Mathematics Library
- Intel Mathematics Kernel Library (MKL)
(a) Quickstart: pdf, key, ppt, sample codes; (b) MKL documents webpage - Linear System Templates
- ARPACK: Installation quick guide
- ATLAS
- SparseKit
ParallelI Mathematics Library
- Portable, Extensible Toolkit for Scientific Computation (PETSc):
web, 張為仁 slides - Scalable Library for Eigenvalue Problem Computations (SLEPc):
web, documents, hands-on exercises for SLEPc, slides
Multicore, GPU, and CPU-GPU Hybrid
- PLASMA: Parallel Linear Algebra for Scalable Multi-core Architectures
- MAGMA: Matrix Algebra on GPU and Multicore Architectures
- CUDPP: CUDA Data Parallel Primitives Library.
- CULA: GPU-accelerated linear algebra library
- THRUST: a CUDA library of parallel algorithms with an interface resembling the C++ Standard Template Library (STL)
- CUSP: a library for sparse linear algebra and graph computations on CUDA
- OpenNL: (Open Numerical Library) is a library for solving sparse linear systems, especially designed for the Computer Graphics community
- GATLAS: GPU Automatically Tuned Linear Algebra Software
- Efficient Sparse Matrix-Vector Multiplication on CUDA 2008,
Imple. Sparse Mtx-Vec Mult on Throughput-Oriented Processors,
Sparse Matrix-Vector Multiplication Toolkit for GPUs
Software Repository
- Netlib
- Sources Of Mathematical Software (collected by Michael Heath)
- An inventory of freely available linear algebra software (collected by Jack Dongarra)
- Even more
- MATLAB Resources collected by Michael Heat
Commercial Software Package
- COMSOL