FREELY AVAILABLE SOFTWARE FOR LINEAR ALGEBRA ON THE WEB 

Here is a list of freely available software for the solution of linear algebra problems. The interest is in software for high-performance computers that's available in “open source” form on the web for solving problems in numerical linear algebra, specifically dense, sparse direct and iterative systems and sparse iterative eigenvalue problems.

See: http://www.netlib.org/utk/people/JackDongarra/la-sw.html