All Questions
Tagged with c++ linear-solver
8 questions
3
votes
1
answer
334
views
non-smooth convex c++ solver
I happened to know that there are advanced established techniques for non-smooth convex optimization in research. For example, these two papers:
Nesterov, "Smooth minimization of non-smooth functions"...
- 243
0
votes
1
answer
669
views
Fastest linear solver for sparse positive semidefinite, striclty diagonally dominant matrix
What is the state of the art for fastest linear solver for sparse, positive semi definite and strictly diagonally dominant matrix with N varies from ~700 to ~3000, and about a 1/16 of the matrix is ...
- 93
5
votes
1
answer
6k
views
How to use TrangularView class in Eigen C++
For a nonsingular lower or upper triangular square matrix $A$, how to solve such linear system in Eigen:
$$A x = b$$
- 759
3
votes
2
answers
1k
views
How to re-use the coefficient matrix decomposition result when solving linear systems by Eigen C++
My problem needs to solve dense symmetric linear systems something like:
A x = b,
A y = x,
...
- 759
2
votes
0
answers
137
views
Lapack++ for QR algorithm
I have recently started using Lapack++ which I found convenient for my programming purpose, in general.
Now, I need to solve a matrix using QR algorithm. I've searched the user manual
and I found a ...
1
vote
0
answers
319
views
Memory allocation error with GSL ODE solver applied to system of 4 ODEs
I am trying to solve a (large) system of ODEs with GSL solvers. When I use driver method I get an error message of could not allocate space for gsl_interp_accel, ...
- 111
15
votes
2
answers
9k
views
solve $xA=b$ for $x$ using LAPACK and BLAS
I am porting an existing code from MATLAB to C++ and have a linear system to solve $xA=b$ (rather than the more typical form $Ax=b$)
The matrix $A$ is dense, and of general form, but is no larger ...
- 253
9
votes
3
answers
2k
views
Recommendations for a lightweight/no-install C or C++ based dense linear algebra solver
Most of my programming is one-off research codes in C for my own use. I have never distributed any code to other than close collaborators. I have developed an algorithm that I am publishing in a ...
- 193