ABSTRACT

LAPACK (linear algebra package) is an open source library of programs for solving the most commonly occurring numerical linear algebra problems [LUG99]. Original codes of LAPACK are written in Fortran 77. Complete documentation as well as source codes are available online at the Netlib repository [LAP]. LAPACK provides driver routines for solving complete problems such as linear equations, linear least squares problems, eigenvalue problems, and singular value problems. Each driver routine calls a sequence of computational routines, each of which performs a distinct computational task. In addition, LAPACK provides comprehensive error bounds for most computed quantities. LAPACK is designed to be portable for sequential and shared memory machines with deep memory hierarchies, in which most performance issues could be reduced to providing optimized versions of the Basic Linear Algebra Subroutines (BLAS). (See Chapter 74).