Hey again. Thank you all for the nice answers. I was in a bit of hurry and didn't have time to go into too much detail, so to clarify: The system I'm trying to solve arises from the space dicretization of a *linear* partial differential algebraic equation. To advance the solution in time I need to solve a system Ax=b at each time step. Large is a bit loosely formulated, since the system more or less only has size around 500x500 to 2000x2000, but it needs to be solved, lets say, at most 640 times. I would prefer a direct solver since I need the results for an analysis of the time integration method and would like not to introduce too much error by the use of an iterative solver. That said, speed is not my nr. 1 priority, but it would be nice.
The reason I need quadruple precision is that it seems like some components introduce round off error and these errors propagate, such that I in the end get negative convergence of my method. Regard Nicklas
