LU Decomposition


sunil_josh1
11-03-2005, 09:23 AM
Hi,
I am using LU Decomposition algorithm for finding inverse matrix. I was using it from long time. It work fine if I have matrix of size 10000 x 10000 of float numbers. Now I am using it to find inverse matrix of a matrix of size 15000 x 15000 of float numbers. I am using code given in Numerical Recips in C.
Can you please let me know does it work for any size of matrices, specially such a huge matrix. Because I am facing problems with it. The surver were I am runing this code is of 8GB and there is lots of space in HRD to write this file .
I am middle of my work , so please any suggestion is very helpful.
Regards,
sunil_josh1

Kevin Dolan
12-09-2005, 09:56 AM
You really don't want to use NR for this type of problem. I would recommend trying to find an implementation of the BLAS routines which is optimized for working with very large matrices.

Kevin