Carlos Moreno
Guest
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 Posted:
Mon Dec 12, 2005 1:15 am Post subject:
Re: solving systems of linear equations |
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galreuven@gmail.com wrote:
| Quote: | Hi folks,
I'm looking for code which solves systems of linear equations for TI's
C67 processors.
I have the "numerical recipes" code but I rather use an optmized code.
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What is "optimized"??
One thing that I recall from my Matrix Numerical Methods course a while
ago, is that for an arbitrary matrix with no particular structure,
Gauss/Jordan elimination is pretty much not beat by anything else.
Depending on the structure of the matrix, and depending on how you're
going to use it, a variety of methods could be used.
For instance, if you're going to solve many systems Ax = b with the
same matrix A but for different vectors b, then of course you want to
factorize (decompose) the matrix, perhaps with Cholesky decomposition
(I believe Numerical Recipes in C covers that one) or some other
suitable technique.
If your matrix is Toeplitz, then you'll want to take a look at the
Levinson-Durbin recursive algorithm, which I've never actually used
it myself, but reportedly is extremely efficient for the case of a
matrix with Toeplitz structure.
I guess if you give us more information about the problem and the
nature of your matrix, perhaps someone out there will give you more
specific and relevant advice.
HTH,
Carlos
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