Dear list,
I'm using solve(A,b) to solve (!) a linear system, where A is a large
(100 x 100) symmetric, dense, complex matrix. The precise structure of
A is block-Toeplitz, which means that the best algorithm for inversion
would probably be based on fft.
Anyway, I'm looking for an iterative solver similar to Matlab's GMRES
(Generalized Minimal Residual) routine as I could use an initial guess
(I need to slightly change the linear system many times) and specify
the maximum number of iterations or a level of accuracy to maintain an
acceptable computation time. Do you know of an R interface to such
iterative schemes?
Best regards,
baptiste
_____________________________
Baptiste Augui?
School of Physics
University of Exeter
Stocker Road,
Exeter, Devon,
EX4 4QL, UK
Phone: +44 1392 264187
http://newton.ex.ac.uk/research/emag