Re: [boost] A possible GSOC 2011 proposal idea

Subject: Re: [boost] A possible GSOC 2011 proposal idea
From: Chad Seibert (chadjseibert_at_[hidden])
Date: 2011-03-21 09:50:46

Yes, it does. However, it seems inappropriate to write an LP library for
Boost that uses LAPACK to do the linear algebra stuff. If we wanted to go
down that road, we could just write a wrapper for an existing lp library
instead, like what OpenOpt does.

On Mon, Mar 21, 2011 at 8:39 AM, Mathias Gaunard <
mathias.gaunard_at_[hidden]> wrote:

> On 21/03/2011 12:00, Chad Seibert wrote:
>
>  As for the scope of solving LS, there are many different algorithms
>> designed
>> to do just that. In order to limit the scope, I will not consider parallel
>> algorithms or distributed algorithms. If the Boost community thinks that
>> these are reasonable and I should forgo solving LP in favor of solving
>> large
>> (>  100,000x100,000) LS, we can certainly discuss this. The following
>> algorithms are up for consideration:
>>
>> * LU decomposition for small matrices
>> * Iterative methods for large matrices, such as conjugate gradient for
>> positive definite matrices
>>
>
> Doesn't LAPACK already do that?
>
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