Subject: Re: [boost] A possible GSOC 2011 proposal idea
From: Mathias Gaunard (mathias.gaunard_at_[hidden])
Date: 2011-03-21 10:09:19
On 21/03/2011 15:02, Mathias Gaunard wrote:
> On 21/03/2011 14:50, Chad Seibert wrote:
>> Yes, it does. However, it seems inappropriate to write an LP library for
>> Boost that uses LAPACK to do the linear algebra stuff. If we wanted to go
>> down that road, we could just write a wrapper for an existing lp library
>> instead, like what OpenOpt does.
>
> LAPACK is a common interface for which there exists many optimized
> implementations from various vendors. Those are of very high quality,
> you are simply never going to beat them in terms of performance, even if
> you are a numerical computation expert.
> There are also open-source implementations available with liberal licenses.
My bad, I was confused, I meant BLAS there.
And LAPACK is the best way to use BLAS routines correctly to solve LS.