How to install and interface with LAPACK from a C++ project

SETUP.md

Installation

To install BLAS and LAPACK on a Debian-based system, run

$ sudo apt install libblas-dev liblapack-dev

The LAPACKE library provides a C interface to LAPACK, and can be installed using

$ sudo apt install liblapacke-dev

The Intel Math Kernel Library provides additional optimized routines. It supports AMD CPUs, yet its performance is not guaranteed. The package resides on Debian's non-free archive area and can be installed using

sudo apt install intel-mkl
export MKL_DEBUG_CPU_TYPE=5 # (Only on AMD CPUs) Enable high performance mode, unsupported.

Usage

To link against the BLAS and LAPACK libraries, add the following to the CMakeLists.txt file:

find_package(BLAS REQUIRED)
find_package(LAPACK COMPONENTS Netlib LAPACKE REQUIRED)

# After the target definitions (e.g. add_executable)
target_link_libraries(the_project_name lapacke ${LAPACK_LIBRARIES} ${BLAS_LIBRARIES} m)

To ensure everything went correctly, compile and execute the following toy program that prints the eigenvalues of the matrix $A = \begin{bmatrix}1 & 4 & 7\\2 & 5 & 8\\3 & 6 & 9\end{bmatrix}$:

#include <cassert>
#include <iostream>
#include <lapacke.h>

int main() {
    constexpr int N = 3;
    double mat[N * N] = {1, 2, 3, 4, 5, 6, 7, 8, 9};
    double eigval_real[N], eigval_imag[N];
    assert(!(LAPACKE_dgeev(LAPACK_COL_MAJOR, 'N', 'N', N, &mat[0], N, &eigval_real[0], &eigval_imag[0], nullptr, 1, nullptr, 1)));
    for (int i = 0; i < N; ++i)
        std::cout << eigval_real[i] << "+" << eigval_imag[i] << "i\n";
    return 0;
}

Note that $\operatorname{Spec}(A) \approx \{16.1168, -1.1168, 0\}$. To use the BLAS routines, include the cblas.h header file.

Intel provides a guide on how to integrate the MKL library into a CMake project (archive).

References

To install the BLAS and LAPACK manual, execute

$ sudo apt install liblapack-doc

You can now navigate the manpages for all the routines, e.g. man dgeev.

Some helpful resources include

• The BLAS Quick Reference Guide,
• The LAPACK Users' Guide,
• The LAPACK Modules List,
• Routines for BLAS, LAPACK, MAGMA.