by admin » Thu Aug 02, 2012 10:37 pm
LAPACK is for dense and banded matrices.
You probably need to turn to iterative methods package.
If the matrix is symmetric or Hermitian, check out PRIMME or BLOPEX.
If the matrix is nonsymmetric, checkout ARPACK.
You have some larger software like Trilinos or Petsc that might be worth checking out.