Numerics

BLAS — BLAS (Basic Linear Algebra Subprograms)
FFTW3 — A C-subroutine library for computing discrete Fourier transforms
GSL — The GNU Scientific Library (GSL)- a numerical library for C and C++ programmers
MUMPS — MUltifrontal Massively Parallel sparse direct Solver.
NFFT — Discrete Fourier transform (DFT) in one or more dimensions
ScaLAPACK — Scalable LAPACK
Scotch — Software package and libraries for sequential and parallel graph partitioning, static mapping, sparse matrix block ordering, and sequential mesh and hypergraph partitioning.

METIS – A set of serial programs for partitioning graphs, partitioning finite element meshes, and producing fill reducing orderings for sparse matrices.
ParMETIS – An MPI-based parallel library that implements a variety of algorithms for partitioning unstructured graphs, meshes, and for computing fill-reducing orderings of sparse matrices.
PETSc – Portable, Extensible Toolkit for Scientific Computation: widely used parallel numerical software library for partial differential equations and sparse matrix computations.