2. Contents of LAPACK
Society for Industrial and Applied Mathematics eBooks · 1999
2.1 What's new in version 3.0? Version 3.0 of LAPACK introduces new routines, as well as extending the functionality of existing routines. The most significant new routines and functions are: 1. a faster singular value decomposition (SVD), computed by divide-and-conquer (xGESDD) 2. faster routines for solving rank-deficient least squares problems: • using QR with column pivoting (xGELSY, based on xGEQP3) • using the SVD based on divide-and-conquer (xGELSD) 3. new routines for the generalized symmetric eigenproblem: • xHEGVD/xSYGVD, xHPGVD/xSPGVD, xHBGVD/xSBGVD: faster routines based on divide-and-conquer • xHEGVX/xSYGVX, xHPGVX/xSPGVX, xHBGVX/xSBGVX: routines based on bisection/inverse iteration to more efficiently compute a subset of the eigenvalues and/or eigenvectors 4. faster routines for the symmetric eigenproblem using the “relative robust representation” algorithm (xSYEVR/xHEEVR, xSTEVR, xSTEGR) 5. new simple and expert drivers for the generalized nonsymmetric eigenproblem (xGGES, xGGEV, xGGESX, xGGEVX), including error bounds 6. a solver for the generalized Sylvester equation (xTGSYL), used in 5) 7. computational routines (xTGEXC, xTGSEN, xTGSNA) used in 5) 8. a blocked version of xTZRQF (xTZRZF), and associated xORMRZ/xUNMRZ