18. Numerical Software

Most computational problems in engineering can be broken down into well-known types of calculations, e.g., solving linear systems of equations, computing fast Fourier transforms, etc. Furthermore, software to solve these subtasks is often already available. Consequently, you only have to write a short driver routine for your particular problem. This way people don't have to reinvent the wheel over and over again.

The best software for a particular type of problem must often be purchased from a commercial company, but for linear algebra and some other basic numerical computations there is high-quality free software available (through Netlib).


Netlib (the NET LIBrary) is a large collection of freely available software, documents, and databases of interest to the numerical, scientific computing, and other communities. The repository is maintained by AT&T Bell Laboratories, the University of Tennessee and Oak Ridge National Laboratory, and replicated at several sites around the world.

Netlib contains high-quality software that has been extensively tested, but (as all free software) it comes with no warranty and little (if any) support. In order to use the software, you first have to download it to your computer and then compile it yourself.

There are many ways to access Netlib. The most common methods are the World Wide Web, e-mail, and ftp:

Two of the most popular packages at Netlib are the BLAS and LAPACK libraries which we will describe in later sections.

Some commercial Fortran packages

In this section we briefly mention a few of the largest (commercial) software packages for general numerical computations.

The Numerical Algorithms Group (NAG) has developed a Fortran library containing over 1000 user-callable subroutines for solving general applied math problems, including: ordinary and partial differential equations, optimization problems, FFT and other transforms, quadrature, linear algebra, non-linear equations, integral equations, and more.
The IMSL Fortran numerical library is made by Visual Numerics, Inc. and covers most of the areas contained in the NAG library. It also has support for analyzing and presenting statistical data in scientific and business applications.
Numerical recipes
The books Numerical Recipes in C/Fortran are very popular among engineers because they can be used as a cookbooks where you can find a "recipe" to solve the problem at hand. However, the corresponding software Numerical Recipes is in no way (e.g. scope or quality) comparable to that provided by NAG or IMSL.

It should be mentioned that all the software listed above also comes in a C version (or is at least callable from C).

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