> I am writing this email because I do work in C, and must perform > complex matrix operations.... The problem I have now is that I find > what to use to solve an equation (algebraic Riccati equation (DARE)). > Could you help in finding the function I solve the problem?
While I suspect using the GSL to solve this type of problem would perform adequately (especially if you link in a vendor BLAS library), I personally would give Eigen a shot first (http://eigen.tuxfamily.org/dox/). Doing that uses C++ and not C, however. - Rhys
