The BLAS and LAPACK libraries
The BLAS and LAPACK libraries are very common libraries useful for doing linear algebra operations involving matrices and vectors, .e.g. solving linear equation systems, doing SVD factorization, etc. In many case they are already installed and available Linux systems, but not always... and then you will have to download and install them yourself.
Contents
Obtaining the source code of the BLAS and LAPACK libraries
The Fortran source codes are available on Netlib.org : http://www.netlib.org/blas/ and http://www.netlib.org/lapack/
Compiling the libraries
Prerequisites
All you need are a Fortran compiler and the gmake utility
Compiling the BLAS library
Assuming you dowloaded the package in a "BLAS" directory, e.g.:
wget http://www.netlib.org/blas/blas-3.11.0.tgz
tar xvzf blas-3.11.0.tgz
cd BLAS-3.11.0/
Edit the make.inc to fit your settings (e.g. compiler name and options), if needed and the simply run
make
which should produce the static library blas_UNIX.a. It is good practice to usually use a different naming convention and call the library libblas.a so you can make a symbolic link to have both available:
ln -s blas_LINUX.a libblas.a
Compiling the LAPACK library
Assuming you dowloaded the package in a "LAPACK" directory, edit the make.inc to fit your settings, if needed and simply run
make
Linking to the libraries
One simply needs to specify options
-Lpath/to/the/LAPACK/library -llapack -Lpath/to/the/BLAS/library -lblas
at compile time. Note the ordering: as some LAPACK routines reliy on BLAS routines one must specify the LAPACK library first