Code from the book of the same name by Forsythe, Malcolm, and Moler, translated to Fortran 90 by Ralph Carmichael. Compile with gfortran fmm.f90 testfunctions.f90 samples.f90. Also compiles and runs with the ifx, ifort, and g95 compilers. The original routines in fixed format are in original.f. Below is a list of procedures, taken from here.
Name Description
Decomp LU-decomposition of a square matrix
Solve Solves a system of linear equations. Use after Decomp.
FMMspline Fit a cubic spline to data. FMM end conditions.
NaturalSpline Same as FMMspline, but with zero second derivatives at endpoints.
Seval Evaluate a cubic spline at a given point.
Seval3 Evaluate a cubic spline at a given point. Returns value of spline plus 1st, 2nd, and 3rd derivatives.
Quanc8 Numerical integration of a function.
Rkf45 Solves a system of ordinary differential equations as an initial value problem.
Zeroin Find a zero of a function.
BrentZero Same as Zeroin, but with additional dummy arguments.
Fmin Find the minimum of a function.
BrentMin Same as Fmin, but with additional dummy arguments.
SVD Singular Value Decomposition of a matrix.