Free Alternatives to Proprietary Subroutine Libraries

Statistics 243 Fall, 2007

The SCF formerly supported the NAG (Numerical Algorithms Group) library, but for budgetary and philosophical reasons has decided to rely on public domain routines instead. One problem with the NAG libraries is that programs developed using them can not be distributed without complicated license arrangements. As more students are developing programs for distribution, it seemed a wise choice to avoid relying on proprietary libraries. For a general survey of freely available software useful for statistical computing, refer to this page; the table below lists some of the packages which are installed on the SCF system, along with information about locally available documentation and the library option for the compiler which accesses the library.

The links provided through the library names are to external sources which provide additional information about the libraries, including downloading instructions.

LibraryBrief DescriptionMore information(local)Library Symbol
gslGNU Scientific Library/app/gsl/html/gsl-ref_toc.html -L/app/lib -R/app/lib -lgsl
dcdflibProbability Distributions /app/dcdflib/doc/dcdflib.fdoc-ldcdflib
ranlibRandom number generation /app/ranlib/doc/ranlib.f/doc/ranlib.fdoc -lranlib
lapackLinear Algebra/Eigenanalysis help app lapack-llapack -lblas
linpackLinear Algebra help app linpack-llinpack
eispackEigenanalysis help app eispack-leispack