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

Have a look at the list of freely available software for the solution of linear algebra problems, compiled by Jack Dongarra and Hatem Ltaief.

I think that for the problem size you're looking at, you probably need an iterative algorithm. If you don't want to store the matrix A in a sparse format, you can use a matrix-free implementation. Iterative algorithms typically do not need to access individual entries of the matrix A, they only need to compute matrix-vector products Av (and sometimes A^T v, the product of the transposed matrix with the vector). So if the library is well-designed, it should be enough if you pass it a class that knows how to do matrix-vector products.