LAPACK is a Linear Algebra PACKage written in Fortran 90 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also provided, as are related computations such as reordering of the Schur factorizations and estimating condition numbers.
LAPACK is available at http://www.netlib.org/lapack/ and has a BSD license.
LAPACK version 1.0 was released on February 29, 1992. The latest version is 3.2.1, released on April 17, 2009.
Numerous other libraries include LAPACK routines, and bindings are available for many other languages, including alternative Fortran interfaces.