Similar to INTLAB

Monte Carlo method

Particle filter

Abramowitz and Stegun

Digital Library of Mathematical Functions

EISPACK

Euler Mathematical Toolbox

FreeMat

LU decomposition

Wolfram Mathematica

MATLAB

MINPACK

QR decomposition

QR algorithm

Remez algorithm

SLATEC

S (programming language)

GNU Multiple Precision Arithmetic Library

Comparison of linear algebra libraries

Math Kernel Library

LINPACK

Julia (programming language)

Krylov subspace

Gene H. Golub

Numerical linear algebra

Richard S. Varga

Iterative method

Jacobi eigenvalue algorithm