Subject: Re: Need to handle Big Matrix (800x800) to use optimization algorithms
From: "Earl F. Glynn"
Date: Fri, 03 Jan 1997 23:39:28 -0600
Gary Hampson wrote:
>
> In article <32C90B5C.64B1@public.ibercaja.es>, benigno
> writes
> >Hi,
> > I need to handle Big matrix of around 800 x 800 to implement
> > some optimization algorithms, I would use C++ libraries if
> > possible to use on BorlandC++ 4.5, but if there is any shareware
>
> Unless the matrix has some structure which allows many short cuts and
> reduced storage (eg Toeplitz), then just get on with coding it. 800*800
> is not that big (unless of course in the optimisation you need to
> evaluate A.x many times, or you have some time critical conditions.
> --
> Gary Hampson
If you're multiplying matrices of that size (800 x 800), you might
want to investigate the Strassen matrix multiplication algorithm.
One (old) reference for this algorithm is "Fundamentals of Computer
Algorithms," Horowitz and Sahni, Computer Science Press, 1978,
Section 3.7, pp. 137-140
This was a fun GWU grad school homework assignment some years ago. I
probably have UCSD Pascal code that demonstrates the algorithm
somewhere if you're interested.
efg
--
Earl F. Glynn EarlGlynn@WorldNet.att.net
EFG Software 913/859-9557 Voice/Fax
Scientific/Engineering/Medical Applications
Overland Park, KS USA
Subject: Re: Numerical libraries in C/C++
From: "Hugh Mc Bride"
Date: 4 Jan 1997 14:22:24 GMT
Oliver,
This site deals with solving systems of equations in C++ and has pointers
to software
http://math.nist.gov/acmd/Staff/RPozo/index.html
Hugh McBride
obrmcb@earthlink.net
Oliver Freyd wrote in article
<5ahko2$knp$1@news.rwth-aachen.de>...
> I'd be very happy if anybody had links to Nu-math libraries, e.g. to
> solve linear equation systems, ODE's or numerical integration.
> I'm asking because if something like this is available on
> the net, I wouldn't have to reinvent the wheel!
>
> Any help is greatly appreciated!
>
> Hopefully, Oliver Freyd
>
>
>
>
