21 Mar
2011
21 Mar
'11
1:39 p.m.
On 21/03/2011 12:00, Chad Seibert wrote:
As for the scope of solving LS, there are many different algorithms designed to do just that. In order to limit the scope, I will not consider parallel algorithms or distributed algorithms. If the Boost community thinks that these are reasonable and I should forgo solving LP in favor of solving large (> 100,000x100,000) LS, we can certainly discuss this. The following algorithms are up for consideration:
* LU decomposition for small matrices * Iterative methods for large matrices, such as conjugate gradient for positive definite matrices
Doesn't LAPACK already do that?