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high precision linear algebra
From: |
Paul Kienzle |
Subject: |
high precision linear algebra |
Date: |
Sun, 13 Nov 2005 00:38:17 -0500 |
In order to test the accuracy of an algorithm I wanted high precision
linear algebra calculations. I found the packages tnt and jama on the
net which provides template implementations of qr, eig, lu, chol, and
svd. I combined this with qlib which provides 100+ digit arithmetic.
After some hacking they worked well together and I could perform my
tests.
I've sent the patches to the upstream authors, but could forward them
to anyone else who wants them.
Sorry, no octave bindings :-(
- Paul
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