From: nisha kannookadan (nishak44_at_[hidden])
Date: 2008-01-26 17:54:26
Thank you for all the advices.
> BTW: What are you going to do with such a large matrix? If you plan to
> do linear algebra you should use sophisticated compression
> techniques ...
I compute option prices for multi-dimensional assets on a sparse grid with FEM-and for dimension 5 the matrix gets quite huge, but it will be cut later :).
> There is only one restriction: size1 * size2 has to fit into the size_t
> type. Thus you need at least a 64-Bit machine to address all matrix
What is the maximum size for matrices. Why is there no max_size() for matrices, but only for vectors?
Express yourself instantly with MSN Messenger! Download today it's FREE!