The LinearAlgebraPackage (LAPACK) is an important source of good quality subroutines for NumericalAnalysis for LinearAlgebra. See http://en.wikipedia.org/wiki/LAPACK.

It uses and depends on the BasicLinearAlgebraSubprograms (BLAS) which provide low level matrix and vector operations. See http://en.wikipedia.org/wiki/Basic_Linear_Algebra_Subprograms

There is also a version which works on distributed systems with multiple processors - ScaLapack.

The routines are in FortranLanguage and there are also interfaces to CeePlusPlus.
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'''October 2007''' For the first time in many years LAPACK development has resumed and new versions of this and ScaLapack are available from this site.

http://www.netlib.org/lapack-dev/
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'''October 2009''' See http://icl.cs.utk.edu/magma/ for MAGMA (MagmaLibrary), an extension to Lapack to make use of GeneralPurposeGraphicsProcessUnits (GPGPUs) for computation. It is in its early stages. For more about it see http://www.linux-mag.com/id/7477 -- JohnFletcher
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'''May 2012''' The BLAS implementation OpenBlas contains an uptodate implementation of LAPACK.
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CategoryMath CategoryFortran CategoryCpp