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Re: [Help-gsl] LAPACK,CBLAS matrix inversion

From: Brian Gough
Subject: Re: [Help-gsl] LAPACK,CBLAS matrix inversion
Date: Mon, 07 Aug 2006 11:29:22 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI)

At Fri, 4 Aug 2006 14:06:39 +0100,
Wei Cheng wrote:
> The cholesky decomposition and LU decomposition in GSL linear algerbra
> section, is only suitable for small matrix, for large matrix LAPACK is
> better as stated on GSL website. I am wondering if there is anyone who has
> experience in using cholesky and LU decomposion in LAPACK?? My matrix is 500
> by 500. or where to find relavent information? Someone suggested to use
> CBLAS. What is the difference between LAPACK and CBLAS? Which is better??

I'd suggest you try the GSL routines first, following the examples in
the manual.  If they are not fast enough, try LAPACK.  The GSL
routines are acceptable in most cases -- for comparison, on a 500x500
SVD the GSL speed is about 30% of LAPACK.


Brian Gough

Network Theory Ltd,
Publishing the GSL Manual -

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