Bits & Bytes online Edition

Numerical Libraries

Roman Hatzky


The Watson Sparse Matrix Package, 'WSMP', (see, is a high-performance, robust, and easy to use software package for solving large sparse systems of linear equations. It uses a direct method on serial and multiprocessor workstations and on distributed-memory parallel computers with serial or multiprocessor nodes. The library is available now under AIX and Linux (see

For correct functioning the environment variable WSMP-LICPATH should have been set by the system to /afs/rzg/@sys/lib/wsmp to specify where the license file is located. If this is not the case the user has to do it by himself depending on the used shell in the .profile or .login files in the home directory.

Intel MKL

The Intel Math Kernel Library (Intel MKL) for LINUX (see, is composed of highly optimized mathematical subroutines. It contains e.g. the Linear Algebra PACKage (LAPACK), the Basic Linear Algebra Subprograms (BLAS), and the extended BLAS (sparse). For cluster computing, it provides e.g. ScaLAPACK (Scalable LAPACK) and supports functionalities like the Basic Linear Algebra Communications Subprograms (BLACS) and the Parallel Basic Linear Algebra Subprograms (PBLAS). In order to use LAPACK and BLAS software of the Intel MKL, you must link two libraries: LAPACK and the processor specific kernel, e.g.

    -L/afs/rzg/@sys/lib/mkl -lmkl_lapack -lmkl_ia32 /afs/rzg/@sys/lib/mkl/libguide.a -lpthread

for static linking, LAPACK library, Pentium, Pentium III/4 processor kernels.

Numerical Recipes

'Numerical Recipes: The Art of Scientific Computing' is the title of a series of books developed by Numerical Recipes Software and published by Cambridge University Press.

Numerical Recipes is a complete text and reference book on scientific computing. Its aim is to provide general discussion, analytical mathematics, algorithmics, and actual working programs. The RZG provides within the scope of a site license the source code from the Fortran Numerical Recipes book. The location within AFS can be looked up at