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diff --git a/3rdparty/lapack/dlauu2.c b/3rdparty/lapack/dlauu2.c
new file mode 100644
index 0000000..8c768b2
--- /dev/null
+++ b/3rdparty/lapack/dlauu2.c
@@ -0,0 +1,170 @@
+#include "clapack.h"
+
+/* Table of constant values */
+
+static doublereal c_b7 = 1.;
+static integer c__1 = 1;
+
+/* Subroutine */ int dlauu2_(char *uplo, integer *n, doublereal *a, integer *
+	lda, integer *info)
+{
+    /* System generated locals */
+    integer a_dim1, a_offset, i__1, i__2, i__3;
+
+    /* Local variables */
+    integer i__;
+    doublereal aii;
+    extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, 
+	    integer *);
+    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, 
+	    integer *);
+    extern logical lsame_(char *, char *);
+    extern /* Subroutine */ int dgemv_(char *, integer *, integer *, 
+	    doublereal *, doublereal *, integer *, doublereal *, integer *, 
+	    doublereal *, doublereal *, integer *);
+    logical upper;
+    extern /* Subroutine */ int xerbla_(char *, integer *);
+
+
+/*  -- LAPACK auxiliary routine (version 3.1) -- */
+/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+/*     November 2006 */
+
+/*     .. Scalar Arguments .. */
+/*     .. */
+/*     .. Array Arguments .. */
+/*     .. */
+
+/*  Purpose */
+/*  ======= */
+
+/*  DLAUU2 computes the product U * U' or L' * L, where the triangular */
+/*  factor U or L is stored in the upper or lower triangular part of */
+/*  the array A. */
+
+/*  If UPLO = 'U' or 'u' then the upper triangle of the result is stored, */
+/*  overwriting the factor U in A. */
+/*  If UPLO = 'L' or 'l' then the lower triangle of the result is stored, */
+/*  overwriting the factor L in A. */
+
+/*  This is the unblocked form of the algorithm, calling Level 2 BLAS. */
+
+/*  Arguments */
+/*  ========= */
+
+/*  UPLO    (input) CHARACTER*1 */
+/*          Specifies whether the triangular factor stored in the array A */
+/*          is upper or lower triangular: */
+/*          = 'U':  Upper triangular */
+/*          = 'L':  Lower triangular */
+
+/*  N       (input) INTEGER */
+/*          The order of the triangular factor U or L.  N >= 0. */
+
+/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
+/*          On entry, the triangular factor U or L. */
+/*          On exit, if UPLO = 'U', the upper triangle of A is */
+/*          overwritten with the upper triangle of the product U * U'; */
+/*          if UPLO = 'L', the lower triangle of A is overwritten with */
+/*          the lower triangle of the product L' * L. */
+
+/*  LDA     (input) INTEGER */
+/*          The leading dimension of the array A.  LDA >= max(1,N). */
+
+/*  INFO    (output) INTEGER */
+/*          = 0: successful exit */
+/*          < 0: if INFO = -k, the k-th argument had an illegal value */
+
+/*  ===================================================================== */
+
+/*     .. Parameters .. */
+/*     .. */
+/*     .. Local Scalars .. */
+/*     .. */
+/*     .. External Functions .. */
+/*     .. */
+/*     .. External Subroutines .. */
+/*     .. */
+/*     .. Intrinsic Functions .. */
+/*     .. */
+/*     .. Executable Statements .. */
+
+/*     Test the input parameters. */
+
+    /* Parameter adjustments */
+    a_dim1 = *lda;
+    a_offset = 1 + a_dim1;
+    a -= a_offset;
+
+    /* Function Body */
+    *info = 0;
+    upper = lsame_(uplo, "U");
+    if (! upper && ! lsame_(uplo, "L")) {
+	*info = -1;
+    } else if (*n < 0) {
+	*info = -2;
+    } else if (*lda < max(1,*n)) {
+	*info = -4;
+    }
+    if (*info != 0) {
+	i__1 = -(*info);
+	xerbla_("DLAUU2", &i__1);
+	return 0;
+    }
+
+/*     Quick return if possible */
+
+    if (*n == 0) {
+	return 0;
+    }
+
+    if (upper) {
+
+/*        Compute the product U * U'. */
+
+	i__1 = *n;
+	for (i__ = 1; i__ <= i__1; ++i__) {
+	    aii = a[i__ + i__ * a_dim1];
+	    if (i__ < *n) {
+		i__2 = *n - i__ + 1;
+		a[i__ + i__ * a_dim1] = ddot_(&i__2, &a[i__ + i__ * a_dim1], 
+			lda, &a[i__ + i__ * a_dim1], lda);
+		i__2 = i__ - 1;
+		i__3 = *n - i__;
+		dgemv_("No transpose", &i__2, &i__3, &c_b7, &a[(i__ + 1) * 
+			a_dim1 + 1], lda, &a[i__ + (i__ + 1) * a_dim1], lda, &
+			aii, &a[i__ * a_dim1 + 1], &c__1);
+	    } else {
+		dscal_(&i__, &aii, &a[i__ * a_dim1 + 1], &c__1);
+	    }
+/* L10: */
+	}
+
+    } else {
+
+/*        Compute the product L' * L. */
+
+	i__1 = *n;
+	for (i__ = 1; i__ <= i__1; ++i__) {
+	    aii = a[i__ + i__ * a_dim1];
+	    if (i__ < *n) {
+		i__2 = *n - i__ + 1;
+		a[i__ + i__ * a_dim1] = ddot_(&i__2, &a[i__ + i__ * a_dim1], &
+			c__1, &a[i__ + i__ * a_dim1], &c__1);
+		i__2 = *n - i__;
+		i__3 = i__ - 1;
+		dgemv_("Transpose", &i__2, &i__3, &c_b7, &a[i__ + 1 + a_dim1], 
+			 lda, &a[i__ + 1 + i__ * a_dim1], &c__1, &aii, &a[i__ 
+			+ a_dim1], lda);
+	    } else {
+		dscal_(&i__, &aii, &a[i__ + a_dim1], lda);
+	    }
+/* L20: */
+	}
+    }
+
+    return 0;
+
+/*     End of DLAUU2 */
+
+} /* dlauu2_ */