3-3 FINDING USEFUL ROUTINES
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Writing a good procedure may be a time consuming task, and require
a lot of expertise. It may require a study of the algorithms involved,
taking into consideration numerical and programming issues and then
programming and careful debugging.
Using procedures written by other people saves time and usually can
improve your code. However you have to excercize some caution, it may
make your programs non-redistributable, also some sources may contain
code that is of low-quality from the numerical analytic point of view.
Netlib
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A very large collection of good routines and information by various
authors. A quick reference index can be found in appendix E.
From the Netlib FAQ:
The Netlib repository contains freely available software, documents,
and databases of interest to the numerical, scientific computing, and
other communities.
The repository is maintained by AT&T Bell Laboratories, the University
of Tennessee and Oak Ridge National Laboratory, and by colleagues
world-wide. The collection is replicated at several sites around the
world, automatically synchronized, to provide reliable and network
efficient service to the global community.
Netlib mirror site URL
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Tennessee, USA http://www.netlib.org/
New Jersey, USA http://netlib.bell-labs.com/netlib/master/readme.html
Bergen, Norway http://www.netlib.no/netlib/master/readme.html
Hensa, Kent, UK http://www.hensa.ac.uk/ftp/mirrors/netlib/master
ZIB, Germany ftp://ftp.zib.de/netlib/
NCHC, Taiwan ftp://ftp.nchc.gov.tw/netlib/
Japan http://phase.etl.go.jp/netlib/
Access method Directions
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World Wide Web (WWW) URL: http://www.netlib.org/
email for a contents summary and instructions
Send the message: send index
to: netlib@netlib.org
Anonymous ftp to: ftp.netlib.org
gopher Point your gopher browser to: gopher.netlib.org
xnetlib Not recommended
cd-rom Netlib (other than toms) is available on CD-ROM
NIST
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Statlib
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NCAR
----
NUMERICAL RECIPES
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A library of routines performing most basic numerical tasks, harshly
criticized for the quality of the algorithms and numerics, but is
cheap and convenient:
Linear Algebraic System / Interpolation /
Integration / Approximation / Special Functions /
Random Numbers / Sorting / Root Finding /
Minimization / Eigensystems /FFT and applications /
Statistics / Data Modeling / ODE's / ...
Theory and description of the routines can be found in the
book:
NUMERICAL RECIPES in FORTRAN
The art of scientific computing
Second edition
William H. Press / Saul A. Teukolsky
William T. Vetterling / Brian P. Plannery
Cambridge University Press
ISBN 0-521-43064-X
The routines themselves are distributed in an archived
form on a PC or MAC diskette. An examples book is also
available.
Numerical Algorithms Group (NAG)
--------------------------------
A commercial routine library, you link it with your
compiled program.
Visual Numerics (formerly IMSL)
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A commercial routine library, you link it with your
compiled program.
MATLAB
------
Matlab is one of many interactive packages, some of them free
(see the Numerical Analysis FAQ).
Remember that such interactive packages may run up to 100 times
slower than compiled code (ref: Mathlab News and Notes), this
figure may be even higher when compared with good Fortran code.
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