LAPACK

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3.5.0 BSD License    
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An Open Source linear algebra library that is entirely based on LINPACK and EISPACK

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LAPACK is an open source and portable command-line software that provides linear algebra library written in Fortran77 and designed to provide various routines for solving least-squares solutions of linear systems of equations, systems of simultaneous linear equations, singular value problems, and eigenvalue problems.

These routines are written in such a way that they allow the computation to perform as calls to BLAS (Basic Linear Algebra Subprograms).

The main goal of the LAPACK library is to make the LINPACK and EISPACK libraries run efficiently on parallel and shared-memory vector processors. A Fortran95 interface for the LAPACK library also exists, as well as a C++ version for a subset of LAPACK routines, and a f2c'ed version.
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Last updated on January 28th, 2014

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