THis is probably off-topic but I could not find a place to ask this.
I am trying to find an alghorithm that would solve a system of linear equations. I am trying to write a constrained minimization and optimization functions. Using specific methods I am able to express them as unconstrained problems but it requires me to solve two big systems of linear equations.
I have been searching all over the net but cannot find a decent/robust library/alghorithm that would allow me to solve a system of equations of any size.
Do you guys know where would be a good place to ask this question? Perhaps some c++ forums?
Help is gretly appreciated.
Regards,
EPHERE