LAPACK is written in Fortran77 and provides routines for solving systems of
simultaneous linear equations, least-squares solutions of linear systems of
equations, eigenvalue problems, and singular value problems. The associated
matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are
also provided, as are related computations such as reordering of the Schur
factorizations and estimating condition numbers. Dense and banded matrices are
handled, but not general sparse matrices. In all areas, similar functionality
is provided for real and complex matrices, in both single and double precision.