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How do I use mathematics libraries such as BLAS and LAPACK routines?

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How do I use mathematics libraries such as BLAS and LAPACK routines?

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First you need to know which subroutine you want to use. You need to check the references to find what routines meet your needs. Then place calls to those routines you want in your program and compile your program to use the particular libraries that have those routines. For instance, if you want compute the eigenvalues, and optionally the eigenvectors, of an N by N real non symmetric matrix in double precision, you find the LAPACK routine DGEEV will do that. All you need to do is to have a call to DGEEV, with required parameters as specified in the LAPACK document, and compile your program to link against the LAPACK library.

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