If you think numerical methods are fun (like me) here is some good info.

netlib at netlib.bell-labs.com or www.netlib.org is the best place to get free software to solve your numerical problems. Here is the Netlib Master Index.

Some useful information on numerical methods.

Nonlinear Programming FAQ

If you're a fan of Numerical Recipes, read this.

If you're still a fan of Numerical Recipes, go here.

If you want alternatives to Numerical Recipes, read this.

I used to do all of my data analysis in C, now I use IDL.

If price is of no concern and you want the best use MATLAB.

Sparse Matrices?  SparseLib++

Useful newsgroup sci.math.num-analysis