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

As the accepted answer suggests there is UMFPACK. But if you are using BOOST you can still use the compact matrices in BOOST and use UMFPACK to solve the system. There is a binding which makes it easy:

http://mathema.tician.de/software/boost-numeric-bindings

Its about two years dated, but its just a binding (along with a few others).

see related question: UMFPACK and BOOST's uBLAS Sparse Matrix