I am wondering if there are any robust alghorithms/libraries for visual c++ that deal with solutions to linear systems of equations. I have searched the net and cannot find any that are reasonable. There are some, for example that are imported from Fortran, but they are either expensive or too complicated.
Are there any tutorials/articles on alghorithms that solve systems of equations?
Any help is greatly appreciated.
Regards,
EPHERE
Systems of equations
Author
In my code am trying to implement constrained minimization and optimization functions. To do this I need some way of computing two big systems of equations and this is where I am stuck
I am wondering if there are any robust alghorithms/libraries for visual c++ that deal with solutions to linear systems of equations. I have searched the net and cannot find any that are reasonable. There are some, for example that are imported from Fortran, but they are either expensive or too complicated.
Are there any tutorials/articles on alghorithms that solve systems of equations?
Any help is greatly appreciated.
Regards,
EPHERE
I am wondering if there are any robust alghorithms/libraries for visual c++ that deal with solutions to linear systems of equations. I have searched the net and cannot find any that are reasonable. There are some, for example that are imported from Fortran, but they are either expensive or too complicated.
Are there any tutorials/articles on alghorithms that solve systems of equations?
Any help is greatly appreciated.
Regards,
EPHERE
It sounds like you are talking about the Simplex Method and variants. There should be source somewhere on the web.
it does sound like simplex, minimising one quantity and maximising another
linear equation stuff - boost has a new uBLAS library in it
also MTL is interesting
linear equation stuff - boost has a new uBLAS library in it
also MTL is interesting
lots of good stuff in Numerical Recipes (http://lib-www.lanl.gov/numerical/bookcpdf.html)
as to solving sets of equations: check out the CG method.
as to solving sets of equations: check out the CG method.
Author
That site is great Jan. Not only it provides explanation but the code itself too.
Thanks
Thanks
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