LAPACK++ (Linear Algebra PACKage in C++) is a software library for numerical
linear algebra that solves systems of linear equations and eigenvalue
problems on high performance computer architectures. 

Computational support is provided for supports various matrix classes for
vectors, non-symmetric matrices, SPD matrices, symmetric matrices, banded,
triangular, and tridiagonal matrices; however, it does not include all
of the capabilities of original f77 LAPACK. Emphasis is given to routines
for solving linear systems consisting of non-symmetric matrices,
symmetric positive definite systems, and solving linear least-square systems. 

WWW: http://math.nist.gov/lapack++/