Numerical methods

Numerical methods

YOU CAN FREELY COPY, DISTRIBUTE, AND MODIFY THIS MATERIAL AT YOUR WILL.

mirror sites

Stony Brook, U.S. (WWW maintainers)

PennState, U.S. (Douglas N. Arnold)

Zaragoza, Spain (Javier Sabadell Melado)

Australia (Devin Trussell)

centers

Netlib
GAMS
StatLib (CMU)
NCAR's Mathematical and Statistical Libraries
Links to various software archives (CSC)
Software Support Laboratory (SSL)
National HPCC Software Exchange (NHSE)
eLib (Konrad-Zuse-Zentrum für Informationstechnik Berlin)
Computer Physics Communications Program Library (CPC)
Collaborative Computational Projects (CCP)
Computers in Physics Source Code (cip_sourcecode)
Programming: DOS: Fortran programming language-related files (Jumbo)
Mathematical Software (German Scientific Computing)
on-line services
GAMS at NIST
DSL at NCAR
search engines
ArchiePlex Form
general
e-mail addresses
USENET
others

individual libraries




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

other sites

something to read

journals
books with source code
- Numerical Recipes (Fortran book on-line)
- A Numerical Library in C for Scientists and Engineers, H. T. Lau, 1995, CRC Press, Inc., ISBN 0-8493-7376-X
- Numerical Methods for Mathematics, Science & Eng., John Mathews
- Computer Simulation of Liquids, M.P. Allen, D.J. Tildesley, 1987, Oxford University Press, Oxford
- Solving Ordinary Differential Equations II (Stiff and Differential-Algebraic Problems), E. Hairer, G. Wanner, 1996, Springer Series in Computational Mathematics, Vol. 14, Springer-Verlag, Berlin, ISBN 3-540-60452-9
  Fortran Codes
- Introduction to Fortran 90/95, Algorithms and Structured Programming, R.A. Vowels (rav@goanna.cs.rmit.edu.au), 1996, ISBN 0-9596384-8-2
books on FORTRAN
on-line publications
other materials
courses, tutorials, overviews
standards
FAQs
ISO/IEC JTC1/SC22/WG5 (Fortran) (drafts)
The High Performance Fortran Forum
FAQ: Numerical Analysis & Associated Fields Resource Guide (Steve Sullivan)
sci.math.num-analysis and sci.math.num-analysis FAQ
comp.lang.fortran and comp.lang.fortran FAQ
sci.nonlinear FAQ
FAQs for Linear Programming and Nonlinear Programming
The Object-Oriented Numerics Page


  benchmarking



         The best benchmark remains your own application. I assume you have profiled it and know

         where it spends its time, and have optimised it where possible; running it will at least ensure

         that the machine, operating system, and compiler exist, a factor often overlooked amidst

         a profusion of numbers and promises.



                                                                                Benchmarking Computers for HEP

                                                                                Eric McIntosh

                                                                                CERN, Geneva, Switzerland

miscellany

Fortran 1 "Programmer's Reference Manual" published 15 Oct 1956
Evolution of a Programmer
Real Programmers Don't Use PASCAL ( text and html)
Computer Scientists, Programmers, and Software Engineers
Murphy's Laws
10 Big Myths about copyright explained
Network Etiquette - for Email and Newsgroups (Oxford University Computing Services)
Netiquette
Dear Emily Postnews




favourite FAQ



Q:

   quite frequently I have come accross the following book title, and

   never know the complete set of author, title, who published it ....



   the title is: 'Numerical Recipes'



A:

   Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P.

   Numerical recipes in FORTRAN: the art of scientific computing

   Second Edition, 1992

   Cambridge University Press, Cambridge

   ISBN 0-521-43064-X



those were the days...



We were slightly worried when we discover the OS was written in what

appeared to be a dialect of Fortran II.  Internal evidence indicated

that much of the OS was originally written by physicists at LLL;

which possibly explains the use of Fortran :-)



                               Geoff Lane's experience with Cyber205



note on efficient algorithms



We suspect it would take considerably longer than the age of the

universe to be able to compute the latter result using the complete

weight space method.



                 Wybourne, B.G., 1994, Comput. Phys. Commun., 83, 332

mirror sites

centers

on-line services

search engines

individual libraries

other sites

something to read

benchmarking

miscellany