At Wed, 03 Dec 2008 21:26:09 -0700,
Evan Ruzanski wrote:
> I'm using the GSL C library to solve a linear system, Y = HX, with a 
> design matrix, H, of real numbers sized with many more rows than 
> columns, i.e., 107910 X 27. I'm looking for advice on the best function 
> and method to use in terms of speed, stability, and accuracy. Can you 
> please help???

Hello,

For a general matrix try gsl_linalg_SV_decomp_mod which is designed
for the case of M>>N. The reference for it can be found in the GSL
manual.

-- 
Brian Gough
(GSL Maintainer)

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