LAPACK, a Linear Algebra PACKage, is written in Fortran90 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also provided, as are related computations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices are handled, but not general sparse matrices. In all areas, similar functionality is provided for real and complex matrices, in both single and double precision.
LAPACK provides a library of routines that can be linked to your executables. To link your executable to the LAPACK library, use the option -llapack. Note that you may also need to link to the BLAS library. See the LAPACK website for additional information.