Subject: Re: [boost] A possible GSOC 2011 proposal idea
From: Mathias Gaunard (mathias.gaunard_at_[hidden])
Date: 2011-03-21 09:39:18
On 21/03/2011 12:00, Chad Seibert wrote:
> As for the scope of solving LS, there are many different algorithms designed
> to do just that. In order to limit the scope, I will not consider parallel
> algorithms or distributed algorithms. If the Boost community thinks that
> these are reasonable and I should forgo solving LP in favor of solving large
> (> 100,000x100,000) LS, we can certainly discuss this. The following
> algorithms are up for consideration:
>
> * LU decomposition for small matrices
> * Iterative methods for large matrices, such as conjugate gradient for
> positive definite matrices
Doesn't LAPACK already do that?