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high precision linear algebra


From: Paul Kienzle
Subject: high precision linear algebra
Date: Sun, 13 Nov 2005 00:38:17 -0500

In order to test the accuracy of an algorithm I wanted high precision linear algebra calculations. I found the packages tnt and jama on the net which provides template implementations of qr, eig, lu, chol, and svd. I combined this with qlib which provides 100+ digit arithmetic. After some hacking they worked well together and I could perform my tests.

I've sent the patches to the upstream authors, but could forward them to anyone else who wants them.

Sorry, no octave bindings :-(

- Paul



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