LAPACK
F77 routines for solving
- systems of simultaneous linear equations and eigenvalue problems
- matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur)
- Related computations such as reordering and conditioning.
- Built on the level 1, 2 3 BLAS Single, Double, Complex, Double Complex
http://www.netlib.org/lapack/index.htmll