Linear algebra library with no dependency & Why every linear algebra library has LAPACK dependency

[kerdemdemir via Digitalmars-d-learn]

This question is not only about "D linear algebra libraries" but 
also for other linear algebra libraries in other languages.

I am working with some scientific developers in my current 
project.

When we were talking I said "I know a great linear algebra 
library LAPACK" but my friend who is very experienced about 
numeric told me LAPACK isn't the best library for performance 
especially if matrix is sparse. In fact he said every numeric 
developer will try to avoid LAPACK.

Now I want to implement some statistical methods like Bayes, GMM. 
And I need a linear algebra library. I am looking for a native 
"module" code which I can directly include my project without dll 
or I am looking for a library without any dependency. But I see 
all linear algebra libraries has dependency to LAPACK.

I am sure I am asking this question because I am lacking domain 
information about maths and linear algebra. But why all libraries 
has dependency to LAPACK. What make LAPACK irreplaceable ?

Ps: I am not sure if asking questions related to D but not %100 
about D is a bad habit. If it is please warn me.