Solving simultaneous linear equations

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Solving simultaneous linear equations

igitur
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

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Re: Solving simultaneous linear equations

Luigi Ballabio
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

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Re: Solving simultaneous linear equations

Peter Caspers-4
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
>>
>>
>> ------------------------------------------------------------------------------
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>> Take corrective actions from your mobile device.
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>> 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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> <https://twitter.com/lballabio>
>
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Re: Solving simultaneous linear equations

igitur
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 ?
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.
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> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>


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