Linear Algebra related libraries

Blas

The BLAS (Basic Linear Algebra subprograms) is routines, provide standard building blocks for performing Basic vector and matrix operations. The level 1 BLAS perform scalar, vector and vector-vector operations, the Level 2 BLAS perform matrix-vector operations, a nd the Level 3 BLAS perform matrix-matrix operations. Because the BLAS is efficient, portable, and widely available, they is commonly used in the development of high quality Linear algebra software, LAPACK for example.

http://www.netlib.org/blas/

Lapack

LAPACK is written in Fortran 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 is related C Omputations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices is handled, but isn't general sparse matrices. In all areas, similar functionality are provided for real and complex matrices, in both single and double precision.

http://www.netlib.org/lapack/

Linpack

LINPACK is a collection of Fortran subroutines that analyze and solve linear equations and linear least-squares problems. The package solves linear systems whose matrices is general, banded, symmetric indefinite, symmetric positive definite, t Riangular, and Tridiagonal Square. In addition, the package computes the QR and singular value decompositions of rectangular matrices and applies them to Lea St-squares problems. LINPACK uses column-oriented algorithms to increase efficiency by preserving locality of reference.

http://www.netlib.org/linpack/

Linear Algebra related libraries