Simultaneous linear equation solving

I'm trying to solve some ill-conditioned simultaneous linear equations for a graphics application. Gaussian elimination using total pivoting on doubles isn't accurate enough. Does anyone know any better techniques?

[223 byte] By [YATArchivist] at [2007-9-27 18:26:28]

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# 1

Well, I found Numerical Recipe in C on the web, and it looks like Singular Value Decomposition will do the job.

YATArchivist at 2007-7-6 19:05:32 >

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# 2

You could also look at mathtools.net. There's a lot of stuff there, although you have to wade through to, perhaps, find what you want.m

wywiwyg at 2007-7-6 19:05:32 >

# 3

why are you using direct methods. use iterative ones like SOR.

Nikita04 at 2007-7-6 19:05:32 >

# 4

Thanks for your replies. I'm using NIST's reference implementation of Jama and it works beautifully.

YATArchivist at 2007-7-6 19:05:33 >

# 5

yeah, that's pretty good. you might also try some numerical algorithms though if your system is sparse or you want a better performance if your system is large. nist website has a list i think.

Nikita04 at 2007-7-6 19:05:33 >

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Simultaneous linear equation solving

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