Some Numerical Software Libraries Links

Some links...(hint: just click on a column header to sort the rows according to that column. Note: you will need a decent/recent browser for the magic to work)
Category    Name    Language    Type    Description   
LP SoPlex C++ Library/Solver SoPlex is an implementation of the revised simplex algorithm. It features primal and dual solving routines for linear programs and is implemented as a C++ class library that can be used with other programs.
MIP/CP SCIP C++ Library/Solver SCIP is a framework for Constraint Integer Programming oriented towards the needs of Mathematical Programming experts who want to have total control of the solution process and access detailed information down to the guts of the solver. SCIP can also be used as pure MIP solver or as framework for branch-cut-and-price.
CP ECLiPSe Prolog like / C Framework ECLiPSe is a software system for the cost-effective development and deployment of constraint programming applications.
LP/MIP GLPK C Library/Solver The GLPK (GNU Linear Programming Kit) package is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems. It is a set of routines written in ANSI C and organized in the form of a callable library.
LP/MIP GLPKMEX Matlab/C++ Package A Matlab MEX Interface for the GLPK library.
CP Mozart Mozart Language The Mozart Programming System is an advanced development platform for intelligent, distributed applications. Mozart is based on the Oz language, which supports declarative programming, object-oriented programming, constraint programming, and concurrency as part of a coherent whole.
CP Choco Java Library Choco is a java library for constraint satisfaction problems (CSP), constraint programming (CP) and explanation-based constraint solving (e-CP).
Specialized Pisinger's Codes C Library/Solver Several highly specialized optimization codes for knapsack and bin-packing problems
MIP Abacus C++ Library/Solver ABACUS is a software system which provides a framework for the implementation of branch-and-bound algorithms using linear programming relaxations that can be complemented with the dynamic generation of cutting planes or columns (branch-and-cut, branch-and-price, branch-and-cut-and-price).
CO CVX Matlab Package CVX is a Matlab-based modeling system for convex optimization. CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax.
Visualization LiveGraphics3D Java Applet LiveGraphics3D is a non-commercial Java applet to display and rotate three-dimensional graphics produced by Mathematica in Web pages.
Numerical Analysis DESSolver Java Applet An ordinary differential equation system solver and visualizer.
Numerical Analysis Sparsekit Fortran Library Library for working with sparse matrices. It includes general sparse matrix manipulation routines as well as a few iterative solvers.
Numerical Analysis LAPACK Fortran/C Library Provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems.
Numerical Analysis Atlas Fortran/C Library An ongoing research effort focusing on applying empirical techniques in order to provide portable performance. At present, it provides C and Fortran77 interfaces to a portably efficient BLAS implementation, as well as a few routines from LAPACK.
Polyhedral Theory Porta C Library PORTA (POlyhedron Representation Transformation Algorithm) is a collection of routines for analyzing polytopes and polyhedra using Fourier-Motzkin elimination.
Numerical Analysis Matrix Market - Library The Matrix Market provides convenient access to a repository of test data for use in comparative studies of algorithms for numerical linear algebra.
Visualization CurvesGraphics Mathematica Notebook CurvesGraphics adds to Mathematica graphics the capabilities of easily placing arrows along curves (in 2D or 3D space) produced by Plot, ParametricPlot, ParametricPlot3D, and ContourPlot and along the solutions to differential equations given by NDSolve and drawing parametric or contour curves or text on a surface in 3D space, or the intersection line of two surfaces, all curves with optional arrows along them.
LP CDD and CDD+ C/C++ Package CDD/CDD+ is a collection of routines for analyzing polytopes and polyhedra using the Double Description algorithm of Motzkin et al. It can solve the general linear programming (LP) problem.
Numerical Analysis Geometric Integrators Matlab/Fortran Package Symplectic methods for Hamiltonian systems and symmetric methods for reversible problems show an improved qualitative and quantitative behaviour, especially for long-time integrations. Both Matlab package and Fortran 77 codes available.
Statistical Computing KF Matlab Toolbox Kalman filter toolbox for Matlab.
Statistical Computing HMM Matlab Toolbox This toolbox supports inference and learning for HMMs with discrete outputs (dhmm's), Gaussian outputs (ghmm's), or mixtures of Gaussians output (mhmm's). The Gaussians can be full, diagonal, or spherical (isotropic). It also supports discrete inputs, as in a POMDP. The inference routines support filtering, smoothing, and fixed-lag smoothing.
Statistical Computing Smoothing Matlab Library Library of functions for general purpose statistical smoothing, and other types of data analysis (including functional data analysis, and Distance Weighted Discrimination.
Statistical Computing MIX R Package Fitting Mixture Distributions.
Statistical Computing R R Language The R Project for Statistical Computing. R is a language and environment for statistical computing and graphics.
Converters Language Converters Fortran/C Converters Collection of converters C <=> Fortran and Fortran => FreeForm
...and some meta links with a list of software packages
Category Name Description
Operations Research CRIFOR La raccolta, lo sviluppo e la condivisione del software sono tra i principali obiettivi del CRIFOR (Centro di Ricerca e Formazione per l'Ottimizzazione su Reti) di Cagliari. Il software messo a disposizione può essere scaricato gratuitamente accedendo alla sezione di download.
MIP/CP Coin-OR This project is an initiative to spur the development of open-source software for the operations research community. It owns many subprojects for various combinatorial optimization problems (e.g. CppAD, dylp, IPOPT, NLPAPI, OTS, SVM-QP, ALPS, SYMPHONY...)
Mathematical Finance Matlab/C++ software Algoritmi per la risoluzione di problemi di ambito finanziario, già implementati in linguaggio Matlab e C++.
Statistical Computing Various languages Packages statistici scritti in vari linguaggi che riguardano: Analysis and graphics package for ecological data analysis, fit mixture models, regression analysis, Information processing tools, data mining and statistical analysis, etc.
Statistical Computing Various languages A list of free software packages for use in Statistics.
Statistical Computing Various languages Another site for free statistical software.
Statistical Computing Various languages Software Packages for Graphical Models / Bayesian Networks.
TSP TSP software Links to various code for solving the Traveling Salesman Problems (in their many variations).
Note: this a legend of the categories acronyms:
Category Description
CO Convex Optimization
CP Constraint Programming
LP Linear Programming
MIP Mixed Integer (Linear) Programming
TSP Traveling Salesman Problem