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
Boost's linear algebra package's tuning focused on "dense matrices". As far as I know, Boost's package do not have any linear-system-solver. How about use source code in "Numerical Recipe in C (http://www.nr.com/oldverswitcher.html)" ?
Note. There can be subtle index bug in the source code (some code uses array index start from 1)