LAPACK

LAPACK (Linear Algebra PACKage) is a software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition. LAPACK was originally written in FORTRAN 77, but moved to Fortran 90 in version 3.2 (2008). The routines handle both real and complex matrices in both single and double precision.

LAPACK can be seen as the successor to the linear equations and linear least-squares routines of LINPACK and the eigenvalue routines of EISPACK. LINPACK was designed to run on the then-modern vector computers with shared memory. LAPACK, in contrast, depends upon the Basic Linear Algebra Subprograms (BLAS) in order to effectively exploit the caches on modern cache-based architectures, and thus can run orders of magnitude faster than LINPACK on such machines, given a well-tuned BLAS implementation. LAPACK has also been extended to run on distributed-memory systems in later packages such as ScaLAPACK and PLAPACK.

LAPACK is licensed under a three-clause BSD style license, a permissive free software license with few restrictions.