UMFPACK Version 2.2 is a package for solving systems of sparse linear systems,
Ax=b, where A is sparse and can be unsymmetric.  It is written in ANSI Fortran
77.  There are options for choosing a good pivot order, factorizing a
subsequent matrix with the same pivot order and nonzero pattern as a
previously factorized matrix, and solving systems of linear equations with
the factors (with A, L, or U; or with their transposes in the single/double
precision versions).  Iterative refinement, with sparse backward error
estimates, can be performed.  Single and double precision, complex, and
complex double precision (complex*16) routines are available.  (Note that
complex*16 is not ANSI Fortran-77, but is a common extension to it).

WWW: http://www.cise.ufl.edu/~davis/umfpack.html