4. LAPACK Library

The diagonalization of full matrices is now fully mastered, although there is still room for improvement in terms of guaranteeing accuracy and parallelizing methods.

The LAPACK library on the Netlib website is a free software package containing procedures for solving most linear algebra problems on solid or strip matrices. It contains procedures for all the methods described here.

Particular attention has been paid to its execution speed, since it systematically uses block versions to optimize memory management. Its second strong point is its numerical quality, since the stability of the methods is proven and the retrograde error is often available, as is the conditioning of the problem. The user manual is available online at [1] . This library should...