Sorry for the way off-topic post, but this list has the highest
concentration of statistical computing gurus anywhere.
I'm looking for a C routine for efficiently inverting large, sparse
matrices (at least 6000 x 6000 and potentially as large as 20,000 x
20,000 with perhaps 80% of the off-diagonal elements empty).
I looked in
http://gams.nist.gov/serve.cgi/Class/D2a4/
but I have no way of evaluating which of the routines on this page would
be fastest, most efficient and most accurate. Can anyone give me some
guidance?
Thanks very much.
--
Stuart Luppescu -=- s-luppescu at uchicago.edu
University of Chicago -=- CCSR
$B:MJ8$HCRF`H~$NIc(B -=- Kernel 2.4.18-xfs
You have the power to influence all with whom you
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