LAPACK

LAPACK (Linear Algebra Package) is a standard 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 was designed as the successor to the linear equations and linear least-squares routines of LINPACK and the eigenvalue routines of EISPACK. LINPACK, written in the 1970s and 1980s, was designed to run on the then-modern vector computers with shared memory. LAPACK, in contrast, was designed 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++

LAPACK++, the Linear Algebra PACKage in C++, is a computer software library of algorithms for numerical linear algebra that solves systems of linear equations and eigenvalue problems.

It supports various matrix classes for vectors, non-symmetric matrices, SPD matrices, symmetric matrices, banded, triangular, and tridiagonal matrices. However, it does not include all of the capabilities of original LAPACK library.

History

The original LAPACK++ (up to v1.1a) was written by R. Pozo et al. at the University of Tennessee and Oak Ridge National Laboratory. In 2000, R. Pozo et al. left the project, with the projects' web page stating LAPACK++ would be superseded by the Template Numerical Toolkit (TNT).

The current LAPACK++ (versions 1.9 onwards) started off as a fork from the original LAPACK++. There are extensive fixes and changes, such as more wrapper functions for LAPACK and BLAS routines.

See also

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