On Designing Portable High Performance Numerical Libraries

[David Hough]

This is a good report on the overall experience of the LAPACK implementors,
with good information about the critical shortcomings of Fortran from which
one can infer the things that NCEG needs to do well.

The next version of LAPACK will include methods that exploit IEEE exception
handling and will be available in versions for Fortran-90 and C.

Postscript is available via "send lawn39.ps from tennessee" to netlibaornl.gov

The executive summary of unmet needs is:

1) Ability to express parallelism in a high level language.

2) Ability to perform floating-point operations reasonably efficiently in
double the largest input precision, even if only simulated in software using
that input precision exclusively.

3) Access to efficiently implemented exception handling facilities,
particularly infinity arithmetic.  Trap handlers are a poor substitute.

4) Carefully implemented complex arithmetic and BLAS.

5) A standard set of floating-point enquiries sufficiently detailed to 
describe the features of the last items, and unambiguously.  Perhaps
NextAfter is the key.

6) BLAS for dealing with quasi-triangular matrices.