LAPACK (Linear Algebra Package) is a set of routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also provided, as are related computations such as reordering of the Schur factorizations and estimating condition numbers.
Download and uppack the appropriate file in your J addons directory and run the LAPACK lab.
For J6:
Windows lapack.zip
Linux lapack_linux.tar.gz
Mac OS X lapack_darwin.tar.gz
For J504:
Windows lapack504.zip
Linux lapack_linux504.tar.gz
Mac OS X lapack_darwin504.tar.gz