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Re: [Help-gsl] Doubts about GSL library
From: |
Rhys Ulerich |
Subject: |
Re: [Help-gsl] Doubts about GSL library |
Date: |
Fri, 8 Nov 2013 09:23:02 -0600 |
> I am writing this email because I do work in C, and must perform
> complex matrix operations.... The problem I have now is that I find
> what to use to solve an equation (algebraic Riccati equation (DARE)).
> Could you help in finding the function I solve the problem?
While I suspect using the GSL to solve this type of problem would
perform adequately (especially if you link in a vendor BLAS library),
I personally would give Eigen a shot first
(http://eigen.tuxfamily.org/dox/). Doing that uses C++ and not C,
however.
- Rhys