A toolbox to do interval arithmetics: INTLAB - INTerval LABoratory Ver. 5
An interesting approach to algorithm development and start-up funding: Fang Inc. with interpolation schemes
Two books from C.T. Kelley of North Carolina now freely available on the web from SIAM: Iterative Methods for Linear and Nonlinear Equations and Iterative Methods for Optimization
A free non-equispaced fourier transform package at:
http://www.math.mu-luebeck.de/potts/nfft/
Eric Brochu, Nando de Freitas and Kejie Bao just made available this paper: Owed to a Martingale: A Fast Bayesian On-Line EM Algorithm for Multinomial Models . UBC CS Technical Report TR-2004-08.
and finally an MPEG-4 encoding library for the people: Revel
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