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Rhttp://www.r-project.org

R is a language and environment for statistical computing and graphics

GSLhttp://www.gnu.org/software/gslThe library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total.
Metishttp://glaros.dtc.umn.edu/gkhome/metis/metis/overview

Serial Graph Partitioning and Fill-reducing Matrix Ordering.

OpenBLAShttp://www.openblas.net

An optimized BLAS library based on GotoBLAS2.

Plasmahttps://bitbucket.org/icl/plasma

Parallel Linear Algebra Software for Multicore Architectures.

Scotchhttp://www.labri.fr/perso/pelegrin/scotch

Graph, mesh and hypergraph partitioning library.

SuperLUhttp://crd.lbl.gov/~xiaoye/SuperLU

A general purpose library for the direct solution of linear equations.

Parallel Libraries

Boosthttp://www.boost.org

Free peer-reviewed portable C++ source libraries.

FFTWhttp://www.fftw.org

Fast Fourier Transform library.

Hyprehttp://www.llnl.gov/casc/hypre

Scalable algorithms for solving linear systems of equations.

MFEMhttp://mfem.org

Lightweight, general, scalable C++ library for finite element methods.

MUMPShttp://mumps.enseeiht.fr

A MUltifrontal Massively Parallel Sparse direct Solver.

PETSChttp://www.mcs.anl.gov/petsc

Portable Extensible Toolkit for Scientific Computation.

PT-SCOTCHhttp://www.labri.fr/perso/pelegrin/scotch

Graph, mesh and hypergraph partitioning library using MPI.

SLEPC http://slepc.upv.esA library for solving large scale sparse eigenvalue problems.
SuperLUhttp://crd.lbl.gov/~xiaoye/SuperLUA general purpose library for the direct solution of linear equations.
Trilinos https://trilinos.org/An object-oriented software framework for the solution of large-scale, complex multi-physics engineering and scientific problems. 

 

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