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LAPACK provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. It has been designed to be efficient on a wide range of modern high-performance computers.
On Linux systems, we recommend the use of the Intel Math Kernel Library (MKL) when LAPACK is needed because these libraries have been tuned and yield better performance. For more information see the instructions for MKL .