Serial and parallel Fortran and Matlab codes for computing pseudospectra of matrices.

Software package for computing small dense and large sparse matrix exponentials in Fortran and Matlab. Usable in C/C++.

In Fortran 90, by the MaSe (Matrices Having Structure) Team of the University of Leuven.

Toolkit containing various Fortran routines developed over a number of years in support of several code efforts at Los Alamos National Lab. It contains some BLAS-like routines, some LAPACK-like routines, various iterative solvers, and utility routines like timers, random number generators, I/O routines, routines to parse command-line arguments to Fortran programs, etc.

Alternative source of 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.

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.

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 tridiagonal square. In addition, the package computes the QR and singular value decompositions of rectangular matrices and applies them to least-squares problems.

Updates a dense square factorization L*C = U, when rows and columns of C are added, deleted or replaced.

Fortran 95 wrapper that implements matrix operations and computes matrix decompositions using Lapack and the Blas.

Codes available from author to quickly update singular value decompositions, solve banded plus semiseparable systems of linear equations, and compute eigenvalues symmetric block-diagonal plus semiseparable matrices.

Codes to solve linear systems with the GMRES and conjugate gradient methods, among other topics.

Implements a Lanczos iteration for symmetric generalized eigenvalue problems. The current version uses the Omega-recurrence to detect loss of orthogonality among the Lanczos vectors.

Library by Isak Jonsson and Bo Kågström for solving triangular Sylvester-type matrix equations.

Fortran 77 subroutines by Henk A. van der Vorst for the iterative methods GMRESR and BiCGstab(ell). These are methods for the iterative solution of large and typically sparse systems of linear equations with a nonsymmetric matrix.

Fortran 90 codes by Matt Newman for Gaussian elimination and forward reduction to solve linear equations, diagonal preconditioned gradient to solve linear equations, and subspace iteration to determine the first p eigenvalues of the generalized eigenvalue problem for a system of size q where q>>p.