Just wanted to add that, when applicable, the least squares solution to the problem will do.
On 2011-06-28, at 12:26 AM, Benjamin Blumer <bablu...@ucalgary.ca> wrote: > Hi everyone, > > I had once used the GSL library's multi set feature for an honors thesis > project. It worked fine and dandy, but I hadn't used any of the library's > more advanced features. I'm now rewriting my entire program using GSL, and > I'm very impressed so far. The features are excellent -- so first off, I > wanted to thank you all for being apart of the community responsible for GSL. > > My question: My program needs to solve the matrix equation Ax=B for a long > list of complex, square matrices A. Using the complex LU decomp/solve works > great for most of them, but some of the A are singular. It appears to me > that GSL doesn't have an SVD or QR decomposition that works for complex > matrices. The matrix, unfortunately, isn't guaranteed to be positive > definite so that eliminates the Cholesky decomp/solve pair (right?). Does > the library contain anything to solve the equation? > > > Cheers, > > > Bwen > > > > _______________________________________________ > Help-gsl mailing list > Help-gsl@gnu.org > https://lists.gnu.org/mailman/listinfo/help-gsl > > _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org https://lists.gnu.org/mailman/listinfo/help-gsl
