NUMATH is a well-documented library of FORTRAN subroutines for solving problems in linear algebra; approximation, interpolation and differentiation of functions; computation of integrals; nonlinear equations; optimization; ordinary differential equations; integral equations; special functions; and partial differential equations.
The hierarchical structure of NUMATH consists of three levels: problem solvers, primary routines, and basic modules and routines for matrix manipulation.
The routines of NUMATH can be tested using the modules of the NUMATH test library.
Please find further information under
http://www.wias-berlin.de/publications/annual_reports/2002/~NUMATH .