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2002 Apr 26
0
[OT] Inverting sparse matrices
...tion 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...