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To exploit both memory locality and the full performance potential of highlytuned kernels, dense linear algebra libraries such as LAPACK commonly implementoperations as blocked algorithms. However, to achieve next-to-optimalperformance with such algorithms, significant tuning is required. On the otherhand, recursive algorithms are virtually tuning free, and yet attain similarperformance. In this paper, we first analyze and compare blocked and recursivealgorithms in terms of performance, and then introduce ReLAPACK, an open-sourcelibrary of recursive algorithms to seamlessly replace most of LAPACK's blockedalgorithms. In many scenarios, ReLAPACK clearly outperforms reference LAPACK,and even improves upon the performance of optimizes libraries.

Algorithm 979: Recursive Algorithms for Dense Linear Algebra -- The ReLAPACK Collection