most reliable linear equation solver?

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most reliable linear equation solver?

Postby bsmile » Tue Mar 12, 2013 9:00 pm

I have a linear system with the matrix A_n,m having n>=m. I would like to know of a most reliable and efficient and accurate linear solver provided in Lapack to help. I could think of the following which might help dealing with the ill-conditionness: preconditioning and rescaling on both row and column to render each element of similar magnitude. I know existence of the subroutine doing the latter in Lapack, but forgot its name. I wonder whether there are more ways to deal with this problem, and please help advice me of the relevant subroutines! Thank you very much.
bsmile
 
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Re: most reliable linear equation solver?

Postby bsmile » Tue Mar 12, 2013 9:05 pm

I just figured out the subroutine DGEEQU.F helps finding the row and column scaling factor, now is there ready subroutine in LAPACK to do preconditioning? And, any other tricks to help taming ill-conditioned linear equation set? Thanks,
bsmile
 
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Joined: Sat Dec 04, 2010 2:40 pm


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