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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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**[Help-gsl] solving linear system with large matrices**,
*Jan Ehrhardt* **<=**