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

 From: Paulo Jabardo Subject: Re: [Help-gsl] solving linear system with large matrices Date: Thu, 8 Mar 2007 15:06:03 -0300 (ART)

```I recommend using LAPACK (www.netlib.org/lapack) or
clapack (C interface).

The function you are looking for is

dpbtrf  (cholesky decomposition)
dpbtrs  (uses the cholesky decomposition to solve the
linear system)

It does a Cholesky decomposition for banded matrices
(any bandwidth).

If you have any problems using these functions email
me and I can try to help you.

--- Jan Ehrhardt <address@hidden>
escreveu:

> Hello,
>
> 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. A is a tridiagonal
> matrix with two side
> diagonal entries, all other entries are zero.
>
> So the structure is like
> (xx000x00000)
> (xxx000x0000)
> (0xxx000x000)
> (00xxx000x00)
> (000xxx000x0)
> (x000xxx000x)
> (0x000xxx000)
>
> but squared and much larger. I think a cholesky
> decomposition should
> work to solve the system, but how can
> I allocate and store the matrix?
> I gsl is not able to handle such large matrices, are
> there other
> possible solutions/libraries?
> Thanks.
>
> Jan
>
>
>
> --
>
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