A. McKenney

LAPACK: a portable linear algebra library for high-performance computers

The goal of the LAPACK project is to design and implement a portable linear algebra library for efficient use on a variety of high-performance computers. The library is based on the widely used LINPACK and EISPACK packages for solving linear equations, eigenvalue problems, and linear least-squares problems, but extends their functionality in a number of ways. The major methodology for making the algorithms run faster is to restructure them to perform block matrix operations (e.g., matrix-matrix multiplication) in their inner loops. These block operations may be optimized to exploit the memory hierarchy of a specific architecture. The LAPACK project is also working on new algorithms that yield higher relative accuracy for a variety of linear algebra problems. >

On computing condition numbers for the nonsymmetric eigenproblem

We review the theory of condition numbers for the nonsymmetric eigenproblem and give a tabular summary of bounds for eigenvalues, means of clusters of eigenvalues, eigenvectors, invariant subspaces, and related quantities. We describe the design of new algorithms for estimating these condition numbers. Fortran subroutines implementing these algorithms are in the LAPACK library [1].

LAPACK users' guide: Release 1. 0

LAPACK is a transportable library of Fortran 77 subroutines for solving the most common problems in numerical linear algebra: systems of linear equations, linear least squares problems, eigenvalue problems and singular value problems. LAPACK is designed to supersede LINPACK and EISPACK, principally by restructuring the software to achieve much greater efficiency on vector processors, high-performance ``superscalar`` workstations, and shared-memory multi-processors. LAPACK also adds extra functionality, uses some new or improved algorithms, and integrates the two sets of algorithms into a unified package. The LAPACK Users` Guide gives an informal introduction to the design of the algorithms and software, summarizes the contents of the package, describes conventions used in the software and documentation, and includes complete specifications for calling the routines. This edition of the Users` guide describes Release 1.0 of LAPACK.