LAPACK Working Note 39: On Designing Portable High Performance Numerical Libraries
James Weldon Demmel, Jack J. Dongarra, W. Kahan · 1991
High quality portable numerical libraries have existed for many years. These libraries, such as LINPACK and EISPACK, were designed to be accurate, robust, efficient and portable in a Fortran environment of conventional uniprocessors, diverse floating point arithmetics, and limited input data structures. These libraries are no longer adequate on modern high performance computer architectures. We describe their inadequacies and how we are addressing them in the LAPACK project, a library of numerical linear algebra routines designed to supplant LINPACK and EISPACK. We shall now show how the new architectures lead to important changes in the goals as well as the methods of library design.