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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 squareseigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LUQRCholesky 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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