The LAPACK library is distributed along with IDL, but wrappers to most of the routines are not provided. On Linux, CALL_EXTERNAL can be used to easily access any of the routines. On OS X, the Accelerate Framework can be used. I have not found a solution for Windows[1] since the needed symbols in the DLL provided by IDL aren’t exported.

In the following code example for Linux, we will call SGEQRF to determine the QR factorization of a given matrix. First, we need to specify the location of the LAPACK library:

ext = !version.os_family eq 'unix' ? '.so' : '.dll'
lapack = filepath('idl_lapack' + ext, $
                  root=expand_path('', /dlm))

m = 20L
n = 10L
x = randomu(seed, m, n)

info = 0L
tau = fltarr(m < n)
lwork = -1L
work = fltarr(1)
status = call_external(lapack, 'sgeqrf_', m, n, x, m, tau, work, lwork, info, $
                       value=[0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L], $
                       /auto_glue)
lwork = long(work[0])
work2 = fltarr(lwork)
status = call_external(lapack, 'sgeqrf_', m, n, x, m, tau, work2, lwork, info, $
                       value=[0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L], $
                       /auto_glue)

Here is a more generic routine as an example of calling into LAPACK that works on Linux and OS X.

  1. Please let me know if you have a way to do this on Windows! ??