One that I noticed on GitHub today is the Library of Numerical Analysis of the Research Computing Center of the Moscow State University . It looks comprehensive. The code comments are in Russian, and procedure names such as ADB1C match the documentation but are not informative on their own. Default reals are used. C and Pascal versions are also available.
Using Google Translate, the catalog is
- The simplest computational operations
- Elementary statistics, data processing
- Statistical criteria
- Algebra of polynomials
- Linear algebra
- Vector arithmetic
- Matrix arithmetic
- Calculation of determinants
- Matrix inversion and pseudo-inversion
- Specialization and decomposition of matrices
- Solving systems of linear algebraic equations
- Solving systems of linear algebraic equations with symmetric or Hermitian nondegenerate matrices
- Solving systems of linear algebraic equations with non-degenerate matrices of general form
- Solving systems of linear algebraic equations with non-degenerate matrices of a special form
- Solving systems of linear algebraic equations with rectangular matrices of full rank
- The eigenvalue problem
- Linear eigenvalue problem for symmetric and hermitian matrices
- Linear eigenvalue problem for general matrices
- Linear eigenvalue problem for special matrices
- Generalized eigenvalue problem for symmetric and hermitian matrices
- Generalized eigenvalue problem for general matrices
- Generalized eigenvalue problem for matrices of a special form
- Special problems in linear algebra
- Special functions
- Numerical integration
- Ordinary differential equations
- Cauchy problem for a system of first-order equations without precision control)
- Cauchy problem for a system of equations of the first order (with accuracy control)
- Cauchy problem for stiff systems of equations and systems with large Lipschitz constant
- Boundary value problems
- Cauchy problems for a system of second-order equations
- Interpolation, approximation, smoothing, numerical differentiation
- Analysis and synthesis of series. Fast conversions
- Solving equations and systems of general form
- Mathematical programming
- Integral Equations
- Generating random numbers