LAPACK is a library of Fortran 77 routines for solving the most common problems
in numerical linear algebra. It has been designed to be efficient on a wide
range of modern high performance computer and and can be downloaded for free
from the netlib archives.
It includes routines for:
Solving systems of simultaneous linear equations
Finding least squares solutions of overdetermined systems of equations
Solving eigenvalue problems
Solving singular value problems
There are three different types of LAPACK routines.
provide more options/information than the simple driver routines.
Examples are, calculation of error bounds or equilibrating matrices to improve
accuracy.
Computational Routines
are called by the driver routines and perform a distinct computational task, like a LU factorization, or the
reduction of a real symmetric matrix to tridiagonal form. We organized these
routines into the following categories.
