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LAPACK user’s guide. This work is dedicated to Jim Wilkinson. 3rd ed. (English) Zbl 0934.65030
Software - Environments - Tools. 9. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. xxi, 407 p. (1999).
The publication of the third edition of LAPACK user’s guide coincides with the release of version 3.0 of the LAPACK software. LAPACK is a library of Fortran 77 subroutines covering a large area of linear algebra problems, which was designed for high performance on workstations, vector computers, and shared memory multiprocessors. The complete package or individual routines are freely available on netlib via World Wide Web. Version 3.0 introduces new routines and extends the functionality of the existing ones. This update mainly refers to the following topics: (i) faster singular value decomposition (SVD), computed by divide-and-conquer; (ii) faster routines for solving rank-deficient least squares problems (using QR with column pivoting, or SVD based on divide-and-conquer); (iii) new routines for the generalized symmetric eigenproblem (faster routines based on divide-and-conquer, routines based on bisection/inverse iteration for computing part of the spectrum); (iv) faster routine for the symmetric eigenproblem using “relatively robust eigenvector algorithm”; (v) new simple and expert drivers for the generalized nonsymmetric eigenproblem, including error bounds; (vi) solver for the generalized Sylvester equation.
The chapters of the second edition are maintained in the third one, additions and modifications reflecting the software update. Alternative language interfaces to LAPACK (or translations/conversions of LAPACK) are also available on netlib for Fortran 90, C, and Java.

MSC:
65Fxx Numerical linear algebra
65Y15 Packaged methods for numerical algorithms
65-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis
15-04 Software, source code, etc. for problems pertaining to linear algebra
68-00 General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to computer science
68N20 Theory of compilers and interpreters
Biographic References:
Wilkinson, Jim
Software:
LAPACK
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