CODEWITHSUNDEEP
c++11linear-algebra
say era
say era

Reputation: 59

What is the best way (in terms of the accuracy of the result) to solve a linear system?

What is the best way (in terms of the accuracy of the result) to solve a linear system?. Is it using iterative methods (like conjugate gradient...) or decomposition methods (like SVD or LU)?

If you can recommend any solver in C++.

Thank you in advance.

Upvotes: 0

Views: 67

Answers (1)

Evg
Evg

Reputation: 26342

In numerical methods there is usually no best way to do anything. If there had been the best algorithm to solve a linear system, everyone would've been using it. Direct and iterative methods are somewhat orthogonal to each other: direct methods are useful when the system size is small and you need accurate solution, iterative methods can be used for much larger systems and when you can tolerate a certain error. The choice of a linear solver also depends on the type of a system matrix, dense or sparse, and its properties (symmetry, positive-definiteness, etc.).

There are many linear solvers available in C++. Take a look, for example, at Intel MKL library. It is free now.

Upvotes: 1

Related Questions