Description:

LAPACK (Linear Algebra PACKage) is a standard library for numerical
linear algebra. LAPACK provides routines for solving systems of
simultaneous linear equations, least-squares solutions of linear
systems of equations, eigenvalue problems, and singular value
problems. Associated matrix factorizations (LU, Cholesky, QR, SVD,
Schur, and generalized Schur) and related computations (i.e.,
reordering of Schur factorizations and estimating condition numbers)
are also included. LAPACK can handle dense and banded matrices, but
not general sparse matrices. Similar functionality is provided for
real and complex matrices in both single and double precision.