View Full Version : problem with solve very big linear system

02-23-2012, 10:27 AM
i want to solve a 10000x10000 matrix, and as you know i use this function "imsl_d_lin_sol_gen(n, a, b, 0)" but when i want to define and re size matrix 'a' and fill it to pass it to function i got an error that said: "External component has thrown an exception"
i use this code to create matrix 'a':

double *a = new double[n*n];
PLZ help , it is so important to me

Richard Hanson
02-25-2012, 11:25 AM
You are dealing with a size that requires alternate software. For C programmers there is a suggestion to make an inter-language call to a Fortran problem. See the link, http://software.intel.com/en-us/forums/showthread.php?t=76954

This example is for a QR decomposition. There are Fortran codes for solving linear systems with Gauss elimination and partial pivoting. You can look up the details.