LAPACK is a library of Fortran 77 subroutines for solving the most commonly occurring problems in numerical linear algebra. It has been designed to be efficient on a wide range of modern high-performance computers. The name LAPACK is an acronym for Linear Algebra PACKage.
http://www.netlib.org/lapack/
A list of LAPACK Frequently Asked Questions (FAQ) is maintained on this webpage.
LAPACK can solve systems of linear equations, linear least squares problems, eigenvalue problems and singular value problems. LAPACK can also handle many associated computations such as matrix factorizations or estimating condition numbers.
LAPACK contains driver routines for solving standard types of problems, computational routines to perform a distinct computational task, and auxiliary routines to perform a certain subtask or common low-level computation. Each driver routine typically calls a sequence of computational routines. Taken as a whole, the computational routines can perform a wider range of tasks than are covered by the driver routines. Many of the auxiliary routines may be of use to numerical analysts or software developers, so we have documented the Fortran source for these routines with the same level of detail used for the LAPACK routines and driver routines.
Dense and band matrices are provided for, but not general sparse matrices. In all areas,...
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