Linear algebra software in IBM and CRAY computers (Q1822892)

This report is concerned with the performance (accuracy and runtimes) of linear algebra software from IMSL (Edition 10) and NAG (Mark 12) and of some other programs. All tests have been run on IBM 3081 (in double precision) and CRAY X-MP/22 (in single precision). The software is related to matrix multiplication, linear systems with symmetric positive definite matrix (algorithms based on the Cholesky decomposition) and with real square matrix (LU-decomposition), complex linear systems, real (symmetric) eigenvalue problems. The report shows that, for the test problems (special attention has been paid to large-order test matrices), the library routines do not differ significantly in the accuracy of the computed results. But differences can be observed for the CPU-time spent to solve some particular problems.