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[Help-gsl] Solving Ax=B where A is a complex, singular matrix

From: Benjamin Blumer
Subject: [Help-gsl] Solving Ax=B where A is a complex, singular matrix
Date: Tue, 28 Jun 2011 00:26:33 -0600

Hi everyone,

I had once used the GSL library's multi set feature for an honors thesis 
project. It worked fine and dandy, but I hadn't used any of the library's more 
advanced features.  I'm now rewriting my entire program using GSL, and I'm very 
impressed so far.  The features are excellent -- so first off, I wanted to 
thank you all for being apart of the community responsible for GSL.

My question:  My program needs to solve the matrix equation Ax=B for a long 
list of complex, square matrices A.  Using the complex LU decomp/solve works 
great for most of them, but some of the A are singular.  It appears to me that 
GSL doesn't have an SVD or QR decomposition that works for complex matrices.  
The matrix, unfortunately, isn't guaranteed to be positive definite so that 
eliminates the Cholesky decomp/solve pair (right?).  Does the library contain 
anything to solve the equation?  



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