Boost的线性代数求解Y =斧 [英] Boost's Linear Algebra Solution for y=Ax

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问题描述

提升是否有一个?
其中A,y和x是一个矩阵(稀疏,并且可以是非常大的)和载体分别。
y或x可以是未知的。

Does boost have one? Where A, y and x is a matrix (sparse and can be very large) and vectors respectively. Either y or x can be unknown.

我似乎无法在这里找到:
 <一href=\"http://www.boost.org/doc/libs/1_39_0/libs/numeric/ublas/doc/index.htm\">http://www.boost.org/doc/libs/1_39_0/libs/numeric/ublas/doc/index.htm

I can't seem to find it here: http://www.boost.org/doc/libs/1_39_0/libs/numeric/ublas/doc/index.htm

推荐答案

线性解算器一般是LAPACK库,是BLAS库的更高层次延伸的一部分。如果你是在Linux上,英特尔MKL有一些很好的解决者,无论是对密集和稀疏矩阵进行了优化。如果你使用的是Windows,MKL有一个免费的一个月的试用...并说实话我还没有尝试过任何其他的人在那里。我知道阿特拉斯包有一个免费的LAPACK实现,但不知道它是如何努力获得在Windows上运行。

Linear solvers are generally part of the LAPACK library which is a higher level extension of the BLAS library. If you are on Linux, the Intel MKL has some good solvers, optimized both for dense and sparse matrices. If you are on windows, MKL has a one month trial for free... and to be honest I haven't tried any of the other ones out there. I know the Atlas package has a free LAPACK implementation but not sure how hard it is to get running on windows.

不管怎么说,搜索周围的LAPACK库,你的系统中。

Anyways, search around for a LAPACK library which works on your system.

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