Hello all I am trying to solve for X in AX=B where A, B, X are all matrices. A is a symmetric 15x15 matrix X is the unknown 15x30 matrix B is of course 15x30 matrix.
condition number c of A calculated in Octave is 3.2532e+06. A matrix data can be obtained here http://dl.dropbox.com/u/842054/gsl%20vs%20octave%20LU%20decomposition/a.in Can be loaded in octave using load a.in B matrix data can be obtained here http://dl.dropbox.com/u/842054/gsl%20vs%20octave%20LU%20decomposition/b.in Can be loaded in octave using load b.in I solved for X using LU method with refinement using this code: http://dl.dropbox.com/u/842054/gsl%20vs%20octave%20LU%20decomposition/main.cpp Please ignore the read() and write() function in my C++ file as well as utils.h. I show the C++ file just to show the method used and get verification if I am doing it right. I also solve this problem in Octave and am surprised at the great accuracy obtained in Octave. Let X_gsl be the solution obtained using LU in GSL and let X_oct be the octave solution obtained using A\B norm(A*X_oct - B) = 6.6081e-11 norm(A*X_gsl - B) = 0.13395 Aslo I find the residuals calculated in the LU refinement step are of the order of 1e-7 so not much improvement actually occurs. Octave solution can be obtained here http://dl.dropbox.com/u/842054/gsl%20vs%20octave%20LU%20decomposition/x.oct GSL+LU solution can be obtained here http://dl.dropbox.com/u/842054/gsl%20vs%20octave%20LU%20decomposition/x.gsl What can I do to get as much accuracy as the Octave method? _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
