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Linear Algebra
BLZPACK uses the block Lanczos algorithm to solve (generalized) eigenvalue problems, HLZPACK uses the Lanczos algorithm to solve Hermitian eigenvalue problems, and SKYPACK implements algorithms for matrices having a skyline structure. By Osni Marques.
http://crd.lbl.gov/~osni/#Software
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Matran
Fortran 95 wrapper that implements matrix operations and computes matrix decompositions using Lapack and the Blas.
http://www.cs.umd.edu/~stewart/matran/Matran.html
Umd.edu ~
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Expokit
Software package for computing small dense and large sparse matrix exponentials in Fortran and Matlab. Usable in C/C++.
http://www.maths.uq.edu.au/expokit/
Uq.edu.au ~
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LUMOD
Updates a dense square factorization L*C = U, when rows and columns of C are added, deleted or replaced.
http://www.stanford.edu/group/SOL/software/lumod.html
Stanford.edu ~
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LAPACK
Fortran 77 routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems.
http://www.netlib.org/lapack/index.html
Netlib.org ~
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LINPACK
A collection of Fortran subroutines that analyze and solve linear equations and linear least-squares problems. The package solves linear systems whose matrices are general, banded, symmetric indefinite, symmetric positive definite, triangular, and tridia
http://www.netlib.org/linpack/
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