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[Help-gsl] LAPACK,CBLAS matrix inversion

From: Wei Cheng
Subject: [Help-gsl] LAPACK,CBLAS matrix inversion
Date: Fri, 4 Aug 2006 14:06:39 +0100


The cholesky decomposition and LU decomposition in GSL linear algerbra
section, is only suitable for small matrix, for large matrix LAPACK is
better as stated on GSL website. I am wondering if there is anyone who has
experience in using cholesky and LU decomposion in LAPACK?? My matrix is 500
by 500. or where to find relavent information? Someone suggested to use
CBLAS. What is the difference between LAPACK and CBLAS? Which is better??


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