[throwsprtsdy]

My point is not that I'm better at it than some specific library, it's that choosing a library would take more effort than writing some straightforward code.

EDITED TO ADD: In fact getting LAPACK into the build if it's not already there is more of a maintenance imposition than just writing a couple of lines of code for this.

[jolux]

Not if there already exist bindings in your language, which is the case more often than not these days.