linpack_d, a C code which solves systems of linear equations for a variety of matrix types and storage modes, by Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart. This version uses double precision arithmetic, and assumes the matrix and vector data is real.
LINPACK has officially been superseded by the LAPACK library. The LAPACK library uses more modern algorithms and code structure. However, the LAPACK library can be extraordinarily complex; what is done in a single LINPACK routine may correspond to 10 or 20 utility routines in LAPACK. This is fine if you treat LAPACK as a black box. But if you wish to learn how the algorithm works, or to adapt it, or to convert the code to another language, this is a real drawback. This is one reason I still keep a copy of LINPACK around.
Versions of the code in various arithmetic precisions are available through the NETLIB web site.
The information on this web page is distributed under the MIT license.
linpack_d is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
blas1_d, a C code which contains basic linear algebra routines for vector-vector operations, using double precision real arithmetic.
clapack_test, a C code which uses the CLAPACK library, a translation of the Fortran77 BLAS and LAPACK linear algebra libraries, including single and double precision, real and complex arithmetic.
linpack_bench, a C code which measures the time taken by LINPACK to solve a particular linear system.
qr_solve, a C code which computes the least squares solution of a linear system A*x=b.
svd_test, a C code which demonstrates the Singular Value Decomposition (SVD) for a simple example.
test_matrix, a C code which defines test matrices.
toeplitz_cholesky, a C code which computes the Cholesky factorization of a nonnegative definite symmetric Toeplitz matrix.
Original Fortran77 version by Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart. This version by John Burkardt.