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

From: Benjamin Blumer
Subject: [Help-gsl] Solving Ax=B where A is a complex, singular matrix - addendum
Date: Tue, 28 Jun 2011 00:30:01 -0600

Just wanted to add that, when applicable, the least squares solution to the 
problem will do.

On 2011-06-28, at 12:26 AM, Benjamin Blumer <address@hidden> wrote:

> 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?  
> Cheers,
> Bwen
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