netlib-lapack

netlib-lapack Overview

LAPACK is written in Fortran77 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also provided, as are related computations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices are handled, but not general sparse matrices. In all areas, similar functionality is provided for real and complex matrices, in both single and double precision.

LAPACK routines are written so that as much as possible of the computation is performed by calls to the Basic Linear Algebra Subprograms (BLAS). While LINPACK and EISPACK are based on the vector operation kernels of the Level 1 BLAS, LAPACK was designed at the outset to exploit the Level 3 BLAS – a set of specifications for Fortran subprograms that do various types of matrix multiplication and the solution of triangular systems with multiple right-hand sides. Because of the coarse granularity of the Level 3 BLAS operations, their use promotes high efficiency on many high-performance computers, particularly if specially coded implementations are provided by the manufacturer.