LAPACK -- Motivations
Basic Problems:
- Linear systems: Ax=b
- Least squares: min||Ax-b||2, A=USigmaVT
- Eigenvalues and vectors: Ax=lambda x, Ax=lambda Bx
Uses (manufacturer optimized) BLAS ==> high performance
(Trans)portable Fortran77 (+BLAS), 766K lines (354K library, 412K testing and timing)