Ernst Meese of the Norwegian University of Science and Technology, Trondheim, Norway has written a small library in Fortran 90 for solving sparse matrix problems. Unfortunately, that FTP server no longer accepts anonymous logins, so I have put my copy, which I got in September 1998, in a publicly accessible place. Alan Miller has an interesting collection of links to mathematical and other software in Foftran 90. Tomas Skalicky has developed a system for Large Sparse Linear Systems , called LASPack . Henry Wolkowicz at Waterloo University has offered us access to his library of Combinatorial Optimization software.
Some computations require calculation of both function values and derivatives.
It is at best tedious, and frequently quite difficult, to produce a correct program that computes derivatives. Joachim Luegger has prepared Math-Net Links to the Mathematical World , consisting of about 700 links to mathematics resources. The Applied Mathematics Department at CalTech has an extensive list of Mathematics Resources. The National HPCC Software Exchange has software primarily oriented toward High Performance computing. The ILAS Information Center at the Technion University in Israel has an extensive collection of links to mathematically-related Web sites.