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[Help-gsl] Solving Ax=B where A is a complex, singular matrix - addendum
From: |
Benjamin Blumer |
Subject: |
[Help-gsl] Solving Ax=B where A is a complex, singular matrix - addendum |
Date: |
Tue, 28 Jun 2011 00:30:01 -0600 |
Just wanted to add that, when applicable, the least squares solution to the
problem will do.
On 2011-06-28, at 12:26 AM, Benjamin Blumer <address@hidden> wrote:
> 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
>
>
>
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