Netlib. Some good ones: * LAPACK (BLAS is there too) http://www.netlib.org/lapack/explore-html/ http://www.netlib.org/lapack/explore-html/ * QUADPACK (quadrat

Netlib. Some good ones: * LAPACK (BLAS is there too) http://www.netlib.org/lapack/explore-html/ http://www.netlib.org/lapack/explore-html/ * QUADPACK (quadrature integration) http://www.netlib.org/quadpack/ http://www.netlib.org/quadpack/ * MINPACK (nonlinear solvers) http://netlib.org/minpack/index.html http://netlib.org/minpack/index.html * ODEPACK (ordinary differential equations) http://netlib.org/odepack/index.html http://netlib.org/odepack/index.html Most of the textbooks on numerical methods are not very approachable, but Carl Meyer's Matrix Analysis and Applied Linear Algebra text is a good start, as are Gilbert Strang's books.