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Apr 26

LAPACK++: High Performance Linear Algebra

Posted by abiao at 23:28 | Code » C++ | Comments(0) | Reads(9429)
LAPACK++: A Design Overview of Object-Oriented Extensions for High Performance Linear Algebra. LAPACK++ (Linear Algebra PACKage in C++) is a software library for numerical linear algebra that solves systems of linear equations and eigenvalue problems on high performance computer architectures.

Computational support is provided for supports various matrix classes for vectors, non-symmetric matrices, SPD matrices, symmetric matrices, banded, triangular, and tridiagonal matrices; however, it does not include all of the capabilities of original f77 LAPACK. Emphasis is given to routines for solving linear systems consisting of non-symmetric matrices, symmetric positive definite systems, and solving linear least-square systems.

Download at http://math.nist.gov/lapack++/

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