Hello! 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: http://www.gnu.org/software/gsl/manual/html_node/Linear-Algebra-Examples.html which solves a system using LU decomposition of A. Another method I found is: http://www.gnu.org/software/gsl/manual/html_node/Householder-solver-for-linear-systems.html 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. Thanks, Simon _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
