LINPACK is a collection of Fortran subroutines that analyze and solve linear equations and linear least-squares problems. The package solves linear systems whose matrices are general, banded, symmetric indefinite, symmetric positive definite, triangular, and tridiagonal square. In addition, the package computes the QR and singular value decompositions of rectangular matrices and applies them to least-squares problems.

LINPACK is organized around four matrix factorizations: LU factorization, pivoted Cholesky factorization, QR factorization, and singular value decomposition. The term LU factorization is used here in a very general sense to mean the factorization of a square matrix into a lower triangular part and an upper triangular part, perhaps with pivoting. These factorizations will be treated at greater length later, when the actual LINPACK subroutines are discussed. But first a digression on organization and factors influencing LINPACK's efficiency is necessary.

LINPACK uses column-oriented algorithms to increase efficiency by preserving locality of reference. This means that if a program references an item in a particular block, the next reference is likely to be in the same block. By column orientation we mean that the LINPACK codes always reference arrays down columns, not across rows. This works because Fortran stores arrays in column major order.

Another important influence on the efficiency of LINPACK is the use of the Level 1 BLAS. These BLAS are a small set of routines that may be coded to take advantage of the special features of the computers on which LINPACK is being run. For most computers, this simply means producing machine-language versions. However, the code can also take advantage of more exotic architectural features, such as vector operations.

Further details about the BLAS are presented in Section 2.

Sun Feb 9 10:05:05 EST 1997