Boost's Linear Algebra Solution for y=Ax

Question

Does boost have one? Where A, y and x is a matrix (sparse and can be very large) and vectors respectively. Either y or x can be unknown.

I can\'t seem to find it her

Answer 1

Linear solvers are generally part of the LAPACK library which is a higher level extension of the BLAS library. If you are on Linux, the Intel MKL has some good solvers, optimized both for dense and sparse matrices. If you are on windows, MKL has a one month trial for free... and to be honest I haven't tried any of the other ones out there. I know the Atlas package has a free LAPACK implementation but not sure how hard it is to get running on windows.

Anyways, search around for a LAPACK library which works on your system.