Ethan's Math Links

• MESCHACH: http://www.netlib.org/c/meschach
• PARDISO: http://www.intel.com/software/products/clustermkl/features/dss.htm
  relies on other libraries, namely BLAS, LAPACK, and ATLAS. You can find out about them here:
  http://math-atlas.sourceforge.net/
• SPARSPAK: http://sparse.uwaterloo.ca/~jageorge/Sparspak/sparspak.html
• There is also a SUBSTANTIAL list of mathematical links here:
  http://www.mat.univie.ac.at/~neum/software.html#lin_dir
  The #-ref is for direct linear solvers, but there are a lot of links to a variety of different mathematical libraries and utilities we might be able to take advantage of.
• I also found a brief discussion of implicit Euler integration that might be useful for the forgetful:
  http://www.cti-simulation.com/coursea1/lesson_3.htm

Youding's note

I also found an easy-to-use version for sparse linear equation solving. 
I have not started to use it, but it seems that it should be easy to use.

Check this out at: http://www-2.cs.cmu.edu/~ajw/software/

You will find: VL Vector Library. It says: 

"VL provides 2-, 3- and 4-vector and matrix types, arbitrarily-sized vector and 
matrix types, sparse and sub-region types, and lots of useful functions and arithmetic 
operators defined on those types. It includes a debugging version of the library, 
with range-checking of all indices. It comes with a number of numerical routines 
such as Gauss-Seidel, conjugate-gradient, QR and SVD factorization"

Souce code comes with both linux and windows versions.