1. A method of executing a linear algebra subroutine on a computer having at least one cache, said method comprising: streaming data for matrices involved in processing said linear algebra subroutine such that data is processed using data for a first matrix residing in said cache as one of an entirety of said first matrix and a submatrix of said first matrix and data from a second matrix and a third matrix is respectively residing as one of its entirety and submatrices thereof in a memory device at a higher level than said cache, said streaming providing data from said higher level as said data is required for said processing.