数值计算方法程序库

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转载出处:http://blog.csdn.net/yuanqingfei/archive/2004/07/10/38654.aspx

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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