[Help-gsl] Program termination

[Nomesh Bolia]

Hi,

I am using the gsl routines of matrices and vectors (and a couple of
matrix operation functions, such as multiplication, inverse and
determinant of a matrix, that I have coded myself) for some algorithm
involving Monte Carlo simulation and backward dynamic programming using
function approximation for Option Pricing.

My program functions well for 10,000 sample paths. However, as soon as I 
increase the no of paths beyond 10,000 the program gets killed half-way: 
i.e after generating the sample paths, without executing the ensuing 
backward dynamic programming routine. The error message is:

Either: "Segmentation fault"

Or: "Killed"

Could somebody throw some light on the cause of this behaviour? And, 
possible ways to improve the same? 

Eagerly looking to some ideas,

-- 
Regards,
Nomesh.