Below are pointers to helpful software
Matlab is an integrated computing system, especially good at linear algebra and ``vectorizable'' problems.
Mathematica is a symbolic software system, but it can also do linear algebra and graphics.
Gauss is a general integrated computing system with an econometric focus.
Maple is a symbolic software system. Mathcad is its user-friendly interface
NAG offers Fortran compilers
Microway has Fortran90 and C compilers for various machines.
Compaq/Digital has Fortran90. This used to be the Microsoft compiler, but Microsoft sold it to Digital.
Netlib is a large archive of numerical software.
Here is another large archive of numerical software.
Numerical Recipes is a useful introduction to numerical methods. It discusses the basic algorithms and provides code for them in C and Fortran77. The Fortran77 version is currently available here for free. You can also order the programs. These programs are good at illustrating algorithms to students. However, the programs provided by Numerical Recipes are not good substitutes for the more sophisticated and reliable programs available commercially and in the public domain.
Visual Numerics sells IMSL, a large library of programs, as well as other professional software.
NAG offers compilers and large collections of Fortran, C, and C++ programs.
SOL has information about several optimization packages. MINOS and SNOPT are good for large linear and nonlinear optimization problems. SQOPT solves large linear and quadratic programs. NPSOL also solves nonlinear problems, but does not have sparse matrix capabilities for large problems.
GAMS is a user-friendly interface to powerful and general optimization software.
Here is a collection of optimization and nonlinear equation software.
Scientific Workplace is a WYSIWYG TeX package which also includes access to Maple.
02/03/04