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[Help-gsl] Solving Ax=B where A is a complex, singular matrix
From: |
Benjamin Blumer |
Subject: |
[Help-gsl] Solving Ax=B where A is a complex, singular matrix |
Date: |
Tue, 28 Jun 2011 00:26:33 -0600 |
Hi everyone,
I had once used the GSL library's multi set feature for an honors thesis
project. It worked fine and dandy, but I hadn't used any of the library's more
advanced features. I'm now rewriting my entire program using GSL, and I'm very
impressed so far. The features are excellent -- so first off, I wanted to
thank you all for being apart of the community responsible for GSL.
My question: My program needs to solve the matrix equation Ax=B for a long
list of complex, square matrices A. Using the complex LU decomp/solve works
great for most of them, but some of the A are singular. It appears to me that
GSL doesn't have an SVD or QR decomposition that works for complex matrices.
The matrix, unfortunately, isn't guaranteed to be positive definite so that
eliminates the Cholesky decomp/solve pair (right?). Does the library contain
anything to solve the equation?
Cheers,
Bwen
- [Help-gsl] Solving Ax=B where A is a complex, singular matrix,
Benjamin Blumer <=