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Thread: problem with solve very big linear system

  1. #1
    Junior Member
    Join Date
    Nov 2011
    Posts
    5

    problem with solve very big linear system

    Hi
    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':
    Code:
    n=10000;
    double *a = new double[n*n];
    PLZ help , it is so important to me

  2. #2
    Senior Member
    Join Date
    Sep 2005
    Location
    Albuquerque, NM USA
    Posts
    140
    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/foru...ad.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.
    Dickie T. Bird

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