C
Cuba
-- a library for multidimensional numerical integration
Numerical Recipes in C
(entire book and library of mathematical subroutines)
Fortran
Numerical Recipes
in Fortran 77 and 90 (book and library of mathematical
subroutines)
Gauss
Guide
Scientific Document Processor
LyX --
download
(similar to TeX/LaTeX)
LaTex
(everything)
Mathematica
Getting started
Matlab
CompEcon Toolbox
SAS
Resources to Learn and Use SAS
SPSS
Resources to Learn and Use SPSS
Stata
Resources to Learn and Use Stata