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@ens-lyon.org> 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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