Intel® Math Kernel Library

LAPACK Routines

Intel® Math Kernel Library implements routines from the LAPACK package that are used for solving systems of linear equations, linear least squares problems, eigenvalue and singular value problems, and performing a number of related computational tasks. The library includes LAPACK routines for both real and complex data. Routines are supported for systems of equations with the following types of matrices:

  • general

  • banded

Error Analysis

In practice, most computations are performed with rounding errors. Besides, you often need to solve a system Ax = b, where the data (the elements of A and b) are not known exactly. Therefore, it is important to understand how the data errors and rounding errors can affect the solution x.

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