The Computational Mathematics Group writes and maintains a number of software libraries and test suites:
- HSL
- The HSL Mathematical Software Library was started in
1963 as a general purposes library, but has since
evolved into a highly respected Sparse Linear
Algebra Library, with a focus on solving linear
equations and eigenvalue problems.
- GALAHAD
- The GALAHAD Optimization Library solves nonlinear
optimization problems. It includes packages to solve
unconstrained and bound-constrained optimization,
quadratic programming, nonlinear programming,
systems of nonlinear equations and inequalities,
and nonlinear least squares problems.
- CUTEst
- CUTEst is a test suite aimed at testing constrained
and unconstrained optimization solvers, and is the
latest incarnation of CUTE
- SPRAL
- The Sparse Parallel Robust Algorithms Library (SPRAL)
is an open-source library for sparse linear algebra and
associated algorithms.
- NLAFET
- NLAFET is a developing open source software library
for parallel numerical linear algebra for future
extreme systems.