Matrix/Linear Algebra Library?

[TomD]

Fawzi Mohamed Wrote:

[...]
> Probably if you want least square approximation (that is what you meant 
> with LSA?) some kind of direct minimizer is the way to go (but be 
> careful the problem might ill conditioned).
> Fawzi
> 
You normally use SVD only if the system is ill conditioned. Otherwise check
for a conjugate gradient method (if the matrix is symmetric), or do some
sort of pre-conditioning. But then again, the last time I did CFD was some
10 years ago.

Ciao
Tom