LAPACK (Linear Algebra PACKage) - Library open source containing solvers main tasks of linear algebra . Written in Fortran using another library BLAS .
There are also counterparts, maintain or even extend the functionality and provide better performance:
Intel ® MKL [1]
AMD ACML ™ [2]
Sun Performance Library [3]
NAG's LAPACK [4]
HP's mLib [5]
Some implementations have support for parallel execution of functions on a multiprocessor computer systems with shared memory. Analog computer with distributed memory are libraries ScaLAPACK [6] and PLAPACK [7] .