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LAPACK
LAPACK
(
L
inear
A
lgebra
Pack
age) 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
.
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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.
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