High Performance Scientific Computing   Coursera Edition

Timing code

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Random number generators

# Linear Algebra software¶

## The BLAS¶

The Basic Linear Algebra Subroutines are extensively used in LAPACK, in other linear algebra packages, and elsewhere.

There are three levels of BLAS:

• Level 1: Scalar and vector operations
• Level 2: Matrix-vector operations
• Level 3: Matrix-matrix operations

For general information about BLAS see http://www.netlib.org/blas/faq.html.

Optimized versions of the BLAS are available for many computer architectures. See

## LAPACK¶

To install BLAS and LAPACK to work with gfortran, see:

On some linux systems, including the VM for the class, you can install both BLAS and LAPACK via:

\$ sudo apt-get install liblapack-dev

## Direct methods for sparse systems¶

Although iterative methods are often used for sparse systems, there are also excellent software packages for direct methods (such as Gaussian elimination):