[vox-tech] [OT] Numerical algorithms in C

[Richard Harke]

A resource I would also suggest is a book titled
"A Numerical Library in C for Scientists and Engineers"
By H. T. Lau. This is from CRC Press. I got a copy several
years ago so I don't know if this is still inprint. It came with a floppy
so there was machine readable source code. A large part of the book
deals with linear algebra and many specialized forms of matrices.
(I was able to use some code from this book to solve 4000x4000
matrices with 31 non-zero diagonals. This solver was the inner
loop in solving some differential equations)
The book itself prvides detailed documentation, no small thing
in this kind of work. And especially when you wish to make modifications.

Richard Harke

On Fri February 2 2007 00:01, Peter Jay Salzman wrote:
> Is there something equivalent to LAPACK or NAG in C?  Something free (as in
> beer is OK by me).
>
> I need some high powered stuff like SVD factorization, linear solvers that
> specialize in rank deficient problems, n-th order polynomial least curve
> fitting, rank tolerant matrix equation solvers, etc.
>
> I know something like NAG (don't want to pay for it) and LAPACK (don't want
> the headache of interfacing with fortran if I don't have to) has them. 
> I've seen something called LAPACK++, which would be my next choice if
> something in C isn't available.
>
> Can anyone grant me temporary access to a machine with NAG?  That would
> work too.
>
> Thanks!
> Pete