On Fri, Aug 04, 2006 at 02:06:39PM +0100, Wei Cheng wrote: > Hi, > > 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?? > Regards
(This is a total non-answer to your question) I see that questions about GSL interoperability with BLAS and LAPACK are so common (and important) that a howto / guide is in order. Unless someone proposes a better idea (like a respectable wiki location) I'll draft a short webpage, and email the list for comments. Cholesky will be on it, since it's one of the few LAPACK things I know how to do. I'll try to get something together today or tomorrow. 'til then, James -- http://www-etud.iro.umontreal.ca/~bergstrj _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org http://lists.gnu.org/mailman/listinfo/help-gsl
