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Re: [Help-gsl] Most efficient and accurate method to solve linear system
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] Most efficient and accurate method to solve linear system using GSL? |
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Date: |
Fri, 05 Dec 2008 17:16:20 +0000 |
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User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI) |
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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