Many science and engineering applications require the solution of numerical linear algebra problems, for which well-developed and sophisticated algorithmic and software tools are now widely available. Most algorithms for solving such problems have been implemented in the Fortran language. Advantage was taken of the existing (public-domain) numerical linear al gebra subroutine libraries: BLAS-Basic Linear Algebra Subprograms; LINPACK-for solving linear algebraic equations and least squares problems; and EISPACK-for solving algebraic eigenproblems. These collections have proven to perform efficient computations on conventional and vector computer architectures; but on modern high-performant computers often do they obtain only a small fraction of the peak performance.
by E. Anderson, Z. Bai, C. Bischof, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Ham marling, A. McKenney, S. Ostrouchov, and D. Sorensen
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