AFAIK, if you want to work with BLAS, LAPACK and friends you have to structure your matrices like this (as a big block of data) rather than pointers to pointers

AFAIK, if you want to work with BLAS, LAPACK and friends you have to structure your matrices like this (as a big block of data) rather than pointers to pointers to pointers (ie a[i][j][k]). So even if there is some inefficiency in filling the data structure, presumably the actual matrix multiply or SVD or what-have-you, is actually quite fast.