LAPACK
It also includes routines to implement the associated matrix factorizations such as LU , QR , Cholesky and Schur decomposition . 
<triplet> LU <subj> matrix factorization <obj> subclass of <triplet> QR <subj> matrix factorization <obj> subclass of <triplet> Cholesky <subj> matrix factorization <obj> subclass of <triplet> Schur decomposition <subj> matrix factorization <obj> subclass of