Who likes to reinvent the wheel? While coding yourself numerical methods undeniably gives you great skills, let’s face it, we often don’t have the time nor the expertise to write state-of-the-art algorithms. Here is a collection of links that point to these very good computing libraries. Some of them may save you days, weeks, months of hard developments. I will continuously update this page so add it in your bookmarks and come back from time to time ;-)