LAPACK

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Overview

Routines for solving systems of linear equations, linear least-squares, eigenvalue problems, etc. (Fortran, BSD, GitHub)

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BLAS-like Library Instantiation Software Framework

High-performance C++ math library for dense and sparse arithmetic. (C++, BSD, Bitbucket)

Optimized BLAS library based on GotoBLAS2. (C and Assembly, BSD, GitHub)

Standard building blocks for performing basic vector and matrix operations. (Fortran, public domain, GitHub)