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Questions on the algorithmic/computational aspects of linear algebra, including the solution of linear systems, least squares problems, eigenproblems, and other such matters.
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Solving huge dense square symmetric linear system
I have a linear system of the type
$A x = y$
where A is a dense, square, symmetric, positive definite matrix, $x$ a vector of unknown parameters, and $y$ is a vector of observed quantity.
I know that …