lapack

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LAPACK is written in Fortran 90 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems.

intel-tbb

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IntelĀ® Threading Building Blocks (IntelĀ® TBB) lets you easily write parallel C++ programs that take full advantage of multicore performance, that are portable and composable, and that have future-proof scalability.