Solvers for dense linear systems. For more information type man lapack . It also contains routines for reducing distributed matrices to condensed form and an eigenvalue problem solver for real symmetric distributed matrices. A set of Schur basis vectors for the desired k dimensional eigen-space is computed which is numerically orthogonal to working precision. Eigenvectors are also available upon request.
Further information is available .
The Harwell sparse matrix library is now available for use. At the present there is little documentation available apart from that available from the HSL website . These should pick out the appropriate library for you particular compilation.