C
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
R
Resources to learn and use R
SAS
Resources to learn and use SAS