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LAPACK | http://www.netlib.org/lapack/ | LAPACK is written in Fortran 90 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. |
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SCALAPACK | GNU7/OpenMPI | http://www.netlib.org/scalapack/ | ScaLAPACK is a library of high-performance linear algebra routines for parallel distributed memory machines. ScaLAPACK solves dense and banded linear systems, least squares problems, eigenvalue problems, and singular value problems. |
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Math Libraries
Intel Math Kernel Library (MKL) | https://software.intel.com/en-us/mkl | Intel Math Kernel Library (Intel MKL) is a library of optimized math routines for science, engineering, and financial applications. Core math functions |
include BLAS, LAPACK, ScaLAPACK, sparse solvers, fast Fourier transforms, and vector math. The routines in MKL are hand-optimized specifically for Intel processors. |
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Matrix and Vector Operations
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