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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



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