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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,