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Numerical Libraries

Libraries for numerical computations

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Intel numerical libraries
Intel libraries for high performance in numerical computing
GSL
The GNU Scientific Library. Provides a wide range of mathematical routines.
HDF5
Hierarchical Data Format library. Serial and MPI parallel version.
FFTW
The discrete Fourier transform in one or more dimensions, MPI parallel
MAGMA for Intel Xeon Phi
Next generation dense algebra library for heterogeneous systems with accelerators
PETSc
PETSc is a suite of building blocks for the scalable solution of scientific and engineering applications modelled by partial differential equations. It supports MPI, shared memory, and GPUs through CUDA or OpenCL, as well as hybrid MPI-shared memory or MPI-GPU parallelism.
Trilinos
Packages for large scale scientific and engineering problems. Provides MPI and hybrid parallelization.