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libdspl-2.0 is opensource cross-platform digital signal processing alg
libdspl-2.0 — opensource cross-platform digital signal processing algorithm library, written in C language. Distributed under LGPL v3 license. This allows to use this library in all applications with dynamic linking.
Freemat is an interpreted, matrix-oriented development environment for engineering and scientific applications, similar to the commercial package MATLAB. Freemat provides visualization, image manipulation, and plotting as well as parallel programming.
Taylor series Integrator for Differential Equations
...Barrio, 2005. Performance of the Taylor series method for ODEs/DAEs, Appl. Math. Comput. 163 (2), pp. 525--545
* R. Barrio, 2006. Sensitivity analysis of ODE's/DAE's using the Taylor series method, SIAM J. on Scientific Computing 27 (6), pp. 1929--1947