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13 Linear Algebra

This chapter describes functions for solving linear systems. The library provides linear algebra operations which operate directly on the gsl_vector and gsl_matrix objects. These routines use the standard algorithms from Golub & Van Loan's Matrix Computations.

When dealing with very large systems the routines found in lapack should be considered. These support specialized data representations and other optimizations.

The functions described in this chapter are declared in the header file gsl_linalg.h.