by bsmile » Tue Mar 12, 2013 9:00 pm
I have a linear system with the matrix A_n,m having n>=m. I would like to know of a most reliable and efficient and accurate linear solver provided in Lapack to help. I could think of the following which might help dealing with the ill-conditionness: preconditioning and rescaling on both row and column to render each element of similar magnitude. I know existence of the subroutine doing the latter in Lapack, but forgot its name. I wonder whether there are more ways to deal with this problem, and please help advice me of the relevant subroutines! Thank you very much.