CVM C++ Class Library encapsulates concepts of vector and square, band, symmetric and hermitian matrices in Euclidean space of real and complex numbers. It utilizes BLAS and LAPACK Fortran libraries. See http://cvmlib.com for binaries and more details.
Runge is an Interactive Solver for Systems of Differential Equations
Runge is an Interactive Solver for Systems of Ordinary Differential Equations. It solves initial value problem (aka Cauchy problem). Few advantages Runge provides: It's fast. It utilizes BLAS and LAPACK libraries optimized for modern multi-core processors. It's interactive. It allows you to start a solution by mouse click on a plane. It's precise. It uses Runge Rule to adjust step length to satisfy required precision on each step. It's effective. When it needs to compute derivatives (Jacobian matrix, for example) it does that analytically, i.e. without using numerical methods. It's portable. It works on Windows and Linux 32 and 64 bit and Mac OS X 64 bit. It's open. It allows you to implement and embed your own algorithms (aka "solvers"). It's easy to use. It allows to export results to MS Excel and MATLAB. It's multilingual. It currently supports Englis and Russian languages. It's free. It's distributed under the Boost Software License.