hi all:
i am coding an algorithm in matlab, but its performance is poor because it has some while cycles and if conditions. to get to the solution as soon as possible, increase speed, i've started coding it in C. I compile it to a dll through mex and call it directly from matlab. this way i am using the blas/lapack libraries shipped with matlab.
i am inexperienced with the blas/lapack libraries.
within this the cycles i need to solve a linear system of the form AX = B
excuse me for the use of some matlab code:
[mA, nA] = size(A);
[mX, nX] = size(X);
this linear system will always be mA >= nA, and nA = mX= nX = 3 or nA = mX= nX = 4.
for this purpose i chose dgelsy lapack function. my doubt is about the rcond input parameter. for testing purposes i defined it as rcond = 3e-11 (same value that i've assigned to eps). i know that this parameter is for matrix reciprocal condition number and to A be invertible it has to have a small value. So, should i calculate rcond value with DLANGE, DGETRF or DGECON prior to using dgelsy making it as a test for the singularity of A or can i assign to rcond parameter a magical value and hope for the best...
Help is appreciated and comments are welcome
thanks in advance
mut

