C++ Memory Efficient Solution for Ax=b Linear Algebra System

Question

I am using Numeric Library Bindings for Boost UBlas to solve a simple linear system. The following works fine, except it is limited to handling matrices A(m x m) for relativ

Answer 1

Assuming your huge matrices are sparse, which I hope they are at that size, have a look at the PARDISO project which is a sparse linear solver, this is what you'll need if you want to handle matrices as big as you said. Allows efficient storage of only non-zero values, and is much faster than solving the same system of dense matrices.