This is the OpenGamma-customised version of the industry-standard linear algebra package version 3.4.2. OG-Lapack is a dependency of OG-Maths, and is included in the builds that it produces.

Standard builds of OG-Lapack include versions compiled for debug, x86_64, SSE4.1 and AVX instruction sets.

For the original LAPACK README, the see README file.

OG-Lapack is only intended for use as part of the OG-Maths library. For further information on the OG-Maths library, see The OG-Maths homepage.

For information on building OG-Lapack from source, see the INSTALL.md file.

The OG-Lapack library is open source software using the New BSD license. The company behind OG-Maths (OpenGamma) also offers support and some additional commercial components. (The commercial components typically have dependencies with restrictive licensing incompatible with open source.) This README only refers to the open source components.

This distribution of LAPACK contains a modified version of xerbla.f Copyright (c) 2014 - present OpenGamma, Inc. and the OpenGamma group of companies. It is present in a file called xerbla.f90 located within the source at ${ROOT}/BLAS/SRC/xerbla.f90

Internally, we refer to this function as "OG xerbla", however, due to the number of references to this routine throughout LAPACK, we have not modified the name of the routine in this distribution.

The modifications we made to the XERBLA() subroutine in xerbla.f90 include:

• The use of a XERBLA_HANDLE module (see file xerbla_handle.f90) to allow a global state for deciding whether subroutine XERBLA() should call "STOP" or not. See local modification note in the source.
• The source now compiles under (though does not comply with) Fortran 90 standards.

NOTE: All commits prior to SHA [88e5be802e39d7ec8cd9366db6cd8d1e0bd14afe] (https://github.com/OpenGamma/OG-Lapack/commit/88e5be802e39d7ec8cd9366db6cd8d1e0bd14afe) are missing one or more license notations, details of the licenses which apply to these prior versions can be found in the most current version of LICENSE.txt.

Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies.