I recommend using a sparse solver such as umfpack, spooles, or csparse. I've 
used these with GSL to spline data with many thousands of points.

> Hello,
> 
> I have a problem with smoothing out my data when it is more than 3000
> points long. Code is copied from example in documentation.
> 
> I attach the data set which I want to smooth out. Its enough to shorten
> it to e.g. 800 point and it works properly.
> The source code is also attached.
> 
> Is there a way around? Should I divide the data into chunks? If so is
> there a way not to get discontinuities on the joints?
> 
> Thank you in advance, regards,
> Dominik Wójt

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