[Help-gsl] solving linear system with large matrices

[Jan Ehrhardt]

Hello,

I want to solve a linear system Ax=b, where A is symmetric, positive 
definite square matrix.
However, the size of the  matrix is very large: approx. 65000x65000 or 
larger so an allocation
of the whole matrix will fail. A is a tridiagonal matrix with two side 
diagonal entries, all other entries are zero.

So the structure is like
(xx000x00000)
(xxx000x0000)
(0xxx000x000)
(00xxx000x00)
(000xxx000x0)
(x000xxx000x)
(0x000xxx000)

but squared and much larger. I think a cholesky decomposition should 
work to solve the system, but how can
I allocate and store the matrix?
I gsl is not able to handle such large matrices, are there other 
possible solutions/libraries?
Thanks.

Jan



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