Solving a 6*6 system of linear equation in c program

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The entries of coefficient matrix are values of some computed variables in the program.First I use LU Decomposition technique.Turns out that some leading principal minors are singular.Then I use Gauss elimination.But some diagonal elements are zero.Then I tried to do pivoting.But changing order of equations seems impossible since in main program I have to solve the equation 250000 times and in some cases most of the elements of matrix are zero.Then I use Gauss Seidel iterative method. But again turns out that the matrix is not diagonally dominant.I hear about Jacobi's iteration. But that also have some pitfall.

Give me some suggestion about that.

Posted 18-Aug-15 8:26am

Member 11918291

Updated 20-Mar-16 20:08pm

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Arthur V. Ratz 20-Mar-16 10:52am

Have you tried Intel MKL library ?

Arthur V. Ratz 20-Mar-16 10:55am

It is much easy to write a program that solves linear equations using Intel MKL library.

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Sergey Alexandrovich Kryukov · Answer 1 · 2015-08-18T11:13:00

You can either use some open-source mathematics library, or learn some computational mathematics (on top of "regular" linear algebra, of course, but computational aspect of the problem is much less trivial than in linear algebra, due to inherent problems of approximate floating-point numbers and other issues), and do it all by yourself. The classical algorithm for the solution of linear equation system is Gauss's method: http://www.alexeypetrov.narod.ru/Eng/C/gauss_about.html[^].

—SA

Arthur V. Ratz · Answer 2 · 2016-03-20T20:08:00

Solution 2

As I have previously recalled. Just try using Intel MKL library for that purpose. Just start from obtaining a Intel Parallel Studio XE at here

Posted 20-Mar-16 20:08pm

Arthur V. Ratz

Comments

Patrice T 21-Mar-16 2:26am

I fear the problem was solved since August 2015

Arthur V. Ratz 21-Mar-16 2:27am

What do you mean ?

CHill60 21-Mar-16 4:33am

He means the question was asked in August 2015 and an answer was posted the same day