Most of the software here has either been formally refereed and published in a professional journal, or has otherwise withstood the scrutiny of the numerical analysis community. There's also a JAVA-powered index. StatLib , a library of statistical software, contains most algorithms published in the journal Applied Statistics , and a lot more as well. Henry Wolkowicz at Waterloo University has offered us access to his library of Combinatorial Optimization software. Tomas Skalicky has developed a system for Large Sparse Linear Systems , called LASPack .
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. Problem Solving Environments points to a lot of sites for problem solving environments. The Applied Mathematics Department at CalTech has an extensive list of Mathematics Resources. The National HPCC Software Exchange has links to lots of software.