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blas

The BLAS (Basic Linear Algebra Subprograms) are routines that 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, and the Level 3 BLAS perform matrix-matrix operations. Because the BLAS are efficient, portable, and widely available, they are 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 90 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 are related computations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices are handled, but not general sparse matrices. In all areas, similar functionality is 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 are general, banded, symmetric indefinite, symmetric positive definite, triangular, and tridiagonal square. In addition, the package computes the QR and singular value decompositions of rectangular matrices and applies them to least-squares problems. LINPACK uses column-oriented algorithms to increase efficiency by preserving locality of reference.

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

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