LAPACK++ (Linear Algebra PACKage in C++) is a software library for
numerical linear algebra that solves systems of linear equations and
eigenvalue problems on high performance computer architectures.
LAPACK++ includes support for solving linear systems using LU,
Cholesky, QR matrix factorizations, and symmetric eigenvalue problems.
Computational routines are provided for various matrix classes
for vectors, non-symmetric matrices, SPD matrices, symmetric matrices,
banded, triangular, and tridiagonal matrices.
Version 1.1 does not include all of the capabilities of original f77 LAPACK.
Emphasis is given to routines for solving linear systems consisting of
non-symmetric matrices, symmetric positive definite systems, and solving linear
least-square systems.