Data Bases of Miscellaneous Software Information
Personal Collection of Miscellaneous Software Information
(in alphabetical order by topic)
Approximation Software

PORT Mathematical Subroutine Library, The PORT Mathematical
Subroutine Library (third edition) is a collection of
Fortran 77 routines that address many traditional
areas of mathematical software, including approximation,
ordinary and partial differential equations, linear algebra
and eigensystems, optimization, quadrature, root finding,
special functions, and Fourier transforms, but excluding
statistical calculations. PORT stands for Portable, Outstanding,
Reliable, and Tested.
Alternate site, at Lucent Technologies.
Assignment Problems
Automatic Differentiation

ADMAT, Automatic Differentiation for MATLAB runs under matlab 5.0
and up. Also, lots of info on AD is available at this site.

APPSPACK,
Asynchronous Parallel Pattern Search;
APPSPACK is serial or parallel, derivativefree optimization software for solving nonlinear unconstrained and boundconstrained optimization problems, with possibly noisy and expensive objective functions.
Combinatorial Optimization Software

GloptiPoly  Global Optimization over Polynomials with Matlab and
SeDuMi.

CirCut home page fortran 90 code for NPhard, binary quadratic
programs. (from Yin Zhang et al)

BurkardDerigs fortran codes for assignment and matching problems.

METIS is a set of programs that implement various graph partitioning;

PPRN, for network optimization. The package is appropriate for solving a
high variety of network problems: single/multicommodity network flow
problems, with linear/nonlinear objective function and with/without linear side
constraints. Thus it can be viewed as a general package for many network
optimization problems (though it was originally designed for solving
nonlinear multicommodity problems with linear side constraints).
The package is presented as a library and can be obtained via
anonymous ftp from ftpeio.upc.es (if this doesn't work, try to connect
to gandalf.upc.es), at directory pub/onl/codes/pprn. The package is
available
from Sun and DECAlpha platforms. If you have a different architecture from
those, please contact us at jcastrop@eio.upc.es. There is also
additional information like some technical reports and papers describing

IMPS Software, DOS versions of LP related software by Harvey J.
Greenberg .
Computational Geometry
Crew Scheduling
Eigenvalue Software

ARPACK is a collection of Fortran77 subroutines for solving
large scale eigenvalue problems. (cf Danny Sorensen at Rice Univ.)

Pseudospectra gateway, with literature and software.
Global Optimization Software

GloptiPoly  Global Optimization over Polynomials with Matlab and
SeDuMi.

Global Optimization, methods and codes at
r. AbdelRahman Hedar
Department of Computer Science, Faculty of Computer and Information Sciences,
Assiut University, EGYPT.

UniCalc solver; available by anonymous ftp to interval.usl.edu in the
directory pub/interval_math/unicalc_demo or to ftp.iis.nsk.su in the
directory pub/ai/unicalc (uptodate versions).

TOMS Web page ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE (TOMS)

public domain list collected by Arnold Neumaier.

Software available by anonymous ftp on cheetah.vlsi.uwaterloo.ca,
pub/code/lp_solve_UNIX_dr to get "lp_solve", pub/code/opbdp_dr to get
"opbdp. (The latter is a 01 nonlinear and linear optimizer.)
Interior Point Methods and/or Linear Programming

FAQ (frequently asked questions) on linear programming;

Soplex, The Sequential objectoriented simplex class library for
linear programming.

A Short Course in Linear Programming by Harvey J. Greenberg

Software projects in Logilab has packages for Analytic Center
Cutting Plane Method and Higher Order PrimalDual Method.

Software available by anonymous ftp on cheetah.vlsi.uwaterloo.ca,
pub/code/lp_solve_UNIX_dr to get "lp_solve", pub/code/opbdp_dr to get
"opbdp. (The latter is a 01 nonlinear and linear optimizer.)
Linear Systems of Equations

External Sources of Numerical Linear Algebra Information,
a few interesting titbits concerning numerical linear algebra, from
Nick Gould.

Survey of Freely Available Linear Algebra Software
by Jack Dongarra, dongarra@cs.utk.edu, and
LAPACK GUI; and
ATLAS 3.2, Automatically Tuned Linear Algebra Software.

MGNet, multigrid net  a repository for information related to multigrid,
multilevel, multiscale, aggregation, defect correction, and domain
decomposition methods.
(See also thesis of Paul de Zeeuw)

SPARSKIT for preconditioned conjugate gradient method, and
TAUCS, a C library of sparse linear solvers.

S+ is a fast parallel direct solver for sparse linear equations,
Contact: Kai Shen (kshen@cs.ucsb.edu)

LINPAR solving systems of linear equations (SLEs)
including rectangular, singular and illconditioned ones.

UMFPACK is a set of ANSI Fortran77 routines for factorizing general
sparse matrices (unsymmetric, both in value and nonzero pattern), from
Tim Davis, Univ. of Florida. Also available by anonymous ftp to
ftp.cis.ufl.edu in pub/umfpack/UMFPACK2.1Beta.tar.gz.
More information about the most current
Fortran BLAS in NETLIB
is available at Tim Davis' site. Also available:
an interface to
AMD v1.0 for ordering sparse
matrices prior to Cholesky factorization (or LU factorization with diagonal
pivoting).

NAG FORTRAN MARK 17 LIBRARY CONCISE SUMMARY,

LYAPACK,
a MATLAB toolbox (i.e., a set of MATLAB routines) for the solution of
certain large scale problems in control theory, which are closely
related to Lyapunov equations. It uses iterative algorithms and is
intended for large, sparse problems.

Zen and the Art of High Performance Parallel Computing,
by The PLAPACK Team , includes tutorial on Cholesky factorizations.

The Cornell Theory Center toolbox for easy coarsegrained
parallel computing under MATLAB in a NTcluster environment.

BPKIT, Block Preconditioning Toolkittoolkit of block preconditioners
for the iterative solution of linear systems

sparse linear least squares software, from Pontus Matstoms,
Linkoping University.

References for Least Squares Methods

Templates for linear systems, SIAM 1994.

ParPre: Parallel Preconditioners for Iterative Methods, part of
ScaLaPack.

Module: Large systems of linear equations, from NGSSC.

PSPASES : A Scalable Parallel Direct Solver Library for Sparse
Symmetric Positive Definite Systems,
see also
WSMP: Watson Sparse Matrix Package (Version 1.4.0, June 5, 2001)
and
WSSMP: Watson Symmetric Sparse Matrix Package.
MATLAB
Multicriteria Problems
Nonlinear Equations

Affineinvariant Newton Techniques (ANT), software and detailed
description of damped Newton codes with inexact solvers.

Decision Tree for Optimization Software, contains e.g. nonlinear
least squares. Uses mostly:
netlib,
plato,
codelib.
Or see the
overview, of NLEQ codes.

PARASOL is a long term research ESPRIT IV project (Domain 4, Task 4.2)
which started on
January 1st, 1996 and will last 3 years. Within the project new parallel
algorithms for
the direct solution of sparse systems of linear equations, for the
iterative solution
of such systems based on either multigrid or domain decomposition and
for their
preconditioning will be developed. These algorithms will be available in
the public
domain.
(Constrained) Nonlinear Minimization

MOSEK Optimizers, matlab codes

Iterative Methods for Optimization:, matlab codes (and fortran)
based on Tim Kelley's book.

GALAHAD, and the older
LANCELOT, home pages and software.
Also:
CUTEr, a Constrained and Unconstrained Testing Environment,
revisited (Mar/02) with
SifDec, SIF test problem format;
and the old
CUTE, Constrained and Unconstrained Testing Environment.
See
for online FORTRAN info.

software from Spellucci,
or get
the US site, includes sqpsolver donlp2, bfgs code,
qpsolver, test examples for nonlinear programming. (The US site has a
decision tree for opt software)

Method of Feasible Directions, project from Department of Mathematical
Sciences, Clemson University.

optimization code, in fortran, from Jerry Taylor. (at
netlib)

nonlinear optimization, for various platforms including matlab,
from:
Alexei V. Kuntsevich
Institute for Mathematics, KarlFranzens University of Graz
Heirichstr., 36, A8010 Graz, Austria
fax: +43 316 3809815, tel: +43 316 3805173.
mailto:alex@bedvgm.kfunigraz.ac.at
http://bedvgm.kfunigraz.ac.at:8001/alex/homepage.html

UFO is an interactive system for universal functional optimization that
serves for solving both dense mediumsize and sparse
largescale optimization problems. (from Ladislav Luksan, Institute of
Computer Science Academy of Sciences of the Czech Republic)
(Unconstrained) Nonlinear Minimization

FAQ (frequently asked questions) on nonlinear programming;

T R I C E , TRUST  REGION INTERIOR  POINT ALGORITHMS
FOR OPTIMAL CONTROL AND
ENGINEERING DESIGN PROBLEMS
by J. E.
Dennis, Jr. (Rice University), Matthias Heinkenschloss (Rice
University, formerly Virginia Tech), and Lums N. Vicente
(Universidade de Coimbra, formerly Rice University) for the
solution of large nonlinear programming problems arising in
optimal control and engineering design problems.

TENMIN package for (tensor) unconstrained minimization host:
ftp.cs.colorado.edu
path: /pub/distribs/tensor/postscript/TENMIN_man.ps
reference e.g.
Bobby Schnabel

The program, called LBFGSB, implements a limited memory BFGS
algorithm. The user must supply the gradient g of f, but knowledge
about the Hessian matrix is not required. This program is an
extension of algorithm LBFGS (Harwell routine VA15) which can handle
only unconstrained problems.
Both codes can be obtained via anonymous ftp at eecs.nwu.edu.
They are in the directories pub/lbfgs and pub/lbfgs.unc.
More detailed information can be obtained at
http://www.eecs.nwu.edu/~ciyou or http://www.eecs.nwu.edu/~nocedal
(Ciyou Zhu, Richard Byrd and Jorge Nocedal)
WWW site
for more details.

conjugate gradient methods at netlib and
matlab pgms for linear and nonlinear systems based on the book by
C.T. Kelley;
(Nonsmooth) Nonlinear Minimization
Polyhedral Programming
Sparse Programming

MATLAB parallel:
RTExpress;
MATLAB newsletter article  why no parallel matlab;
The Cornell Theory Center toolbox for easy coarsegrained
parallel computing under MATLAB in a NTcluster environment.

Subroutine On Demandservice, for sparse specialized blas routines.

The ObjectOriented Numerics Page, The ObjectOriented Numerics List
(oonlist and oondigest) is a forum for discussing scientific computing
in objectoriented environments.
The archive is available, sorted by thread, date, subject or author.

SparseLib++, SparseLib++ is a C++ class library for efficient sparse
matrix computations across various computational platforms.

SPARAMAT automatic detection of SPARse matrix
computations in Application programs by pattern MATching techniques,
The SPARAMAT project at the
Computer Science
Department
of the
University of Trier (Germany)

sparse linear least squares software, from Pontus Matstoms,
Linkoping University.

NIST Sparse BLAS (v. 0.9), for sparse specialized blas routines.

Scalable Computing and Algorithms, CRAY research with a paper on the
sparse blas proposal.
Supply Chain Management
Miscellaneous Software