LAPACK LAPACK

LAPACK - Definition and Overview

Linear Algebra PACKage (LAPACK). LAPACK is written in Fortran 77 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, Householder transformation to implement QR decomposition on a Matrix_(mathematics) and singular value problems. Lapack95 (http://www.netlib.org/lapack95/) uses features of Fortran 95 to simplify the interface of the routines.

LAPACK is designed to run on modern high performance vector computers and used shared memory.

It depends on the Basic Linear Algebra Subprograms BLAS and has been extended to run on distributed systems with ScaLAPACK

LAPACK has largly superceeded the Eigenvalue routines from EISPACK, and the linear equations and linear least-squares problems from LINPACK.

Here is a table Matrix types in the LAPACK naming scheme

Name Description
BD Bidiagonal matrix
DI Diagonal matrix
GB Band matrix
GE Matrix (i.e., unsymmetric, in some

cases rectangular)

GG general matrices , generalized problem (i.e., a pair of general matrices)
GT Tridiagonal Matrix General Matrix
HB (complex) Hermitian matrix Band matrix
HE (complex) Hermitian matrix
HG upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a Triangular matrix)
HP (complex) Hermitian matrix, Packed Storage matrix
HS upper Hessenberg matrix
OP (real) Orthogonal matrix, Packed Storage matrix
OR (real) Orthogonal matrix
PB Symmetric matrix or Hermitian matrix positive definite band
PO Symmetric matrix or Hermitian matrix positive definite
PP Symmetric matrix or Hermitian matrix positive definite, Packed Storage matrix
PT Symmetric matrix or Hermitian matrix positive definite Tridiagonal matrix
SB (real) Symmetric matrix Band matrix
SP Symmetric matrix, Packed Storage matrix
ST (real) Symmetric matrix Tridiagonal matrix
SY Symmetric matrix
TB Triangular matrix Band matrix
TG triangular matrices, generalized problem (i.e., a pair of triangular matrices)
TP Triangular matrix, Packed Storage matrix
TR Triangular matrix (or in some cases quasi-triangular)
TZ Trapezoidal matrix
UN (complex) Unitary matrix
UP (complex) Unitary matrix, Packed Storage matrix

External links

Example Usage of LAPACK

eurodollari: CULAという実装で可能ではないかと RT @conflex: 絶対値的には魅力十分なんですよね...LAPACKフルサポートしてくれたかなぁ...10万×10万行列の固有値問題を解たいんですよ. RT 最新型のTeslaは倍精度でも630GFlops出ますよ
conflex: 絶対値的には魅力十分なんですよね...LAPACKフルサポートしてくれたかなぁ...10万×10万行列の固有値問題を解たいんですよ. RT @eurodollari: 最新型のTeslaは倍精度でも630GFlops出ますよ
asaijo: Ubuntuにinkscapeを入れたら、BLASとLAPACKを要求されて驚いた。Numpyが使ってるんだな。
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