Collection of FFT and related algorithm implementation in various programming languages.

This is just an example, the site contains a large number of documents written at MIT.

Converting color temperature (Kelvin) to RGB.
The algorithm provides a high-quality approximation, but it’s not accurate enough for serious scientific use. It’s designed primarily for photo manipulation – so don’t try and use it for astronomy or medical imaging.

Interesting algorithm to invert functions, implemented in Common Lisp.

MIT Photonic Bands (MPB) electromagnetic eigenmode solver Meep finite-difference time-domain simulations Harminv extraction of complex frequencies and amplitudes from time series libctl Scheme/Guile-based scripting of scientific code (used as the interface for MPB and Meep). h5utils visualization of HDF5 data files NLopt nonlinear optimization library implementing many different optimization algorithms Cubature code for adaptive multidimensional integration of vector-valued integrands via the Genz-Malik algorithm. Faddeeva_w code to compute the complex error function (Faddeeva function).

Windows applications or source code for various numerical algorithms, with emphasis on polynomial root finding. Some algorithms can be used via a web interface.

Some interesting code (mostly C++) for numerical integration, special functions, polynomial roots etc.

Description of a fractal related to the Mandelbrot set and how it was rendered to a high resolution image.

On-line version of the NIST Digital Library of Mathematical Functions, which is an updated version of the legendary Handbook of Mathematical Functions by Milton Abramowitz and Irene Stegun.

Self-referential LZ file, by no other than Russ Cox.