Free Software for Numeric Computations
In this course, we use NAG routines to provide
functionality in certain areas such as probability distributions and
linear algebra. The NAG library is a proprietary product which must be
licensed from NAG (Numerical Algorithms Group).
However, most of the things we get from the NAG library can also be
found in a variety of public domain sources, which are available for
your use in whatever computing environment you may find yourself. The
following list is by no means complete, but may get you started in finding
some sources for reliable numerical software which you can legally use
on your own computer without paying any fees.
There are two large electronic depositories for this kind of software
which you should be aware of, namely netlib and
statlib. The links point to the SCF help files
for these two repositories.
For probability distributions, there is an excellent library, available
through statlib, known as dcdflib, which has most of the common probability
A number of people have compiled lists of useful free software for
numerical computations. Among them are:
Index of resources for numerical computation, compiled by Ajay Shah.
This focuses almost entirely on free software.
Numerical Evaluation of Special Functions by D. W. Lozier and F. W. J. Oliver. This has information about both free and commercial routines.
The GAMS Problem Decision
Tree, developed by the National Institute of Standards and Technology.
This presents a wide variety of software, both free and commercial, in a
decision tree format, making it very useful when you have a specific problem
Freely Available Numerical and Statistical Software, a list compiled
by Gordon Smyth at University of Queensland.
Graphics and analysis software, compiled by S. Baum at Texas A&M
University, is a well-annotated list of packages and libraries for
graphics and data analysis.
Free Scientific Software
Under Linux. As the name implies, this list is oriented towards the
Linux operating system, but some of the routines may be suitable for other
flavors of UNIX. (If you'd like to know what Linux is all about, click