Source libraries

LAPACK: http://www.netlib.org/lapack/
SLATEC: http://www.netlib.org/slatec/
MINPACK: http://www.netlib.org/minpack/ (*1)
  Acknowledgment - This product includes software developed by the University of Chicago, as Operator of Argonne National Laboratory
CMLIB: Center for Computing and Applied Mathematics, NIST
FFTPACK5: http://www2.cisl.ucar.edu/resources/legacy/fftpack5 (*2)
Mersenne Twister: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/mt.html
Boost: http://www.boost.org/
arpack-ng: https://github.com/opencollab/arpack-ng (*3)
SuperLU: https://portal.nersc.gov/project/sparse/superlu/ (*4)
Cephes: http://www.netlib.org/cephes/
Fn: http://www.netlib.org/fn/
Intel oneAPI Math Kernel Library: https://www.intel.com/content/www/us/en/developer/tools/oneapi/onemkl.html

References

D. Kahaner, C. Moler, S. Nash, "Numerical Methods and Software", Prentice-Hall (1989)
Masatake Mori “FORTRAN77 Numerical Calculation Programming (augmented edition)” Iwanami Shoten (1987) (Japanese book)
D. E. Knuth, “The Art of Computer Programming Third Edition, Vol. 2 / Seminumerical Algorithms”, Addison Wesley Longman (1998)
E. Hairer, et al., “Solving Ordinary Differential Equations I”, Springer-Verlag (1993) (*5)
E. Hairer, et al., “Solving Ordinary Differential Equations II”, Springer-Verlag (1996) (*5)

Copyright Notices

(*1) Minpack Copyright Notice
(*2) FFTPACK5 Copyright Notice
(*3) Arpack Copyright Notice
(*4) SuperLU Copyright Notice
(*5) Ernst Hairer Copyright Notice