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Re: [Help-gsl] solving linear system with large matrices

From: Jordi Gutierrez Hermoso
Subject: Re: [Help-gsl] solving linear system with large matrices
Date: Thu, 8 Mar 2007 10:38:56 -0600

On 07/03/07, Jan Ehrhardt <address@hidden> wrote:
I want to solve a linear system Ax=b, where A is symmetric, positive
definite square matrix.  However, the size of the matrix is very
large: approx. 65000x65000 or larger so an allocation of the whole
matrix will fail.

From chapter 13 of the GSL manual:

    The library provides simple linear algebra operations which
    operate directly on the gsl_vector and gsl_matrix objects. These
    are intended for use with "small" systems where simple algorithms
    are acceptable.

    Anyone interested in large systems will want to use the
    sophisticated routines found in LAPACK.

A convenient interface to LAPACK is found in GNU Octave, if you prefer
to avoid coding in Fortran, as I do. ;-)

- Jordi G. H.

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