Embarrassingly parallel means "singe task multiple data" or "multiple task single data". Canonical example: monte carlo simulations.
With that out of the way, basic linear algebra operations that require sophisticated algorithms and are not "embarrassingly parallel": matrix multiplication, matrix inversion, matrix decomposition (SVM, QR, etc). Some of these algos fall into BLAS and others in LAPACK.
With that out of the way, basic linear algebra operations that require sophisticated algorithms and are not "embarrassingly parallel": matrix multiplication, matrix inversion, matrix decomposition (SVM, QR, etc). Some of these algos fall into BLAS and others in LAPACK.