lapack

LAPACK 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.

          

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License: BSD-3-Clause
URL: https://www.netlib.org/lapack/