A Numerical Library in C for Scientists and Engineers

This is a huge library of c routines to do just about anything. The only sore spots are some of the vector and matrix routines. They are divided up so that some very simple operations require several routines. Of course this was done for flexibility, but some may find that writing their own is more efficient. Also, the two point boundary value problem solvers are very limited and the DE section only contains constant time-step solvers. The special function section is excellent, however. Nevertheless, despite the limitations, I have found this to be a gold mine of routines and an extremely useful book. I can often find stuff here that is almost impossible to find elsewhere.

This usually has the algorithm you want, if it was around in the 1960's, and is usually better code than Numerical Recipes.

The book offers an exceptionally valuable library of source code for experimentation and research in numerical computations.

This is an excellent numerical library for students and researchers in numerical computations.

This extensive library of computer programs-written in C language-allows readers to solve numerical problems in areas of linear algebra, ordinary and partial differential equations, optimization, parameter estimation, and special functions of mathematical physics. The important characteristic of the library is its modular structure. Because it is highly compact, it is well-suited for use on personal computers. The library offers the expert a prodigious collection of procedures for implementing numerical methods. The novice can experiment with the worked examples provided and use the more comprehensive procedures to perform mathematical computations. The library provides a powerful research tool for computer scientists, engineers, and applied mathematicians.