PETSc

PETSc (Portable, Extensible Toolkit for Scientific Computation) pronounced PET-see (the S is silent), is a suite of data structures and routines for the scalable (parallel) solution of scientific applications modeled by partial differential equations.

PETSc is freely available from http://www-unix.mcs.anl.gov/petsc/petsc-as/. It is Open Source software.