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## [Help-gsl] solving linear system with large matrices

 From: Jan Ehrhardt Subject: [Help-gsl] solving linear system with large matrices Date: Wed, 07 Mar 2007 09:26:25 +0100 User-agent: Mozilla Thunderbird 1.0.2 (X11/20050317)

```Hello,

```
I want to solve a linear system Ax=b, where A is symmetric, positive definite square matrix. However, the size of the matrix is very large: approx. 65000x65000 or larger so an allocation of the whole matrix will fail. A is a tridiagonal matrix with two side diagonal entries, all other entries are zero.
```
So the structure is like
(xx000x00000)
(xxx000x0000)
(0xxx000x000)
(00xxx000x00)
(000xxx000x0)
(x000xxx000x)
(0x000xxx000)

```
but squared and much larger. I think a cholesky decomposition should work to solve the system, but how can
```I allocate and store the matrix?
```
I gsl is not able to handle such large matrices, are there other possible solutions/libraries?
```Thanks.

Jan

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