Wolfram Library Archive
Wolfram Library is a vast electronic library of Mathematica materials, including immediately accessible Mathematica programs, documents, and examples.
Netlib
Netlib is a collection of mathematical software, papers, and databases at UTK and ORNL.
BLAS
BLAS (Basic Linear Algebra Subprograms) are high quality "building block" routines for performing basic vector and matrix operations.
FFTW
FFTW is a C subroutine library for computing the Discrete Fourier Transform (DFT) in one or more dimensions, of both real and complex data, and of arbitrary input size.
The FFTW package was developed at MIT by Matteo Frigo and Steven G. Johnson.
LAPACK
LAPACK (Linear Algebra PACKage) provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also provided, as are related computations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices are handled, but not general sparse matrices. In all areas, similar functionality is provided for real and complex matrices, in both single and double precision.
Matplotlib
matplotlib is a python 2D plotting library which produces publication quality figures in a variety of hardcopy formats and interactive environments across platforms. matplotlib can be used in python scripts, the python and ipython shell (ala matlab or mathematica), web application servers, and six graphical user interface toolkits.
Numerical Recipes
Numerical Recipes: The Art of Scientific Computing is the title of a series of books developed by Numerical Recipes Software and published by Cambridge University Press. Numerical Recipes also refers to the copyrighted computer software that is in those books, and is the trademark for that software.