LAPACK was designed to replace
LINPACK and
EISPACK as the primary
numerical solver library for
FORTRAN. LINPACK and EISPACK suffered from inefficiencies because of their disregard for a modern computer's
memory hierarchy. LAPACK, on the other hand, uses
Basic Linear Algebra Subprograms (
BLAS) level 3 routines as much as possible, to make the libraries much more efficient.
While a a large number of matrix operations are available for LAPACK, it does not handle general sparse matrix methods. LAPACK is freely available for a whole slew of operating systems, including Windows and Linux. As of this writing, LAPACK is at version 3.0.
LAPACK's website is at http://www.netlib.org/lapack/