, array and complex operations, curve fitting and statistics.
- Lis is a scalable parallel library for solving systems of linear equations and standard eigenvalue problems with real sparse matrices using iterative methods.
- The NAG C Library is a collection of mathematical and statistical routines for C.
- Portable, Extensible Toolkit for Scientific Computation (PETSc), is a suite of data structures and routines for the scalable (parallel) solution of scientific applications modeled by partial differential equations.
- SLEPc Scalable Library for Eigenvalue Problem Computations is a PETSc-based open-source library for the scalable (parallel) solution of eigenvalue problems.
- Trilinos, an effort to develop scalable (parallel) solver algorithms and libraries within an object-oriented software framework for the solution of large-scale, complex multi-physics engineering and scientific applications. A unique design feature of Trilinos is its focus on packages.
Read more about this topic: List Of Numerical Libraries