Re: [Help-gsl] LAPACK,CBLAS matrix inversion

[James Bergstra]

On Fri, Aug 04, 2006 at 02:06:39PM +0100, Wei Cheng wrote:
> Hi,
> 
> The cholesky decomposition and LU decomposition in GSL linear algerbra
> section, is only suitable for small matrix, for large matrix LAPACK is
> better as stated on GSL website. I am wondering if there is anyone who has
> experience in using cholesky and LU decomposion in LAPACK?? My matrix is 500
> by 500. or where to find relavent information? Someone suggested to use
> CBLAS. What is the difference between LAPACK and CBLAS? Which is better??
> Regards

(This is a total non-answer to your question)

I see that questions about GSL interoperability with BLAS and LAPACK are so
common (and important) that a howto / guide is in order.  Unless someone
proposes a better idea (like a respectable wiki location)  I'll draft a short
webpage, and email the list for comments.  Cholesky will be on it, since it's
one of the few LAPACK things I know how to do.

I'll try to get something together today or tomorrow.

'til then,

James
-- 
http://www-etud.iro.umontreal.ca/~bergstrj