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i will solve the problem Ax=b, A maybe is a 1e4*1e4 sparse matrix. does lapack can solve this problem? Tanks for any help.
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I have the same problem. Hope to have the response soon
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LAPACK is for dense and banded matrices.
You probably need to turn to iterative methods package.
If the matrix is symmetric or Hermitian, check out PRIMME or BLOPEX.
If the matrix is nonsymmetric, checkout ARPACK.
You have some larger software like Trilinos or Petsc that might be worth checking out.
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10,000x10,000 is no problem for LAPACK. As mentioned by Julie, LAPACK is meant for dense (or banded) matrices so of course if your matrix is sparse you would better be off with a sparse direct package. J.
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