BLAS LAPACK ScaLAPACK

A de facto standard API for linear algebra BLAS/LAPACK

• Original http://www.netlib.org/blas/ http://www.netlib.org/lapack/ - implemented in Fortran. The libraries can be used in C/C++ (so called Fortran interface to BLAS/LAPACK).
• ATLAS http://math-atlas.sourceforge.net/ - provides a C interface to BLAS and partially LAPACK. Binary packages: libatlas-[base or platform name, for example sse2]
• MKL http://software.intel.com/en-us/intel-mkl/ - Intel implementation

Using the C interface is preferable. BLAS: overview, installation, usage

ScaLAPACK

http://www.netlib.org/scalapack/