Solving simultaneous linear equations
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Hi,
I have a set of 6 simultaneous linear equations with 6 unknowns that I want to solve. This isn't an optimisation problem where I have to find a minimum or maximum. Just a straight-forward problem. Is this something that is best done with Quantlib (e.g. Simplex) or am I better off with another 3rd party library, e.g. Math.NET ? thanks Francois Botha ------------------------------------------------------------------------------ Comprehensive Server Monitoring with Site24x7. Monitor 10 servers for $9/Month. Get alerted through email, SMS, voice calls or mobile push notifications. Take corrective actions from your mobile device. http://pubads.g.doubleclick.net/gampad/clk?id=154624111&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Solving simultaneous linear equations
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I'm guessing third party. I don't think we have an exact solver. Luigi On Fri, Nov 14, 2014 at 4:20 PM, Francois Botha <[hidden email]> wrote:
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Re: Solving simultaneous linear equations
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but if it is linear, one could use SVD::solveFor(...), no ?
Peter On 14 November 2014 18:01, Luigi Ballabio <[hidden email]> wrote: > I'm guessing third party. I don't think we have an exact solver. > > Luigi > > On Fri, Nov 14, 2014 at 4:20 PM, Francois Botha <[hidden email]> wrote: >> >> Hi, >> >> I have a set of 6 simultaneous linear equations with 6 unknowns that I >> want to solve. This isn't an optimisation problem where I have to find a >> minimum or maximum. Just a straight-forward problem. >> >> Is this something that is best done with Quantlib (e.g. Simplex) or am I >> better off with another 3rd party library, e.g. Math.NET ? >> >> thanks >> Francois Botha >> >> >> ------------------------------------------------------------------------------ >> Comprehensive Server Monitoring with Site24x7. >> Monitor 10 servers for $9/Month. >> Get alerted through email, SMS, voice calls or mobile push notifications. >> Take corrective actions from your mobile device. >> >> http://pubads.g.doubleclick.net/gampad/clk?id=154624111&iu=/4140/ostg.clktrk >> _______________________________________________ >> QuantLib-users mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> > > > > -- > <https://implementingquantlib.blogspot.com> > <https://twitter.com/lballabio> > > ------------------------------------------------------------------------------ > Comprehensive Server Monitoring with Site24x7. > Monitor 10 servers for $9/Month. > Get alerted through email, SMS, voice calls or mobile push notifications. > Take corrective actions from your mobile device. > http://pubads.g.doubleclick.net/gampad/clk?id=154624111&iu=/4140/ostg.clktrk > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > ------------------------------------------------------------------------------ Comprehensive Server Monitoring with Site24x7. Monitor 10 servers for $9/Month. Get alerted through email, SMS, voice calls or mobile push notifications. Take corrective actions from your mobile device. http://pubads.g.doubleclick.net/gampad/clk?id=154624111&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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SVD works perfectly. And it's fast! Thanks. Francois Botha On 14 November 2014 20:17, Peter Caspers <[hidden email]> wrote: but if it is linear, one could use SVD::solveFor(...), no ? ------------------------------------------------------------------------------ Download BIRT iHub F-Type - The Free Enterprise-Grade BIRT Server from Actuate! Instantly Supercharge Your Business Reports and Dashboards with Interactivity, Sharing, Native Excel Exports, App Integration & more Get technology previously reserved for billion-dollar corporations, FREE http://pubads.g.doubleclick.net/gampad/clk?id=157005751&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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