I'm trying to use the function dgesvd_() in a code and just can't find the library I have to include in order to the compiler to detect it!
I've only discovered some LAPACK or something like that but couldn't see includes or relevant information anywhere.
dgesvd computes the singular value decomposition (SVD) of a real matrix. It is a part of LAPACK. LAPACK is not really a library but an interface for numerical algebra functions. The standard implementation is the one provided by Netlib LAPACK. However, the Intel MKL also implement this (more efficiently than the one of Netlib). LAPACKE is a C interface of the FORTRAN one provided by the Netlib implementation. It provides a header than can be used for C project to call LAPACK functions (linked at runtime). You could use it in your C project as long as you link a LAPACK-compatible library.