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LAPACK (Linear Algebra PACKage) is a commonly used library of subroutines for numerical linear algebra tasks, including solutions of linear sets of equations, linear least squares, eigenvalue problems, and singular value decomposition. LAPACK routines may be used with fortran, C and relatives and a variety of other languages.
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How does LAPACK solve tridiagonal systems and why?
I then tried using Lapack instead, and to my surprise it was slower! … I used GotoBLAS, it gives you a Lapack 3.1.1 library also. The problem is not symmetric. I used the Lapack routine for general tridiagonal matrices. …