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LAPACK is a highly portable Fortran 77 library which 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.
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