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From: nisha kannookadan (nishak44_at_[hidden])
Date: 2008-01-26 17:54:26

Hi everybody

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
> entries.

What is the maximum size for matrices. Why is there no max_size() for matrices, but only for vectors?

Nisha K

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