Unit 12.3.4 Libraries for higher level dense linear algebra functionality
The Linear Algebra Package (LAPACK) is the most widely used interface for higher level linear algebra functionality like LU, Cholesky, and QR factorization and related solvers as well as eigensolvers. LAPACK was developed as an open source linear algebra software library which was then embraced as an implementation and/or interface by scientific software libraries that are supported by vendors.
A number of open source and vendors high-performance implementations of the BLAS interface are availabe. For example,
Our libflame library is an open source implementation of LAPACK functionality that leverages a programming style that is illustated in Unit 12.3.1 and Unit 12.3.2. It includes an LAPACK-compatable interface. It underlies AMD's Optimizing CPU Libraries (AOCL).
Arm's Arm Performance Libraries.
Intel's Math Kernels Library (MKL).