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[Help-gsl] Solving linear systems with GSL

From: Simon Fuhrmann
Subject: [Help-gsl] Solving linear systems with GSL
Date: Sat, 28 Feb 2009 15:35:05 +0100
User-agent: Mozilla-Thunderbird (X11/20080724)


I'm new to GSL and want to know what kind of linear solver is best
suited for my problem.

I have linear systems of type Ax = b with quadratic A. The dimension is
moderate in size, somewhat between 20 and 100, but I need to solve a
large amount systems, about 50,000, so efficiency is a matter. Since
matrices are moderate in size, CPU efficiency is probably more important
than memory efficiency.

In the GSL documentation I found this example:
which solves a system using LU decomposition of A.

Another method I found is:

I want to know if there are other methods to solve linear systems and
which method is best suited for my problem regarding efficiency. The
in-place Householder-method seems to be *very* memory efficient, but is
it as fast as the other Householder method? I can't find any hints on that.


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