PLASMA

"PLASMA is a software package for solving problems in dense linear algebra using multicore processors and Xeon Phi coprocessors. PLASMA provides implementations of state-of-the-art algorithms using cutting-edge task scheduling techniques. PLASMA currently offers a collection of routines for solving linear systems of equations, least squares problems, eigenvalue problems, and singular value problems.

The main purpose of PLASMA is to address the performance shortcomings of the LAPACK and ScaLAPACK libraries on multicore processors and multi-socket systems of multicore processors. PLASMA provides routines to solve dense general systems of linear equations, symmetric positive definite systems of linear equations and linear least squares problems, using LU, Cholesky, QR and LQ factorizations. Real arithmetic and complex arithmetic are supported in both single precision and double precision.

PLASMA has been designed to supercede LAPACK and ScaLAPACK, principally by restructuring the software to achieve much greater efficiency, where possible, on modern computers based on multicore processors. PLASMA also relies on new or improved algorithms. Currently, however, PLASMA does not serve as a complete replacement of LAPACK due to limited functionality. Specifically, PLASMA does not support band matrices and does not solve eigenvalue and singular value problems. Also, PLASMA does not replace ScaLAPACK as software for distributed memory computers, since it only supports shared-memory machines."

http://www.netlib.org/plasma/

https://bitbucket.org/icl/plasma

Parallel Programming Models for Dense Linear Algebra on Heterogeneous Systems - http://superfri.org/superfri/article/view/90