ScaLAPACK Routines: Least Squares and Eigenvalue Problems

The Intel^® Math Kernel Library includes ScaLAPACK routines for solving least-squares problems, eigenvalue and singular value problems, and Sylvester’s equations:

Computational Routines

• Orthogonal Factorizations
• Singular Value Decomposition
• Symmetric Eigenvalue Problems
• Generalized Symmetric-Definite Eigenvalue Problems
• Nonsymmetric Eigenvalue Problems

Driver Routines

• Linear Least Squares (LLS) Problems
• Symmetric Eigenproblems
• Singular Value Decomposition
• Generalized Symmetric Definite Eigenproblems

* Legal Information © 1999, 2002-2004, Intel Corporation